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Volumn 118, Issue 2-3, 2001, Pages 133-149

Numerical aspects of finite Hausdorff moment problem by maximum entropy approach

Author keywords

[No Author keywords available]

Indexed keywords

COMPUTATIONAL METHODS; LAGRANGE MULTIPLIERS; MATRIX ALGEBRA; METHOD OF MOMENTS; PROBLEM SOLVING;

EID: 0035281476     PISSN: 00963003     EISSN: None     Source Type: Journal    
DOI: 10.1016/S0096-3003(99)00210-6     Document Type: Article
Times cited : (17)

References (15)
  • 1
    • 0002260533 scopus 로고
    • Where do we stand on maximum entropy
    • R.D. Levine, & M. Tribus. Cambridge, MA: MIT Press
    • Jaynes E.T. Where do we stand on maximum entropy. Levine R.D., Tribus M. The Maximum Entropy Formalism. 1978;15-118 MIT Press, Cambridge, MA.
    • (1978) The Maximum Entropy Formalism , pp. 15-118
    • Jaynes, E.T.1
  • 3
    • 0000546609 scopus 로고
    • I-divergence geometry of probability distributions and minimization problems
    • Csiszar I. I-divergence geometry of probability distributions and minimization problems. Ann. Probab. 1:1975;146-158.
    • (1975) Ann. Probab. , vol.1 , pp. 146-158
    • Csiszar, I.1
  • 4
    • 0000896444 scopus 로고
    • Convergence of best entropy estimates
    • Borwein J.M., Lewis A.S. Convergence of best entropy estimates. SIAM J. Optim. 1:1991;191-205.
    • (1991) SIAM J. Optim. , vol.1 , pp. 191-205
    • Borwein, J.M.1    Lewis, A.S.2
  • 5
    • 0242679132 scopus 로고
    • A note about minimum relative entropy solutions of finite moment problems
    • Inglese G. A note about minimum relative entropy solutions of finite moment problems. Numer. Funct. Anal. Optim. 16:1995;1143-1153.
    • (1995) Numer. Funct. Anal. Optim. , vol.16 , pp. 1143-1153
    • Inglese, G.1
  • 6
    • 0001467479 scopus 로고
    • Recovering a function from a finite number of moments
    • Talenti G. Recovering a function from a finite number of moments. Inverse Problems. 3:1987;501-517.
    • (1987) Inverse Problems , vol.3 , pp. 501-517
    • Talenti, G.1
  • 7
    • 0011102046 scopus 로고    scopus 로고
    • Hausdorff moment problem and maximum entropy: A unified approach
    • Tagliani A. Hausdorff moment problem and maximum entropy: a unified approach. Appl. Math. Comput. 105:1999;291-305.
    • (1999) Appl. Math. Comput. , vol.105 , pp. 291-305
    • Tagliani, A.1
  • 11
    • 21344486577 scopus 로고
    • How bad are Hankel matrices?
    • Tyrtyshnikov E.E. How bad are Hankel matrices? Numer. Math. 67:1994;261-269.
    • (1994) Numer. Math. , vol.67 , pp. 261-269
    • Tyrtyshnikov, E.E.1
  • 12
    • 0007299196 scopus 로고
    • The condition of Gram matrices and related problems
    • Taylor J.M. The condition of Gram matrices and related problems. Proc. Roy. Soc. Edinb. 80:1978;45-56.
    • (1978) Proc. Roy. Soc. Edinb. , vol.80 , pp. 45-56
    • Taylor, J.M.1
  • 13
    • 0001702504 scopus 로고
    • The spectral properties of Hankel matrices and numerical solution of finite moment problem
    • Fasino D. The spectral properties of Hankel matrices and numerical solution of finite moment problem. J. Comput. Appl. Math. 65:1995;145-155.
    • (1995) J. Comput. Appl. Math. , vol.65 , pp. 145-155
    • Fasino, D.1
  • 15
    • 0343912984 scopus 로고
    • The condition of orthogonal polynomials
    • Gautschi W. The condition of orthogonal polynomials. Math. Comput. 26:1972;923-924.
    • (1972) Math. Comput. , vol.26 , pp. 923-924
    • Gautschi, W.1


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.