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arXiv · 1111.7123

Multivariate truncated moments problems and maximum entropy

Calin-Grigore Ambrozie
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Abstract

We characterize the existence of the Lebesgue integrable solutions of the truncated problem of moments in several variables on unbounded supports by the existence of some maximum entropy -- type representing densities and discuss a few topics on their approximation in a particular case, of two variables and 4th order moments.

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Calin-Grigore Ambrozie. 2012-12-31. Multivariate truncated moments problems and maximum entropy. https://doi.org/10.1007/s13324-012-0052-3

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