کد مقاله کد نشریه سال انتشار مقاله انگلیسی نسخه تمام متن
4630169 1340594 2011 10 صفحه PDF دانلود رایگان
عنوان انگلیسی مقاله ISI
Hausdorff moment problem and fractional moments: A simplified procedure
موضوعات مرتبط
مهندسی و علوم پایه ریاضیات ریاضیات کاربردی
پیش نمایش صفحه اول مقاله
Hausdorff moment problem and fractional moments: A simplified procedure
چکیده انگلیسی

The purpose of this paper is the recovering of a probability density function with support [0, 1] from the knowledge of its sequence of moments, i.e. the classical Hausdorff moment problem. To avoid the well-known ill-conditioning, firstly the moment curve is calculated from the assigned sequence of moments; next the unknown density is approximated by Maximum Entropy (MaxEnt) technique selecting some proper points on the moment curve. Exploiting convergence in entropy, a simplified quick procedure is suggested to recover the approximate density. An application to Laplace Transform inversion is illustrated.

ناشر
Database: Elsevier - ScienceDirect (ساینس دایرکت)
Journal: Applied Mathematics and Computation - Volume 218, Issue 8, 15 December 2011, Pages 4423–4432
نویسندگان
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