Article ID | Journal | Published Year | Pages | File Type |
---|---|---|---|---|
4632154 | Applied Mathematics and Computation | 2010 | 12 Pages |
Abstract
Stieltjes moment problem is considered and a solution, consisting of the use of fractional moments, is proposed. More precisely, a determinate Stieltjes moment problem, whose corresponding Hamburger moment problem is determinate too, is investigated in the setup of Maximum Entropy. Condition number in entropy calculation is provided endowing both Stieltjes moment problem existence conditions and Hamburger moment problem determinacy conditions by a geometric meaning. Then the resorting to fractional moments is considered; numerical aspects are investigated and a stable algorithm for calculating fractional moments from integer moments is proposed.
Related Topics
Physical Sciences and Engineering
Mathematics
Applied Mathematics
Authors
H. Gzyl, A. Tagliani,