| Article ID | Journal | Published Year | Pages | File Type |
|---|---|---|---|---|
| 4636315 | Applied Mathematics and Computation | 2007 | 9 Pages |
Abstract
The maximum entropy method (maxent) is widely used in the context of the moment problem which appears naturally in many branches of physics and engineering; it is used to numerically recover the density with least bias from finitely many known moments. We introduce the basic idea behind this method and apply this method to approximating fixed densities of Markov operators in stochastic analysis and Frobenius–Perron operators in ergodic theory of chaotic dynamics.
Keywords
Related Topics
Physical Sciences and Engineering
Mathematics
Applied Mathematics
Authors
Jiu Ding, Lawrence R. Mead,