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The Hausdorff Moment Problem under Finite Additivity [PDF]
Journal of Theoretical Probability, 2007 The problem of determining a probability measure through its sequence of moments is well-known and several results are already available if the measure is \(\sigma\)-additive. This paper analyses this problem assuming that the measure is only finitely additive. Various moment problems are discussed and studied in this context. For example the Stieltjes
Enrique Miranda +2 more
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A Schur–Nevanlinna Type Algorithm for the Truncated Matricial Hausdorff Moment Problem [PDF]
Complex Analysis and Operator Theory, 2021 The main goal of this paper is to achieve a parametrization of the solution set of the truncated matricial Hausdorff moment problem in the non-degenerate and degenerate situation. We treat the even and the odd cases simultaneously. Our approach is based on Schur analysis methods. More precisely, we use two interrelated versions of Schur-type algorithms,
Conrad Mädler +2 more
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Rates of convergence in de Finetti’s representation theorem, and Hausdorff moment problem [PDF]
Bernoulli, 2020 zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Stefano Favaro, Emanuele Dolera
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Weyl Sets in a Non-degenerate Truncated Matricial Hausdorff Moment Problem
Complex Analysis and Operator TheoryAbstractGiven a point w in the upper half-plane $$\Pi _{\mathord {+}}$$ Π + , we describe the set of all possible values F(w) of transforms $$F(z)\,{:=}\,\int _{[\alpha ,\beta ]}(x-z)^{-1}\sigma (\textrm{d}x)$$ F
Conrad Mädler +2 more
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On two resolvent matrices of the truncated Hausdorff matrix moment problem
Visnik Harkivsʹkogo Nacionalʹnogo Universitetu im. V.N. Karazina. Cepiâ Matematika, Prikladna Matematika i Mehanika, 2022 We consider the truncated Hausdorff matrix moment problem (THMM) in case of a finite number of even moments to be called non degenerate if two block Hankel matrices constructed via the moments are both positive definite matrices.
A. E. Choque-Rivero +1 more
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Beyond islands: a free probabilistic approach
Journal of High Energy Physics, 2023 We give a free probabilistic proposal to compute the fine-grained radiation entropy for an arbitrary bulk radiation state, in the context of the Penington-Shenker-Stanford-Yang (PSSY) model where the gravitational path integral can be implemented with ...
Jinzhao Wang
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Hausdorff moment problem via fractional moments [PDF]
Applied Mathematics and Computation, 2003 We outline an efficient method for the reconstruction of a probability density function from the knowledge of its infinite sequence of ordinary moments. The approximate density is obtained resorting to maximum entropy technique, under the constraint of some fractional moments. The latter ones are obtained explicitly in terms of the infinite sequence of
Novi Inverardi, Pier Luigi +3 more
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Hausdorff moment problem and nonlinear time optimality [PDF]
ESAIM: Control, Optimisation and Calculus of Variations, 2022 A complete analytic solution for the time-optimal control problem for nonlinear control systems of the form ẋ1 = u, ẋj = ẋ1j−1, j = 2, …, n, is obtained for arbitrary n. In the paper we present the following surprising observation: this nonlinear optimality problem leads to a truncated Hausdorff moment problem, which gives analytic tools for finding ...
G.M. Sklyar, S. Yu. Ignatovich
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THE HAUSDORFF MOMENT PROBLEM IN THE LIGHT OF ILL-POSEDNESS OF TYPE I [PDF]
Eurasian Journal of Mathematical and Computer Applications, 2021 The Hausdorf moment problem (HMP) over the unit interval in an L 2 -setting is a classical example of an ill-posed inverse problem. Since various applications can be rewritten in terms of the HMP, it has gathered significant attention in the literature.
Daniel Gerth +3 more
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The Hausdorff Moment Problem [PDF]
Canadian Mathematical Bulletin, 1978 Suppose throughout thatand that {μn}(n≥ 0) is a sequence of real numbers. The (generalized) Hausdorff moment problem is to determine necessary and sufficient conditions for there to be a function x in some specified class satisfying.
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