Electronic Resource
College Park, Md.
:
American Institute of Physics (AIP)
Journal of Mathematical Physics
35 (1994), S. 6748-6756
ISSN:
1089-7658
Source:
AIP Digital Archive
Topics:
Mathematics
,
Physics
Notes:
A necessary and sufficient condition for the existence of the maximum entropy (ME) function, defined in an infinite or semiinfinite interval, is provided. The conclusions reached show that, except in a few particular cases, the necessary and sufficient conditions for the existence of maximum entropy function are identical to the conditions for the solution of the moment problem when the first M+1 moments are assigned. Even if the conclusions reached are very similar to the Hausdorff case, the specificity of the Hamburger and Stieltjes cases demands a different handling. A sufficient condition for the entropy convergence of the resulting sequence of maximum entropy estimators to the entropy of the recovering function is also provided. © 1994 American Institute of Physics.
Type of Medium:
Electronic Resource
URL:
http://dx.doi.org/10.1063/1.530640
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