Multivariate truncated moments problems and maximum entropy
Calin-Grigore Ambrozie
TL;DR
This paper characterizes when solutions to multivariate truncated moment problems exist using maximum entropy densities and explores approximation methods in a specific two-variable, fourth-order case.
Contribution
It provides a new characterization of solutions to multivariate truncated moment problems via maximum entropy principles and discusses approximation techniques in a specific setting.
Findings
Existence of solutions linked to maximum entropy densities.
Characterization of solutions in multivariate, unbounded support cases.
Approximation methods for two-variable, fourth-order moments.
Abstract
We characterize the existence of the Lebesgue integrable solutions of the truncated problem of moments in several variables on unbounded supports by the existence of some maximum entropy -- type representing densities and discuss a few topics on their approximation in a particular case, of two variables and 4th order moments.
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