Hausdorff moment problem is considered and a solution, consisting of the use of fractional moments, is proposed. More precisely, in this work a stable algorithm to obtain centered moments from integer moments is found. The algorithm transforms a direct method into an iterative Jacobi method which converges in a finite number of steps, as the iteration Jacobi matrix has null spectral radius. The centered moments are needed to calculate fractional moments from integer moments. As an application few fractional moments are used to solve finite Hausdorff moment problem via maximum entropy technique. Fractional moments represent a remedy to illconditioning coming from an high number of integer moments involved in recovering procedure.

Hausdorff Moment Problem and Fractional Moments / H., Gzyl; Tagliani, Aldo. - In: APPLIED MATHEMATICS AND COMPUTATION. - ISSN 0096-3003. - ELETTRONICO. - 2010, v.216:11(2010), pp. 3319-3328.

Hausdorff Moment Problem and Fractional Moments

Tagliani, Aldo
2010-01-01

Abstract

Hausdorff moment problem is considered and a solution, consisting of the use of fractional moments, is proposed. More precisely, in this work a stable algorithm to obtain centered moments from integer moments is found. The algorithm transforms a direct method into an iterative Jacobi method which converges in a finite number of steps, as the iteration Jacobi matrix has null spectral radius. The centered moments are needed to calculate fractional moments from integer moments. As an application few fractional moments are used to solve finite Hausdorff moment problem via maximum entropy technique. Fractional moments represent a remedy to illconditioning coming from an high number of integer moments involved in recovering procedure.
2010
11
H., Gzyl; Tagliani, Aldo
Hausdorff Moment Problem and Fractional Moments / H., Gzyl; Tagliani, Aldo. - In: APPLIED MATHEMATICS AND COMPUTATION. - ISSN 0096-3003. - ELETTRONICO. - 2010, v.216:11(2010), pp. 3319-3328.
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Utilizza questo identificativo per citare o creare un link a questo documento: https://hdl.handle.net/11572/84420
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