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Hausdorff moment problem and Maximum Entropy: On the existence conditions
Authors:M Frontini
Institution:a Mathematics Dept., Milan Polytechnic, Milano, Italy
b Dept. of Computer and Management Sciences, University of Trento, Trento, Italy
Abstract:Different existence conditions of the Maximum Entropy solution to finite Hausdorff moment problem have been formulated in literature. Through a counterexample we prove that the most cited one is uncorrect. We do not bound ourselves to a crude counterexample, as we think that a detailed explanation is of interest by itself. It clarifies the difference existing between the finite and infinite Hausdorff moment problem existence conditions.
Keywords:Completely monotonic sequence  Hankel matrices  Hausdorff moment problem  Maximum Entropy  Moments space
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