Hausdorff moment problem and Maximum Entropy: On the existence conditions |
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Authors: | M Frontini |
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Institution: | a Mathematics Dept., Milan Polytechnic, Milano, Italy b Dept. of Computer and Management Sciences, University of Trento, Trento, Italy |
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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. |
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Keywords: | Completely monotonic sequence Hankel matrices Hausdorff moment problem Maximum Entropy Moments space |
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