A result by Mead and Papanicolaou is proved without the assumption of absolute continuity and without the use of maximum entropy; if $\mu_n$ is any probability distribution that solves the truncated moment problem, viz. that satisfies teh moment constraints up to order $k=n$, then the sequence $(\,mu_n)$ converges weakly to $\mu$ the unique solution of the Hausdorff moment problem.
Vague Convergence in the Truncated Moment Problem
SEMPI, Carlo
1991-01-01
Abstract
A result by Mead and Papanicolaou is proved without the assumption of absolute continuity and without the use of maximum entropy; if $\mu_n$ is any probability distribution that solves the truncated moment problem, viz. that satisfies teh moment constraints up to order $k=n$, then the sequence $(\,mu_n)$ converges weakly to $\mu$ the unique solution of the Hausdorff moment problem.File in questo prodotto:
Non ci sono file associati a questo prodotto.
I documenti in IRIS sono protetti da copyright e tutti i diritti sono riservati, salvo diversa indicazione.
