منابع مشابه
The Generalized Moment Problem with Complexity Constraint
In this paper, we present a synthesis of our differentiable approach to the generalized moment problem, an approach which begins with a reformulation in terms of differential forms and which ultimately ends up with a canonically derived, strictly convex optimization problem. Engineering applications typically demand a solution that is the ratio of functions in certain finite dimensional vector ...
متن کاملThe Uncertain Generalized Moment Problem with Complexity Constraint
This paper is dedicated to Arthur Krener – a great researcher, a great teacher and a great friend – on the occasion of his 60th birthday. In this work we study the generalized moment problem with complexity constraints in the case where the actual values of the moments are uncertain. For example, in spectral estimation the moments correspond to estimates of covariance lags computed from a finit...
متن کاملThe classical moment problem and generalized indefinite strings
We show that the classical Hamburger moment problem can be included in the spectral theory of generalized indefinite strings. Namely, we introduce the class of Krein–Langer strings and show that there is a bijective correspondence between moment sequences and this class of generalized indefinite strings. This result can be viewed as a complement to the classical results of M. G. Krein on the co...
متن کاملTruncated Moment Problem versus Moment Problem 3
It is shown that the truncated multidimensional moment problem is more general than the full multidimensional moment problem.
متن کاملRecurrence Relations for Quotient Moment of Generalized Pareto Distribution Based on Generalized Order Statistics and Characterization
Generalized Pareto distribution play an important role in reliability, extreme value theory, and other branches of applied probability and statistics. This family of distributions includes exponential distribution, Pareto distribution, and Power distribution. In this paper, we established exact expressions and recurrence relations satisfied by the quotient moments of generalized order statistic...
متن کاملذخیره در منابع من
با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید
ژورنال
عنوان ژورنال: Proceedings of the American Mathematical Society
سال: 1984
ISSN: 0002-9939
DOI: 10.2307/2044804