Algebraic-exponential Data Recovery from Moments
نویسندگان
چکیده
Let G be a bounded open subset of Euclidean space with real algebraic boundary Γ. Under the assumption that the degree d of Γ is given, and the power moments of the Lebesgue measure on G are known up to order 3d, we describe an algorithmic procedure for obtaining a polynomial vanishing on Γ. The particular case of semialgebraic sets defined by a single polynomial inequality raises an intriguing question related to the finite determinateness of the full moment sequence. The more general case of a measure with density equal to the exponential of a polynomial is treated in parallel. Our approach relies on Stokes theorem and simple Hankel-type matrix identities.
منابع مشابه
On The Moments Of The Time To Ruin Distribution When The Initial Reserve Is Large And Claim Amount Distribution Is Two Stage Hypo Exponential Distribution
In any classical risk model one of the important random variable is time to ruin. As time to ruin warns the management for possible adverse situations that may arise, the distribution of time to ruin place a vital role in the day to day transactions of the any insurance company. Moments of the distribution are also important as coefficient of skewness of the distribution is very important in ac...
متن کاملReconstruction of algebraic-exponential data from moments
Let G be a bounded open subset of Euclidean space with real algebraic boundary Γ. Under the assumption that the degree d of Γ is given, and the power moments of the Lebesgue measure on G are known up to order 3d, we describe an algorithmic procedure for obtaining a polynomial vanishing on Γ. The particular case of semialgebraic sets defined by a single polynomial inequality raises an intriguing...
متن کاملRecurrence Relations for Single and Product Moments of Generalized Order Statistics from pth Order Exponential Distribution and its Characterization
In this paper, we establish some recurrence relations for single and product moments of generalized order statistics from pth order exponential distribution. Further the results are deduced for the recurrence relations of record values and ordinary order statistics and using a recurrence relation for single moments we obtain characterization of pth order exponential distribution.
متن کاملHigher moments portfolio Optimization with unequal weights based on Generalized Capital Asset pricing model with independent and identically asymmetric Power Distribution
The main criterion in investment decisions is to maximize the investors utility. Traditional capital asset pricing models cannot be used when asset returns do not follow a normal distribution. For this reason, we use capital asset pricing model with independent and identically asymmetric power distributed (CAPM-IIAPD) and capital asset pricing model with asymmetric independent and identically a...
متن کاملClassical and Bayesian Inference in Two Parameter Exponential Distribution with Randomly Censored Data
Abstract. This paper deals with the classical and Bayesian estimation for two parameter exponential distribution having scale and location parameters with randomly censored data. The censoring time is also assumed to follow a two parameter exponential distribution with different scale but same location parameter. The main stress is on the location parameter in this paper. This parameter has not...
متن کاملذخیره در منابع من
با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید
عنوان ژورنال:
- Discrete & Computational Geometry
دوره 54 شماره
صفحات -
تاریخ انتشار 2015