Year: 2016
Author: Jiu Ding, Noah H. Rhee, Chenhua Zhang
Advances in Applied Mathematics and Mechanics, Vol. 8 (2016), Iss. 1 : pp. 117–127
Abstract
The maximum entropy method for the Hausdorff moment problem suffers from ill conditioning as it uses monomial basis {1,$x$,$x^2$,···,$x^n$}. The maximum entropy method for the Chebyshev moment probelm was studied to overcome this drawback in [4]. In this paper we review and modify the maximum entropy method for the Hausdorff and Chebyshev moment problems studied in [4] and present the maximum entropy method for the Legendre moment problem. We also give the algorithms of converting the Hausdorff moments into the Chebyshev and Lengendre moments, respectively, and utilizing the corresponding maximum entropy method.
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Journal Article Details
Publisher Name: Global Science Press
Language: English
DOI: https://doi.org/10.4208/aamm.2014.m504
Advances in Applied Mathematics and Mechanics, Vol. 8 (2016), Iss. 1 : pp. 117–127
Published online: 2016-01
AMS Subject Headings: Global Science Press
Copyright: COPYRIGHT: © Global Science Press
Pages: 11