Extension of Positive-Definite Distributions and Maximum Entropy

Extension of Positive-Definite Distributions and Maximum Entropy
Author :
Publisher : American Mathematical Soc.
Total Pages : 111
Release :
ISBN-10 : 9780821825518
ISBN-13 : 0821825518
Rating : 4/5 (518 Downloads)

Book Synopsis Extension of Positive-Definite Distributions and Maximum Entropy by : Jean-Pierre Gabardo

Download or read book Extension of Positive-Definite Distributions and Maximum Entropy written by Jean-Pierre Gabardo and published by American Mathematical Soc.. This book was released on 1993 with total page 111 pages. Available in PDF, EPUB and Kindle. Book excerpt: In this work, the maximum entropy method is used to solve the extension problem associated with a positive-definite function, or distribution, defined on an interval of the real line. Garbardo computes explicitly the entropy maximizers corresponding to various logarithmic integrals depending on a complex parameter and investigates the relation to the problem of uniqueness of the extension. These results are based on a generalization, in both the discrete and continuous cases, of Burg's maximum entropy theorem.


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