Related papers: Truncated Moment Problem for Dirac Mixture Densiti…
We characterize the existence of the Lebesgue integrable solutions of the truncated problem of moments in several variables on unbounded supports by the existence of some maximum entropy -- type representing densities and discuss a few…
Power moments, modified moments, and optimized moments are powerful tools for solving microscopic models of macroscopic systems; however the expansion of the density of states as a continued fraction does not converge to the macroscopic…
This paper studies generalized truncated moment problems with unbounded sets. First, we study geometric properties of the truncated moment cone and its dual cone of nonnegative polynomials. By the technique of homogenization, we give a…
In the present article we derive an explicit expression for the trun- cated mean and variance for the multivariate normal distribution with ar- bitrary rectangular double truncation. We use the moment generating ap- proach of Tallis (1961)…
We outline an efficient method for the reconstruction of a probability density function from the knowledge of its infinite sequence of ordinary moments. The approximate density is obtained resorting to maximum entropy technique, under the…
We solve the truncated K-moment problem when $K\subseteq R^n$ is the closure of a, not necessarily bounded, open set (which includes the important cases $K=R^n$ and $K=R^n_+$). That is, we completely characterize the interior of the convex…
The truncated moment problem consists of determining whether a given finitedimensional vector of real numbers y is obtained by integrating a basis of the vector space of polynomials of bounded degree with respect to a non-negative measure…
In this prelinimary version of paper, we propose to give a complete solution to the Truncated Multidimensional Trigonometric Moment Problem (TMTMP) from a system and signal processing perspective. In mathematical TMTMPs, people care about…
We study truncated moment sequences of distribution mixtures, especially from Gaussian and log-normal distributions and their Carath\'eodory numbers. For $\mathsf{A} = \{a_1,\dots,a_m\}$ continuous (sufficiently differentiable) functions on…
Various methods have been proposed to approximate a solution to the truncated Hausdorff moment problem. In this paper, we establish a method of comparison for the performance of the approximations. Three ways of producing random moment…
A new method is presented which allows time averaged density matrices of closed quantum systems to be computed via a constraint overlap maximization. Due to its simplicity, this method can be combined with algorithms based on tensor…
In experiment, the multiplicity distributions of inelastic processes are truncated due to finite energy, insufficient statistics or special choice of events. It is shown that the moments of such truncated multiplicity distributions possess…
We use the method of Maximum (relative) Entropy to process information in the form of observed data and moment constraints. The generic "canonical" form of the posterior distribution for the problem of simultaneous updating with data and…
We study the dynamics of condensation for a stochastic continuous mass transport process defined on a one-dimensional lattice. Specifically we introduce three different variations of the truncated random average process. We generalize…
A monotonic, non-kernel density variant of the density-matching technique for optimization under uncertainty is developed. The approach is suited for turbomachinery problems which, by and large, tend to exhibit monotonic variations in the…
In this paper we study ideals arising from moments of local Dirac measures and their mixtures. We provide generators for the case of first order local Diracs and explain how to obtain the moment ideal of the Pareto distribution from them.…
An atomic random complex measure defined on the unit disk with Normally distributed moments is considered. An approximation to the distribution of the zeros of its Cauchy transform is computed. Implications of this result for solving…
This paper considers the problem of steering an arbitrary initial probability density function to an arbitrary terminal one, where the system dynamics is governed by a first-order linear stochastic difference equation. It is a…
We find necessary and sufficient conditions for the existence of a probability measure on $\mathbb{N}_0$, the nonnegative integers, whose first $n$ moments are a given $n$-tuple of nonnegative real numbers. The results, based on finding an…
Stochastic dynamical systems often contain nonlinearities which make it hard to compute probability density functions or statistical moments of these systems. For the moment computations, nonlinearities in the dynamics lead to unclosed…