Related papers: On the entropy for indeterminate moment problems
The problem of Shannon entropy estimation in countable infinite alphabets is addressed from the study and use of convergence results of the entropy functional, which is known to be discontinuous with respect to the total variation distance…
We summarize significant classical results on (in)determinacy of measures in terms of their finite positive integer order moments. Well-known is the role of the smallest eigenvalues of Hankel matrices, starting from Hamburger's results a…
Information theory on a time-discrete setting in the framework of time series analysis is generalized to the time-continuous case. Considerations of the Roessler and Lorenz dynamics as well as the Ornstein-Uhlenbeck process yield for…
We study a limiting case of the Askey-Wilson polynomials when one of the parameters goes to infinity, namely continuous dual q-Hahn polynomials when q > 1. Solutions to the associated indeterminate moment problem by general theory are found…
Let $\mu$ be a given Borel measure on $\K\subseteq\R^n$ and let $y=(y_\alpha)$, $\alpha\in\N^n$, be a given sequence. We provide several conditions linking $y$ and the moment sequence $z=(z_\alpha)$ of $\mu$, for $y$ to be the moment…
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…
This paper treat determinacy of strong moment problems in part I and indeterminacy of strong moment problems in part II. This paper is a summary of the following papers: [1] Ald\'en. E., Determinacy of Strong Moment Problems. [2] On…
For any set $A$ of natural numbers with positive upper Banach density and any $k\geq 1$, we show the existence of an infinite set $B\subset{\mathbb N}$ and a shift $t\geq0$ such that $A-t$ contains all sums of $m$ distinct elements from $B$…
Even if a probability distribution is properly normalizable, its associated Shannon (or von Neumann) entropy can easily be infinite. We carefully analyze conditions under which this phenomenon can occur. Roughly speaking, this happens when…
We prove among other things that the omega-limit set of a bounded solution of a Hamilton system \[\left\{\begin{aligned} & \mathbf{\dot{p}}=\frac{\partial H}{\partial \mathbf{q}} & \mathbf{\dot{q}}=-\frac{\partial H}{\partial \mathbf{p}} \\…
In the present paper we prove a family of tight upper and lower bounds for the Shannon entropy and von Neumann entropy based on the p-norms. This allows us to have an entropy estimate, a criterion for the finiteness of it and a bound on the…
We study an entropy measure for quantum systems that generalizes the von Neumann entropy as well as its classical counterpart, the Gibbs or Shannon entropy. The entropy measure is based on hypothesis testing and has an elegant formulation…
We show first that there are intrinsic relationships among different conditions, old and recent, which lead to some general statements in both the Stieltjes and the Hamburger moment problems. Then we describe checkable conditions and prove…
The Hamburger moment problem for the $q$-Lommel polynomials which are related to the Hahn-Exton $q$-Bessel function is known to be indeterminate for a certain range of parameters. In this paper, the Nevanlinna parametrization for the…
We consider univariate distributions with finite moments of all positive orders. The moment problem is to determine whether or not a given distribution is uniquely determined by the sequence of its moments. There is a huge literature on…
We describe all solutions of the matrix Hamburger moment problem in a general case (no conditions besides solvability are assumed). We use the fundamental results of A.V. Shtraus on the generalized resolvents of symmetric operators. All…
We prove density of hyperbolicity in spaces of (i) real transcendental entire functions, bounded on the real line, whose singular set is finite and real and (ii) transcendental self-maps of the punctured plane which preserve the circle and…
We seek an entropy estimator for discrete distributions with fully empirical accuracy bounds. As stated, this goal is infeasible without some prior assumptions on the distribution. We discover that a certain information moment assumption…
We exhibit infinitely many new, constrained inequalities for the von Neumann entropy, and show that they are independent of each other and the known inequalities obeyed by the von Neumann entropy (basically strong subadditivity). The new…
The classical problem of maximizing the Shannon entropy of a sum of independent random variables supported on a finite alphabet is considered and settled in the ternary case. Namely, the following theorem is established: if…