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Uniform convergence for moment problems with Fermi-Dirac type entropies (1994)

Borwein, J. M. ; Huang, W.

Springer

Mathematical methods of operations research 40 (1994), S. 239-252

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ISSN: 1432-5217

Keywords: linear constrained optimization ; moment problems ; uniform convergence ; best approximation ; Fermi-Dirac entropy ; Fenchel duality

Source: Springer Online Journal Archives 1860-2000

Topics: Mathematics , Economics

Notes: Abstract We consider the best entropic estimation to a unknown density¯x, given some of its algebraic or trigonometric moments. A uniform convergence theorem is established in this paper for such problems using Fermi-Dirac type entropic objectives.

Type of Medium: Electronic Resource

URL: http://dx.doi.org/10.1007/BF01432968

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