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Uniform convergence for moment problems with Fermi-Dirac type entropies

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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.

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Borwein, J.M., Huang, W. Uniform convergence for moment problems with Fermi-Dirac type entropies. ZOR - Methods and Models of Operations Research 40, 239–252 (1994). https://doi.org/10.1007/BF01432968

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  • DOI: https://doi.org/10.1007/BF01432968

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