Extension of Positive-Definite Distributions and Maximum Entropy
Author | : Jean-Pierre Gabardo |
Publisher | : American Mathematical Soc. |
Total Pages | : 111 |
Release | : 1993 |
ISBN-10 | : 9780821825518 |
ISBN-13 | : 0821825518 |
Rating | : 4/5 (18 Downloads) |
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.