Author : Jean-Pierre Gabardo
Publisher : American Mathematical Soc.
Page : 94 pages
File Size : 40,6 Mb
Release : 1993
Category : Mathematics
ISBN : 9780821825518
Extension of Positive-Definite Distributions and Maximum Entropy by Jean-Pierre Gabardo Pdf
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.