Zeitschrift für Operations Research

, Volume 40, Issue 3, pp 239–252

Uniform convergence for moment problems with Fermi-Dirac type entropies

  • J. M. Borwein
  • W. Huang
Articles

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.

Key words

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

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Copyright information

© Physica-Verlag 1994

Authors and Affiliations

  • J. M. Borwein
    • 1
  • W. Huang
    • 2
  1. 1.Department of Mathematics and StatisticsSimon Fraser UniversityBurnabyUSA
  2. 2.Department of Mathematics and SciencesLakehead UniversityThunder BayUSA

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