On the truncated Hausdorff moment problem under Sobolev regularity conditions

作者：

Highlights：

• We analyze the error of recovering regular probability density functions from its truncated sequence of moments.

• We propose a new bound on the L1-distance between probability density functions in terms of the length of its equal truncated moment sequence and regularity properties.

摘要

•We analyze the error of recovering regular probability density functions from its truncated sequence of moments.•We propose a new bound on the L1-distance between probability density functions in terms of the length of its equal truncated moment sequence and regularity properties.

论文关键词：Truncated Hausdorff moment problem,Moment-based distribution approximation,Total variation distance,Maximum entropy

论文评审过程：Received 9 December 2020, Revised 20 January 2021, Accepted 1 February 2021, Available online 21 February 2021, Version of Record 21 February 2021.

论文官网地址：https://doi.org/10.1016/j.amc.2021.126057