MAXIMUM D’ENTROPIE ET PROBLÈMS DES MOMENTS: CAS
MULTIDIMENSIONAL
Abstract: We study the maximum entropy method on the mean developed in [4] to
reconstruct a density under linear and non-linear convex constraints. We extend the procedure
to the case of a locally convex topological linear space under large deviation assumptions. We
give various applications: the most important gives a solution to the generalized moment
problem on a polytope.
2000 AMS Mathematics Subject Classification: Primary: -; Secondary: -;
Key words and phrases: -