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Contents of PMS, Vol. 12, Fasc. 1,
pages 67 - 83
 

MAXIMUM D’ENTROPIE ET PROBLÈMS DES MOMENTS: CAS MULTIDIMENSIONAL

F. Gamboa
E. Gassiat

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: -

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