2025/11/16 by Berg, Christian
#30D15 #44A60 #Classical Analysis and ODEs (math.CA) #Dynamical Systems (math.DS) #FOS: Mathematics #Probability (math.PR)
paper · doi:10.48550/arxiv.2511.12684
For an indeterminate Hamburger moment problem we consider an infinite family of analytic densities solving the moment problem and we prove that they all have finite (Shannon) entropy. These densities are either all bounded or all unbounded. The result is illustrated by the Al-Salam--Carlitz moment problem, where all the densities in the family are bounded.