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Hausdorff Moment Transforms and Their Performance

2022/12/24 by Xinyun Wang, Wang, Xinyun, Martin Haenggi +1
Computer Science · #Chaos-based Image/Signal Encryption #FOS: Mathematics #Numerical Analysis (math.NA) #Numerical Methods and Algorithms #Probability (math.PR)

paper · pdf · doi:10.48550/arxiv.2212.12622

openalex publication_date 2022/12/24 · openalex created_date 2025/10/10 · openalex updated_date 2026/07/28

Abstract

Various methods have been proposed to approximate a solution to the truncated Hausdorff moment problem. In this paper, we establish a method of comparison for the performance of the approximations. Three ways of producing random moment sequences are discussed and applied. Also, some of the approximations have been rewritten as linear transforms, and detailed accuracy requirements are analyzed. Our finding shows that the performance of the approximations differs significantly in their convergence properties, accuracy, and numerical complexity and that the decay type of the moment sequence strongly affects the accuracy requirement.

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