|Stochastic Systems Group|
On the theory of moments: a brief overview and recent insights
Unversity of Minnesota
The term moments refers to linear constraints of a positive function, typically a probability distribution or a power spectral density. We will discuss matricial and multivariable generalizations, the use of entropy functionals in characterizing solutions, and we will address the question of uniqueness of solution. This latter question is pertinent in extending the Caratheodory- Pisarenko construction for use in the analysis of multivariable power spectra.
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