Abstract
The problem of recovering a moment-determinate multivariate function f via its moment sequence is studied. Under mild conditions on f, the point-wise and L1-rates of convergence for the proposed constructions are established. Two cases where f is the uniform density function defined on a compact set, and f is a discrete probability mass function are investigated. Calculations of the approximants and simulation studies illustrate the behavior of the approximations in several simple examples. Analytical and simulated errors of the proposed approximations are recorded in Tables 1–5.
Original language | English (US) |
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Journal | Journal of Mathematical Sciences (United States) |
DOIs | |
State | Accepted/In press - 2024 |
Bibliographical note
Publisher Copyright:© The Author(s), under exclusive licence to Springer Nature Switzerland AG 2024.
Keywords
- Moment-recovered approximation
- Rate of approximation