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Approximation theory in the context of probability density function turns out to go beyond the classical idea of orthogonal projection. Special tools have to be designed so as to respect the nonnegativity of the approximate function. We develop here and justify from the theoretical point of view an approximation procedure introduced by Levermore [Levermore, J. Stat. Phys. 83 (1996) 1021–1065] and based on an entropy minimization principle under moment constraints. We prove in particular a global...
Approximation theory in the context of probability density
function turns out to go beyond the classical idea of orthogonal
projection. Special tools have to be designed so as to respect the
nonnegativity of the approximate function. We develop here and
justify from the theoretical point of view an approximation
procedure introduced by Levermore [Levermore,
(1996) 1021–1065] and based on an
entropy minimization principle under moment constraints. We prove
in particular...
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