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Computing values of a function on [0,1] from its moments

1979; Cambridge University Press; Volume: 82; Issue: 3-4 Linguagem: Inglês

10.1017/s0308210500011240

1473-7124

Jet Wimp,

Bayesian Methods and Mixture Models

In this work we present an algorithm for computing an integrable function almost everywhere on (0,1) when its moments are known. The method is based on the use of certain delta-shaped sequences, and can be adjusted to take advantage of the local smoothness of the function. As an application, we give an algorithm for the pointwise inversion of the Laplace transform which utilizes the values of the image function at equidistant points.