Timeline for When are probability distributions completely determined by their moments?
Current License: CC BY-SA 2.5
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Jun 17 at 13:38 | comment | added | Ruben Verresen | For any future visitors: This also follows from Specht's theorem ( en.wikipedia.org/wiki/Specht%27s_theorem ) which says that two hermitian matrices A and B are unitarily equivalent if and only if tr(A^n) = tr(B^n) for all integer n. | |
Apr 13, 2017 at 12:58 | history | edited | CommunityBot |
replaced http://mathoverflow.net/ with https://mathoverflow.net/
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Nov 10, 2009 at 2:34 | comment | added | Steve Flammia | Yes, it is not clear how to make this work in the infinite support case. For the finite case, I just think it is nice because you only use as many values of the Renyi entropy as there are outcomes in the probability vector. So it feels somehow very economical and more satisfying than taking limits. However I agree with you that, for any actual computation, this is much harder to work with than taking limits. | |
Nov 10, 2009 at 1:53 | comment | added | Ori Gurel-Gurevich | Very nice. I'm not sure how does this method work for the infinite support case. Notice also that when taking limits you only need to know the (exact) tail behavior of the Renyi entropy. | |
Nov 9, 2009 at 23:49 | history | answered | Steve Flammia | CC BY-SA 2.5 |