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10 votes
2 answers
5k views

Approximate a probability distribution by moment matching

Suppose we want to approximate a real-valued random variable $X$ by a discrete random variable $Z$ with finitely many atoms. Suppose all moments of $X$ is finite. We want to match the moments of $X$ ...
10 votes
1 answer
283 views

A function is of bounded variation if and only if the errors of its best approximation by trigonometric polynomials satisfy $\sum\frac{e_n}n<\infty$?

Let $\mathcal P_n$ be the set of trigonometric polynomials of degree less than or equal to $n$ and let $\lVert\cdot\rVert_\infty$ be the supremum norm. The error of the best approximation of $f$ of ...
1 vote
0 answers
97 views

The $d$-dimension extension of Bernoulli Polynomial

It is known that Bernoulli polynomial has the following Fourier expansion: \begin{equation*} B_{2n}(x) = \frac{(-1)^{n-1}2(2n)!}{(2\pi)^{2n}}\sum_{k=1}^{\infty}\frac{\cos(2k\pi x)}{k^{2n}}. \end{...