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On the entropy for indeterminate moment problems

Published 16 Nov 2025 in math.PR, math.CA, and math.DS | (2511.12684v1)

Abstract: We prove that for any indeterminate Hamburger moment problem there exists an infinite family of analytic densities with finite (Shannon) entropy. This shows that the maximal entropy density g_{hmax} among the densities to the moment problem has finite entropy. The result is illustrated by the Al-Salam--Carlitz moment problem.

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