Hausdorff moment problem and Maximum Entropy: On the existence conditions

Abstract

Different existence conditions of the Maximum Entropy solution to finite Hausdorff moment problem have been formulated in literature. Through a counterexample we prove that the most cited one is uncorrect. We do not bound ourselves to a crude counterexample, as we think that a detailed explanation is of interest by itself. It clarifies the difference existing between the finite and infinite Hausdorff moment problem existence conditions.