On the maximum entropy and the problem of moments: an application to stellar kinematics
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The maximum entropy approach is used to solve the classical moment problem of stellar kinematics. If an extended set of moments is available, the current method provides a linear estimation algorithm, which is given by a Gramian system of equations, that leads to a fast and suitable estimation of the velocity distribution. In particular, it can be used as an alternative approach for modelling multimodal distributions that can not be described through gaussian mixtures.