Large Deviations on Moment Spaces
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1. | Title | Title of document | Large Deviations on Moment Spaces |
2. | Creator | Author's name, affiliation, country | Li-Vang Lozada-Chang; Université Paul Sabatier, France |
3. | Subject | Discipline(s) | |
3. | Subject | Keyword(s) | random moment problem; large deviations; multidimensional moment |
3. | Subject | Subject classification | 60F10; 44A60; 42A70; |
4. | Description | Abstract | In this paper we study asymptotic behavior of some moment spaces. We consider two different settings. In the first one, we work with ordinary multi-dimensional moments on the standard $m$-simplex. In the second one, we deal with the trigonometric moments on the unit circle of the complex plane. We state large and moderate deviation principles for uniformly distributed moments. In both cases the rate function of the large deviation principle is related to the reversed Kullback information with respect to the uniform measure on the integration space. |
5. | Publisher | Organizing agency, location | |
6. | Contributor | Sponsor(s) | |
7. | Date | (YYYY-MM-DD) | 2005-07-01 |
8. | Type | Status & genre | Peer-reviewed Article |
8. | Type | Type | |
9. | Format | File format | |
10. | Identifier | Uniform Resource Identifier | http://ejp.ejpecp.org/article/view/202 |
10. | Identifier | Digital Object Identifier | 10.1214/EJP.v10-202 |
11. | Source | Journal/conference title; vol., no. (year) | Electronic Journal of Probability; Vol 10 |
12. | Language | English=en | |
14. | Coverage | Geo-spatial location, chronological period, research sample (gender, age, etc.) | |
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