Large deviations for random power moment problem.
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Publication:1889800
DOI10.1214/009117904000000559zbMath1062.60023arXivmath/0410175OpenAlexW3098463426MaRDI QIDQ1889800
Fabrice Gamboa, Li-Vang Lozada-Chang
Publication date: 10 December 2004
Published in: The Annals of Probability (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/math/0410175
Central limit and other weak theorems (60F05) Probability distributions: general theory (60E05) Large deviations (60F10) Probabilistic measure theory (60A10) Convergence of probability measures (60B10)
Related Items (13)
A note on some random orthogonal polynomials on a compact interval ⋮ Random moment problems under constraints ⋮ Canonical moments and random spectral measures ⋮ Distributions on matrix moment spaces ⋮ Hankel determinants of random moment sequences ⋮ Sum rules via large deviations ⋮ Matrix measures, random moments, and Gaussian ensembles ⋮ Operator-valued spectral measures and large deviations ⋮ Asymptotic properties of the algebraic moment range process ⋮ Universality in random moment problems ⋮ Distributions on unbounded moment spaces and random moment sequences ⋮ Determinants of block Hankel matrices for random matrix-valued measures ⋮ Large deviations for random matricial moment problems
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