| Título: | Large Deviations on Moment Spaces |
| Autores: | Lozada-Chang, Li-Vang; Université Paul Sabatier, France |
| Fecha: | 2005-01-01 |
| Publicador: | Electronic journal of probability |
| Fuente: |
 |
| Tipo: |
Peer-reviewed Article |
| Tema: |
random moment problem; large deviations; multidimensional moment 60F10; 44A60; 42A70; |
| Descripción: | 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. |
| Idioma: | No aplica |
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