Large Deviations for Random Power Moment Problem
| dc.creator | Gamboa, Fabrice | |
| dc.creator | Lozada-Chang, Li-Vang | |
| dc.date | 2004-10-06 | |
| dc.date.accessioned | 2026-07-07T05:13:00Z | |
| dc.date.available | 2026-07-07T05:13:00Z | |
| dc.description | We consider the set M_n of all n-truncated power moment sequences of probability measures on [0,1]. We endow this set with the uniform probability. Picking randomly a point in M_n, we show that the upper canonical measure associated with this point satisfies a large deviation principle. Moderate deviation are also studied completing earlier results on asymptotic normality given by \citeauthorChKS93 [Ann. Probab. 21 (1993) 1295-1309]. Surprisingly, our large deviations results allow us to compute explicitly the (n+1)th moment range size of the set of all probability measures having the same n first moments. The main tool to obtain these results is the representation of M_n on canonical moments [see the book of \citeauthorDS97]. | |
| dc.description | Published by the Institute of Mathematical Statistics (http://www.imstat.org) in the Annals of Probability (http://www.imstat.org/aop/) at http://dx.doi.org/10.1214/009117904000000559 | |
| dc.identifier | https://arxiv.org/abs/math/0410175 | |
| dc.identifier | http://arxiv.org/abs/math/0410175 | |
| dc.identifier | Annals of Probability 2004, Vol. 32, No. 3B, 2819-2837 | |
| dc.identifier | doi:10.1214/009117904000000559 | |
| dc.identifier.uri | http://salesiana.dossiersoluciones.com/handle/123456789/72788 | |
| dc.subject | Probability | |
| dc.subject | 60F10, 30E05. (Primary) | |
| dc.title | Large Deviations for Random Power Moment Problem | |
| dc.type | text |