Large Deviations on Moment Spaces
نویسندگان
چکیده
منابع مشابه
Large deviations for random matricial moment problems
We consider the moment space Mn corresponding to p × p complex matrix measures defined on K (K = [0, 1] or K = T). We endow this set with the uniform law. We are mainly interested in large deviations principles (LDP) when n→∞. First we fix an integer k and study the vector of the first k components of a random element ofMn . We obtain a LDP in the set of k-arrays of p× p matrices. Then we lift ...
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ژورنال
عنوان ژورنال: Electronic Journal of Probability
سال: 2005
ISSN: 1083-6489
DOI: 10.1214/ejp.v10-202