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Without significant limitations, we can consider this set to be the cube \\([0,1]^ d\\). We assume that a sequence of independent realizations of this process is given. Theorem 1 provides an asymptotic expansion of the risk for the case where the estimate of \\(\\Lambda (\\cdot)\\) is taken to be the arithmetic mean \\(\\widehat \\Lambda_ n (\\cdot)\\). We make use of the general theory of the construction of asymptotically minimax boundaries. To resort to this theory, Theorem 2 proves convergence of experiments corresponding to the initial problem of a Gaussian experiment with shift. We then directly apply the Le Cam - Millar theorem. The proof of the reachability of this boundary by the estimate \\(\\widehat \\Lambda_ n\\) rests on a respective functional limit theorem in the space of functions continuous on \\([0,1]^ 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