Asymptotic properties of the algebraic moment range process (Q2460683)
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| Language | Label | Description | Also known as |
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| English | Asymptotic properties of the algebraic moment range process |
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Asymptotic properties of the algebraic moment range process (English)
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12 November 2007
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Moment problems have a long history in mathematics, which involves numerous subject areas, including continued fractions, orthogonal polynomials, approximation theory, probability theory and statistics. In this paper the authors study, in some stochastic sense, the size of the moment space of probability measures on the interval \([0,1]\). In particular weak convergence to a Gaussian process and a large deviation principle are established.
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moment spaces
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weak convergence
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large deviations
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canonical moments
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range of the moment space
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beta-distribution
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