Large Deviations, Moment Problems, and Sum Rules

This book gives an overview of works concerning large deviations and moment problems. The topics covered include the use of large deviations to build barrier functions for general moment spaces, asymptotic properties of distributions on moment spaces and applications to matrix moment problems, randomized moment problems and random matrices, and finally recent results on sum rules using the large deviation properties of random spectral measures.

About the author

Fabrice Gamboa, U. Paul Sabatier, France; Jan Nagel, TU Eindhoven, The Netherlands; Alain Rouault, U. Paris-Saclay, France.

Product details

• Authors: Fabric Gamboa, Fabrice Gamboa, Ja Nagel, Jan Nagel, Alain Rouault
• Publisher: De Gruyter
• Languages: English
• Product format: Hardback
• Released: 15.10.2019
• EAN: 9783110548914
• ISBN: 978-3-11-054891-4
• No. of pages: 200
• Illustrations: 20 b/w ill.
• Series: De Gruyter Series in Probability and Stochastics; De Gruyter Series in Probability and Stochastics; ISSN
• Subjects: Natural sciences, medicine, IT, technology > Mathematics > Probability theory, stochastic theory, mathematical statistics; Stochastik, Wahrscheinlichkeitsrechnung, MATHEMATICS / Probability & Statistics / General, Mathematik / Statistik, Große Abweichung; Momentenproblem; Stochastische Matrix; Summenregel; Wahrscheinlichkeitsrechnung