Large Deviations, Moment Problems, and Sum Rules von Fabrice Gamboa | ISBN 9783110548914

Large Deviations, Moment Problems, and Sum Rules

von Fabrice Gamboa, Jan Nagel und Alain Rouault
Mitwirkende
Autor / AutorinFabrice Gamboa
Autor / AutorinJan Nagel
Autor / AutorinAlain Rouault
Buchcover Large Deviations, Moment Problems, and Sum Rules | Fabrice Gamboa | EAN 9783110548914 | ISBN 3-11-054891-7 | ISBN 978-3-11-054891-4

Large Deviations, Moment Problems, and Sum Rules

von Fabrice Gamboa, Jan Nagel und Alain Rouault
Mitwirkende
Autor / AutorinFabrice Gamboa
Autor / AutorinJan Nagel
Autor / AutorinAlain Rouault
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.