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Gamboa, Fabrice / Nagel, Jan / Rouault, Alain
Large Deviations, Moment Problems, and Sum Rules
- An authoritative treatment of large deviations and moment problems in probability theory
- Includes recent results on sum rules obtained by the authors
- Of interest to reseachers and graduate students in probability theory and stochastics
Aims and Scope
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.