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math.PR2010★ 1 cited
Large Deviations for Random Matricial Moment Problems
Fabrice Gamboa, Jan Nagel, Alain Rouault +1
We consider the moment space corresponding to complex matrix measures defined on ( or $K=\D$). We endow this set with the uniform law.…
math.PR2010★ 11 cited
Distributions on unbounded moment spaces and random moment sequences
Holger Dette, Jan Nagel
In this paper we define distributions on moment spaces corresponding to measures on the real line with an unbounded support. We identify these distributions as limiting distributio…