Large Deviations, Moment Problems, and Sum Rules (De Gruyter Series in Probability and Stochastics)

by Fabrice Gamboa, Jan Nagel, and Alain Rouault

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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.
  • ISBN10 3110549158
  • ISBN13 9783110549157
  • Publish Date 19 March 2023
  • Publish Status Forthcoming
  • Publish Country DE
  • Imprint De Gruyter