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- W2950191079 abstract "For $ t in [0,1]$ let $underline{H}_{2lfloor nt rfloor} = ( m_{i+j})_{i,j=0}^{lfloor nt rfloor} $ denote the Hankel matrix of order $2lfloor nt rfloor$ of a random vector $(m_1,ldots ,m_{2n})$ on the moment space $mathcal{M}_{2n}(I)$ of all moments (up to the order $2n$) of probability measures on the interval $I subset mathbb{R} $. In this paper we study the asymptotic properties of the stochastic process ${ log det underline{H}_{2lfloor nt rfloor} }_{tin [0,1]}$ as $n to infty$. In particular weak convergence and corresponding large deviation principles are derived after appropriate standardization." @default.
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- W2950191079 date "2015-08-03" @default.
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- W2950191079 title "Hankel determinants of random moment sequences" @default.
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