Large Deviations on Moment Spaces
Li-Vang Lozada-Chang, Université Paul Sabatier, France
Abstract
In this paper we study asymptotic behavior of some moment spaces.
We consider two different settings. In the first one, we work with
ordinary multi-dimensional moments on the standard $m$-simplex. In
the second one, we deal with the trigonometric moments on the unit
circle of the complex plane. We state large and moderate deviation
principles for uniformly distributed moments. In both cases the
rate function of the large deviation principle is related to the
reversed Kullback information with respect to the uniform measure
on the integration space.
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