Gamboa, Fabrice; Nagel, Jan; Rouault, Alain; Wagener, Jens - In: Journal of Multivariate Analysis 106 (2012) C, pp. 17-35
We consider the moment space MnK corresponding to p×p complex matrix measures defined on K (K=[0,1] or K=T). We endow this set with the uniform distribution. We are mainly interested in large deviation principles (LDPs) when n→∞. First we fix an integer k and study the vector of the first k...
