How many Laplace transforms of probability measures are there?
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- by Fuchang Gao, Wenbo V. Li and Jon A. Wellner PDF
- Proc. Amer. Math. Soc. 138 (2010), 4331-4344 Request permission
Abstract:
A bracketing metric entropy bound for the class of Laplace transforms of probability measures on $[0,\infty )$ is obtained through its connection with the small deviation probability of a smooth Gaussian process. Our results for the particular smooth Gaussian process seem to be of independent interest.References
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Additional Information
- Fuchang Gao
- Affiliation: Department of Mathematics, University of Idaho, Moscow, Idaho 83844
- MR Author ID: 290983
- Email: fuchang@uidaho.edu
- Wenbo V. Li
- Affiliation: Department of Mathematical Sciences, University of Delaware, Newark, Delaware 19716
- Email: wli@math.udel.edu
- Jon A. Wellner
- Affiliation: Department of Statistics, University of Washington, Seattle, Washington 98195
- Email: jaw@stat.washington.edu
- Received by editor(s): September 15, 2009
- Received by editor(s) in revised form: February 2, 2010
- Published electronically: May 24, 2010
- Additional Notes: The second author was supported in part by NSF grant DMS-0805929
The third author was supported in part by NSF Grant DMS-0804587 and NIH/NIAID Grant 5 R37 A1029168 - Communicated by: Richard C. Bradley
- © Copyright 2010
American Mathematical Society
The copyright for this article reverts to public domain 28 years after publication. - Journal: Proc. Amer. Math. Soc. 138 (2010), 4331-4344
- MSC (2010): Primary 46B50, 60G15, 60G52; Secondary 62G05
- DOI: https://doi.org/10.1090/S0002-9939-2010-10448-3
- MathSciNet review: 2680059