Literature DB >> 21572594

How many Laplace transforms of probability measures are there?

Fuchang Gao1, Wenbo V Li, Jon A Wellner.   

Abstract

A bracketing metric entropy bound for the class of Laplace transforms of probability measures on [0, ∞) 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.

Entities:  

Year:  2010        PMID: 21572594      PMCID: PMC3093923          DOI: 10.1090/S0002-9939-2010-10448-3

Source DB:  PubMed          Journal:  Proc Am Math Soc        ISSN: 0002-9939            Impact factor:   1.016


  1 in total

1.  On the rate of convergence of the maximum like-lihood estimator of a k-monotone density.

Authors:  Gao Fuchang; Wellner Jon A
Journal:  Sci China Ser A Math       Date:  2009-07
  1 in total

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