Distributions on unbounded moment spaces and random moment sequences

作者: Holger Dette , Jan Nagel

DOI: 10.1214/11-AOP693

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摘要: In this paper we define distributions on moment spaces corresponding to measures the real line with an unbounded support. We identify these as limiting of random vectors defined compact and spectral associated Jacobi, Laguerre Hermite ensemble from matrix theory. For prove a central limit theorem where centering correspond moments Marchenko-Pastur distribution Wigner's semi-circle law.

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