How many Laplace transforms of probability measures are there?

Fuchang Gao1, Wenbo V Li, Jon A Wellner

  • 1Department of mathematics, University of Idaho, fuchang@uidaho.edu.

Proceedings of the American Mathematical Society. American Mathematical Society
|September 28, 2011
PubMed
Summary

Researchers derived a metric entropy bound for Laplace transforms using small deviation probabilities of Gaussian processes. These findings offer new insights into the behavior of these specific smooth Gaussian processes.

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