How many Laplace transforms of probability measures are there?
Statistics Theory
2010-01-05 v1 Statistics Theory
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.
Keywords
Cite
@article{arxiv.1001.0200,
title = {How many Laplace transforms of probability measures are there?},
author = {Fuchang Gao and Wenbo V. Li and Jon A. Wellner},
journal= {arXiv preprint arXiv:1001.0200},
year = {2010}
}
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15 pages