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  • 1 Mathematik III, NA 3 / 72 Universitätsstraße 150 44780 Bochum Germany
  • 2 Université Paul Sabatier Laboratoire de Statistique et de Probabilités, UMR C5583 118 Route de Narbonne 31062 Toulouse cedex 4 France
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Abstract  

Let Mn denote the n-th moment space of the set of all probability measures on the interval [0, 1], Pn the uniform distribution on the set Mn and rn + 1 the maximal range of the (n + 1)-th moments corresponding to a random moment point Cn with distribution Pn on Mn. We study several asymptotic properties of the stochastic process (rnt⌋+1)t∈[0,T] if n → ∞. In particular weak convergence to a Gaussian process and a large deviation principle are established.

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