Accession Number:

ADA141390

Title:

A Limit Theorem on Characteristic Functions via an Extremal Principle.

Descriptive Note:

Research rept.,

Corporate Author:

TEXAS UNIV AT AUSTIN CENTER FOR CYBERNETIC STUDIES

Personal Author(s):

Report Date:

1983-12-01

Pagination or Media Count:

9.0

Abstract:

The author proves a classical limit theorem on characteristic functions by using duality between a pair of optimization problems, one of which is an infinite dimensional minimization involving the relative entropy functional. Author

Subject Categories:

  • Statistics and Probability

Distribution Statement:

APPROVED FOR PUBLIC RELEASE