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) : Ben-Tal,A

PDF Url : ADA141390

Report Date : Dec 1983

Pagination or Media Count : 9

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)

Descriptors :   *Functions(Mathematics), *Optimization, Probability, Entropy, Random variables, Distribution functions, Theorems

Subject Categories : Statistics and Probability

Distribution Statement : APPROVED FOR PUBLIC RELEASE