A Limit Theorem on Characteristic Functions via an Extremal Principle.

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)

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Document Details

Document Type
Technical Report
Publication Date
Dec 01, 1983
Accession Number
ADA141390

Entities

People

  • A. Ben-tal

Organizations

  • University of Texas at Austin

Tags

DTIC Thesaurus Topics

  • Abstracts
  • Classification
  • Distribution Functions
  • Engineering
  • Entropy
  • Equations
  • Industrial Engineering
  • Information Theory
  • Military Research
  • Optimization
  • Probability
  • Random Variables
  • Security
  • Theorems
  • United States
  • United States Government
  • Universities

Fields of Study

  • Mathematics

Readers

  • Electromagnetic Wave Scattering and Antenna Radiation Engineering
  • Mathematical Modeling and Probability Theory.