Fuchang Gao University of Idaho
Title: How many Laplace transforms of bounded measures are there?
The class of Laplace transforms of bounded measures on
[0,infinity) is the class of completely monotone functions on
[0,infinity). As a subset of L^p(Q), where Q is a probability
measure on [0,infinity), it is compact. In this talk I will quantify its
compactness in terms of bracketing metric entropy, and explain how, in
general, an estimate of bracketing metric entropy can be used to
determine the rate of convergence of the Maximum Likelihood Estimator of
a density function.
This is a joint work with Professor Wenbo Li and
Professor Jon Wellner.
