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from Part Two - Statistics and Applications to Data Analysis
Published online by Cambridge University Press: 31 March 2022
For empirical measures supported on a random sample, statistical bounds describe the large-sample asymptotic behavior of the empirical Christoffel function. The Christoffel function associated with a fixed degree will converge to its population counterpart in the large-sample limit. The convergence can be made quantitative using random matrix concentration. Furthermore, in the context of singularly supported population measure, the rank will stabilize almost surely for a finite number of samples.
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