# Tagged Questions

**10**

votes

**0**answers

316 views

### Which limit to take as a key applied math decision

The Borel-Kolmogorov paradox refers to situations where non-uniqueness in the notion of conditioning on a set of measure zero leads to apparent contradictions. As a formal matter, one requires ...

**1**

vote

**2**answers

952 views

### Normal distribution with positive SEMI-definite covariance matrix

Hi
In [1] is noted, that a covariance matrix is "positive- semi definite and symmetric". I wonder if it is possible to a multivariate normal distribution with a covariance matrix that is only ...

**12**

votes

**3**answers

912 views

### Card game / options pricing / Brownian bridge question

We play a game. I shuffle a deck of cards and start dealing them face up. After any card you can say "stop", at which point I pay you 1 dollar for every red card dealt and you pay me 1 for every black ...

**30**

votes

**6**answers

4k views

### Why is the Gaussian so pervasive in mathematics?

This is a heuristic question that I think was once asked by Serge Lang. The gaussian: $e^{-x^2}$ appears as the fixed point to the Fourier transform, in the punchline to the central limit theorem, as ...