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awarded  Nice Question 
Jul 20 
answered  Random RSK and Plancherel Measure 
Jul 2 
awarded  Curious 
Jun 4 
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Jan 13 
awarded  Nice Question 
Jan 3 
comment 
Computation complexity of calculating the cdf of an nth dimensional gaussian random vector
essentially needs to know a point inside the convex set to "get started". Since your set is an explicitly given intersection of n halfspaces, it should be straightforward to explicitly obtain such a point. In other words, I feel that it should be possible to work around the requirement and apply the CousinsVempala paper to your setting. 
Jan 3 
comment 
Computation complexity of calculating the cdf of an nth dimensional gaussian random vector
Ah, good question. Okay, it occurs to me now that for relative accuracy $\epsilon$ you should be able to do it in time $\mathrm{poly}(n/\epsilon)$ using this paper of Cousins and Vempala (or those that it cites): arxiv.org/abs/1306.5829 It gives such an approximation for the Gaussian volume of any convex set, in fact. A small catch is that it requires some technical condition like the set containing the unit ball. However, from what I know of this subject, that is not a very strict requirement. It's more like a simple example of a possible requirement; really, the algorithm just 
Jan 3 
answered  Computation complexity of calculating the cdf of an nth dimensional gaussian random vector 
Nov 27 
awarded  Citizen Patrol 
Nov 13 
answered  Cardinality of intersection of a random subset with a fixed subset 
Oct 26 
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Oct 22 
accepted  What are good Englishlanguage sources for reading about the Luzin affair? 
Oct 19 
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Oct 19 
comment 
Convergence of orthogonal polynomial expansions
Oh, I guess the desired uniform convergence statement from in #1 probably follows from Egorov's theorem. 
Oct 19 
answered  Convergence of orthogonal polynomial expansions 
Oct 18 
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Oct 14 
asked  What are good Englishlanguage sources for reading about the Luzin affair? 
Oct 8 
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