# Questions tagged [pr.probability]

Theory and applications of probability and stochastic processes: e.g. central limit theorems, large deviations, stochastic differential equations, models from statistical mechanics, queuing theory.

5,500 questions
Filter by
Sorted by
Tagged with
0answers
2 views

### Mean Field Games approximate Nash Equilibria

I am learning MFG through the notes by Cardaliaguet: https://www.ceremade.dauphine.fr/~cardaliaguet/MFG20130420.pdf. I have a question about a step in theorem 3.8 on page 17. Let me give the set-up. ...
1answer
11 views

### Model for random graphs where clique number remains bounded

In the Erdös-Rényi model for random graphs,the clique number is seen to go to infinity al the number of vertices grows. Is anyone aware of models for random graphs with bounded ...
0answers
30 views

### Concentration or distribution of the scaled $l_p$ norm of a correlation matrix

Background: Among Hermitan random matrices, correlation matrix has a lot of applications in statistics. People have studied the "empirical spectral distribution (ESD)" of a correlation matrix, the ...
0answers
19 views

0answers
52 views

0answers
46 views

### Girsanov density as a functional on $C[0,1]$

I'll formulate the question via an example. On $( C[0,1], \mathcal{C} )$, where $C[0,1]$ is the set of continuous functions on $[0,1]$ and $\mathcal{C}$ the Borel $\sigma$-algebra given by uniform ...
1answer
91 views

1answer
52 views

0answers
166 views

### On the difference of conditional differential entropy of two correlated random variables

Problem Definition Let $\mathbf{G}$ and $\mathbf{S}$ be jointly distributed random variables where $\mathbf{S}$ is continuous and is related to $\mathbf{G}$ through a conditional pdf $f(s|g)$ defined ...
0answers
44 views

### References for total variation distance between two product probabilities

Are there references that study the following total variation distance $$d_{TV}(P\otimes Q,Q\otimes P)\,,$$ where $P$ and $Q$ are two probability measures on $\{1,2,\dots,n\}$? Thank you.