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Results tagged with pr.probability
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user 12065
Theory and applications of probability and stochastic processes: e.g. central limit theorems, large deviations, stochastic differential equations, models from statistical mechanics, queuing theory.
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Why doesn't the argument of circular law convergence of Ginibre spectrum give the same resul...
Dear John, to my knowledge, for the GUE, we have basically the same story with a determinantal kernel and nice orthogonal polynomials, which are the Hermite polynomials. Nothing goes wrong (see e.g. t …
