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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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Stable local limit theorems

Consider a sequence of integer valued indentically distributed centered independent random variables $X_1, X_2, \ldots$ with the additional condition that the support of $X_1$ is aperiodic. Suppose th …
Igor Kortchemski's user avatar