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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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Simple proof of sharp constant in DKW inequality

Thank you for your question. It motivated me to go through that paper. While I don't have a direct answer, I broke the paper down. The difficult details are non-omitable.. you have to find them in the …
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Local behavior of the Vandermonde convolution

An interesting combinatorial identity is the Vandermonde convolution identity: $$ \sum_k {n\choose k}{m\choose s-k} = {n+m \choose s},$$ which can be proved by considering the coefficients in $(x+1)^{ …
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