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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.

4 votes
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Does such a parametric distribution family exist that is "closed" with respect to addition a...

Dear mathoverflow community, I tried to find such a parametric distribution family that "forms a semiring", but I failed. For example, it is common knowledge that Gaussian distribution family forms …
Denis Kolesnikov's user avatar