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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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What the probability of the max value of restricted random variable? [closed]
$x_1 + x_2 + \dots + x_n = 1, 0 \leq x_i \leq 1$, and $(x_1, x_2, \dots, x_n)$ evenly distributes on its restricted space, obviously which is a polygon on $n - 1$ dimension plane.
Let random variable …