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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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Probability that maximal elements has the same position in samples from correlated random va...

Let $x$ and $y$ be two correlated random variable (say, standard normal) with correlation coefficient $\rho>0$. Let $X= \{x_1, x_2, ..., x_L\}$ and $Y= \{y_1, y_2, .. y_L\}$ be samples of size $L$ fro …
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