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Results tagged with pr.probability
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user 140632
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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Gaussian Integrals over Spheres
I'm after a reference for an integral. In particular, I am looking a way to approximate or calculate the following:
$$ \int \limits_{\| \theta \|_2 = 1} e^{(-(\theta - \mu)^T \Sigma (\theta - \mu))} …
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