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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 measure product space
Let $(X,B,\mu)$ and $(Y,C,\nu)$ be probability spaces, and let $m$ be the product measure. Let $f:X \times Y \rightarrow [0,\infty )$ be a $B \otimes C $ measurable function, $1 < p < \infty$, and def …