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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.

3 votes
Accepted

Sufficiently random sample

I like the question. You are actually asking, what is the smallest finite probability space (in size of $\Omega'$) on which one can have $d$ distinct pair-wisely independent (but not necessarily indep …
Peter Sarkoci's user avatar
4 votes

Proof of conditional copula relation to the marginal copulas

Rephrasing your question, you are asking why is the conditional d.f. of a random vector given by partial derivatives. The answer is available, for example, here. Just as a side note: what you have on …
Peter Sarkoci's user avatar