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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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Formula for the nth convolution of a Laplace random variable

Below is a summary of the answer to a similar question I posted on Mathematics Stack Exchange: https://math.stackexchange.com/a/4891023/1307231. Basically, if the Laplace distribution can be construed …
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