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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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Density function approximation with respect to $L^1$ distance

Given iid samples $X_1,...,X_N$ drawn from some unknown distribution with not necessarily continuous density function $f(x)$ are there any theorems/papers where based on the data $X_1,...,X_N$ an esti …
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