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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
0 answers
196 views

What should I study to approach the frontier of integrable probability research?

In terms of math, I know measure theory, measure theory based probability, differentiable manifolds, galois theory, some algebraic topology, and some representation theory. I have only physics 101 lev …
1 vote
1 answer
651 views

Is the set of probability measures on $\mathbb{R}$ absolutely continuous with bounded densit...

Clarification: Here $\mu$ being absolutely continuous means being absolutely continuous with respect to the Lebesgue measure $dx$: $\mu(A)=\int_A fdx$ for some $f$ for all Lebesgue measurable $A$. Hav …