Skip to main content
Search type Search syntax
Tags [tag]
Exact "words here"
Author user:1234
user:me (yours)
Score score:3 (3+)
score:0 (none)
Answers answers:3 (3+)
answers:0 (none)
isaccepted:yes
hasaccepted:no
inquestion:1234
Views views:250
Code code:"if (foo != bar)"
Sections title:apples
body:"apples oranges"
URL url:"*.example.com"
Saves in:saves
Status closed:yes
duplicate:no
migrated:no
wiki:no
Types is:question
is:answer
Exclude -[tag]
-apples
For more details on advanced search visit our help page
Results tagged with
Search options not deleted user 169594

Theory and applications of probability and stochastic processes: e.g. central limit theorems, large deviations, stochastic differential equations, models from statistical mechanics, queuing theory.

0 votes

Gaussian approximation of the characteristic function of Rademacher sum

A general comment which admittedly doesn't answer the question: One cannot choose the $a_i$ so that the sum would be Gaussian. For one can break up the sum into two independent pieces, and necessarily …
AndreyF's user avatar
  • 171
1 vote

Is this statement of the Lévy–Khintchine formula ill-posed?

Apologies if this is an inappropriate place to post a comment (I am a newbie). But I wanted to mention that an easier to read treatment of infinite divisibility is Chapter 3 of the classic book by Gne …
AndreyF's user avatar
  • 171
4 votes

What concept does covariance formalise?

To add a few additional comments: Full statistical independence of two variables, say X and Y, is actually equivalent to the absence of correlation between f(X) and g(Y) for all functions f and g. And …
AndreyF's user avatar
  • 171
2 votes

Is there a way to reconstruct the convolution $(f * g)(x)$ of $f$ with a Gaussian $g$ from s...

I feel that a Fourier-based solution should be possible along these lines: Let $h(t)=\int f(x) \varphi (x-t) dx$ represent the convolution and $f(x)$ be sufficiently bounded. Using sampling rate $1$ f …
AndreyF's user avatar
  • 171