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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.
2
votes
1
answer
217
views
Existence of a special density
Does the following function
$f:\mathcal{P}(\mathbb{N})\rightarrow\{0,1\}$ exist :
$f(\mathbb{N})=1$,
$f(A\cup B)=f(A)+f(B)$ for $A\cap B=\emptyset$,
$f(A)=0$ for finite $A$
14
votes
What is a good method to find random points on the n-sphere when n is large?
Here some algorithm that produce normal distributed random numbers :
1) Polar algorithm
2) Ziggurat algorithm
3) Box-Muller algorithm
By dividing the random vector of n+1 random numbers by the nor …