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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 $A$
jjcale's user avatar
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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 …
jjcale's user avatar
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