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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

Statistical test for boundedness of Expectation

Here is a way of doing it. Let assume for convenience that you can have as many sample of unknown distribution as you wanted. We also ignore the sign issue and assume $X\ge 0$. 1st step: Generate on …
Bombyx mori's user avatar
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3 votes
1 answer
707 views

Discrete Gaussian free field for a closed manifold

I want to ask if a construction of discrete Gaussian free field has been done for a closed Riemannian manifold. Most of the literature I surveyed either need extra boundary condition and consider subm …
Bombyx mori's user avatar
  • 6,249