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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.

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$A \perp B$ and $A+B\perp r\left( 2A+B\right)$ for some continuous function $r$. Is there su...

Let $A$ and $B$ be independent continuous random variables with supports $ \left( -\infty ,\infty \right) $ and $r$ be a continuous function. In addition, $A+B$ and $r\left( 2A+B\right)$ are independe …