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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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Efficient algorithm for computing the mixed moments of sums of random variables

Let $X_1,\dots,X_m$ be dependent random variables. We are interested in efficient algorithms for computing the following quantity: $$E\Big[\Big(\sum_{i=1}^m X_i\Big)^k\Big],$$ where $k\in\mathbb{N}$ a …
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