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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 probability problem

In my research (I am not a mathematician by training, but I frequently use mathematics in my research), I often come across "approximation" problems in the following form: Let $X$ and $Y$ be two pos …
Michael Brown's user avatar