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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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Finding conditions on unspecified CDF that permit a solution to an equation

[A duplicate thread can also be found at https://stats.stackexchange.com/questions/59450/finding-conditions-on-unspecified-cdf-that-permit-a-solution-to-an-equation ] Let $F(\alpha) := \mathbb{P}(\ti …
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