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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

Conditional law as a random measure and convergence of random measures

For the first question I read a paper today related to Markov Kernels which state it in a more general case (for Markov Kernels) It has no demonstration at all, but it is a good reference for this b …