Search Results
| Search type | Search syntax |
|---|---|
| Tags | [tag] |
| Exact | "words here" |
| Author |
user:1234 user:me (yours) |
| Score |
score:3 (3+) score:0 (none) |
| Answers |
answers:3 (3+) answers:0 (none) isaccepted:yes hasaccepted:no inquestion:1234 |
| Views | views:250 |
| Code | code:"if (foo != bar)" |
| Sections |
title:apples body:"apples oranges" |
| URL | url:"*.example.com" |
| Saves | in:saves |
| Status |
closed:yes duplicate:no migrated:no wiki:no |
| Types |
is:question is:answer |
| Exclude |
-[tag] -apples |
| For more details on advanced search visit our help page | |
Results tagged with pr.probability
Search options answers only
not deleted
user 37014
Theory and applications of probability and stochastic processes: e.g. central limit theorems, large deviations, stochastic differential equations, models from statistical mechanics, queuing theory.
5
votes
Accepted
Do the order statistics give a good approximation of uniform random variables?
No.
Conditioned on $X_n$, the random variable $n O_n - 1$ is a Binomial random variable with parameters $(n-1, X_n)$. In particular, $O_n$ has fluctuations of order $\sqrt{X_n (1 - X_n)/n}$, so $|X_n …
- 435
1
vote
Accepted
Does the Gaussian Poincare inequality hold for $p=1$ as well as $p=2$?
Yes, Gaussians also satisfy a Poincaré inequality with $p = 1$ (such an inequality is equivalent to what is called a "Cheeger inequality"). More generally, E. Milman has shown that for log-concave mea …
- 435
4
votes
Accepted
Wasserstein distance between $N(0,1/d)$ and the marginal distribution of $x_1$ when $x=(x_1,...
Let $g \sim N(0, (1/d)I_d)$ be independent of $x$. Then $g_1 \overset{\mathcal L}{=} \|g\| x_1$, so $(x_1, \|g\|x_1)$ is a coupling between the marginal distribution of $x_1$ and $N(0, 1/d)$.
The norm …
- 6,853