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Results tagged with pr.probability
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user 39752
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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votes
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answers
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Algorithm to calculate moments of uniform distribution on convex polyhedra
There is system of linear inequalities
$$
Ax \leq K,
$$
$$
x\geq a, x\leq b.
$$
$A$ is $(n\times m)$-matrix, where $n\approx 100$ and $m\approx 10000$, $rank(A)=n$.
Suppose that on set of solutions …
