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Results tagged with pr.probability
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user 490551
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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Properties of max of many linear combinations of a multivariate normal vector and/or sum of ...
Thank you in advance for your help!
I am interested in studying the following probability:
$$P\big[\max_{H \subset X,|H|=k} \sum_{i \in H} \mathbf{a}_i^T \mathbf{w} \ge 0 \big],$$
where $\mathbf{a}_i$ …
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