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A stochastic process is a collection of random variables usually indexed by a totally ordered set.

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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 $\mathbf{a}_i$ …