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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.
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What is this distributional closeness?
Let $P$ and $Q$ be two distributions over a sample space $\Omega$ which I would like to show are close under some choice of distance function. So far I have managed to show that there exists a subset …