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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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Finding first and second moments of (extended) projected normal distribution on a 3D unit sp...

I am interested in understanding the statistics of a specific distribution defined on the 3D unit sphere $\mathbb{S}^2$. The distribution in question arises from taking a 3D vector sampled from a Gaus …