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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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Smallest ensemble of sets stable by any intersections and finite union
Let $E$ be a set, and let $S$ be any set of subsets of $E$, such that $S$ contains the empty set. Can you identify the smallest set of subsets $T$ of $E$ such that $T$ contains all elements of $S$, an …
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Projection on a countable union of linear subspace
For any natural number $n$, $V_n$ denotes a closed linear subspace of a $L_2(m)$ space, which is an Hilbert Space, where $m$ denotes a finite measure. Moreover $(V_n)$ is increasing, that is $V_n$ is …