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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.

3 votes
1 answer
109 views

Expectation of maxima of random functions

I have a question regarded the expected maxima of random functions, but it seems easier to phrase using n-tuples of random variables: Let $(X_{1}, X_{2}, ..., X_{n})$ and $(Y_{1}, ..., Y_{n})$ be iden …
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5 votes
1 answer
333 views

Convergence of random functions

Suppose I have a sequence of random continuous functions, $f^{n} : [0, t] \to \mathbb{R}$. Suppose there also exists a random continuous function, $f: [0, t] \to \mathbb{R}$, defined on the same proba …
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  • 85