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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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Asymptotic upper densities in infinite binary stochastic processes

Consider an infinite binary process $X=X_1,X_2,\ldots$ (with corresponding probability $P$). For some bits $1$ is less probable than $0$. I am interested in the following asymptotic upper density : $$ …
Tomek Steifer's user avatar