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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.

8 votes
0 answers
265 views

Fixed marginals of joint distribution: status

One of the well-known problems of classical probability theory is the determination of the set of all extreme points in the convex set of all probability distributions in a product Borel space $\left …
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3 votes
1 answer
144 views

Existence of free operators, independent and with given distributions

Excuse me if the question is not appropriate for Mathoverflow. I havs asked it in math.stackexchange, but did not get any response. And so, I dared to put it here. I am trying to learn free probabilit …
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  • 421
4 votes
1 answer
336 views

On the spectrum of stationary Gaussian process

What is the condition for ergodicity, weakly mixing, and strongly mixing properties of Gaussian process in terms of its spectrum? In a similar way let us consider a stationary vector valued Gaussian …
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