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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
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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 …
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 …
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 …