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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.
4
votes
Variance of truncated normal distribution
Since the OP was kind enough to reference an older answer of mine, and also to alert me to the fact, I will provide some input here, of naive flavor, I guess, since mathoverflow is definitely over an …
2
votes
Probability of a large random integer Matrix to have zero determinant
NOTE: This answer was posted in response to an earlier version of the
question that was about the expected value and not the probability. So
it has now become irrelevant. I decided not to delet …