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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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All possible discrete probability distributions arising from a finite length product of stoc...

Consider a discrete probability distribution $x = (x_1,\ldots,x_n)$, where $x_i\ge0$, $\sum_ix_i=1$, and a set of $M$ stochastic matrices $P^1,\ldots,P^M\in\mathbb{R}^{n\times n}$, where all $P_{ij}\g …
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