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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.

2 votes

Approximating Moment of Sum of RVs

Take a loot at R. Ibragimov and Sh. Sharakhmetov, The Exact Constant in the Rosenthal Inequality for Random Variables with Mean Zero, Theory Probab. Appl., 46(1), 127–132. (6 pages) Read More: http:/ …
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1 vote

Minimum 1st-neghbors distance between N random points on a ring

PYKE, R. (1965). Spacings. J. R. Stat. Soc. Ser. B Stat. Methodol. 27 395–449.
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