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Results tagged with pr.probability
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user 88314
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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Mixed moments of traces
I've seen a host of results concerning computations for $$\mathbb{E} \left[ \operatorname{tr} A^{i_1}\cdots \operatorname{tr} A^{i_j} \,\overline{\operatorname{tr} A^{k_1} \cdots \operatorname{tr} A^{ …
- 63.9k
1
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Bounding a distribution using moments
Suppose $X$ is a non-negative random variable with bounded image. I was wondering if anybody knew of any results that could answer a question of the following type: Suppose the $n$-th moment satisfies …
- 171