2 votes

What areas of algebra could be interesting to probability theorists?

This is just an extension of the (5) point in the answer by @Henry.L. The basic notion is the algebraic probability space, an abstraction from the classical ones, Tao has a post on them, https://...
2 votes

How to get the lower bound of the following $\tau$?

By way of illustration, to get some insight, I plot $H_1(t)$ versus $t$ for a particular realization of the random matrix, with $n=1000$ [link to Mathematica notebook] For any realisation with $H_1(0)...
2 votes

Minimal conditions on random vector $X \in R^n$ to ensure that $\lim_{t\to 0^+}\sup_{\|w\|_p = 1}\sup_{u \in \mathbb R}\mathbb P(|X'w-u| \le t)=0$

In Hengartner, W. and Theodorescu, R. (1973). Concentration Functions. Academic Press, New York. MR033144 they study the continuity properties and when the concentration function is zero even for the ...
  • 1,677
1 vote

Bootstrapping and the central limit theorem

$\newcommand{\X}{\mathbf X}\newcommand{\x}{\mathbf x}\newcommand{\de}{\delta}\newcommand{\R}{\mathbb R}$Your understanding of the purposes of the bootstrap is largely incorrect. Here is what the ...
1 vote

Strategy optimization based on biased data

I don't understand the specifics of the gateway problem well enough to comment, but on the broader question of "how do I perform inference or optimization when I have observational data, and it's ...
  • 3,521
1 vote

Discrepancy of the Halton set

It is true that in general there is a difference between "sets" and "sequences". The later, unlike sets, may have repeating elements, and also unlike sets, the order of elements ...

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