| ▲ | nibbleyou 2 days ago | ||||||||||||||||||||||||||||||||||||||||
Curious to know what kind of problems you are talking about here | |||||||||||||||||||||||||||||||||||||||||
| ▲ | hodgehog11 2 days ago | parent [-] | ||||||||||||||||||||||||||||||||||||||||
I don't want to give away too much due to anonymity reasons, but the problems are generally in the following areas (in order from hardest to easiest): - One problem on using quantum mechanics and C*-algebra techniques for non-Markovian stochastic processes. The interchange between the physics and probability languages often trips the models up, so pretty much everything tends to fail here. - Three problems in random matrix theory and free probability; these require strong combinatorial skills and a good understanding of novel definitions, requiring multiple papers for context. - One problem in saddle-point approximation; I've just recently put together a manuscript for this one with a masters student, so it isn't trivial either, but does not require as much insight. - One problem pertaining to bounds on integral probability metrics for time-series modelling. | |||||||||||||||||||||||||||||||||||||||||
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