Comments for Libres pensées d'un mathématicien ordinaire http://djalil.chafai.net/blog Blog-notes de Djalil Chafaï Mon, 30 Jan 2012 15:51:17 +0000 hourly 1 http://wordpress.org/?v=3.0.5 Comment on Central limit theorems for convex bodies by Djalil Chafaï http://djalil.chafai.net/blog/2011/11/17/central-limit-theorems-for-convex-bodies/comment-page-1/#comment-1979 Djalil Chafaï Mon, 30 Jan 2012 15:51:17 +0000 http://djalil.chafai.net/blog/?p=3598#comment-1979 <p>Further reading:</p> <ul> <li><a href="http://arxiv.org/abs/1002.3970" rel="nofollow">Variations on the Berry-Esseen theorem</a> by Klartag and Sodin</li> <li><a href="/blog/2010/05/15/when-the-central-limit-theorem-fails/" rel="nofollow">When the central limit theorem fails… Sparsity and localization</a> on this blog</li> <li><a href="/blog/2011/10/29/independence-and-central-limit-theorems/" rel="nofollow">Independence and central limit theorems</a> on this blog</li> </ul> Further reading:

Variations on the Berry-Esseen theorem by Klartag and Sodin
When the central limit theorem fails… Sparsity and localization on this blog
Independence and central limit theorems on this blog

]]> Comment on Tracy-Widom by Djalil Chafaï http://djalil.chafai.net/blog/2011/05/28/tracy-widom/comment-page-1/#comment-1977 Djalil Chafaï Sun, 29 Jan 2012 21:16:23 +0000 http://djalil.chafai.net/blog/?p=1754#comment-1977 Further reading: <a href="http://www.numdam.org/numdam-bin/fitem?id=SPS_2002__36__165_0" rel="nofollow">Random matrices, non-colliding processes and queues</a>, by Neil O'Connell. Further reading: Random matrices, non-colliding processes and queues, by Neil O’Connell.

]]> Comment on Martingales which are not Markov chains by Djalil Chafaï http://djalil.chafai.net/blog/2012/01/20/martingales-which-are-not-markov-chains/comment-page-1/#comment-1938 Djalil Chafaï Sat, 21 Jan 2012 10:55:23 +0000 http://djalil.chafai.net/blog/?p=3867#comment-1938 Yes, Gaussian random walk. In <a href="http://www.octave.org/" rel="nofollow">Octave</a>: <b>plot(cumsum(randn(100,1000)))</b>. Yes, Gaussian random walk. In Octave: plot(cumsum(randn(100,1000))).

]]> Comment on Martingales which are not Markov chains by Florent Benaych-Georges http://djalil.chafai.net/blog/2012/01/20/martingales-which-are-not-markov-chains/comment-page-1/#comment-1937 Florent Benaych-Georges Sat, 21 Jan 2012 10:54:01 +0000 http://djalil.chafai.net/blog/?p=3867#comment-1937 What is the law of the process you plotted some trajectories of ? Is that a random walk ? What is the law of the process you plotted some trajectories of ? Is that a random walk ?

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