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Principle Seminar of the Department of Probability Theory, Moscow State University
March 16, 2016 16:45, Moscow, MSU, auditorium 12-24
 


The Gaussian normal distribution law and one general observation of Kolmogorov

V. A. Zorich

Lomonosov Moscow State University, Faculty of Mechanics and Mathematics

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Abstract: We discuss Kolmogorov's general observation relating to the distribution of values of a product of very many functions in a neighborhood of its maximum value. We will also touch on the geometric aspects of laws of large numbers. Sometimes they can be interpreted as instants of the measure concentration phenomenon occurring in multidimensional spaces.

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