All Questions
Tagged with big-list pr.probability
24 questions
2
votes
1
answer
526
views
What are some (popular) references on variants of the classical gambler's ruin problem that exists in literature?
It is fascinating that the gambler's ruin problem which is so ubiquitous in modern probability theory (cf. the Levin-Peres text on Markov chain and Mixing Times) actually dates back to a letter from ...
- 850
9
votes
1
answer
723
views
Popular mistakes in probability
$\DeclareMathOperator\Var{Var}\DeclareMathOperator\Bern{Bern}\DeclareMathOperator\Pois{Pois}$Question: What not-trivial mistakes do students often make when solving problems in probability theory, ...
4
votes
1
answer
494
views
Sufficient conditions for a SDE to have a stationary probability measure
Apologies if this question is too basic for MathOverflow.
For a smooth Wiener-driven SDE on a non-compact manifold $M$ taking the form
$$ dX_t = b(X_t) dt + \sum_{i=1}^k \sigma_i(X_t) \ast dW_t^i $$
...
- 708
13
votes
2
answers
1k
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A comprehensive list of random walk inequalities?
I am interested in finding a comprehensive list of all noticeable random walk inequalities.
ie. $S_n = \sum_{k\leq n} X_i$ for i.i.d symmetric $X_i$
I can only seem to find books/papers that list ...
- 231
55
votes
16
answers
16k
views
Why do we need random variables?
In this MathStackExchange post the question in the title was asked without much outcome, I feel.
Edit: As Douglas Zare kindly observes, there is one more answer in MathStackExchange now.
I am not ...
- 5,670
12
votes
12
answers
2k
views
What are fun elementary subjects in probability?
I have to read several lectures on probability or applications of probability for high school students (of high level). There is no necessary part I must lecture, that is, my aim is just advertisement....
13
votes
7
answers
2k
views
Finite-space dynamical systems
This question is quite open-ended, but I will formulate several sub-questions that I'll try to make precise. It is about finite-state dynamical system: start with a finite set $X$, with say $n$ ...
- 14.4k
54
votes
4
answers
3k
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When has the Borel-Cantelli heuristic been wrong?
The Borel-Cantelli lemma is very frequently used to give a heuristic for whether or not certain statements in number theory are true.
For example, it gives some evidence that there are finitely many ...
- 11.4k
4
votes
4
answers
1k
views
Higher Moments, what are they good for? [closed]
Absolutely nothing?
And now seriously - When I studied the basics of probability theory, and even in more advanced topics (random walks, stochastic processes, etc.), I always felt that the mean and ...
- 689
19
votes
10
answers
3k
views
Probabilistic method used to prove existence theorems
I am aiming for a "big list" of theorems using probability techniques to prove existence of some objects. And in each case, there is an interesting question -- can we find an explicit example? Was the ...
4
votes
1
answer
556
views
Symmetries of the standard probability space
The standard probability space $(I, \mathcal B, \lambda)$ consists of the interval $I = [0,1]$, its Borel $\sigma$-algebra $\mathcal B := \mathcal B(I)$ and Lebesgue measure $\lambda$. In applications,...
74
votes
16
answers
8k
views
Geometric / physical / probabilistic interpretations of Riemann zeta($n>1$)?
What are some physical, geometric, or probabilistic interpretations of the values of the Riemann zeta function at the positive integers greater than one?
I've found some examples:
1) In MO-Q111339 ...
13
votes
4
answers
1k
views
What results would follow from or imply "randomness" of the primes?
This question on random versions of deterministic problems reminded me that many conditional results in number theory hold if the primes are in some sense random, and it is common knowledge that the ...
23
votes
11
answers
2k
views
Random versions of deterministic problems
What are the examples of situations where "randomizing" a problem (or some part of it) and analyzing it using probabilistic techniques yields some insight into its deterministic version?
An example ...
8
votes
8
answers
5k
views
probability and math puzzle books/references [closed]
Hi All,
I'd like to solve some math puzzles, especially in the context of probability theory, but I'm open to other areas too. The kind of problems that does not require much knowledge of mathematics, ...
2
votes
9
answers
2k
views
Examples of amenable groups other than finite groups
I'm reading about amenable groups. What are explicit examples of nonabelian discrete amenable groups other than finite groups? Perhaps a group presentation or matrix representation would be useful.
11
votes
5
answers
4k
views
Brownian motion, martingales, Markov Chains - Rosetta Stone
What are the most
fundamental/useful/interesting ways in
which the concepts of Brownian motion,
martingales and markov chains are
related?
I'm a graduate student doing a crash course in ...
113
votes
13
answers
46k
views
What are the big problems in probability theory?
Most branches of mathematics have big, sexy famous open problems. Number theory has the Riemann hypothesis and the Langlands program, among many others. Geometry had the Poincaré conjecture for a long ...
4
votes
3
answers
286
views
Medium-Sized Calculations and Organization
This is not a math question as much as a process question. For the first time in my (very short) career, I find myself doing one of those messy calculations, where each 'line' of the calculation can ...
- 63
4
votes
2
answers
714
views
Mathematical means of studying large and complex but finite systems?
I want a list of the sort of mathematics/mathematical tools that are applied to the study of complex and probabilistic systems in order to make quantitative and qualitative observations about their ...
- 2,383
17
votes
13
answers
6k
views
Probability in number theory
I am hearing that there are some great applications of probability theory (or more general measure theory) to number theory. Could anyone recommend some good book(s) on that (or other types of ...
99
votes
28
answers
14k
views
Probabilistic proofs of analytic facts
What are some interesting examples of probabilistic reasoning to establish results that would traditionally be considered analysis? What I mean by "probabilistic reasoning" is that the approach should ...
- 1,695
191
votes
34
answers
81k
views
What is convolution intuitively?
If random variable $X$ has a probability distribution of $f(x)$ and random variable $Y$ has a probability distribution $g(x)$ then $(f*g)(x)$, the convolution of $f$ and $g$, is the probability ...
91
votes
13
answers
146k
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If you break a stick at two points chosen uniformly, the probability the three resulting sticks form a triangle is 1/4. Is there a nice proof of this?
There is a standard problem in elementary probability that goes as follows. Consider a stick of length 1. Pick two points uniformly at random on the stick, and break the stick at those points. What ...
- 14k