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Theory and applications of probability and stochastic processes: e.g. central limit theorems, large deviations, stochastic differential equations, models from statistical mechanics, queuing theory.

2 votes
0 answers
166 views

How to choose N policemen positions to catch a drunk driver in the most effective way (on a ...

Consider a Cayley graph of some big finite group. Consider random walk on such a graph - think of it as drunk driver. Fix some number $N$ which is much smaller than group size. Question 1: How to cho …
3 votes
4 answers
1k views

Apply doubly stochastic matrix M to a probability vector, then entropy increases?

Consider a vector $p =(p_1,\dots,p_n)$, $p_i>0$, $\sum p_i = 1$ and a matrix $M_{ij}$, which is doubly stochastic: $\sum_i M_{ij} = 1, \sum_j M_{ij} = 1, M_{ij} > 0$. Question 1 Just apply matrix M …
6 votes
0 answers
190 views

What are compact manifolds such that GROWTH (of spheres volumes) is well approximated by the...

Consider some compact Riemannian manifold $M$. Fix some point $p$. Consider a "sub-sphere of radius $r$" - i.e. set of points on distance $r$ from $p$. Consider growth function $g(r)$ to be volume of …
8 votes
0 answers
150 views

Cohomology dimensions are well approximated by Gaussian for multiply-fibered manifolds ? (To...

Consider some manifold $M$ say compact smooth. Let $b_i$ be its Betti numbers (non-zero), i.e. its cohomology dimensions. Assume $M$ can be subsequently fibered by many manifolds, i.e. there is $ M_ …
7 votes
0 answers
229 views

Growth of spheres in FINITE nilpotent groups - Gaussian approximation (central limit theorem)?

Standard setup. Consider a group and choose generators. Word-metric (or in the other words - distance on the Cayley graph of the group+generators) - converts a group into a metric space, which is top …
2 votes
0 answers
67 views

Distance distribution for Cayley graphs of the fintie Heisenberg groups H3(Z/nZ) approaches ...

I wonder several questions about Cayley graphs of finite Heisenberg groups H3(Z/nZ). Question 1: do we know the diameter dependence on "n", at least for the standard choice of generators ? What about …
5 votes
1 answer
555 views

Casino does not win, while clients do lose ? Prob_loss(T) = 1 - .8/sqrt(T)?

Setup. Let casino generate a color: black or red with equal probability. Let client try to guess the color. If guess is correct - he earns 1 coin from casino, if not - he gives one to casino. If he lo …
3 votes
0 answers
372 views

How to promote a blog?

Math behind might be interesting. Quite recent bloggingg activity might have interesting math model. The point is that bloggers compete for subscribers and at the same time cooperate gaining subscribe …
7 votes
1 answer
388 views

Combinatorial/probabilistic statements having $F_{\text{un}}$/$F_q$ geometric interpetation

$\newcommand{\Fun}{F_\text{un}}$There was lots of "Fun with $\Fun$" (field with one element) in recent years. One of the points is that it provides bridge between geometrical and combinatorial questi …
21 votes
2 answers
2k views

Uncertainty principle and Cramer-Rao bound - is there relation?

Just out of curiosity. The two things sounds a little bit similar - 1) Uncertainty principle 2) Cramer-Rao bound. Saying that we cannot measure something with certain accuracy. However looking closer …
8 votes
3 answers
617 views

Explain seemingly non-random figures which arise from random Poisson points with normalization

Context Working with some biological datasets it was puzzling to see the patterns like Figure 2 (right) below. The first feeling was, that it corresponds to some biological effects like correlations b …
23 votes
4 answers
972 views

What nodes of a graph should be vaccinated first?

Consider a graph, choose some "p: 0<p<1" (probability to infect the neighbor node). Choose some random number "K" of nodes which are "infected" initially. So we can generate epidemic model on a graph …
21 votes
3 answers
5k views

James-Stein phenomenon: What does it mean that a James-Stein estimator beats least squares e...

Background James-Stein estimator and Stein's phenomenon, as described in Wikipedia are rather counterintuitive and amazing. It is claimed that if one wants to estimate the mean $\Theta$ of Gaussian …
4 votes
0 answers
262 views

Metrics on finite groups and generalizations of central limit theorems for balls volumes (à ...

In wonderful lectures by P. Diaconis "Group representations in probability and statistics, Chapter 6. Metrics on Groups, and Their Statistical Use" metrics on permutation groups are considered and cen …
2 votes
1 answer
473 views

Latent Dirichlet allocation - math words digest ?

Latent Dirichlet allocation - is quite a popular topic in data-mining. Wikepedia mentions thousands citations in few years. Question 0 Can one give some digest for a math minded person of the key i …

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