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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 …
Alexander Chervov's user avatar
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 …
Alexander Chervov's user avatar
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_ …
Alexander Chervov's user avatar
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 …
Alexander Chervov's user avatar
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 …
Alexander Chervov's user avatar
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 …
Alexander Chervov's user avatar
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 …
Alexander Chervov's user avatar
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 …
Alexander Chervov's user avatar
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 …
Alexander Chervov's user avatar
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 …
Alexander Chervov's user avatar
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 …
Alexander Chervov's user avatar
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 …
Alexander Chervov's user avatar
7 votes
1 answer
413 views

Can one divide algebraic manifolds ? Make sense: $Gr(2,n)/ Gr(2,n+m) = P^{n-1}/P^{n+m-1} P^{...

Let's start from a little bit far. Basic probability theory - chain rule reads: $$ P(AB) = P(A)P(B|A)$$ Example: consider n+m balls, where n - white balls, m - black balls, consider A - first cho …
Alexander Chervov's user avatar
5 votes
1 answer
241 views

Height growth for randomly falling Tetris like blocks ? What if Young diagrams are falling d...

Question: How the maximal height grows for random Tetris like blocks falling down ? Numeric simulation (see below) shows leading term is linear with some constant depending on shapes of blocks allowe …
Alexander Chervov's user avatar
5 votes
2 answers
2k views

Probability of general Brownian (or non) bridge to be higher than given parameter?

Consider general Brownian bridge W(0)=0; W(T) = a. (Here "general" means: $W(T)\ne 0$). What is the probability W(t) >= b, for all $ t \in [0, T] $ ? Is there close simple formula in terms of a …
Alexander Chervov's user avatar

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