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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.

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
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 …
Alexander Chervov's user avatar
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 …
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
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
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
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
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
6 votes
2 answers
551 views

Number of neigbour Voronoi cells for a random set of points on S^k or cube [-1, 1]^k?

Consider $S^k \subset R^{k+1} $. Sample $N$ points by say uniform distribution. (Example k=120, N=2^24, i.e. N>>k ). Consider Voronoi cell around each point. How many neighbours would a cell have …
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
5 votes
3 answers
1k views

One can earn nothing on the Brownian motion, true ?

Consider any discrete time stochastic process $p(n)$ (price) with independent increments $\xi_k$ and $E(\xi_k)=0$. E.g. Brownian motion (i.e. $\xi_k = N(0,1)$). Consider some "trading strategy" whic …
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
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
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 …
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

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