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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.
18
votes
Accepted
Simple random walk on a locally finite graph: when is it recurrent?
The fundamental result that completely characterizes recurrent/transient graphs is that a graph is recurrent if and only if the effective resistance of the graph, when considered as an electric networ …
2
votes
Accepted
First hit time in a graph setting
This model (at least when all the $\lambda_{ij}$ are the same and all the $\mu_i$ are the same) is called the Contact Process.
7
votes
Shortest grid-graph paths with random diagonal shortcuts
This is an interesting variation of First passage percolation (see this question). There's no reason to think that in this case the answer will be nice in any way, as percolation thresholds rarely are …
2
votes
Mixing time of random walks on graphs
For any vertex $v$, you can take $\mu$ to be $7/8 \pi + 1/8 v$, that is, the with probability $1/8$ pick $v$ and otherwise pick a random vertex according to $\pi$. Now the distance to stationarity at …
2
votes
Balls into bins with random number of balls
Consider for a moment the case $m=cn$ for some constant $c$. This also yields a maximal load of $(1+o(1))\log(n)/\log(\log(n))$. Geometric distribution with mean $n$ will give you $cn$ balls with high …
0
votes
Probability distribution of Bernoulli trial of independent events with arithmetic progressio...
What is your question? In the situation you describe, both distributions are approximately Poisson with the same parameter, so it is no wonder they also approximate each other.
9
votes
Accepted
The minimum-perimeter triangle of three sets of points
Partition the unit square into small squares of area roughly $a$. Your question is equivalent to asking for which $a$ do we typically see about 1 small square with points from each of $X$,$Y$ and $Z$? …
5
votes
Accepted
Models with SLE scaling limit
There are several other models proved to converge to SLE: critical percolation on the triangular lattice, Gaussian Free Field, Harmonic Explorer, and recently also the critical Ising model. You can ch …
3
votes
Accepted
Accumulation points of Green function on a transient graph
The answer is yes. To see this, take a transient graph $G$ (say $\mathbb{Z}^3$) and glue a copy of $\mathbb{N}$ to some vertex (say $v_0$). The vertices of $\mathbb{N}$ now all have $g(v)=1$.
If you …
0
votes
Accepted
Asymptotic behaviour of binomial term
Robert's answer is correct, if you want an asymptotic answer. However, for the question as stated in the edit (that is for all $n\ge k$...) the answer is no.
Take for example the case of $p=\frac12$. …
3
votes
Accepted
Show that $\mbox{Var}(\sum_{k=0}^{\infty} \delta\{L_{t-k} > k\}) \leq \mbox{Var}(L)$
$\newcommand{\E}{\mathbb{E}}$
You practically answered your own question.
Denote by $A_k$ the event "$X_0 > k$". Then $X_0=\sum_{k=0}^{m-1} \delta(A_k)$.
Denote by $B_k$ the event "$X_k > k$". Then …
5
votes
Accepted
Expected number of balls left out when choosing $n$ times from $n$ balls
When tossing $n$ balls uniformly and independently into $n$ bins, the distribution of the number of balls in any specific bin is binomial with parameters $n$ and $p=\frac{1}{n}$. Thus, the probability …
5
votes
Choosing $n$ times from $n$ objects
This is the Balls and Bins setting.
7
votes
Random walk to stay in an interval forever
The crucial requirement is that $\sum_{i=0}^\infty t_i^2 < \infty$. See Kolmogorov's two-series theorem and also the more general Kolmogorov's three-series theorem.
5
votes
Accepted
Berry-Esseen bound for martingale sequence with varying and dependent variances
In the setting you describe, there's generally no CLT. Let me describe a counterexample showing that $\sum_{i=1}^{k-1} X_i / \sqrt{\sum_{i=1}^{k-1} \sigma_i}$ doesn't tend to normal. I'm pretty sure t …