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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 …
Ori Gurel-Gurevich's user avatar
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.
Ori Gurel-Gurevich's user avatar
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 …
David Roberts's user avatar
  • 35.5k
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 …
Ori Gurel-Gurevich's user avatar
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 …
Ori Gurel-Gurevich's user avatar
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.
Ori Gurel-Gurevich's user avatar
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 $Z$? …
Ori Gurel-Gurevich's user avatar
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 …
Ben's user avatar
  • 133
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 …
Ori Gurel-Gurevich's user avatar
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 $p=\frac12$. …
Ori Gurel-Gurevich's user avatar
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 …
Ori Gurel-Gurevich's user avatar
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 …
Ori Gurel-Gurevich's user avatar
5 votes

Choosing $n$ times from $n$ objects

This is the Balls and Bins setting.
Ori Gurel-Gurevich's user avatar
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.
Ori Gurel-Gurevich's user avatar
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 …
Ori Gurel-Gurevich's user avatar

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