Skip to main content
Search type Search syntax
Tags [tag]
Exact "words here"
Author user:1234
user:me (yours)
Score score:3 (3+)
score:0 (none)
Answers answers:3 (3+)
answers:0 (none)
isaccepted:yes
hasaccepted:no
inquestion:1234
Views views:250
Code code:"if (foo != bar)"
Sections title:apples
body:"apples oranges"
URL url:"*.example.com"
Saves in:saves
Status closed:yes
duplicate:no
migrated:no
wiki:no
Types is:question
is:answer
Exclude -[tag]
-apples
For more details on advanced search visit our help page
Results tagged with
Search options answers only not deleted user 1061

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

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
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
3 votes
Accepted

Tight binomial left tail bound

This is tight, at least when $p=\frac12$. You simply need to approximate $\log\big({n \choose \frac{n}{2}-\varepsilon n} \frac1{2^{n}}\big)$ using Stirling's formula and you'll see that the leading co …
Ori Gurel-Gurevich's user avatar
3 votes

Large deviations for sums of random variables whose correlation function decays exponentially

There is no general bound with exponential decay just assuming decay of correlations. Consider this distribution: with probability $1/(N+1)$ all $X_i=$, and with probability $N/(N+1)$ there are exactl …
Ori Gurel-Gurevich's user avatar
4 votes

splitting exponential random variable into independent components

Yes. For example, if we take $Y=\lfloor X \rfloor$ and $Z=X-Y$.
Ori Gurel-Gurevich's user avatar
7 votes
Accepted

Reference request: Hoeffding-type inequality

If you define $Z_i=Y_i−p_i(Y_1,…,Y_{i−1})$ then the sum $Z_1+…+Z_n$ is a supermartingale and the probability of it being bigger then $t$ gives you what you wanted.
Ori Gurel-Gurevich's user avatar

1
2 3 4 5 6
15 30 50 per page