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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
Accepted

Conditional probability with permutations

My second comment indicates that I think you need to amend your conjecture, or else I don't understand. Allow me to sketch some relevant ideas for getting non-trivial lower bounds. If my sketch do …
David Feldman's user avatar
2 votes
0 answers
397 views

Convexity and probability

Problem instance: A closed convex body $B\subset {\Bbb R}^n$ of volume 1; a point $p\in B$; and a real number $v\in(0,1)$. Objective: Find the probability $P(B,v,p)$ that $p\in B'$, for $B'$ a random …
David Feldman's user avatar
0 votes
0 answers
167 views

Prime gap heuristics (follows up my question "Moments of merit")

I previously asked generally what people knew or conjectured concerning the moments of the probability distribution governing $M_n:= g_n/\ln(p_n)$, the normalized $n$th prime gap (or ``merit''). Greg …
David Feldman's user avatar
9 votes

probability theory for combinatorialists

The Probabilistic Method by Noga Alon and Joel Spencer! Not a probability textbook per se ---Feller or whatever for that--- but sufficiently self-contained that one can learn the tools as one sees t …
David Feldman's user avatar
39 votes
1 answer
1k views

Modeling question: how often does "the world's oldest person" die?

This story yesterday (no need to follow the link to understand the question!) http://www.cnn.com/2011/US/02/01/texas.oldest.person.dies/index.html?hpt=T2 reminds me that I've often wondered about th …
David Feldman's user avatar
24 votes
1 answer
613 views

Permutations, stopping times, Bessel functions, hook formula and Robinson-Schensted

For given counting number $n$, consider all permutations $\pi$ of {$1,\ldots,n$}, generate for every $\pi$ its Robinson-Schensted pair of standard tableaux $(P_\pi,Q_\pi)$ and average together all the …
David Feldman's user avatar
23 votes
1 answer
750 views

The Euler-Mascheroni constant and entropy

I would like to know if I have discovered or merely rediscovered the following pretty fact. A partition of $[0,1]$ into intervals of lengths $p_{i, i=1\ldots n}$ induces a probability distribution wi …
David Feldman's user avatar
4 votes
3 answers
1k views

Probability theory and measuring the true strength of chessplayers

If you wanted to measure the strength of, say, a chess player, the best way would involve knowing the true value of each position: then you could compute the frequency $W$ with which the player finds …
David Feldman's user avatar