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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 …
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 …
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 …
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 …
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 …
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 …
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 …
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 …