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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.

4 votes
3 answers
619 views

A type of stochastic jump process

Let $X \geq 1$ be a integer r.v. with $E[X]=\mu$. Let $X_i$ be a sequence of iid rvs with the distribution of $X$. On the integer line, we start at $0$, and want to know the expected position after we …
Probabilist's user avatar
8 votes
2 answers
652 views

Random walks on graphs: Cover time and blanket time

Winkler and Zuckerman conjectured that the blanket time is within a constant factor of the cover time. The conjecture was recently proved. The cover time $C$ is the expectation of the first time $t$ t …
Probabilist's user avatar