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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
636 views

Traceless GUE : Four Centered Fermions

The proof of the Wigner Semicircle Law comes from studying the GUE Kernel $$ K_N(\mu, \nu)=e^{-\frac{1}{2}(\mu^2+\nu^2)} \cdot \frac{1}{\sqrt{\pi}} \sum_{j=0}^{N-1}\frac{H_j(\lambda)H_j(\mu)}{2^j j!} …
6 votes
0 answers
397 views

semiclassical proof of Wigner semicircle

In Terence Tao's discussion of the Gaussian Unitary Ensemble, he derives the Dyson and Airy kernels. The GUE is the probability distribution of the eigenvalues of a random Hermitian matrix. \[ \int …
0 votes
1 answer
2k views

What is the orthonormal basis for the Bergman space on the disk?

[EDIT by YC: the original question's title asked about a basis for the Hardy space on the disk. It is clear from the actual question that what was meant was the Bergman space.] In arXiv:0310.5297, Yu …
1 vote
0 answers
310 views

Show that $\mathrm{SL}_2(\mathbb{F}_p)$ is quasi-random

Terry Tao gives this oblique definition of quasirandom group in his notes 3 $G$ is quasi-random (of order $D$) if all non-trivial unitary representations $\rho: G \to U(H)$ have dimension at least $ …
3 votes
3 answers
939 views

implementations of domino shuffling algorithm

Are there many implementations of the "domino shuffling" algorithm as found in William Jockusch, James Propp amd Peter Shor's Random Domino Tilings and the Arctic Circle Theorem math.CO/9801068? This …
2 votes
9 answers
2k views

Examples of amenable groups other than finite groups

I'm reading about amenable groups. What are explicit examples of nonabelian discrete amenable groups other than finite groups? Perhaps a group presentation or matrix representation would be useful.
40 votes
5 answers
5k views

"Entropy" proof of Brunn-Minkowski Inequality?

I read in an information theory textbook the Brunn-Minkowski inequality follows from the Entropy Power inequality. The first one says that if $A,B$ are convex polygons in $\mathbb{R}^d$, then $$ m( …
33 votes
1 answer
1k views

Why does McMahon formula look like the inclusion-exclusion principle?

The McMahon formula for the number of tilings of an $a \times b \times c$ hexagon by lozenges: $$ \Big[H(a)H(b)H(c)\Big] \Big[H(a+b)H(b+c)H(c+a)\Big]^{-1} \Big[H(a+b+c)\Big]$$ looks oddly like the i …
7 votes
2 answers
1k views

An Expectation of Cohen-Lenstra Measure

The Cohen-Lenstra measure on the set of abelian p-groups assigns $\mathbb{P}(G) = \prod_{i \geq 1} \left( 1 - \frac{1}{p^i}\right) \cdot |\mathrm{Aut}(G)|^{-1} $. Apparently, this is equivalent to ta …
7 votes
3 answers
823 views

What is the link between the Domino Tilings and the Ising Model?

Is there a link between the theory of Domino Tilings and the Ising Model? In the global qualitative sense that physicists use, the answer is "yes". The connections could go like this: The dimer m …
1 vote
1 answer
151 views

Is the Krawtchouk ensemble a determinantal process?

The Krawtchouk ensemble is defined by a weight: $w(x) = \binom{K}{x}p^x q^{K-x} $ and in fact it comes from a conditioned random walk on $\mathbb{Z}^N$. It is a probability measure on the set $\{ 0, …
9 votes
1 answer
520 views

Analogue of Wick formula for orthogonal polynomials

n-point correlations of Gaussian random variables can be simplified with Wick expansion. $$ \langle x_{i_1} x_{i_2} \dots x_{i_{2n-1}} x_{i_{2n}} \rangle = \int_{\mathbb{R}^n} x_{i_1} \dots x_{i_{2n} …
11 votes
3 answers
1k views

Sampling from Sine Kernel and Airy Kernel

A determinantal process on the line is a random collection of points on $\mathbb{R}$ such that the probability of $x_1, \dots, x_n$ lying on the random set is $\det (K(x_i, x_j))_{(i,j)}$. Examples …
2 votes
1 answer
183 views

$\zeta(2n)$ and Levy processes

I am missing some steps in the final derivation of a probabilistic computation of the even values of $\zeta$. They show the Cauchy distribution is relate to a certian Levy process: $$ |\mathbb{C}_1| …
11 votes
2 answers
1k views

Free Boson Correlator $ \langle X(z)X(w) \rangle =- \ln |z - w| $

In physics papers, the massless free boson has a definition involving an action: $$ S(X) = \frac{1}{8\pi} \int d\sigma^2\, \partial X \overline{\partial X}$$ The random functions $X(z)$ are sample …

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