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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.

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, …
john mangual's user avatar
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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 …
john mangual's user avatar
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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| …
john mangual's user avatar
  • 22.8k
2 votes
0 answers
157 views

Gaussian Integrals and Pseudo-Anosov Maps

The hep-th section of arXiv if often filled with beautiful semi-rigorous computations on Mathematics. However sometimes it is very difficult to understand what is being stated. Here I take from: Asp …
john mangual's user avatar
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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 $ …
john mangual's user avatar
  • 22.8k
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 …
john mangual's user avatar
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8 votes
0 answers
182 views

Can the GUE be thought of as a uniform point in a high-dimensional polytope

I have thought about this question for a long time and could only find partial answers. The Gaussian Unitary Ensemble (or GUE) is the eigenvalues of a random Hermitian matrix with complex Gaussian en …
john mangual's user avatar
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2 votes
0 answers
220 views

why is this result about Gaussian analytic functions equivalent to the Crofton formula

I am reading Zeros of Gaussian Analytic Functions by Mikhail Sodin and he gives an much-too-easy proof of density of zeros of a Gaussian Analytic function. Definition A Gaussian analytic function …
john mangual's user avatar
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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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4 votes
1 answer
574 views

"the" random permutation

I recently looked at Permutations on the random permutation which seems to talk about the notion of random permutuation as a notion from logic rather than probability. The random permutation is th …
john mangual's user avatar
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5 votes
1 answer
348 views

"strongly mixing" action on dimers?

In Local Statistics of Lattice Dimers we study a nice familiar object, domino tilings in the plane extending out to infinity. His paper is going to discuss the frequency of various "motifs" in tili …
john mangual's user avatar
  • 22.8k
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( …
john mangual's user avatar
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5 votes
3 answers
935 views

Analogy between Integers and Permutations

I am reading Andrew Granville's Anatomy of Integers and Permutations where it is argued the factorization of a permutation into disjoint cycles is analogous to the factorization of a number into prime …
john mangual's user avatar
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2 votes
1 answer
289 views

Prime Divisors of the $x \mapsto 2x+1$ Recursion

The Cohen-Lenstra statistics describe how often a prime divides the class number of quadratic number field $\mathbb{Q}[\sqrt{d}]$ $$ \mathbb{P}\big[h(d) \not\equiv 0\; (\mod p) \big] = \prod_{k \geq …
john mangual's user avatar
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8 votes
0 answers
551 views

Hasse-Weil Bound and Chebyshev Inequality

I was reading about the Hasse-Weil bound for the number of points in on a curve over the finite field $\mathbb{F}_q$. $$ \big| |C(\mathbb{F}_q)| - (q+1) \big| \leq 2g \sqrt{q} $$ However, this rem …
john mangual's user avatar
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