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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, …
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 …
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:
$$ |\mathbb{C}_1| …
2
votes
0
answers
157
views
Gaussian Integrals and Pseudo-Anosov Maps
The hep-th section of arXiv if often filled with beautiful semi-rigorous computations on Mathematics. However sometimes it is very difficult to understand what is being stated.
Here I take from: Asp …
1
vote
0
answers
310
views
Show that $\mathrm{SL}_2(\mathbb{F}_p)$ is quasi-random
Terry Tao gives this oblique definition of quasirandom group in his notes 3
$G$ is quasi-random (of order $D$) if all non-trivial unitary representations $\rho: G \to U(H)$ have dimension at least $ …
33
votes
1
answer
1k
views
Why does McMahon formula look like the inclusion-exclusion principle?
The McMahon formula for the number of tilings of an $a \times b \times c$ hexagon by lozenges:
$$ \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]$$
looks oddly like the i …
8
votes
0
answers
182
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Can the GUE be thought of as a uniform point in a high-dimensional polytope
I have thought about this question for a long time and could only find partial answers.
The Gaussian Unitary Ensemble (or GUE) is the eigenvalues of a random Hermitian matrix with complex Gaussian en …
2
votes
0
answers
220
views
why is this result about Gaussian analytic functions equivalent to the Crofton formula
I am reading Zeros of Gaussian Analytic Functions by Mikhail Sodin and he gives an much-too-easy proof of density of zeros of a Gaussian Analytic function.
Definition A Gaussian analytic function …
11
votes
2
answers
1k
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Free Boson Correlator $ \langle X(z)X(w) \rangle =- \ln |z - w| $
In physics papers, the massless free boson has a definition involving an action:
$$ S(X) = \frac{1}{8\pi} \int d\sigma^2\, \partial X \overline{\partial X}$$
The random functions $X(z)$ are sample …
4
votes
1
answer
574
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"the" random permutation
I recently looked at Permutations on the random permutation which seems to talk about the notion of random permutuation as a notion from logic rather than probability.
The random permutation is th …
5
votes
1
answer
348
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"strongly mixing" action on dimers?
In Local Statistics of Lattice Dimers we study a nice familiar object, domino tilings in the plane extending out to infinity.
His paper is going to discuss the frequency of various "motifs" in tili …
40
votes
5
answers
5k
views
"Entropy" proof of Brunn-Minkowski Inequality?
I read in an information theory textbook the Brunn-Minkowski inequality follows from the Entropy Power inequality.
The first one says that if $A,B$ are convex polygons in $\mathbb{R}^d$, then
$$ m( …
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 …
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 $\mathbb{Q}[\sqrt{d}]$
$$ \mathbb{P}\big[h(d) \not\equiv 0\; (\mod p) \big] = \prod_{k \geq …
8
votes
0
answers
551
views
Hasse-Weil Bound and Chebyshev Inequality
I was reading about the Hasse-Weil bound for the number of points in on a curve over the finite field $\mathbb{F}_q$.
$$ \big| |C(\mathbb{F}_q)| - (q+1) \big| \leq 2g \sqrt{q} $$
However, this rem …