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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.

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
  • 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
  • 22.8k
28 votes
6 answers
2k views

Random Alternating Permutations

An alternating permutation of {1, ..., n} is one were π(1) > π(2) < π(3) > π(4) < ... For example: (24153) is an alternating permutation of length 5. If $E_n$ is the number of alternating permutations …
john mangual's user avatar
  • 22.8k
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 …
john mangual's user avatar
  • 22.8k
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 …
john mangual's user avatar
  • 22.8k
10 votes
2 answers
3k views

Random Unfoldings of the Cube

Motivated by unfoldings of the dodecahedron in How To Fold It -- How many (labeled or unlabeled) unfoldings of the 1 x 1 x n stack of unit cubes are there? JORourke (4Nov16): John's original image …
john mangual's user avatar
  • 22.8k
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} …
john mangual's user avatar
  • 22.8k
8 votes
2 answers
751 views

The Odds 3 (or More) Group Elements Commute

Some time ago I asked about the odds 2 group elements commute. I wonder about the odds that 3 group elements commute. Is there a "closed" formula for the sum $$ \frac{1}{|G|^3} \sum_{g,h,k} \delta( …
john mangual's user avatar
  • 22.8k
8 votes
1 answer
526 views

A q,t-extension of Plancherel Measure thru Yang-Mills Theory ?

Buried in the physics paper by Nekrasov and Okounkov, a strange identity is proven: $$ \prod_{n > 0} (1 - q^n)^{\mu^2-1} = \sum_{\mathbf{k}} q^{|\mathbf{k}|} \prod_{\square \in k} \left( 1 - \frac{\mu …
john mangual's user avatar
  • 22.8k
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
  • 22.8k
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
  • 22.8k
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
  • 22.8k
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 …
john mangual's user avatar
  • 22.8k
6 votes
0 answers
410 views

Birth-Death Process associated with Orthogonal Polynomials

I have read in various places the following objects are related: orthogonal polynomials birth-death processes Lattice paths continued fractions After a lot of searching online, I found sketches ab …
john mangual's user avatar
  • 22.8k
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 …
john mangual's user avatar
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