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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
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"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]$$
looks oddly like the i …
28
votes
6
answers
2k
views
Random Alternating Permutations
An alternating permutation of {1, ..., n} is one were π(1) > π(2) < π(3) > π(4) < ... For example: (24153) is an alternating permutation of length 5.
If $E_n$ is the number of alternating permutations …
11
votes
3
answers
1k
views
Sampling from Sine Kernel and Airy Kernel
A determinantal process on the line is a random collection of points on $\mathbb{R}$ such that the probability of $x_1, \dots, x_n$ lying on the random set is $\det (K(x_i, x_j))_{(i,j)}$. Examples …
11
votes
2
answers
1k
views
Free Boson Correlator $ \langle X(z)X(w) \rangle =- \ln |z - w| $
In physics papers, the massless free boson has a definition involving an action:
$$ S(X) = \frac{1}{8\pi} \int d\sigma^2\, \partial X \overline{\partial X}$$
The random functions $X(z)$ are sample …
10
votes
2
answers
3k
views
Random Unfoldings of the Cube
Motivated by unfoldings of the dodecahedron in How To Fold It --
How many (labeled or unlabeled) unfoldings of the 1 x 1 x n stack of unit cubes are there?
JORourke (4Nov16): John's original image …
9
votes
1
answer
520
views
Analogue of Wick formula for orthogonal polynomials
n-point correlations of Gaussian random variables can be simplified with Wick expansion.
$$ \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} …
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
$$ \frac{1}{|G|^3} \sum_{g,h,k} \delta( …
8
votes
1
answer
526
views
A q,t-extension of Plancherel Measure thru Yang-Mills Theory ?
Buried in the physics paper by Nekrasov and Okounkov, a strange identity is proven:
$$ \prod_{n > 0} (1 - q^n)^{\mu^2-1} = \sum_{\mathbf{k}} q^{|\mathbf{k}|} \prod_{\square \in k} \left( 1 - \frac{\mu …
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 …
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 …
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 …
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 …
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 …
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 …