Skip to main content
Search type Search syntax
Tags [tag]
Exact "words here"
Author user:1234
user:me (yours)
Score score:3 (3+)
score:0 (none)
Answers answers:3 (3+)
answers:0 (none)
isaccepted:yes
hasaccepted:no
inquestion:1234
Views views:250
Code code:"if (foo != bar)"
Sections title:apples
body:"apples oranges"
URL url:"*.example.com"
Saves in:saves
Status closed:yes
duplicate:no
migrated:no
wiki:no
Types is:question
is:answer
Exclude -[tag]
-apples
For more details on advanced search visit our help page
Results tagged with
Search options questions only not deleted user 13825

Theory and applications of probability and stochastic processes: e.g. central limit theorems, large deviations, stochastic differential equations, models from statistical mechanics, queuing theory.

11 votes
1 answer
587 views

Wiener Sausages in Riemann Surfaces

Let $M$ be a Riemann surface (or a higher dimensional manifold) and let's assume that it's geodesically complete. Let $W(t)$ be a Brownian motion on the surface accordingly to the manifold's Laplacian …
ght's user avatar
  • 3,626
19 votes
1 answer
693 views

Estimates for Symmetric Functions

Let $z_1,z_2,\ldots,z_n$ be i.i.d. random variables in the unit circle. Consider the polynomial $$ p(z)=\prod_{i=1}^{n}{(t-z_i)}=t^n+a_{1}t^{n-1}+\cdots+a_{n-2}t^2+a_{n-1}t+a_n $$ where the $a_i$ are …
ght's user avatar
  • 3,626
5 votes
1 answer
705 views

First Passage Percolation on Trees

Let $T$ be a rooted Galton-Watson random tree generated accordingly to a probability distribution $\mu$. Now assign to each edge $e$ a random non-negative weight $w_e$ distributed a accordingly to a d …
ght's user avatar
  • 3,626
10 votes
2 answers
905 views

Random Trigonometric Polynomial

Let $t_{1},t_{2},\ldots, t_{n}$ be i.i.d. real Gaussian random variables of zero mean and variance one. Let $a_{1},a_{2},\ldots, a_{n}$ be positive and fixed real numbers and define the random polynom …
ght's user avatar
  • 3,626
21 votes
4 answers
22k views

Maximum of Gaussian Random Variables

Let $x_1,x_2,…,x_n$ be zero mean Gaussian random variables with covariance matrix $\Sigma=(\sigma_{ij})_{1\leq i,j\leq n}$. Let $m$ be the maximum of the random variables $x_{i}$ $$ m=\max\{x_i:i …
ght's user avatar
  • 3,626
16 votes
3 answers
2k views

Expected Degree of a vertex in Delaunay Triangulations

Assume you have a Poisson point process of constant intensity $\lambda$ in the Euclidean plane. From this point process we construct the Delaunay triangulation (or the Voronoi tessellation for that ma …
ght's user avatar
  • 3,626
14 votes
2 answers
986 views

Properties of Some Random Graphs

Working in a problem the following family of graphs appears naturally. Consider the set $A_{n}=\{1,2,3,\ldots,n\}$ and let $\mathcal{C_{n}}$ be the set of all permutations of $A_{n}$ of order $n$ (cyc …
ght's user avatar
  • 3,626
40 votes
4 answers
4k views

Polynomials on the Unit Circle

I asked this question in math.stackexchange but I didn't have much luck. It might be more appropiate for this forum. Let $z_1,z_2,…,z_n$ be i.i.d random points on the unit circle ($|z_i|=1$) with unif …
ght's user avatar
  • 3,626
11 votes
1 answer
915 views

Average over Random Permutations

Consider $S_{n}$ the symmetric group and for each $\sigma\in S_{n}$ let $U_{\sigma}$ be its $n\times n$ permutation matrix. Let $A$ be an Hermitian $n\times n$ matrix. I'm interested in computing the …
ght's user avatar
  • 3,626
14 votes
1 answer
1k views

A Question on Random Matrices

Consider the following $n\times n$ random matrix $V_{n}$ where the $(p,q)$ entry is given by $$ V_{n}(p,q):= \frac{1}{\sqrt{n}}\exp(2\pi i(p-1) x_{q}) $$ where $x_{1},x_{2},\ldots,x_{n}$ are iid rando …
ght's user avatar
  • 3,626
8 votes
1 answer
558 views

Escape Time of Fractional Brownian Motion

Let $B(t)$ be Brownian motion with $B(0)=x>0$ and let $A>x$. It is well known that the expected time for $B(t)$ to escape the interval $[0,A]$ is equal to $x(A-x)$. Is the expected time known if the …
ght's user avatar
  • 3,626
22 votes
1 answer
1k views

Random distance matrices

My question is motivated by the following recent paper: Gadgil, Siddhartha; Krishnapur, Manjunath, Lipschitz correspondence between metric measure spaces and random distance matrices, Int. Math. Res. …
ght's user avatar
  • 3,626