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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.

6 votes
2 answers
479 views

Limit law for the number of local maxima in a square lattice of IID random variables

For $i, j \in \{ 1, \ldots, n \}$, let $X_{i,j}$ be a real-valued random variable uniformly distributed on the interval $[0,1]$. The $X_{i,j}$ are independent. Let $A_{i,j}$ be the indicator random …
Michael Lugo's user avatar
26 votes
5 answers
10k views

Is there a simple way to compute the number of ways to write a positive integer as the sum o...

It's a standard theorem that the number of ways to write a positive integer N as the sum of two squares is given by four times the difference between its number of divisors which are congruent to 1 mo …
Michael Lugo's user avatar
10 votes
4 answers
957 views

What m minimizes E(|m-X|^3) for a random variable X?

Let X be a random variable. Then E(|m-X|^1) is minimized when (as a function of m) when m is the median of X, and E(|m-X|^2) is minimized when m is the mean of x. A couple weeks ago in a technical s …
Michael Lugo's user avatar
91 votes
13 answers
145k views

If you break a stick at two points chosen uniformly, the probability the three resulting sti...

There is a standard problem in elementary probability that goes as follows. Consider a stick of length 1. Pick two points uniformly at random on the stick, and break the stick at those points. What …
Michael Lugo's user avatar
18 votes
1 answer
865 views

What's the probability that k + n^2 is squarefree, for fixed k?

While playing around with this question (when is the sum of two squares squarefree?), from some experimental computations (and bolstered by the fact that the density of squarefree positive integers is …
Michael Lugo's user avatar
19 votes
9 answers
3k views

How can I generate random permutations of [n] with k cycles, where k is much larger than log n?

I've been thinking a lot lately about random permutations. It's well-known that the mean and variance of the number of cycles of a permutation chosen uniformly at random from Sn are both asymptotical …
Michael Lugo's user avatar