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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.

15 votes
8 answers
3k views

How Does Random Noise Typically Look?

How does random noise in the digital world typically look? Suppose you have a memory of n bits, and suppose that a "random noise" hits the memory in such a way that the probability of each bit being …
Gil Kalai's user avatar
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39 votes
9 answers
3k views

The shortest path in first passage percolation

Update (January 17): The problem has now been solved by Daniel Ahlberg and Christopher Hoffman. (Thanks to Matt Kahle for informing us.) Consider a square planar grid. (The vertices are pair of poin …
Gil Kalai's user avatar
  • 24.7k
20 votes
3 answers
1k views

The probability for a sequence to have small partial sums

The question Let $a_1,a_2,\dots,a_n$ be a sequence whose entries are +1 or -1. Let t be a parameter. My question is to give an estimate for the number of such sequences so that $|a_1+a_2+\dots a …
Gil Kalai's user avatar
  • 24.7k
25 votes
3 answers
2k views

Some models for random graphs that I am curious about

G(n,p) We are familiar with the standard notion of random graphs where you fixed the number n of vertices and choose every edge to belong to the graph with probability 1/2 (or p) independently. This …
Gil Kalai's user avatar
  • 24.7k
8 votes
3 answers
780 views

A Variance-Tail Description for Continuous Probability Distributions

Start with a continuous probability distribution given by a density function f(x). Let X be a real random variable whose distribution is given by the probability distribution. I would like to ask ab …
Gil Kalai's user avatar
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19 votes
1 answer
1k views

Horst Knörrer's Permutation Cancellation Problem

The Problem: The following question of Horst Knörrer is a sort of toy problem coming from mathematical physics. Let $x_1, x_2, \dots, x_n$ and $y_1,y_2,\dots, y_n$ be two sets of real numbers. We …
Gil Kalai's user avatar
  • 24.7k
63 votes
3 answers
7k views

A roadmap to Hairer's theory for taming infinities

Background Martin Hairer gave recently some beautiful lectures in Israel on "taming infinities," namely on finding a mathematical theory that supports the highly successful computations from quantum …
Gil Kalai's user avatar
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9 votes
2 answers
411 views

Hermite–Fourier expansion for the median

Let $n$ be an odd positive integer. Let $M : \mathbb{R}^n \to \mathbb{R}$ be the median function: $M(x_1,\dots,x_n)$ is the median of $x_1,\dots,x_n$. What can be said about the Hermite–Fourier expans …
Gil Kalai's user avatar
  • 24.7k
16 votes
0 answers
1k views

Optimal monotone families for the discrete isoperimetric inequality

Background: the discrete isoperimetric inequality Start with a set $X=\{1,2,...,n\}$ of $n$ elements and the family $2^X$ of all subsets of $X$. For a real number $p$ between zero and one, we consider …
Gil Kalai's user avatar
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11 votes
1 answer
631 views

A simple proof for a theorem of Szekeres and Turán

Szekeres and Turán found in 1937 a formula for the sum of the squares and the sum of the fourth powers of determinants of all $n$ by $n$ matrices with $\pm 1$ entries. (The sum of squares case follows …
Gil Kalai's user avatar
  • 24.7k
16 votes
4 answers
592 views

The lattice spanned by $m$ random 0-1 vectors of length $n$

Consider $m$ random 0-1 vectors of length $n$. Let $L$ be the lattice spanned by them. What is the value of $m$ (as a function of $n$) for which it is true with positive probability that $L=Z^n$? More …
Gil Kalai's user avatar
  • 24.7k
46 votes
7 answers
10k views

Conway's game of life for random initial position

What is the behavior of Conway's game of life when the initial position is random? -- We can ask this question on an infinite grid or on an $n$ by $n$ table (planar or on a torus). Specifically suppos …
Gil Kalai's user avatar
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23 votes
2 answers
1k views

Laws of Iterated Logarithm for Random Matrices and Random Permutation

The law of iterated logarithm asserts that if $x_1,x_2,\dots$ are i.i.d $\cal N(0,1)$ random variables and $S_n=x_1+x_2+\cdots+x_n$, then $$\limsup_{n \to \infty} S_n/\sqrt {n \log \log n} = \sqrt 2, …
Gil Kalai's user avatar
  • 24.7k
21 votes
0 answers
2k views

The Fourier Transform of taking Eigenvalues

The purpose of this question is to ask about the Fourier transform of the map which associate to an $n$ by $n$ matrix its $n$ eigenvalues, or some function of the $n$ eigenvalues. The main motivation …
Gil Kalai's user avatar
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14 votes
8 answers
3k views

Relevant mathematics to the recent coronavirus outbreak

I would like to ask about (old* and new) reliable mathematical literature relevant to various mathematical aspects of the recent coronavirus outbreak: In particular, standard statistical/mathematical …