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Results tagged with pr.probability
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user 16508
Theory and applications of probability and stochastic processes: e.g. central limit theorems, large deviations, stochastic differential equations, models from statistical mechanics, queuing theory.
0
votes
Stopping time of a Markov chain
I think I did manage to get something useful in five phases. With high probability,
1) $A=1$ to $A\in(\frac{n}{6},\frac{2n}{3})$ in $\log_2{n}\pm 1$ rounds,
2) $A=an$ to $A=dn$ for some $0< d <<1$ i …
- 31
3
votes
3
answers
2k
views
Stopping time of a Markov chain
Let $A(t+1)=A(t)+Bin(n-A(t),\frac{A(t)}{n})$ with $A(0)=1$ and let $T_n$ be the minimum of $t$ such that $A(t)=n$.
I think that $A(t)$ should behave like the naive deterministic approximation $a(t+1) …
- 31