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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.

9 votes

What is a good method to find random points on the n-sphere when n is large?

Nice question! I ran into a similar problem a few years ago -- even for dimension $10$, the rejection method was annoyingly slow. One of the problems is that such questions straddle at least three hug …
Vidit Nanda's user avatar
  • 15.5k
15 votes
5 answers
921 views

What fraction of n x n invertible integer matrices contain at least one unit?

The question is simple: What fraction of matrices in $G_n = \text{GL}_n(\mathbb{Z})$ have at least one unit entry (i.e., either $\lbrace\pm 1 \rbrace$)? I'm not sure what the correct measure on $G_ …
Vidit Nanda's user avatar
  • 15.5k
9 votes
2 answers
358 views

Iterating Random Matrix Operations

Consider the following probability measure on the integers concentrated around $0$: the probability of drawing $0$ is $\frac{1}{2}$, of drawing ($1$ or $-1$) is $\frac{1}{4}$ split evenly among the tw …
Vidit Nanda's user avatar
  • 15.5k
5 votes

Finite-space dynamical systems

Not all interesting examples come from algebraic geometry and number theory -- your questions are fairly natural in many other settings. For instance, Conway's game of life qualifies as an answer to y …
Vidit Nanda's user avatar
  • 15.5k
1 vote

Combinatorial Morse functions and random permutations

While the original question regarding permutations is interesting, it is not true that combinatorial Morse functions are hard to construct algorithmically on regular CW complexes. Much work has gone i …
Vidit Nanda's user avatar
  • 15.5k
2 votes

Probability of zero in a random matrix

Okay, so this is nowhere near a complete solution, but this is as far as I got and hopefully someone else sees it from here: It is clear that $P(2,k) = \frac{k-1}{k+1}~$ which is certainly non-decrea …
Vidit Nanda's user avatar
  • 15.5k
5 votes
3 answers
305 views

Tracking automorphism groups of graph processes

Start with an edgeless graph on $n$ labeled vertices, and note that the automorphism group is $\Sigma_n$, the symmetric group on $n$ elements. Now imagine that we randomly start throwing in all of the …
Vidit Nanda's user avatar
  • 15.5k
6 votes
0 answers
172 views

Uniformly sampling from the set of all simplicial maps

Let $K$ and $L$ be finite simplicial complexes that remain fixed throughout. How does one efficiently sample (according to the uniform distribution) elements from the finite set of simplicial map …
Vidit Nanda's user avatar
  • 15.5k
6 votes

Tetris-like falling sticky disks

Regarding the question Has this process, or something close to it, been studied before? I was recently made aware of an intriguing approach of Bob Macpherson and his post-doc Ben Schweinhart at …
Vidit Nanda's user avatar
  • 15.5k