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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.

3 votes
2 answers
623 views

Rolling a die until the sum is at least some number

Suppose you roll an $n$ sided die (valued $1,\dots,n$) until the sum is at least $s\in\mathbb{N}$. Which of the integers $s, s+1, \dots, s+n-1$ are you most likely to end up with?
A Chuh's user avatar
  • 181
1 vote
0 answers
1k views

Guessing the next card colour in a deck [closed]

Hi there, here's another puzzle I've been looking at. Suppose you are to guess the colour of the next card in an ordinary deck of 52 cards---red or black---one at a time. How many can you expect to g …
A Chuh's user avatar
  • 181
3 votes
1 answer
1k views

Ergodicity of a Markov chain

Hi, I'd appreciate some help on a Markov chain result I'm trying to show. I believe the following is sufficient for a continuous time Markov chain $(X_t)$ with a countable state space to be ergodic: …
A Chuh's user avatar
  • 181