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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.

1 vote

Expected position of a card in a deck after repeating a procedure

Let me see if I understand the procedure. We have two piles, which I will call the deck and the pile. If KH is not in the pile, we pull three cards off the top of the deck and put them in the pile. If …
Peter Shor's user avatar
  • 6,332
14 votes
Accepted

Secret Santa (expected no of cycles in a random permutation)

One way to calculate the expected number of cycles of length $k$ is by the inclusion-exclusion formula. You can get the set of permuations of length $n$ with no fixed points by taking the set of permu …
Peter Shor's user avatar
  • 6,332
2 votes

Question about Banach's matchbox problem.

What you're doing wrong is stopping when the first matchbox runs out. You have to allow $k=0$ to get the probabilities sum to 1, so you have to stop the simulation the first time an empty matchbox is …
Peter Shor's user avatar
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10 votes
Accepted

Random points in a rectangular grid defining a closed path

Having screwed up the answer by getting the wrong answer for a really simple calculation the first time, I'm now going to try to redeem myself. First, to make things easier, let each point be present …
10 votes
Accepted

Generalized Euclidean TSP

You should be able to get $O(\sqrt{n/k})$ by choosing a smaller square of area $1/k$, which will contain one point from most of the point sets, and use the BHH theorem to find a TSP tour of this. Now, …
Peter Shor's user avatar
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10 votes
Accepted

How many non-equivalent sections of a regular 7-simplex?

Here's the answer. The main claims (Claims 1-4) I am fairly sure I got right, but I could easily have missed a case (or counted an extra case) in the later enumeration. If anybody finds a mistake, ple …
3 votes

Rainbow matchings (in random graphs)

Isn't this very much related to the problem of a transversal in a Latin square? Suppose we have an $(n,n)$ bipartite graph with $n$ edge colors, such that every vertex has one edge of each color. This …
Peter Shor's user avatar
  • 6,332
6 votes
Accepted

Expected Degree of a vertex in Delaunay Triangulations

The expected degree for the Delaunay triangulation on hyperbolic space will depend on the density of the points. With low enough density points, you should get arbitrarily high degree. You should be a …
Peter Shor's user avatar
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66 votes

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

Consider an equilateral triangle with altitude 1. It is not hard to show that if you choose a point randomly in this triangle, the distances to the three sides gives the same distribution of lengths t …
Peter Shor's user avatar
  • 6,332
29 votes

What are the big problems in probability theory?

Michel Talagrand has a number of open problems (with bounty) listed on his website. I haven't looked at them all, but knowing him, I guarantee you that they are very hard and quite important. These ar …
2 votes

Optimally directing switches for a random walk

This is the simple stochastic games problem, but for only one player, and there is a polynomial-time algorithm for it based on linear programming, which is described in Anne Condon's paper "On Algorit …
Peter Shor's user avatar
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11 votes
Accepted

What is known about the Gaussian measure of the unit ball in a Hilbert Space?

You can't talk about "the" Gaussian measure on an infinite-dimensional Hilbert space, for the same reason that you can't talk about a uniform probability distribution over all integers. It doesn't exi …
Peter Shor's user avatar
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