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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.

2 votes
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Dixon's Theorem

If you have two elements of ${\rm A}_n$ which do not lie both in any maximal subgroup of ${\rm A}_n$, then they in particular do not lie both in any proper subgroup of ${\rm A}_n$. This in turn means …
Stefan Kohl's user avatar
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9 votes

Probability that randomly chosen integers from a restricted set of natural numbers are coprime

First of all, note that there is no canonical notion of equidistribution on a countable set like the integers. When asking for the probability that $k$ 'randomly chosen' integers are coprime, it is m …
Stefan Kohl's user avatar
  • 19.6k
21 votes

When has the Borel-Cantelli heuristic been wrong?

The Borel-Cantelli heuristic suggests that for any odd $n \in \mathbb{N}$, there is some $k \in \mathbb{N}$ such that $n+2^k$ is prime -- and for small $n$ this is in fact true (in particular, for any …
Stefan Kohl's user avatar
  • 19.6k