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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

Binomial distribution parity

Some general remarks. There is a family of linear operators $\phi_{a,d}$ which, given a generating function $f(x) = \sum f_n x^n$, returns the generating function $\sum f_{an+d} x^n$. Observe that, …
Qiaochu Yuan's user avatar
1 vote

Evaluate a fair game

The distribution you're looking at is called the binomial distribution.
Qiaochu Yuan's user avatar
20 votes
Accepted

Random rotations in SO(3) and free group

Yes. Here's what should be a proof: the set of pairs of elements satisfying any particular relation is Zariski closed, hence has measure zero (to show that it is not $SO(3) \times SO(3)$ it suffices …
Qiaochu Yuan's user avatar
1 vote
Accepted

How to reading of an integral? Bernoulli trials with variable success rate, p

More or less, yes.
Qiaochu Yuan's user avatar
25 votes
Accepted

Existence of a "quasi-uniform" probability distribution on $\mathbb{Z}$

No. Let's restrict our attention to $\mathbb{N}$. The hypotheses imply that if $q$ is a prime, then the probability that a random positive integer is not divisible by $q$ is $1 - \frac{1}{q}$. They al …
Qiaochu Yuan's user avatar
13 votes
4 answers
1k views

Reference request: probability / ergodic theory without measure spaces

In his notes on free probability, Terence Tao describes a general approach to non-commutative probability which prioritizes the algebra of random variables above the sample space; I find this conceptu …
Qiaochu Yuan's user avatar
0 votes
Accepted

Exponentially Bounded Sequence of Moments defining Distribution?

No. Because $c_n$ is quadratic, the values of $m_0, m_1, m_2$ can be arbitrary (subject to $m_0 = 1$ since presumably we are looking at a probability distribution). The first condition that needs to b …
Qiaochu Yuan's user avatar
2 votes

Probability theory without deductive closure

People are actively working on this, although maybe not many people. See, for example, Uniform coherence by Garrabrant, Fallenstein, Demski, and Soares, and the references therein. The abstract: W …
Qiaochu Yuan's user avatar
5 votes

Natural probability on integers

Here are examples showing that unlike in the previous problem, here it does not suffice to simply use the fact that the harmonic series / the sum of the reciprocals of the primes diverges. In fact for …
Qiaochu Yuan's user avatar
7 votes

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

This isn't an answer to your question, but without any restrictions, the expected number of $r$-cycles in a permutation of at least $r$ elements is $\frac{1}{r}$, so the expected number of cycles in a …
Qiaochu Yuan's user avatar
1 vote

Random versions of deterministic problems

This may not be quite what you had in mind, but: suppose you were trying to compute the absolute value of a Gauss sum $\sum_{a=0}^{p-1} \zeta^{a^2}$ where $\zeta = e^{ \frac{2 \pi i}{p} }, p$ an odd p …
9 votes

Expected maximum number of "prank cigarettes" in an average pack

Equivalently, we are considering a random function $f : [n] \to [n]$ where $[n] = \{ 1, 2, \dots n \}$ is a finite set of size $n$, which assigns to each prank cigarette a pack. The second question is …
Qiaochu Yuan's user avatar
17 votes
1 answer
730 views

Reference request: a conjecture of Rota on positive functions of a random variable

Rota and Shen's On the Combinatorics of Cumulants ends with a conjecture which I'll restate as follows: Let $p \in \mathbb{R}[x_1, x_2, ...]$ be a polynomial such that, for any sequence $X_1, X_2 …
Qiaochu Yuan's user avatar
4 votes

Why do we need to define a random variable as a function?

Suppose I toss $n$ coins. It's natural to model this probabilistically in terms of a sample space $\{ H, T \}^n$ constructed as the product of $n$ copies of the sample space of possible outcomes of a …
Qiaochu Yuan's user avatar
13 votes

Why is it so cool to square numbers (in terms of finding the standard deviation)?

One answer I've heard is that you want the notion of standard deviation to 1) apply to points in Euclidean space, and 2) to be invariant under rotation. You don't get the second property unless you s …
Qiaochu Yuan's user avatar

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