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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, …
1
vote
Evaluate a fair game
The distribution you're looking at is called the binomial distribution.
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 …
1
vote
Accepted
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 …
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 …
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 …
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 …
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 …
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 …
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 …
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 …
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 …
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 …