Skip to main content
Search type Search syntax
Tags [tag]
Exact "words here"
Author user:1234
user:me (yours)
Score score:3 (3+)
score:0 (none)
Answers answers:3 (3+)
answers:0 (none)
isaccepted:yes
hasaccepted:no
inquestion:1234
Views views:250
Code code:"if (foo != bar)"
Sections title:apples
body:"apples oranges"
URL url:"*.example.com"
Saves in:saves
Status closed:yes
duplicate:no
migrated:no
wiki:no
Types is:question
is:answer
Exclude -[tag]
-apples
For more details on advanced search visit our help page
Results tagged with
Search options not deleted user 290

Theory and applications of probability and stochastic processes: e.g. central limit theorems, large deviations, stochastic differential equations, models from statistical mechanics, queuing theory.

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 …
LSpice's user avatar
  • 13k
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
27 votes

Probability in number theory

I learned from Gian-Carlo Rota (Combinatorial snapshots) the following probabilistic motivation for looking at the Riemann zeta function: "subject to technical assumptions," the only probability measu …
LSpice's user avatar
  • 13k
25 votes
1 answer
4k views

What kind of random matrices have rapidly decaying singular values?

I've been told that in machine learning it's common to compute the singular value decomposition of matrices in order to throw out all information in the matrix except that corresponding to, say, the $ …
3 votes

Link between Irreducible Factors and Prime Factors (or Cycles of a Permutation)

I wrote a blog post on this here. The basic result is that for fixed $k$ and $n$, as $q \to \infty$ the joint distribution of irreducible factors of degrees $1$ through $k$ of a random monic polynomia …
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
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
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
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
6 votes

Analogy between Integers and Permutations

it's possible to extend the analogy to the factorization of polynomials over finite fields $\mathbb{F}_q$ (see this blog post for details; one needs to take $q \to \infty$ for the statistics to match, …
Qiaochu Yuan's user avatar
8 votes
Accepted

A non-trivial probability measure on $2^{\mathbb R}$

$2^{\mathbb{R}}$, being a product of compact Hausdorff groups, is a compact Hausdorff group, so it has a normalized Haar measure ("flipping uncountably many coins").
Qiaochu Yuan's user avatar
16 votes
Accepted

Can this informal argument (for the fact that almost all reals in the unit interval are irra...

You can make sense of the uniform probability distribution on lots of infinite sets, notably any compact topological group $G$, where "uniform probability distribution" should mean "normalized Haar me …
Qiaochu Yuan's user avatar
15 votes

Age of Stochasticity?

Here is a result that gives the flavor of the kind of thing along these lines I hope to see in the future. Recall Tarski's undefinability of truth: under suitable assumptions, a formal system can't be …
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 …
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 …
Qiaochu Yuan's user avatar

15 30 50 per page