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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.
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 …
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 …
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 …
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 …
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 …
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 …
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 …
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 …
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, …
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").
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 …
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 …
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 …