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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.

5 votes
Accepted

Clusters of uniformly distributed random points

As in the $2$-dimensional problem linked, the probability that a particular interval much shorter than $n^{\alpha-1}$ contains $n^\alpha$ points is very small, and we can use the union bound over a sm …
Douglas Zare's user avatar
3 votes
Accepted

The power of two random choices with pairwise independence

Will Sawin's idea seems good. Here is a slightly simpler way to get a similar pairwise independent distribution where the maximum load with under a binary choice is still $\Theta(\sqrt{n}).$ Let $\lb …
Douglas Zare's user avatar
8 votes
Accepted

What is the expected number of random numbers (generated uniformly) such that their sum of n...

For any random variable $X$ taking values in $\mathbb{N}$, $E[X]= \sum_{n=0}^\infty P(X\gt n)$. In this case, the probability that the sum of the first $n$ numbers is less than $1$ is $1/n!$, the volu …
Douglas Zare's user avatar
2 votes

Reducing search space by probability

Here are some nonconstructive estimates on the number of tries needed to find the exact answer, not just to get $90\%$ or more correct. See this paper by Erdős and Rényi for similar analysis of a rela …
Douglas Zare's user avatar
2 votes

distribution of the number of empty bins in a multinomial setting

As Pat Devlin commented, you can compute the expected value. A similar calculation gives you the higher moments. $$E(Y^2) = \sum_{i,j} I_{X_i = 0} I_{X_j = 0} \\\ = \sum_i I_{X_i = 0} + 2 \sum_{i\lt …
Douglas Zare's user avatar
4 votes

what is the probability that a scissor became the champion?

It's not immediate whether rock can win at all, although I think it should be possible to work that out. For example, if $(r,p,s) = (3,4,1)$ then rock can't win, but at $(2,4,2)$ rock wins with probab …
Douglas Zare's user avatar
2 votes
Accepted

Filling a bin with one type of element when uniformly selecting from a set of two (with bias)

One strategy is to start removing marbles whenever you have drawn a blue marble. Let $a(p,n)$ be the expected number of removals under this strategy before reaching a collection of $n$ red marbles. …
Douglas Zare's user avatar
2 votes

Intuitive explanation to Probability question

Ori Gurel-Gurervich's comment suggests a very simple way to use a martingale (an example of a Wald martingale) to evaluate the final question in which the probability of gaining a dollar is $p \ne \fr …
Douglas Zare's user avatar
3 votes

Sample from uniform distribution vs. Sample from random distribution

While the exact answer by Mark Meckes is nice, it's worth pointing out that if you condition on not repeating elements, the conditional distributions are equal by symmetry, and your condition $n \gt\g …
Douglas Zare's user avatar
3 votes
Accepted

Local view of setting p*n out of n bits to 1

You want $\frac15 = \sum_t |P_1(count=t) - P_2(count=t)|$. where $P_1$ has a binomial distribution and $P_2$ is hypergeometric. The difference between these distributions is shown in this Mathemati …
Douglas Zare's user avatar
2 votes

How many trial picks expectedly sufficient to cover a sample space?

The expected number of picks needed equals the sum of the probabilities that at least $t$ picks are needed, which means that $t-1$ subsets left at least one value uncovered. We can use inclusion-exclu …
Douglas Zare's user avatar
5 votes
Accepted

Probability of one binomial variable being greater than another.

Edit: I've filled in a few more details. The Hoeffding bound from expressing $Y-X$ as the sum of $n$ differences between Bernoulli random variables $B_q(i)-B_p(i)$ is $$Prob(Y-X \ge 0) = Prob(Y-X + …
Douglas Zare's user avatar
5 votes

Binomial distribution parity

The effect of adding a Bernoulli$(p)$ on the parity applies this matrix $$M=\left(\begin{array}{cc} 1-p & p \\\ p & 1-p \end{array}\right)$$ to $(prob(even), prob(odd))$. We can decompose the ini …
Douglas Zare's user avatar
1 vote
Accepted

How to show that an infinite sequence is normal if and only if every block of equal length a...

Earlier, I gave the following sketch: Evenly distributed blocks implies evenly distributed sequences: Estimate the upper and lower densities of a sequence of length $k$ from the frequencies of block …
Douglas Zare's user avatar
7 votes
Accepted

Monte Carlo method and possible applications to computer poker?

Monte Carlo methods are appropriate for analyzing some systems involving chance, not incomplete information. Monte Carlo methods tell you nothing about how to model a poker strategy. For general game …
Douglas Zare's user avatar

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