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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.

2 votes
1 answer
326 views

Intersection probability for 'N' fixed-length rods in one- or two-dimensions

Please consider the case where I have 'N' rods of length L (and width W) placed on a one- or two-dimensional surface with dimensions [0, A] in 1D, and [ [0, A], [0, B] ] in 2D. For the two-dimensiona …
Rob Grey's user avatar
  • 599
1 vote

Hitting times for an N-dimensional random walk on a lattice with (strictly positive) random ...

While I like Michael Lugo's answer better, I thought I might as well put up the solution I sketched out for myself for the one-dimensional case: The probability that the walker visits a particular po …
Rob Grey's user avatar
  • 599
2 votes
0 answers
313 views

Finding jump probabilities from mean-occupancy values for positions on a one-dimensional ran...

Please imagine a discrete random walk on a one-dimensional lattice. The lattice consists of a set of $L$ positions, $(x_0, x_1, ..., x_L) \in L$, where $x_0$ is the initial position of the walk (as w …
Rob Grey's user avatar
  • 599
1 vote

Mean minimum distance for K random points on a N-dimensional (hyper-)cube

The following paper: Bhattacharyya, P., and B. K. Chakrabarti. The mean distance to the nth neighbour in a uniform distribution of random points: an application of probability theory. Eur J. Phys. 29 …
Rob Grey's user avatar
  • 599
2 votes
0 answers
452 views

Cover time for a biased random walk on an 'N'-dimensional integer lattice

Imagine that I have a random walk on an $N$-dimensional integer lattice, $Z^N$, of finite dimensions, $(d_1, ..., d_N)$, where boundaries are fully reflecting and the walker is initialized at some poi …
Rob Grey's user avatar
  • 599
3 votes
0 answers
160 views

Characterizing polyhedron from Brownian particle collisions with a boundary

Please imagine that we have an ordinary 2-sphere, of radius $r_{sphere}$, and some three-dimensional polygon that has all of its points fixed at positions strictly internal to the sphere's surface. A …
Rob Grey's user avatar
  • 599
2 votes
2 answers
571 views

The consequence of overlap sharing for the length-distribution of rods randomly placed on a ...

Please imagine that one populates a finite line of unit length, or circle with unit length contour (to avoid edge-effects), with $N$ one-dimensional 'rods' such that their LHS-ends, at positions $(p_1 …
2 votes
2 answers
2k views

Hitting times for an N-dimensional random walk on a lattice with (strictly positive) random ...

Please consider a random walk on a finite N-dimensional lattice with vectors $(x_1, ..., x_N)$. We define the origin to be $(0, ..., 0)$ and the target to be at the point in the lattice furthest away …
Rob Grey's user avatar
  • 599
2 votes
1 answer
157 views

Inferring the location of a reflecting boundary in a toroidal cage with a Brownian particle

Let's say I have a Brownian particle of some radius $r_b$ and coefficient of diffusion $D$, freely moving about in a toroidal/doughnut-shaped chamber with inner and outer radius $R_{inner}$ and $R_{ou …
Rob Grey's user avatar
  • 599
10 votes
2 answers
609 views

When can a freely moving sphere escape from a 'cage' defined by a set of impassible coordina...

To ask this question in a (hopefully) more direct way: Please imagine that I take a freely moving ball in 3-space and create a 'cage' around it by defining a set of impassible coordinates, $S_c$ (i.e …
Rob Grey's user avatar
  • 599
13 votes
1 answer
1k views

How far can a particle travel from its origin if it exhibits self-avoiding Brownian motion i...

Let's say I have a point-like Brownian particle undergoing two-dimensional diffusion on an infinite plane with the caveat is that the particle can never return to a coordinate that it previously visit …
Rob Grey's user avatar
  • 599
4 votes
6 answers
750 views

Reconstructing an ordering of a multiset from its consecutive submultisets

We have a multiset $S$ of size $t$ with $r$ distinct elements, where $t$ is much larger than $r$. We want to reconstruct an ordering $s_1, s_2, ... s_t$ of the elements of $S$ given the values of $t$ …
Rob Grey's user avatar
  • 599