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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
Generalization on Coupon Collector's Problem
A similar problem, called the Coupon Collector's younger brothers, has been studied by Foata, Han and Lass (Séminaire Lotharingien de Combinatoire, B47a, 20 pages, 2001, obtainable via http://math.uni …
2
votes
Sums Of Independent Random Variables: Pathological Behaviour
The average score difference does not suffice to predict the probability of the outcome. Suppose all players in team A are of equal strength, while all but one player in team B are somewhat stronger t …
10
votes
Accepted
When are "normal" functions normal?
You are asking for which functions $f$ the sequence $f(n)$ is equidistributed modulo 1. This is a whole area of mathematics, which began with the work of Weyl in 1916, who discovered the connection be …
5
votes
1
answer
106
views
Estimating the size of the remainder in a random partition
Pick a sequence of real numbers $x_i$ as follows. Put $x_0=1$. If $x_i$ is chosen, then pick $x_{i+1}\in[0, x_i]$ according to the uniform distribution. Obviously we have $x_i\rightarrow 0$ with proba …
0
votes
Accepted
Probability of Hamming weight
The probability that a fixed entry of $v$ is 1 equals $2^{-n^{s+t}}$. Hence the expected Hamming weight of $v$ is $2^{n-n^{s+t}}$. If $s+t\geq 1$, this implies that with high probability the Hamming w …
2
votes
What is the probability two random maps on n symbols commute?
Let $f$ and $g$ be random mappings. If they commute, then $f(g(1))=g(f(1))$, and this happens with probability $n^{-1}$. Now $f(g(2))=g(f(2))$ also holds with probability $n^{-1}$, but these events ne …
1
vote
Accepted
Pros and cons of probability model for permutations
Which formula to prefer depends mainly on what you want to do with it. Do you need high precision, or do you have to do complicated things with the approximation?
The expansion in Hermite-polynomials …
4
votes
List of proofs where existence through probabilistic method has not been constructivised
It depends a lot what you exactly you mean by "constructive". You can replace randomization by a greedy algorithm, or by a deterministic strategy similar to the one developed by Beck for combinatorial …
1
vote
Accepted
Probabilistic statement on matrix ranks
Consider the set of $n\times n$-matrices with entries in $\{0,1\}$ which have at most $r$ distinct rows. The number of such matrices is $2^{rn}r^n$. As long as $n$ and $n-r$ tend to infinity, we have …