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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.

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 …
Jan-Christoph Schlage-Puchta's user avatar
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 …
Jan-Christoph Schlage-Puchta's user avatar
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 …
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 …
Jan-Christoph Schlage-Puchta's user avatar
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 …
Jan-Christoph Schlage-Puchta's user avatar
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 …
Jan-Christoph Schlage-Puchta's user avatar
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 …
Jan-Christoph Schlage-Puchta's user avatar
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 …
Jan-Christoph Schlage-Puchta's user avatar
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 …
Jan-Christoph Schlage-Puchta's user avatar