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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

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

If I copypaste your title into google it shows me that the answer is e. http://mathworld.wolfram.com/UniformSumDistribution.html
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2 votes

Transition probabilities in coupled Markov chains

Explicitly write down and exponentiate the rate matrix whose state space has size $2^N$. For example this could describe the dynamics of Facebook membership among a group of $N$ people, where person …
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  • 51
1 vote

Equivalent method for maximum likelihood estimation of covariance parameters

It is probably not equivalent to maximum likelihood but you could use that solution as an initial guess for a maximum likelihood search. http://stats.stackexchange.com
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