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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
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 …
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