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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.

3 votes

Hoeffding's inequality for vector valued random variables

Here is one way to extend it using a simple union bound to control the deviation of every coordinate at once. You could imagine other ways to extend it, but ensuring that every coordinate is near the …
Elle Najt's user avatar
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5 votes
0 answers
147 views

Left passage probability of $SLE_8$?

Schramm's formula on left passage probabilities of $SLE_k$ is stated for $k \in [0,8)$ in theorem 2 here. However, after the statement he remarks that the formula simplifies to $1/2$ for $k = 8$. It s …
Elle Najt's user avatar
  • 1,462
6 votes
1 answer
128 views

The distribution of the area of a region cut out by chordal SLE?

Let $\mathbb{D}$ be the unit disc. Let $a,b \in \partial \mathbb{D}$. Let $\gamma$ be a chordal $SLE_{k}$ from $a$ to $b$. For $k \leq 4$, $\gamma$ is a simple curve, and so $\mathbb{D} \setminus \ga …
Elle Najt's user avatar
  • 1,462
4 votes

Shannon entropy and doubly stochastic matrices

Consider any $n \times n$ left stochastic matrix $A$, i.e. each column sums up to $1$. We argue that if $H(Ap) \geq H(p)$ for all probability distributions $p$, then $A$ is doubly stochastic. Take $p$ …
Elle Najt's user avatar
  • 1,462
7 votes
0 answers
170 views

What is known about the distribution of lengths of the cycle you get by adding an edge to a ...

Let $G$ be a finite, connected graph. Let $T$ be a uniform spanning tree, and let $e$ be a uniformly random edge not in $T$. When we add $e$ to $T$, we get a subgraph with a unique cycle, $C$. I am in …
Elle Najt's user avatar
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