Skip to main content
Search type Search syntax
Tags [tag]
Exact "words here"
Author user:1234
user:me (yours)
Score score:3 (3+)
score:0 (none)
Answers answers:3 (3+)
answers:0 (none)
isaccepted:yes
hasaccepted:no
inquestion:1234
Views views:250
Code code:"if (foo != bar)"
Sections title:apples
body:"apples oranges"
URL url:"*.example.com"
Saves in:saves
Status closed:yes
duplicate:no
migrated:no
wiki:no
Types is:question
is:answer
Exclude -[tag]
-apples
For more details on advanced search visit our help page
Results tagged with
Search options not deleted user 4213

Theory and applications of probability and stochastic processes: e.g. central limit theorems, large deviations, stochastic differential equations, models from statistical mechanics, queuing theory.

1 vote

Random walk on a two-dimensional uniform grid

The probability that the walk meets the diagonal at $(k,k)$ where $0 < k < n$ is $${2k \choose k}p^k(1-p)^k$$ so the expected number of such meetings is $$\sum_{k=1}^{n-1}{2k \choose k}p^k(1-p)^k$$ wh …
Robin Chapman's user avatar
12 votes
Accepted

Any sum of 2 dice with equal probability

You can write this as a single polynomial equation $$p(x)q(x)=\frac1{11}(x^2+x^3+\cdots+x^{12})$$ where $p(x)=p_1x+p_2x^2+\cdots+p_6x^6$ and similarly for $q(x)$. So this reduces to the question of fa …
Robin Chapman's user avatar
14 votes

connection between the Gaussian and the Cauchy distribution

The bivariate distribution formed by two independent normalized Gaussians is rotationally symmetric (think about the usual argument for evaluating the probability integral). The quotient of two random …
Robin Chapman's user avatar
3 votes

An Integral and derived double integral

This can be rephrased as follows. Let $X$ and $Y$ be independent random variables with the same, continuous, distribution. Is it true that $E(X)\le E(|X-Y|)$. Is this likely? Is it true for …