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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.

51 votes
3 answers
4k views

What is the sandpile torsor?

Let G be a finite undirected connected graph. A divisor on G is an element of the free abelian group Div(G) on the vertices of G (or an integer-valued function on the vertices.) Summing over all ver …
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26 votes
2 answers
2k views

Is there any sense in which Dirichlet density is "optimal?"

A philosopher asked me an interesting math question today! We know that there are sets S of integers which don't have a "natural" or "naive" density -- that is, the quantity (1/n)|S intersect [1..n]| …
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  • 19.2k
23 votes
3 answers
2k views

Zeroes of the random Fibonacci sequence

Let $X_n$ be the "random Fibonacci sequence," defined as follows: $X_0 = 0, X_1 = 1$; $X_n = \pm X_{n-1} \pm X_{n-2}$, where the signs are chosen by independent 50/50 coinflips. It is known that $|X_n …
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  • 19.2k
14 votes
1 answer
938 views

Partitioning the vertices of an n-cube with random hyperplane cuts

An evolutionary biologist asked me a question which boils down, at least in part, to what seems to me an interesting question of combinatorial/probabilistic geometry. It is an old chestnut of a probl …
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  • 19.2k
13 votes
1 answer
865 views

Lotteries, Turan's problem, and minimization of risk

Suppose I am a high-volume broker aiming to make some money on a state lottery. In this lottery, six balls are drawn from a population of (let's say) 50, without replacement. A ticket is a choice of …
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10 votes
2 answers
671 views

"Probabilistic ultrafilters?"

A naive question. Let $S$ be a set and let $[0,1]^S$ the set of functions from $S$ to the closed interval $[0,1]$. Suppose given some function $P \colon [0,1]^S \to [0,1]$ satisfying the following t …
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  • 19.2k
7 votes
2 answers
416 views

Dynamics of a random "quadratic" directed graph

Let G be a directed graph on N vertices chosen at random, conditional on the requirement that the out-degree of each vertex is 1 and the in-degree of each vertex is either 0 or 2. The "periodic" poin …
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6 votes
0 answers
183 views

Local structure in the stochastic sandpile model

Here's a question that came up at the recent AIM conference on chip-firing and generalizations. The stochastic sandpile model, I think originally due to Manna, is a stochastic process that (in one va …
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