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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
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3
answers
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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 …
26
votes
2
answers
2k
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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]| …
23
votes
3
answers
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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 …
14
votes
1
answer
938
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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 …
13
votes
1
answer
865
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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 …
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 …
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 …
6
votes
0
answers
183
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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 …