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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.

16 votes
6 answers
3k views

analog of principle of inclusion-exclusion

When I teach elementary probability to my finite math students, a common error is to mix up the concepts of disjointness and independence. At some point I thought that it might be helpful to some stu …
Will Orrick's user avatar
  • 2,150
6 votes

Entropy of the Ising model

To expand on Steve Huntsman's comment, the entropy follows from Onsager's result for the free energy per site, $F=$ $$ -\beta^{-1}\left[\ln 2+ \frac{1}{2}\frac{1}{(2\pi)^2}\int_0^{2\pi}d\theta_1\int_0 …
Will Orrick's user avatar
  • 2,150
0 votes

analog of principle of inclusion-exclusion

I'll take a stab at answering my own question. The missing “something” in the edited version of my question appears to be the mutual information of one or more events, denoted $I(A,B,C,...)$. More p …
Will Orrick's user avatar
  • 2,150