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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.
31
votes
5
answers
2k
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On average, how many uniformly random real numbers $u$ are needed for their sum to exceed $1...
A well-known question is: on average, how many uniformly random real numbers in $(0,1)$ are needed for their sum to exceed $1$? The answer is $e$.
Let's tweak this question by making each random numbe …
25
votes
5
answers
2k
views
Find the area of the region enclosed by $\frac{\sin x}{\sin y}=\frac{\sin x+\sin y}{\sin(x+y...
This question resisted attacks at MSE, so I am posting it here.
Here is the graph of $\dfrac{\sin x}{\sin y}=\dfrac{\sin x+\sin y}{\sin(x+y)}$.
Find the area of the region enclosed by the curve and …
16
votes
0
answers
294
views
Randomized Pascal's triangle: What is the average of all the numbers?
This question was posted on MSE. It received some interesting responses, but no definite answer.
Let's build a variation of Pascal's triangle. We write $1$'s going down the sides, as usual. Then for …
15
votes
0
answers
387
views
Will a unit disk be completely covered by randomly placed disks of area $\pi,\frac{\pi}{2},\...
On a "bottom" disk of area $\pi$, we place "top" disks of area $\pi,\frac{\pi}{2},\frac{\pi}{3},\dots$ such that the centre of each top disk is an independent uniformly random point on the bottom disk …
14
votes
1
answer
1k
views
A disc contains many random points. Each point is connected to its nearest neighbor. What is...
A disc contains $n$ independent uniformly distributed points. Each point is connected by a line segment to its nearest neighbor, forming clusters of connected points.
For example, here are $20$ random …
13
votes
1
answer
475
views
A probability involving areas in a random pentagram inscribed in a circle: Is it really just...
This question was posted at MSE but was not answered.
The vertices of a pentagram are five uniformly random points on a circle. The areas of three consecutive triangular "petals" are $a,b,c$. The pet …
13
votes
8
answers
1k
views
The vertices of a triangle are three random points on a unit circle. The side lengths are, i...
The vertices of a triangle are three unifomly random points on a unit circle. The side lengths are, in random order, $a,b,c$.
There is a convoluted proof that $P(ab>c)=\frac12$. But since the probabil …
12
votes
Accepted
A disc contains many random points. Each point is connected to its nearest neighbor. What is...
I think the comment by @James Martin answers my question.
The number of clusters equals the number of pairs of points that are mutually nearest neighbors. The probability that a point is in a mutually …
11
votes
1
answer
743
views
Find the area of the region enclosed by $\sin^p x+\sin^p y=\sin^p(x+y)$, the $x$-axis and th...
Consider the graph of $\sin^p x+\sin^p y=\sin^p(x+y)$, where $x$ and $y$ are acute, and $p>1$.
Here are examples with, from left to right, $p=1.05,\space 1.25,\space 2,\space 4,\space 100$.
Find the …
5
votes
The vertices of a triangle are three random points on a unit circle. The side lengths are, i...
A proof from pure geometry
On a unit circle with centre $O$, draw parallel chords $PQ$ and $P'Q'$ such that $PQ'\perp P'Q$. Chord $MN$ is parallel to $PQ$ and passes through $R$, the intersection of $ …
5
votes
0
answers
182
views
Question about $n$ random points in a regular polygon, and a limiting probability
Suppose we choose $n$ uniformly random points in a disk, then draw the smallest circle that encloses all of those points. There is evidence suggesting that the probability that the enclosing circle is …
4
votes
Accepted
A probability involving areas in a random pentagram inscribed in a circle: Is it really just...
The question has been answered at the original MSE question. (A simulation with a larger sample size shows that a $99.9$% confidence interval for the probability is $0.49994\pm0.00002$.)