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Results tagged with pr.probability
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user 5428
Theory and applications of probability and stochastic processes: e.g. central limit theorems, large deviations, stochastic differential equations, models from statistical mechanics, queuing theory.
3
votes
2d moment of chebyshev
If you are interested in approximation for large $n,d$, with a simple Poissonization argument I get:
$$ E(X^{2d}) \approx n^{2d} \left( \frac{1+e^{-2\lambda}}{2} \right)^n$$
where $\lambda = \frac{ …
- 318
3
votes
0
answers
136
views
Random assignment problem under multinomial or Poisson distribution
We place $m$ balls at random (uniformly) inside $n^2$ urns arranged as a $n \times n$ square. Then we must choose $n$ urns, such that no two urns belong to the same row or column, with the objective o …
- 318
3
votes
Probability of a Random Walk crossing a straight line
(Just a hint. Should be a comment more than an answer, but don't have enough rep)
It seems interesting the slightly more general problem in which the initial distance to the line is greater than zero …
- 318