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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.

3 votes
Accepted

Probability that k randomly drawn permutations can be arranged to compose to the identity

Only a partial answer, which however is too long for a comment: Let $p_{n,k}$ denote the given probability. Then we have (1) $p_{n,1} = p_{n,2} = \frac{1}{n!}$, $p_{n,3} = \frac{2\cdot n!-p(n)}{(n!)^2 …
Kasper Andersen's user avatar
15 votes

Throwing a fair die until most recent roll is smaller than previous one

The answer may be expressed more simply, in fact $E_n = \left( \frac{n}{n-1}\right)^n$. Update 1: (The following was independently obtained by Pierre PC, I just found out after I finished typing.) The …
LSpice's user avatar
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11 votes
Accepted

Show a sequence of sums involving Catalan Numbers converges

By 'magic' and a computer (see the book "A=B" by Petkovsek, Wilf and Zeilberger https://www.math.upenn.edu/~wilf/AeqB.html) the numbers $\mathcal{E}_s$ satisfies the recurrence $\sum_{k=0}^3 P_k(s) \m …
Kasper Andersen's user avatar