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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.

11 votes
1 answer
556 views

Distribution of subset-sums

Let $A$ be a set of $n$ integers uniformly distributed in $\{0,\dots,N-1\}$. Let $S$ be the set of subset-sums modulo $N$ of $A$. Let $f_{n,N}(k)$ be the probability that $|S|=k$. Is there an expres …
Craig Feinstein's user avatar
6 votes
0 answers
271 views

Examples in which probabilistic heuristic reasoning fails

There are examples of conjectures in which one can use probabilistic heuristic reasoning to show that they are very likely to be true. For instance, Freeman Dyson used probabilistic heuristic reasonin …
Craig Feinstein's user avatar
4 votes
1 answer
719 views

Heuristic probabilistic argument for the Navier-Stokes existence and smoothness conjecture

The Collatz Conjecture is a famous conjecture that has never been proven; nevertheless, there exists a simple heuristic probabilistic argument which supports its truth - in Wikipedia's words, "If one …
Craig Feinstein's user avatar
3 votes

Heuristic probabilistic argument for the Navier-Stokes existence and smoothness conjecture

The following is the best probabilistic heuristic argument I know, which convinces me that either there is no blow up of the 3D Navier-Stokes equations for any initial data, or a blow up is very unlik …
Craig Feinstein's user avatar