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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.

45 votes
Accepted

Is there a natural random process that is rigorously known to produce Zipf's law?

I'm not sure if this is an "answer" to your question, but I recall seeing somewhere that someone had shown that if you create a document by selecting the characters a...z plus a space character with u …
Dick Palais's user avatar
  • 15.3k
32 votes
5 answers
6k views

What is a good method to find random points on the n-sphere when n is large?

As part of a more complex algorithm, I need a fast method to find random points of the n-sphere, $S^n$, starting with a RNG (random number generator). A simple way to do this (in low dimensions at lea …
Dick Palais's user avatar
  • 15.3k
9 votes
5 answers
896 views

Are these two definitions of "uniformly distributed" equivalent?

For an article I am writing, I would like to know that two somewhat different looking conditions are in fact equivalent. Here is the setting. $X$ is a compact (and first countable) metric space and $\ …
Dick Palais's user avatar
  • 15.3k
6 votes

Intuitive proof that the first $(n-2)$ coordinates on a sphere are uniform in a ball

I find myself very confused by all this, and I suspect I must be missing something very important, and I am hoping someone (Greg?) can set me straight. Let's just consider the classic case $n=3$, so …
Dick Palais's user avatar
  • 15.3k
2 votes

Recommended book for introduction to Chaotic dynamics? (application in probability distribut...

It is a very popular topic and there are literally dozens of good texts---a true embarass de richesse. One I like a lot is "Nonlinear Dynamics and Chaos" by Thompson and Stewart (Second Edition) a Wil …
Dick Palais's user avatar
  • 15.3k