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Results tagged with pr.probability
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user 82209
Theory and applications of probability and stochastic processes: e.g. central limit theorems, large deviations, stochastic differential equations, models from statistical mechanics, queuing theory.
10
votes
Probability that planar Brownian motion doesn't "encircle" 0
The probability is asymptotic to $\lambda |x|^{1/4}$. This was proved by Schramm, Werner and myself using the Schramm-Loewner evolution. The exponent is called the disconnection exponent for Brownian …
- 166
3
votes
Non-erasure probability in a loop-erased random walk in three dimensions
You are restating the fundamental hard problem in this area. You are writing down the probability that the nth point on the simple random walk is not erased. Summing this from 0 to n gives the expec …
- 166