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A stochastic process is a collection of random variables usually indexed by a totally ordered set.
11
votes
1
answer
641
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Random walk origin return monotinicity
Consider a Markov chain on $\mathbb{Z}^d$ with transition kernel $P$ for adjacent vertices (non-diagonal). Essentially this is a $d$ dimensional random walk with the probability of a transition depend …
11
votes
8
answers
2k
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Semicircle law universality elsewhere
Wigner's semicircle distribution is:
$$f(x)=\frac{1}{2 \pi}\sqrt{4-x^2}, \ \ -2\leq x\leq 2.$$
Under reasonable conditions, the rescaled eigenvalue density of random symmetric matrices $M_n$ follows …
11
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2
answers
77k
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Coin pusher game
While doing laundry at my local laundromat, I saw a coin pusher game. Below is a picture, and here is a video depicting how it works (disregard non-coins).
Essentially, one has a distribution of coin …
7
votes
2
answers
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Brownian Motion Winding Number
Take a simple random walk $\gamma$ in the complex plane conditioned to start at point $a$ and end at point $b$. For this random walk, we can define the winding number $W_\gamma(a,b)$ around $b$ in the …
6
votes
A learning roadmap to the Schramm-Loewner evolution (SLE) for the complex analyst
As far as I'm aware, the most current in-depth book reference on SLE is Greg Lawler's book Conformally Invariant Processes in the Plane, a PDF of which is available here. From experience, SLE theory i …
5
votes
0
answers
207
views
Implications of Half-Space Percolation
Let $\mathbb{Z}^d$ be the usual $d$-dimensional lattice and let $\mathbb{H}:=\mathbb{Z}^{d-1}\times Z_+$, where $Z_+:=[0,1,2,\ldots]$. If we now consider bond percolation on $\mathbb{H}$, it is a wel …
5
votes
1
answer
417
views
Memory of Uniformly Random Dyck Paths
Let $D$ be the set of all Dyck paths on square grid of size $n\times n$. For any particular Dyck path, let $S(t)=X_1+X_2+\ldots +X_t$ store the path, where $X_i=\pm 1$. Being a Dyck path, we have $S(0 …
4
votes
1
answer
625
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Characterizations of the GOE/GUE family of distributions
This question is somewhat related to this one. Loosely speaking, when should I expect a GOE/GUE distribution? The angle of my approach to this is not through statements such as "there is a natural inv …
4
votes
1
answer
358
views
Self Avoiding Walk Pair Correlation
Let $\gamma(i)$ be a self avoiding walk (SAW) on a 2D lattice $L$ (a square lattice for example) starting at a predefined origin ( $\gamma(0)=(0,0)$ ) and having length $n:=\ell(\gamma)$. Furthermore, …
3
votes
1
answer
177
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Domino Shuffling and Warren's process
In this paper by Nordenstam, it is shown that a certain interlacing particle process that arises from uniformly random Aztec diamond tilings is amazingly similar to Warren's process. One of the result …
2
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0
answers
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Random matrices whose limit gives exact Wigner surmise
Let $M$ come from an ensemble of $N\times N$ matrices. The Wigner surmise is density function $p^W_0(s)=\frac{\pi}{2}se^{-\pi s^2/4}$. From a random matrix point of view, we can write $\rho^W_0(s)=\fr …
2
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0
answers
142
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Arctic Circle Theorems and the Wave Equation
I've seen the following remark in a number of papers but don't know what to make of it. In this paper by Cohn, Elkies and Propp, it is mentioned that the normalized average Height function $\mathcal{H …