Category Archives: Probability

Why is a² + b² ≥ 2ab ?

This post can be regarded as a sequel to my previous (and very ancient) post on 1+2+3+…. Though these two posts are not quite logically related, they share the same spirit (I’m asking a dumb question again). How can one … Continue reading

Posted in Calculus, Discrete Mathematics, Geometry, Inequalities, Linear Algebra, Probability | 1 Comment

Two little remarks on sphere

1. “Take a sphere of radius in dimensions, large; then most points inside the sphere are in fact very close to the surface.” David Ruelle Let and . Let The fraction of the volume of to the volume of is … Continue reading

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From combinatorics to entropy

Let and . Then by Stirling’s formula. This is probably well-known to people who have studied statistical physics, but some of us including myself may not be very aware of this kind of relation. I wonder if this was the … Continue reading

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Martingale Theory III: Optional stopping theorem

This is a sequel to Martingale Theory II: Conditional Expectation. Our aim here is to prove the main theorems about discrete time martingales. More advanced probability texts (e.g. those on stochastic calculus) assume that these theorems are well known to … Continue reading

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Potential theory on finite sets

Motivation Consider the following Dirichlet problem on the unit square : on where is a given function on the boundary. To get an approximate solution, we may replace the unit square by a grid. Let be large and set . … Continue reading

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Estimating the probability of grad school admission

We start with a naive model of the situation. Model 1. Suppose that I apply for schools , , …, . I estimate that I will be admitted to school  with probability . Thus, if denotes the event that I am admitted … Continue reading

Posted in Miscellaneous, Probability | 2 Comments

An indicator approach to discrete probability

The purpose of this elementary post is to illustrate that much of discrete probability can be analyzed in terms of indicator functions, linearity and independence. These ideas are well-known in probabilitly, but the following approach is seldom seen in elementary … Continue reading

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