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https://mathoverflow.net/questions/255022/yang-baxter-equation-for-the-asymmetric-simple-exclusion-process-asep
pr.probability - Yang-Baxter equation for the asymmetric simple exclusion process (ASEP) -...
On page 14 of Craig Tracy's slides on ASEP, it states that the $n$-particle boundary condition can be reduced to the 2-particle boundary condition due to the...
yang baxter equationpr probabilityexclusion processasymmetricsimple
https://mathoverflow.net/questions/510665/percolation-long-range-short-range-crossover
pr.probability - Percolation long range short range crossover - MathOverflow
In 3D bond percolation, the Sak criterion gives a threshold $s = 2 - \eta_\mathrm{SR}$ for the long-range/short-range crossover. Is there a known closed-form...
pr probabilitylong rangepercolationshortcrossover
https://mathoverflow.net/questions/509572/a-too-good-to-be-true-moment-inequality-for-empirical-processes
pr.probability - A too good to be true moment inequality for empirical processes - MathOverflow
I have a question regarding an inequality that I obtained which seems to be too good to be true. Consider a sequence $(X_i)_{i\leq N}$ of independent and...
pr probabilitygoodtruemomentinequality
https://mathoverflow.net/questions/510777/asymptotic-bounds-on-the-maximum-loss-of-logarithmic-market-scoring-rules-lmsr
pr.probability - Asymptotic bounds on the maximum loss of Logarithmic Market Scoring Rules (LMSR)...
I have been analyzing the mathematical foundations of automated market makers, specifically Hanson's Logarithmic Market Scoring Rule (LMSR), from an...
pr probabilityasymptoticboundsmaximumloss
https://mathoverflow.net/questions/366484/how-to-prove-that-sum-m-0-infty-gamma-12m-alpha-over-gamma1
pr.probability - How to prove that $ \sum_{m=0}^{\infty} { \Gamma\{(1+2m)/\alpha\}\over...
I would love to prove the following inequality $$ {1\over \sqrt{\pi} } \sum_{m=0}^{\infty} \Gamma\{(1+2m)/\alpha\} { (-t^2)^{m}\over (2m) !}=$$ $$...
pr probability0 infty1 2mprovesum
https://mathoverflow.net/questions/508912/do-non-discrete-complete-probability-spaces-never-admit-regular-conditional-prob
pr.probability - Do non-discrete complete probability spaces never admit regular conditional...
I'm trying to reconcile two seemingly contradictory facts about regular conditional probabilities and would appreciate some guidance. Let $(\Omega,...
pr probabilitynever admitnondiscretecomplete
https://mathoverflow.net/questions/508671/two-ways-of-going-back-from-a-joint-space-induced-by-random-variables-to-the-und
pr.probability - Two ways of going back from a joint space induced by random variables to the...
Let $(\Omega, \mathcal{A}, P)$ be a probability space and let $X, Y:\Omega\rightarrow \mathbb{R}$ be two random variables. Let $f:\mathbb{R}^2\rightarrow...
pr probabilitytwo waysgoing backjointspace
https://mathoverflow.net/questions/510067/looking-for-references-treatment-of-integration-of-universally-measurable-funct
pr.probability - Looking for References: Treatment of Integration of universally measurable...
I d be interested in books or papers that treat universally measurable functions and in particular integration theory of universally measurable functions. As a...
pr probabilitylookingreferencestreatmentintegration
https://mathoverflow.net/questions/tagged/pr.probability
Newest 'pr.probability' Questions - MathOverflow
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https://mathoverflow.net/questions/366302/prove-int-0-infty-cos-omega-x-exp-x-alpha-rm-d-x-ge-alp
pr.probability - Prove $\int_{0}^{\infty} \cos(\omega x) \exp(-x^{\alpha}) \, {\rm d} x \ge...
I would like to prove that $$\int_{0}^{\infty} \cos(\omega x) \exp(-x^{\alpha}) \, {\rm d} x \ge {\alpha^2 \sqrt{\pi} \over 8} \exp \left( -\frac{\omega^2}{4}...
pr probabilityint 0omega xproveinfty