Journey into Randomness

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  • SMC sampler
  • An army of gamblers and a martingale
  • A sweet probabilistic proof that zeta(2)=…
  • Travelling between cities …
  • A new record
  • Conditioned Brownian motion, 1st Laplacian eigenfunction, etc…
  • Uncertainty Principle and Robust Reconstruction
  • Curvature for Markov Chains
  • Joe’s Pyramid
  • Sampling conditioned Markov chains, and diffusions

• Blogroll

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• Tags

  "brownian conformal invariance" 17x17 challenge brownian motion cameron-martin card shuffling coagulation coins coin toss compressed sensing conditioned Brownian motion conditioning Convergence Markov chains coupling cox durrett curvature Doob eigenfunction Erdos Renyi first passage first step analysis giant cycle h-transform Heisenberg heuristic Ising laplacian large deviations Logan phenomenon l^1 markov chain Markov process martingale MCMC Metropolis Metropolis-Hasting Monte Carlo optimal route optimization paths coupling percolation persi diaconis phase transition poker Potts model principal value probability random graph randomness random permutation random walk reconstruction Ricci curvature Riddle robust reconstruction Sequential monte carlo simulated annealing simulation SMC SMC sampler sparsity stochastic analysis traveling salesman uncertainty principle wiener space William Gasarch zeta series probabilistic proof martingale euler

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