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The expected number of trials needed to collect a complete set of n different objects when picked at random with repetition is nH_n (Havil 2003, p. 131). For n=1, 2, ..., the ...

Given a Poisson distribution with rate of change lambda, the distribution of waiting times between successive changes (with k=0) is D(x) = P(X<=x) (1) = 1-P(X>x) (2) = ...

First-passage percolation is a time-dependent generalization of discrete Bernoulli percolation in which each graph edge e of Z^d is assigned a nonnegative random variable ...

Let X(x)=X(x_1,x_2,...,x_n) be a random vector in R^n and let f_X(x) be a probability distribution on X with continuous first and second order partial derivatives. The Fisher ...

Let lambda be (possibly complex) eigenvalues of a set of random n×n real matrices with entries independent and taken from a standard normal distribution. Then as n->infty, ...

F_k[P_N(k)](x)=F_k[exp(-N|k|^beta)](x), where F is the Fourier transform of the probability P_N(k) for N-step addition of random variables. Lévy showed that beta in (0,2) for ...

The function z=f(x)=ln(x/(1-x)). (1) This function has an inflection point at x=1/2, where f^('')(x)=(2x-1)/(x^2(x-1)^2)=0. (2) Applying the logit transformation to values ...

A sequence X_1, X_2, ... of random variates is called Markov (or Markoff) if, for any n, F(X_n|X_(n-1),X_(n-2),...,X_1)=F(X_n|X_(n-1)), i.e., if the conditional distribution ...

In order to integrate a function over a complicated domain D, Monte Carlo integration picks random points over some simple domain D^' which is a superset of D, checks whether ...

Montgomery's pair correlation conjecture, published in 1973, asserts that the two-point correlation function R_2(r) for the zeros of the Riemann zeta function zeta(z) on the ...