The geometric-probability tag has no wiki summary.

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### Area enclosed by Brownian motion (without winding number)

The question Average Value of Area Closed by Brownian Motion turned out to be about the Lévy area process, which measures "signed area with multiplicity" enclosed by Brownian motion (e.g. each ...

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110 views

### Probability Content of a random ball in R^n

As a follow up to this question, concerning this paper:
Given random variables $X_1,\ldots,X_N,X_q:\Omega\rightarrow\mathbb{R}^d$, where $X_1,\ldots,X_N$ are independent and identical distributed. ...

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73 views

### understanding the average height of a unit hyper-semisphere

According to my calculations, the average height of the unit hyper-hemisphere in $\mathbb{R}^n$ is given by the formula
$$h_n:=\frac{S_{n-2}}{V_{n-2}} \int_{r=0}^1 r^{n-2} \sqrt{1-r^2} dr$$
where ...

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159 views

### Volume of randomly changing sphere follows beta distribution

We are given $X,X_1,\ldots,X_N$ independent and identically distributed $k$-dimensional vectors. For a given query point $X_q\in\mathbb{R}^k$ assume without loss of generality that $X_1,\ldots,X_m$ ...

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### Do constrained random walks converge weakly to the Wiener measure on the space of constrained paths (that corresponds to the heat equation)?

Let $U$ be an open subset of $\mathbb{R}^n$ such that
$\partial \overline{U}$, the boundary of $\overline{U}$ is ''nice''
(for simplicity you can assume piecewise smooth). I also want to allow the ...

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**1**answer

194 views

### Random non-intersecting circles in the plane

If I give a finite region of $\mathbb{R}^{2}$ and place $k$ circles of radius $r(k)$ uniformly at random inside, are there any known results for the probability that the circles do not overlap? ...

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### Reference: Bochner Integral`

What would be an easily accessible book dealing with Bochner integration as applied to probability theory (I'm looking to understand random elements and their basic related concepts in a formal yet ...

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345 views

### The distribution of the shortest path through $n$ points

In the big picture, I'd like to know: if I sample $n$ points uniformly at random in the unit square, what is the probability that the shortest path that visits each one of them is very small?
More ...

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143 views

### Strong Dependence

I don't know if this definition has been already given.
Suppose $X$ and $Y$ are two random variables over finite alphabets $\mathcal{X}$ and $\mathcal{Y}$. We say $Y$ is strongly dependent on $X$ if ...

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849 views

### Shortest path through $\sqrt{n}$ points out of $n$

Say I sample $n$ points uniformly at random in the unit square, and then I look for the shortest path through $\sqrt{n}$ of those points (rounding up, say). What happens to the length of this path as ...

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481 views

### The metric of the expected difference of random variables

Suppose we have a set of independent random variables $X_1,\ldots,X_n$ over $\mathbb{R}$.
It is easy to see that
$$d_{ij}=E[|X_i-X_j|]$$
satisfy the triangle inequality.
Is there any study of such ...

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**2**answers

136 views

### Connectivity of points sampled in a grid

Suppose that I partition an $n\times n$ square into $n^2$ squares $S_1 ,\dots, S_{n^2}$ each of area $1$, and then I sample a point $X_i$ uniformly at random in each $S_{i}$. Now fix a radius $r$ and ...

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**0**answers

144 views

### What transformations preserve the von Mises distribution?

The von Mises distribution is entirely defined on the circle with a density given by
$$f(x) = (2\,\pi\, I_0(\kappa))^{-1} \exp(\kappa \cos(x-\mu))\ ,$$
where $x$ is in an arbitrary real interval of ...

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89 views

### Intrinsic volumes of a family of convex sets $\{K_n\}$

Consider a family of convex sets $\{K_n\}$ such that $K_n \subset \mathbb{R}^n$ for each $n$. The kinds of sets one might be considering could be, for instance,
$K_n$ is the cube of side $2A$, ...

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310 views

### Probability that convex hull of multivariate Gaussian sample contains a given point

I am generating random vectors $X_1, \dots, X_N$ from a $d$-dimensional multivariate normal $\text N(\mu, \Sigma)$. I would like to know what is the probability that a given point $y \in R^d$ falls ...

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719 views

### Do Random Walks on the Hexagonal Lattice have a limit?

For every positive integer $n$, consider a regular hexagon $\mathrm{H}_n$ such that
the distance of each vertex from the center is $\frac{1}{\sqrt{n}}$. That in turn
induces a tiling of ...

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**1**answer

327 views

### Can one use Brownian motion to prove that two manifolds are not conformally equivalent?

Let me start by a very simple example; consider the following question:
"Let D1 be a square and D2 a rectangle (boundary included). View them
as subsets of the complex plane. Does there exist a ...

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**0**answers

114 views

### Area on the unit sphere swept out by big circles corresponding to a curve

For a point on the unit sphere, we know the plane perpendicular to the line through the origin and the point cuts the sphere with a big circle. When the point moves along a sphere curve, the ...

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**1**answer

269 views

### Variant of an Expander graph: Probability that S random points cast a shadow/projection of size at most S/2 on each face of a cube.

Consider an integer cube of size $\sqrt{k} \times \sqrt{k} \times \sqrt{k}$, where $k$ is an asymptotically large perfect square number. Place k points in this cube at uniformly random locations, ...

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**1**answer

237 views

### Distance between poisson points in two disjoint unit discs

Two disjoint unit discs $D_1$ and $D_2$. Inside them there are random poisson points with intensity $\lambda$. For a given real $r>0$, what is the probability that there exist a poisson point ...

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**1**answer

139 views

### Nontrivial lower bounds on Cheeger inequalities for Markov chains

For a reversible Markov chain $X_{t}$ on $\mathbb{R}^{n}$ with transition kernel $K$ and stationary distribution $\pi$, it is well-known that the `spectral gap' (basically, the size of $K$ when ...

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144 views

### Random walk conditioned on sum and last step

Can anyone help with the following (slightly weird) random walk question? I have a random walk starting at $X_0 = 1 = S_0$ where the steps $X_i$ are independent uniform random variates in $[-1,1]$. ...

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**1**answer

91 views

### Equivalence between choosing a subspace and choosing its orthogonal

Hi,
We consider subspaces of $\mathbb{R}^N$.
Suppose that we have a property called $\mbox{Prop}$ that apply to subspaces of $\mathbb{R}^N$. That is to say a function from the set of subspaces of ...

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287 views

### Distribution of random vectors

Two positive numbers $\alpha$ and $\beta$ are given. We are going to describe a process of choosing a random vector on the unit sphere $S$ in $\mathbb R^3$ (given by $x^2+y^2+z^2=1$).
A vector $u\in ...

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**1**answer

374 views

### Product of densities of a wrapped normal distribution

The density of a wrapped normal distribution is given by
$$\frac{1}{\sigma \sqrt{2\pi} }\sum _{k=-\infty }^{\infty }\text{Exp}\left[\frac{-(\theta -\mu -2\pi k)^2}{2\sigma^2}\right]$$
Considering two ...

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**2**answers

497 views

### Fitting a mesh to a density function

Suppose I have a probability density function defined on a region in the plane (in my case, the pdf is of the form $f(x) = \alpha\|x\|^{-\beta}$, and the region is the unit disk). For large $N$, is ...

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**1**answer

376 views

### Cover a line segment randomly with smaller line segments

Covering a circle randomly with arcs has been well studied in the past (Geometric Probability - Solomon).
But the problem when the circle is changed to a line segment doesn't seem to have been ...

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### Distribution of shapes of Delaunay triangles

People haven't been rushing in to answer this question I asked on stackexchange yesterday.
The way I phrased it initially was this: Does anyone know the probability distribution of the shapes of ...