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**2**

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**0**answers

47 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 $2A$, ...

**5**

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**3**answers

214 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 ...

**4**

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**2**answers

564 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 ...

**8**

votes

**1**answer

277 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 ...

**0**

votes

**0**answers

92 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 ...

**11**

votes

**1**answer

232 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, ...

**1**

vote

**1**answer

130 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 ...

**4**

votes

**1**answer

119 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 ...

**1**

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**0**answers

128 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 $[-1,1]$. ...

**1**

vote

**1**answer

82 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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vote

**0**answers

234 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 ...

**1**

vote

**1**answer

292 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 ...

**7**

votes

**2**answers

436 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 ...

**3**

votes

**1**answer

337 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 ...

**3**

votes

**1**answer

203 views

### 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 ...