8
votes
0answers
145 views

Convergence in $L^2$ of iterated expectations

Take a probability space $(\Omega,\mathcal{F},\mathbf{P})$ and random variable $X \in L^2(\Omega,\mathcal{F},\mathbf{P})$. Define the iterated expectations of X as follows: $X_0 = X$, and, ...
13
votes
1answer
512 views

Randomly switching street lights, in a square city

This is a combinatorics-probability question, best stated however in "recreational" terms. Imagine a $N\times N$ city, meaning that we have $N$ horizontal streets, and $N$ vertical streets. At each ...
1
vote
0answers
154 views

Entropy of Bernoulli walks on semi-groups.

Consider the Fibonacci semi-group $<L,R|LRR=RLL>$ with a Bernoulli walk $P(R)=p, P(L)=1-p$. Is the entropy $H(p)$ an unimodal function with maximum at p=0.5? Is this true for all finitely ...
43
votes
0answers
2k views

Alternating colors on a line: infinitely often or converge?

Suppose we have intervals of alternating color on $\mathbb{R}$ (say, red / blue / red / blue / ...). All intervals have independent length, with all red intervals distributed as $\mathbb{P}_{R}$, all ...
12
votes
3answers
892 views

Card game / options pricing / Brownian bridge question

We play a game. I shuffle a deck of cards and start dealing them face up. After any card you can say "stop", at which point I pay you 1 dollar for every red card dealt and you pay me 1 for every black ...
5
votes
1answer
829 views

A Game of Knights and Queens

Let $m,n,u,v \in \mathbb{N}$ be parameters with $m,n \geq 3$. Suppose two players play a game on a $m \times n$ chess board and we denote the squares of the board by the set of points $ (i,j) $ such ...
3
votes
1answer
704 views

Cyl(E) = Borel(E) for E non-reflexive Grothendieck Banach space

This is sort of a follow-up to Borel(X) = \sigma(X') for X non-separable PROBLEM: Given a Banach space $E$ over $\mathbb{K} \in \{\mathbb{C}, \mathbb{R}\}$ that has the Grothendieck property. ...
6
votes
1answer
453 views

distribution of degree of minimum polynomial for eigenvalues of random matrix with elements in finite field

This is an attempt to extend the current full fledged random matrix theory to fields of positive characteristics. So here is a possible setup for the problem: Let $A_{n,p}$ be an $n \times n$ matrix ...
2
votes
3answers
411 views

Distribution of the sum of the $m$ smallest values in a sample of size $n$

Let $\mathbf X = [X_1, X_2, \ldots, X_n]^\mbox{T}$ be a vector random variable drawn from a known distribution with CDF $F(x)$. The CDF for the minimum value in $\mathbf X$ is clearly ...
15
votes
0answers
730 views

Optimal Monotone Families for the Discrete Isoperimetric Inequality

Background: the Discrete Isoperimetric Inequality Start with a set X={1,2,...,n} of n elements and the family $2^X$ of all subsets of X. For a real number p between zero and one, we consider a ...
32
votes
7answers
2k views

The shortest path in first passage percolation

Consider a square planar grid. (The vertices are pair of points in the plane with integer coordinates and two vertices are adjacent if they agree in one coordinate and differ by one in the other.) ...