# Tagged Questions

**0**

votes

**0**answers

16 views

### Does the set of automorphisms of a cyclic group exhibit some sense of randomness?

I prefer to proceed with a concrete example if I may. I appreciate that the answer might well be better explained with group theory, geometry and/or notions from probability theory, which I welcome.
...

**11**

votes

**3**answers

746 views

### Not-lonely runners

The lonely runner conjecture
has several formulations.
They all involve a number $n$ runners running on a circular track,
each with a different speeds, and the conjecture is that each runner is ...

**3**

votes

**2**answers

62 views

### Is this generating family of a measurable space of point measures a pi-system?

I'm learning some probability and measure theory and working my way through the first few paragraphs of [1]. My question is perhaps too basic for Math Overflow, but I hope it is welcome here.
Point ...

**-1**

votes

**0**answers

13 views

### Set of expected values [migrated]

I have a doubt, I'd like to calculate a the expected value of a set, let suppose I have a set of n points, every point has a probability p_i, the expected value of this set is the sum of all p_i ...

**2**

votes

**1**answer

63 views

### limiting empirical spectral distribution of the Laplacian matrix on an Erdos-Renyi graph?

Let $G$ be an Erdos-Renyi random graph (i.e. an edge ($ij$) exists with probability $0 < p < 1$ and all edges are independent). Let $L$ be the Laplacian matrix of this graph (i.e $L=D-A$, where ...

**2**

votes

**0**answers

42 views

### Uniformization/measurable selection theorems

Let $X,Y$ be measurable spaces and $F\subseteq X\times Y$. We say that $f:X\to Y$ is a uniformization map for $F$ if $(x,f(x))\in F$ for each $x\in \pi_X(F)$ where $\pi_X$ is the left projection map. ...

**-1**

votes

**0**answers

43 views

### A question on Burdzy's proof of non-increase of Brownian motion [on hold]

I am reading Burdzys' paper "On non-increase of Brownian motion" and I don't understand why P(A0)=0 implies that a.s. Brownian motion has no point of increase. Can anyone help me please?
Here is the ...

**2**

votes

**0**answers

45 views

### Stronger version of linearity for functions of measures

Let $X$ be a standard Borel space, and $P(X)$ be space of Borel probability measures on $X$. It is also a standard Borel space if endowed with the topology of weak convergence, so we can integrate ...

**-3**

votes

**0**answers

28 views

### Convergence of independent RVs to a constant [on hold]

Let $(X_n)$ be a sequence of independent RVs that converges in probability to some RV $X$. Show that $X$ is constant a.e.
My attempt
I think I should use Kolmogorov 0-1 theorem but I don't know how.
...

**0**

votes

**0**answers

19 views

### Explicit construction of transition semigroup from generator for completely independent spin system (Feller process)

As an example of how to obtain the transition semigroup from the probability generator for a Feller process, I am looking at the easiest spin system, namely with all sites independent.
Notationwise, I ...

**2**

votes

**2**answers

122 views

### Expectation of a generalization of Dirichlet distribution

For the standard Dirichlet, the expectation of $X_i$ is $\alpha_i/\alpha_0$, where $\alpha_0 = \sum_i \alpha_i$ [http://en.wikipedia.org/wiki/Dirichlet_distribution].
I am considering the following ...

**1**

vote

**0**answers

65 views

### why is this result about Gaussian analytic functions equivalent to the Crofton formula

I am reading Zeros of Gaussian Analytic Functions by Mikhail Sodin and he gives an much-too-easy proof of density of zeros of a Gaussian Analytic function.
Definition A Gaussian analytic function ...

**2**

votes

**1**answer

163 views

### Inverse of a Borel surjection

Let $X$ and $Y$ be standard Borel spaces, and let $f:X\to Y$ be a surjective Borel map. Does there exist a Borel inverse of $f$, that is a Borel map $g:Y\to X$ such that $f\circ g = \mathrm{id}_Y$.
...

**0**

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**0**answers

9 views

### How to estimate the covariance matrix if the unnormalized pdf is known but integral is intractable? [migrated]

Assume a $d$-dimensional random vector $x$, whose unnormalized pdf is known as the product of N multivariate t-distribution:
$$Pr(x)\propto\prod_{i=1}^nt_{\nu_i,\mu_i,\Sigma_i}(x)$$
Is there any ...

**5**

votes

**1**answer

361 views

### Is there a mistake in Vapnik's “Basic Lemma”?

I have a concern about the "Basic Lemma" which Valdimir Vapnik states and proves in his 1998 book Statistical Learning Theory (ch. 14.3, pp. 574–76): It seems like a certain coefficient should have ...

**-5**

votes

**0**answers

28 views

### Probability of overlapping tasks [closed]

I need some help with this...
There are N=12 workers.
Each one has to perform a 3min task every hour on the same machine (one machine for all).
When one worker goes to the machine what are the ...

**3**

votes

**1**answer

175 views

### Quotients of standard Borel spaces

Let $X$ and $Y$ be standard Borel spaces: topological spaces homeomorphic to Borel subsets of complete metric spaces. Given a surjective Borel map $f:X\to Y$, we get an equivalence relation ...

**1**

vote

**0**answers

28 views

### Jumps of jump diffusions

Let $W$ be a Brownian motion and $N$ a Poisson random measure defined on $\mathbb R_+ \times \mathbb R_0^n$ ($\mathbb R_0^n:=\mathbb R^n-\{0\}$) with compensator $\tilde N(dt,dz):= N(dt,dz) - dt ...

**4**

votes

**1**answer

96 views

### Analytic enlargement of an analytic set

Let $X,Y$ be Borel spaces and $A\subseteq X\times Y$ be an analytic set. Let $\pi:X\times Y \to X$ denote the projection map onto $X$. Does there always exist a set $B$ such that $\pi(B) = X\setminus ...

**3**

votes

**1**answer

136 views

+50

### An efficient method to find the MLE of the combination of two point processes

I have a point process defined in two parts as follows. Consider first the main process which we call $A$ which is homogeneous Poisson process with conditional intensity
$$\lambda(t) = \mu$$
For ...

**1**

vote

**0**answers

73 views

### Mean Capture time for the Rabbit-Hunter paper by Peres et al [closed]

I am a non-math student. I am trying to read the paper "Hunter, Cauchy Rabbit, and Optimal Kakeya Sets" by Yuval Peres et al.
Link - http://arxiv.org/abs/1207.6389
In his video based on the paper - ...

**6**

votes

**2**answers

184 views

### Clusters of uniformly distributed random points

This can be viewed as a toy version of this wonderful question. (I'm removing the TSP component, and I'll zoom in on the statistical part.)
Let $X_1,\ldots, X_n$ be iid, with uniform distribution in ...

**2**

votes

**1**answer

58 views

### weak convergence of the solutions to stochastic heat equation

$W(t,x)=\sum_ic_ie_i(x)B^i_t$ is a Brownian motion in $L^2(R^d)$, where $\{e_i\}$ is the standard orthogonal basis and $\sum_ic_i^2<\infty$.
$$\partial_t u(t,x)=\Delta u(t,x)+u(t,x)\dot{W}(t,x)$$
...

**3**

votes

**0**answers

115 views

### Embedding probability spaces in the completion of $[0,1]^K$

Question: Can every probability space $(X,\scr F,\mu)$ be $\sigma$-embedded in the completion of the space $[0,1]^K$ (equipped with a product of Lebesgue measure) for some set $K$?
Here, $f:\scr F\to ...

**2**

votes

**1**answer

126 views

### Examples of a continuous martingale with $E[\sup\limits_{0\leq s\leq t} |M_s|]=\infty$?

A local martingale is a martingale iff it is in the class DL.
The condition: for every $t\in[0,\infty)$
$$E[\sup\limits_{0\leq s\leq t} |M_s|]<\infty\tag1$$
guarantees a local martingale $M$ is ...

**4**

votes

**1**answer

111 views

### Exactly sampling from a distribution with access to the probabilities only

There is a discrete distribution where integers, $k$, from $1$ to $n$ occur with probability $p_{k}$, all $p_{k}$ are unknown.
Rather than having access to the distribution we have access to $n$ ...

**1**

vote

**1**answer

175 views

### A problem in symbolic dynamics

I got a fun problem.
Define the alphabet $\mathcal{A}=\{0,1,2\}$ and the set $\mathcal{A}^{\leq n}=\{ x_1x_2\ldots x_n: x_i\in \mathcal{A}\}$ of words of length $n,$ for each $n\in\mathbb{N}.$
...

**5**

votes

**2**answers

235 views

### Balls and bins with color

Say I have $n$ balls each of $k$ different colors (i.e. $nk$ balls altogether), and I throw these balls independently into $N$ bins. Is there anything that can be said (in expectation, limits with ...

**26**

votes

**2**answers

636 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 ...

**5**

votes

**0**answers

104 views

### Maximal inequalities for square of partial sums

Let $S_n = \sum_{i \leq n} X_i$ be the partial sums of a nice sequence of random variables $X_i$. In my application, $X_i$ is a functional of a finite-state, irreducible, aperiodic Markov chain, so ...

**2**

votes

**0**answers

66 views

### Lower convex envelope of a function involving entropy

Suppose two discrete random variables $X$ and $Y$ defined on finite sets $\mathcal{X}$ and $\mathcal{Y}$ are given and also suppose the conditional distribution $P_{Y|X}$ (i.e, channel) is fixed. We ...

**1**

vote

**1**answer

76 views

### Intuition for the definition of a probability generator of a Feller process

I am working with the definition of a probability generator of a Feller process as stated in Liggett's book, "Continuous time Markov processes":
Let $S$ be a compact state space and denote by $C(S)$ ...

**1**

vote

**2**answers

127 views

### How to evaluate the wiener measure of sets?

I would like to understand how the Wiener measure of some simple sets can be evaluated.
I will sketch the construction of Wiener measure I have in mind:
We denote the one point compactification of ...

**4**

votes

**2**answers

98 views

### Approximate Moment Conditions

It is known in classical probability that if two random variables $X$ and $Y$ obeys
$$\mathbb{E} X^k = \mathbb{E}Y^k, \ \forall \ k \geq 1$$
with additional condition that $\mathbb{E}X^k$ does not ...

**12**

votes

**2**answers

434 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 ...

**0**

votes

**0**answers

22 views

### Conditional variance and expectation of random variables [migrated]

I am trying to show whether the following statement is true or not:
$E(X^2|A)E(1|A) \ge E(X|A)^2$
It is straightforward to prove this statement if $X$ was not conditioned on event $A$. Because, one ...

**4**

votes

**0**answers

76 views

### Why is the density function of a sum of many iid random variables (i.e., the Gaussian) self-dual?

In the usual proof of the central limit theorem via characteristic functions, we note that if $X_1, \dots, X_n$ are independent and identically distributed, with probability density function $f(x)$, ...

**1**

vote

**0**answers

42 views

### Simultaneous multiple perturbations in Markov chain Monte Carlo

I'm coding a McMC algorithm for geophysical applications.
Using the Metropolis-Hastings scheme to accept/reject the proposed models is smth that i thought i completely understood, but i don't. To be ...

**2**

votes

**1**answer

73 views

### M-Wright function asymptotics

Let $M(z;\nu):= \frac{1}{\pi}\sum_{n=1}^{\infty} \frac{(-z)^{n-1}}{(n-1)!}\Gamma(\nu n)\sin(\nu n\pi)=\frac{1}{2\pi i}\int_{\text{H}_a}\exp(\sigma -z\sigma^{\nu})/\sigma^{1-\nu} d\sigma$, ...

**1**

vote

**0**answers

46 views

### Decay of Eigenfunctions for the 1D Discrete Random Schrodinger Operators

Consider the operator on $\ell^2(\mathbb{Z})$
$$
H = \Delta + v.
$$ Here $\Delta$ is the nearest neighbour Laplacian on $\mathbb{Z}$, $\Delta_{k, \ell} =1 $ if $|k - \ell| =1 $ and zero otherwise, ...

**0**

votes

**0**answers

81 views

### Mittag-Leffler function and Laplace Integral

Let $E_{\alpha}(z)\triangleq \sum_{n=0}^{\infty} \frac{z^n}{\Gamma(\alpha n + 1)}$ be the Mittag-Leffler function.
I am looking for a full proof of the following fact (a reference to a proof in the ...

**3**

votes

**1**answer

101 views

### Approximating Markov chains by Brownian motion

I would like a result along the following lines to be true, but haven't been able to locate it in the literature; pointers would be welcome.
Let $X_t$ be a finite-state, irreducible, aperiodic Markov ...

**4**

votes

**2**answers

107 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 ...

**0**

votes

**1**answer

85 views

### Combine results with different veracity [closed]

I have 3 neural networks processing 3 different vectors of values. Each NN processes a sample of it's vector and gives binary result (y/n) that is correct with given probability. All 3 NNs give answer ...

**0**

votes

**1**answer

66 views

### higher-level independence of three or more correlated RVs

I'm hoping for some help in nailing down a vague idea about independence. It starts with finding the expectation of a product of three RVs (or more, but I'll stick to three for now). These are not ...

**1**

vote

**0**answers

56 views

### Branching Brownian Motion and the KPP equation

I have troubles understanding the proof of the connection between BBM and KPP equation. I mean the proof of the next lemma from the lecture notes of Anton Bovier about BBM, link. This is almost whole ...

**1**

vote

**0**answers

94 views

### Make this marginalization statement rigorous

Intuition tells me that
$$ p(x\,|\,y) = \int p(x,\theta\,|\,y) \; d\theta$$
by the "law of marginalization", pretty much for any object $\theta$.
I would like to make this statement rigorous, ...

**2**

votes

**0**answers

73 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 ...

**8**

votes

**1**answer

125 views

### Nonexistence of stable random variables

Is there an "elementary" proof that $\alpha$-stable random variables only exist for $0 < \alpha \le 2$? By elementary I mean without using Fourier transforms. I'd be happiest with either a direct ...

**0**

votes

**1**answer

202 views

### two correlated processes

I apologize if this question is not placed in the right place. But I am having a hard time to figure it out. It would be greatly appreciated if some one could help me out.
Assume that there are two ...