**1**

vote

**1**answer

52 views

### Sampling from random unimodular matrices of a particular type?

Is there a nice way to parametrize unimodular matrices of form
$$\begin{bmatrix}
a1& a2& 0& 0\\
b1& b2& a1& a2\\
c1& c2& b1& b2\\
0& 0& c1& c2
...

**-1**

votes

**0**answers

18 views

### probability for having the exact same result in a given number of test with a given number of possible combinations [on hold]

The questions was: What is the probability for having exact the same page at least twice when printing my whole SSD (as bytes) on paper.
We have 1117bytes per page leading to ~6,3e2834 possible ...

**3**

votes

**1**answer

44 views

### Number of samples needed as input to Bernoulli factory

Let $\{X_i\}$ denote an i.i.d. sequence of Bernoulli variables with parameter $p$. A Bernoulli factory is a procedure that generates events with probability $f(p)$ using the observations $\{X_i\}$, ...

**2**

votes

**0**answers

24 views

### Variance of a functional of transition probabilities using spectral gap of Markov chain

Consider an irreducible, aperiodic, time-reversible, discrete-time Markov chain on a finite state space $S$ whose Markov kernel is $K$ and unique stationary distribution is $\pi.$ Then, reversibility ...

**1**

vote

**1**answer

100 views

### Are most random variables trivially sub-gaussian? [on hold]

I'm trying to understand sub-gaussian RVs to see if they could be relevant to my work.
The common definition of a sub-gaussian RV is the following. X is $\sigma$ sub-gaussian if its laplace transform ...

**1**

vote

**0**answers

50 views

### concentration inequalities for quadratic forms of correlated random vectors

Let $\mathbf{n}$ is a Gaussian random vector with mean $\mathbf{0}$ and co-variance matrix $\mathbf{H}$. Let $\mathbf{r} = Sign(\mathbf{n})$, where $Sign(n_i) = 1$ if $n_i>0$ and $Sign(n_i) = -1$ ...

**1**

vote

**0**answers

42 views

### Stationary distribution of two-dimensional Markov Process?

A two-dimensinal Markov process $\{\theta_{t},S_{t}\}_{t=1}^{\infty}$ where $\theta_{t} \in \Theta$ and $S_{t} \in S$.$\Theta$ is a continuous state space and $S$ is a discrete state space. Suppose I ...

**0**

votes

**1**answer

148 views

### Minimum number of people such that 2 can be expected to sit next to each other [on hold]

We are given a large, round table with $n$ seats. It is easy to see that whenever $p\geq \text{int}(\frac{n}{2}) + 1$ people are seated, at least $2$ people will sit next to each other (here ...

**0**

votes

**0**answers

40 views

### How to find PDF of ordered random variables? [on hold]

Assumpion: Let $X_1, X_2, \ldots, X_L$ be $L$ independent and identical random variables (RVs). Let $F_{X_i}(x_i)$ and $f_{X_i}(x_i)$ be CDF and PDF of $X_i$. Suppose that $F_{X_i}(x_i) = F_X(x_i)$ ...

**0**

votes

**0**answers

26 views

### probability of reaching a point in a 2d grid in a certain number of steps [on hold]

I have a random walk process in a 2d grid with N steps where N is small. How can I calculate the probability that any given cell was reached in N, N-1, N-2 ... 1 steps. That is, I would like to be ...

**-1**

votes

**0**answers

31 views

### Statistical test for the independence of components in a N-dimension Gaussian random variable

Assuming that there is a N-dimenson Gaussian randon variable $\mathbf{X}=\left[\mathbf{x}_1,\mathbf{x}_2,...,\mathbf{x}_N\right]^T$ and we have K observations ($K\ll N$) of $\mathbf{X}$(i.e., we have ...

**1**

vote

**0**answers

118 views

### Probability of correlated residues

Given $N,c\in\Bbb N$, where $c\ll(\log N)^{1/b}$ for any $b>1$ is fixed, what is the probability that given $A_1,A_2,A_3\in\Bbb N$ with ...

**0**

votes

**0**answers

57 views

### Probability of correlated quadratic residues

Given $N,a,c\in\Bbb N$, where $a\in(0,1)$ is fixed, $c\ll(\log N)^{1/b}$ for any $b>1$ is fixed, what is the probability that given $A,B\in\Bbb N$ such that $N^{a/2}(\log N)\leq A,B\leq ...

**0**

votes

**0**answers

28 views

### convergence of empirical distribution of random vectors

Given
(a) random matrices $A^{n} \in \mathbb R^{n\times n}$ with iid normal
entries $A_{ij}\sim \mathcal N(0, 1/n)$; and
(b) $X^{n} \in \mathbb R^{n}$ with its empirical distributions converging ...

**4**

votes

**0**answers

138 views

### Is there a name for this quantity between two distributions?

Let $f$ be a probability density on a compact domain $D$, and say that $x_1,\dots,x_n$ are samples from $f$. If we wanted to compute the Wasserstein distance between $f$ and the empirical ...

**0**

votes

**2**answers

46 views

### Pairwise distance distribution for point clouds (normal distribution) [on hold]

I have a point cloud (2D for now) of $N$ normally distributed points (with a certain $\sigma$).
My first question would be how the pairwise distance distribution looks (just by chance I discovered a ...

**0**

votes

**2**answers

78 views

### Expected summation of dropped intervals?

For each $n\in\mathbb{N}$, let $I_n$ be an interval of length $1/2^{n}$. We drop each $I_n$ onto the interval $[0,1]$ uniformly at random (so that there is "wraparound" if need be). What is the ...

**0**

votes

**0**answers

67 views

### Showing that a sequence of random variables with increasing expected value converges to a Poisson random variable

Consider a sequence $\{X_n\}_{n \geq 1}$ of nonnegative, integer-valued random variables. For any random variable $Y$ and $k \geq 1$, let $(Y)_k = Y(Y-1)(Y-2)\dots(Y-k+1)$ be the $k^\mathrm{th}$ ...

**1**

vote

**0**answers

95 views

### Randomly partitioning the unit interval with continuous functions

I want to construct a family of continuous functions $H$ in order to randomly partition the unit interval.
That is, consider a partition $\lambda$ of the unit interval into $n$ subintervals:
$\lambda ...

**4**

votes

**0**answers

78 views

### Does squaring a directed random graph more than double its out-degree?

As far as I know, it is an unsolved question
whether or not this is true:
If $G$ is a directed an oriented graph, $G^2$ always has some node whose outdegree is at least
double that of its ...

**4**

votes

**0**answers

54 views

### Dimension reduction for low-order moments of Rademacher-weighted sums of vectors

Let $x_1,\dots,x_n$ be vectors in a Euclidean space $H$. Let $\varepsilon_1,\dots,\varepsilon_n$ be independent Rademacher random variables (r.v.'s), so that $P(\varepsilon_i=\pm1)=1/2$ for all $i$.
...

**4**

votes

**2**answers

83 views

### Do subgaussian variables obey the slightly-stronger-than-Chernoff tail bound?

If $X \sim Normal(0,1)$, then we have the tail bound:
$$ (*) \qquad\Pr[X > t] \leq \mathcal{O}\left(\frac{e^{-t^2/2}}{t}\right) .$$
Now for general variables $X$, a nice condition is that $X$ be ...

**1**

vote

**0**answers

22 views

### PDF of points at the intersection of a sphere and hyperboloid in n dimensions

I'm studying a statistical mechanics problem and I have two conserved quantities:
$$ E = \sum_{k=0}^{M} \left[ a_1^2(k) + a_2^2(k) + b_1^2(k) + b_2^2(k)\right] $$
$$ H = \sum_{k=0}^{M} 2 k \left[ ...

**-1**

votes

**0**answers

56 views

### product of random elliptic elements is likely to be hyperbolic?

In S. Carlip's paper "Four-Dimensional Entropy from Three-Dimensional Gravity"(http://arxiv.org/abs/1503.02981) he states " the product of a large number of random elements of ...

**1**

vote

**0**answers

50 views

### Fractional Sobolev space as a Cameron-Martin space

In their paper "On Fractional Brownian Processes" (link here to the working paper), Feyel and Pradelle (1997) write in the introduction: "we give very simple proofs of the existence of different ...

**1**

vote

**0**answers

81 views

### Measurable selections of a finite familiy of measures

EDIT. I'm adding a missing hypothesis and a really TL;DR version of the core problem. Warning: This short statement is the strongest form of what I want, hence not as plausible as the original form.
...

**-1**

votes

**0**answers

44 views

### Understanding the asserted variation in a WASEP particle model

Gartner's paper
I hit a real issue on page 239 if anyone here understands what's going on?
This page explained itself up until the statements (3.7) about the quadratic variation of $M$

**0**

votes

**1**answer

199 views

### A question about brownian motions

I would like to ask a question about Brownian motion:
Let $B$ be a standard brownian motion. How to show that $\mathbb P( \max\limits_{0 \leq s \leq t} B(s) \in (a,b) )$ decreases exponentially in t ...

**2**

votes

**1**answer

125 views

### Gradient of Probability Distribution

Given a random walk on a lattice $L$ (not necessarily centered - we allow $E[X_i] \neq 0$ for the i.i.d. increments $X_i$), let $p_t(x)$ denote the probability measure of state $x \in L$ after $t$ ...

**1**

vote

**1**answer

40 views

### Reflection “monotonicity” of two point function percolation

Consider two dimensional anisotropic Bernoulli percolation where the parameter in the vertical direction, $p_v$, is strictly larger than the parameter in the horizontal direction, $p_h$. Suppose that ...

**1**

vote

**0**answers

11 views

### Defining connectivity between K points on a periodic domain in terms of proximity

THE SITUATION:
Begin by taking a periodic strip of length 2*Pi. Then use a uniform distribution to place K points (x1,…, xk) on the strip by assigning each of them a randomly sampled number. Then ...

**10**

votes

**1**answer

441 views

### Is the set of the convolutions of two-point measures dense in the set of all measures?

A measure supported in two points is a measure of the form
$$
\mu=\alpha\delta_a+(1-\alpha)\delta_b,
$$
where $a<b$ and $\alpha\in (0,1)$.
The question is:
Given a finite non-negative measure ...

**6**

votes

**1**answer

113 views

### Is there an $\infty$ version of the Wasserstein distance between two distributions?

If I have two probability distributions $\mu$ and $\nu$ defined on $X$ and $Y$ respectively, then the $p$-th Wasserstein distance between the two of them is defined as $$W_p(\mu,\nu) = ...

**3**

votes

**1**answer

183 views

### Information theory from negative probability

Szekely provides a convincing argument of negative probability here:
http://www.wilmott.com/pdfs/100609_gjs.pdf
What does a reformulation of classical information theory built from negative ...

**5**

votes

**0**answers

170 views

### Paths in Pascal's triangle; or balanced $0-1$ initial segments

Here is a problem arising (via a tortuous path) from trying to determine the spectrum of Vershik's adic map on Pascal's triangle (a moderately well-known question: is the spectrum trivial, that is, is ...

**4**

votes

**1**answer

273 views

### Roots of characteristic function of “reciprocal gamma measure”

Let us call a measure $\mu$ on the Borel $\sigma$-algebra $\mathfrak{B}_{(0,\infty)}$ of subsets of $(0,\infty)$ a reciprocal gamma measure if it is absolutely continuous with respect to the Lebesgue ...

**48**

votes

**1**answer

3k views

### Why can't a nonabelian group be 75% abelian?

This question asks for intuition, not a proof.
An earlier question,
Measures of non-abelian-ness
was thoroughly answered by Arturo Magidin.
A paper by Gustafson1
proves that, for a nonabelian group,
...

**0**

votes

**1**answer

99 views

### Distribution of bounded summation of i.i.d random variables

We have a set of positive random variables $\boldsymbol X=\{X_1, X_2,\ldots\}$, where $X_1, X_2,\ldots$, are independent and identically distributed (i.i.d.). The CDF $F(x)$ and PDF $f(x)$ for $X_i$ ...

**2**

votes

**1**answer

59 views

### Maximal entropy distribution with given conditionals

It is well known that of all the joint distributions $p(x,y)$ with fixed marginals $p(x),p(y)$, the one with the highest entropy is:
$$
p(x,y)=p(x)p(y).
$$
Suppose instead that we have conditionals. ...

**7**

votes

**1**answer

216 views

### Another name for coin-flipping polynomials

In his paper Functions arising by coin flipping (section 4), Johan Wästlund coined the term "coin-flipping polynomial" for polynomials that arise in connection with observing a finite number of coin ...

**4**

votes

**0**answers

90 views

### Inequality about moments of a random variable and of its conditional expectation

This is a follow-up to a question I asked earlier: Moments of a random variable and of its conditional expectation
My claim turned out to be false. Here is a new claim.
Let $X$ be a bounded random ...

**2**

votes

**1**answer

104 views

### Recursive sequence of binomial random variables

Fix $p>0$ and define a recursive sequence of random variables with $X_1 =1$ and
$$X_{k+1} = X_k + \text{Bin}(X_k,p).$$
Thus, $\mathbf E [ X_k ] = (1+p)^k$.
I would like a left tail bound. Perhaps, ...

**2**

votes

**1**answer

59 views

### More precise statement about lower bounds on the cover time of general graphs

Uriel Feige has shown in 1995 in his paper "A Tight Lower Bound on the Cover Time for Random Walks on Graphs", the following result:
For any graph $G$ on $n$ vertices, and any starting vertex $u$ ...

**-2**

votes

**0**answers

45 views

### Stochastic integration with respect to Fractional Brownian Motion

I would like to know what can be said about integral process
$X_t = \int_0^t e^{-sr} dB_s^H,t\in[0,\infty)$, where $B^H_t$ is Fractional Brownian Motion with Hurst parameter $H>\frac{1}{2}$, ...

**7**

votes

**1**answer

139 views

### Moments of a random variable and of its conditional expectation

Let $X$ be a bounded random variable with $\mathbb{E}X=0$. Since $X$ is bounded, all its moments exist. Let $\mathcal{G}$ be any $\sigma$-field and let $Y:=\mathbb{E}[X|\mathcal{G}].$ I am interested ...

**1**

vote

**1**answer

114 views

### Correlation between two distance measures on bitstrings

I have an infinite collection of $0/1$ random strings of length $n$ (i.e., say 010001110101), where each digit is an independent Bernoulli RV, with parameter $p_i$, $i:1...n$.
Define the "trait ...

**0**

votes

**0**answers

28 views

### The effect of a single Markov transition on fidelity

Let $p$ and $q$ be two probability vectors of length $n$.
The fidelity (or Bhattacharyya coefficient) of $p$ and $q$, is
$$
F(p,q) \ := \ \sum_{i=1}^n \sqrt{p_i \cdot q_i}.
$$
Let $A$ be a ...

**5**

votes

**1**answer

102 views

### Distribution of infinity-norm over the unit sphere

I need to compute probabilities of the form
$P( \Vert X \Vert_\infty < r ),$
where $X$ is a random variable of dimension $n$, drawn with a uniform distribution on the unit sphere ...

**6**

votes

**0**answers

141 views

### Distribution of trivial subset sums

Suppose I have a set $S$ of $n$ integers picked independently, uniformly at random from $[-L, L].$ Let $z(S)$ be the number of subsets of $S$ which sum to zero. The question is: what is the ...

**0**

votes

**0**answers

32 views

### Ergodicity property for continuous-time Harris positive Markov process

I have posted this question on there, but got no answer.
The following theorem is Theorem 13.3.3 of Meyn and Tweedie's Markov Chains and Stochastic Stability on page 328:
Theorem 13.3.3. If ...