**1**

vote

**1**answer

139 views

### Probability of each edge in K-clique [closed]

For $c \in R$ and $k \in N$, $k \geq 3$ let
$p_{k,c} := n^{\frac{−2}{k+1}}log^c(n)$.
I would like to prove that exists $c\in R$ such that every edge in the random graph $G(n,p_{k,c})$ lies in a copy ...

**5**

votes

**2**answers

248 views

### Regularity of random Fourier series

The following two statements appear to be true (but do correct me if I am wrong):
The coefficients of a $C^k$ function on the torus $T^n$ decay at least as fast as $x^{-k}$ (where $x$ is some norm ...

**3**

votes

**0**answers

61 views

### Probability that a random projection doesn't reduce the distance of a point from a subspace too much

Consider the natural uniform measure (is it called the Haar measure?) on the set of $(n-k)$-dimensional subspaces of $R^n$. We are given a $d$-dimensional affine subspace $U$ (think of $d, k \ll n$; ...

**7**

votes

**5**answers

461 views

### Bound on sum of complex summands involving binomial coefficients

I am trying to find the asymptotic behavior of the sum:
$$ \sum^n_{i=0} \begin{pmatrix} 2n \\ i \end{pmatrix} x^i y^{2n-i}$$
as $n\rightarrow\infty$. Here $x$, $y$ are complex numbers and I have ...

**1**

vote

**1**answer

209 views

### Probability of connected graph on torus

Let $G = (V, E)$ be a graph on n vertices constructed in the following way:
Each vertex $v \in V$ is positioned uniform randomly in $[0, 1] × [0, 1]$.
Connect two vertices $u, v \in V$ if $d(v,u) ≤ ...

**3**

votes

**1**answer

109 views

### Estimate for Levy metric

In the Encyclopedia of Mathematics there is an inequality for Levy metric ($d_L$):
$$d_L(E,F) \leq \{\beta_r(F)\}^{r/(r+1)},$$
where $E$ is a a distribution that is degenerate at zero, $\beta_r(F)$, ...

**2**

votes

**0**answers

53 views

### Fixing (non)-independency of a the subfamilies of finitely many events.

I'm would be interesting in any construction of a probability space with n events (n is given), where for every subset of these events, it is also given whether or not, the family is mutually ...

**7**

votes

**0**answers

133 views

### Cramer's theorem in Hilbert spaces

I am interested under what conditions Cramer's theorem applies in random variables taking values in Hilbert spaces. Following these lecture notes, but using a Hilbert space:
Let $X_1,X_2,\cdots$, be ...

**4**

votes

**0**answers

90 views

### Large Deviations: Exponential decay in normed spaces

Let $(X_1,X_2,\cdots)$ be a sequence of independent and identically distributed random variables taking values in some general normed space $(V,||\cdot||)$. Denote $\mu=E[X_1]$ and ...

**0**

votes

**0**answers

34 views

### Does a singularly perturbed cadlag process has sample paths in a Polish space?

In the theory of stochastic processes it is often said in the broader literature that Polish state spaces are the only important ones appearing in practice. Are there also examples of stochastic ...

**0**

votes

**1**answer

107 views

### On the inverse problem of Dobrushin

Dobrushin, in this paper, looked into the following problem. Suppose We are given a Markov kernel (conditional distribution) $P_{Y|X}$. Information theorist usually call $W$ a channel. It is known ...

**3**

votes

**2**answers

271 views

### Graph game minimum vertex degree

Consider the following graph game, given a graph $G=(V,E)$ on $n$ vertices with minimum degree $ >> log(n)$. Players are BR and MA (BR moves first):
BR claims an unclaimed edge from $E$, adds ...

**0**

votes

**0**answers

47 views

### Independent Quasi Monte Carlo Sequences

I am generating some copulas with MonteCarlo and QuasiMonteCarlo sequences. In particular, I would like to generate a Student's t copula with QMC numbers.
Here is my problem: for Student's t copula I ...

**3**

votes

**0**answers

67 views

### Measurability for disintegration of a kernel

Let $(x, A) \mapsto P(x, A)$ be a probability kernel whose "target" (wikipedia terminology) is a product space $Y \times Z$, and say both $Y$ and $Z$ are compact metric spaces. For every $x$ there is ...

**4**

votes

**0**answers

184 views

### Navigation in a graph

The problem
Let $G=(V,E)$ be a graph. $k = O\left(\log(|V|)\right)$ distinct vertices are picked randomly from $V$. We call the set of chosen $k$ vertices $T$.
Assumptions about the graph: You may ...

**2**

votes

**0**answers

115 views

### Better Sobolev inequality holds in this case when assuming doubling and Poincare inequality?

Let $X$ be a Polish space and let $m$ be a locally finite Borel measure on $X$.
Let $\epsilon$ be a strongly local, regular Dirichlet form on $L^2(X,m)$ with Domain $V :=\{f\in ...

**2**

votes

**3**answers

331 views

### Probability that a sum of intependent random variables hits a point

Let $X_1,\ldots,X_n$ be independent random elements of a normed space $X$. Suppose that $\sup_{x\in X}\mathbb{P}(X_i=x)=p_i$. What is the best known upper bound for
$$\sup_{x\in X} ...

**0**

votes

**1**answer

65 views

### Nagakami behavoir

Is the sum of square Nagakami random variables Erlang distributed?
What is the distribution of euclidean norm of complex Nagakami?
Cheers!

**1**

vote

**0**answers

45 views

### Rate of convergence in narrow convergence

Does anyone help me in the following question?
I have a sequence of probability measures $\mu_n$ and know that $\mu_n$ converges narrowly to a probability measure $\mu$. Is there any way to estimate ...

**13**

votes

**4**answers

824 views

### Painting $n$ balls from $2n$ balls red, and guessing which ball is red, game

The game
Lucy has $2n$ distinct white colored balls numbered $1$ through $2n$. Lucy picks $n$ different balls in any way Lucy likes, and paint them red. Lucy then giftwrap all the balls so that it is ...

**3**

votes

**1**answer

111 views

### Ising model: probability of a long path of minus under plus boundary conditions

Consider for example the Ising model on a square lattice. Fix zero magnetic field and plus boundary conditions.
Low temperature, one minus spin. With a Peierls argument one can prove that, given a ...

**4**

votes

**1**answer

273 views

### Green's function of the Ornstein-Uhlenbeck operator

The Ornstein-Uhlenbeck operator $L$ is given by
$$
Lu = \Delta u- \frac{1}{2}x\cdot \nabla u.
$$
Is there a known closed form expression of the Green's function of $L$ on $\mathbb R^d$ (for $d\geq 2$ ...

**2**

votes

**0**answers

101 views

### Hitting time of two dimensional continuous martingale

Let $(\Omega, \mathcal{F}, P)$ be a probability space, on which $\mathcal{F}_t$ is filtration satisfying general conditions. $W_{t}=\left(W_{t}^{1},W_{t}^{2}\right)^{T}$ is a two dimensional Brownian ...

**3**

votes

**1**answer

131 views

### Real points of zero-dimensional real algebraic varieties

There have been a number of discussions of zeros of random polynomials here (the most recent being: Why do roots of polynomials tend to have absolute value close to 1?).
Here is a closely related ...

**3**

votes

**1**answer

180 views

### Chances for a cosine polynomial to be positive at a point

Let $k_1,\ldots,k_n$ be distinct integers. Let $s_n(t)=\cos (k_1t)+\cdots+\cos (k_nt)$ be a trigonometric sum. Consider any interval $I\subset [-\pi,\pi)$ of length $\delta=\delta(n)$. Let $\,U$ be a ...

**3**

votes

**0**answers

73 views

### How to define Product of Conditional Measures?

I have been wondering how to define the product of conditional measures as defined by Renyi-Popper. I spell the details below.
If $(X,\Sigma)$ is a measurable space, then the function $\mu : ...

**0**

votes

**0**answers

37 views

### Isotropic correlation function for a vector valued random field

I'm having trouble with some of the implications of the following theorem.
Let $\mathbf{T} (\mathbf{x})$ be a mean-square continuous vector valued random field on $\mathbb{R}^3$ satisfying conditions ...

**0**

votes

**0**answers

125 views

### A probability application question

Suppose there are two possible states $H$ and $L$, with prior probability $p$ and
$1-p$ respectively. There are infinite rounds with a discount factor $ d$. In
round 1, you could choose a value ...

**0**

votes

**1**answer

185 views

### Probability of the maximum of a throw of an infinite number of $n$-sided dice being $k$ [closed]

Let $X$ be the random variable obtained as the maximum of a throw of $m$ dice (each of which is $n$-sided). In other words, $X = \max\{l_1,\cdots, l_m\}$ where $l_i$ can take any value between $1$ and ...

**2**

votes

**0**answers

67 views

### A 1-D random variable from a random distribution

I have a random variable $X$ that is drawn from the pdf
$$
f(x; \mu, \sigma, \sigma_{\mu}, \sigma_{\sigma}) = \int_{-\infty}^{\infty} \int_{-\infty}^{\infty} \frac{1}{|\hat{\sigma}|\sqrt{2\pi }} ...

**14**

votes

**2**answers

735 views

### Parity of $\lfloor 1/(x y) \rfloor$ not equally distributed

A curious puzzle for which I would appreciate an explanation.
For $x$ and $y$ both uniformly and independently distributed in $[0,1]$,
the value of $\lfloor 1/(x y) \rfloor$ has a bias toward odd ...

**9**

votes

**1**answer

285 views

### Guessing the larger integer: A game-theoretic twist

The starting point for this question is the old chestnut, already discussed on MO, about a game show on which the host has chosen two distinct integers and the contestant gets to reveal one of them at ...

**0**

votes

**2**answers

96 views

### Asymptotics for Hitting the sphere from the Outside

The problem is: consider A a solid ball centered at 0 and the exterior starting point $x\in A^{c}$, what is the behavior of $P_{x}(T_{B_{r}(0)}>t)$ for $d\geq 3$ as $t\to \infty$,where ...

**5**

votes

**1**answer

403 views

### Strong Law of Large Numbers for arrays of partly dependent random variables

Suppose $X_1$, $X_2$ are two independent real-valued random variables. Let $F$ be a continuous (unbounded) function from $\mathbb{R^2}$ to $\mathbb{R}$. Assume that the necessary measurability and ...

**2**

votes

**0**answers

79 views

### (Reference) Asymptotics of hitting probability by Brownian motion

The problem is: Given compact set A with positive finite volume (eg. ball,cube), what happens to $P_{x}(T_{A}>t)$ as $t\to \infty$, where $T_{A}=inf_{t>0}(B_{t}\in A)$ and x is in the "exterior" ...

**1**

vote

**0**answers

23 views

### Perturbing moments of multivariable distributions

Let $P$ be a multivariate probability distribution on $\mathbb R^n$ which is moment-determinate and let $\{m_k : k \in \mathbb N_0^n\}$ be the sequence of moments $P$. Fix an order $p$ and consider ...

**0**

votes

**1**answer

150 views

### Poisson approximation of random sub-graphs

I add the edges of $G(n)$ the complete graph on $n$ vertices one by one, at random and without replacement, and denote by $G(n,m)$ the resulting Erdos Renyi random graph process. At step $m$ in the ...

**4**

votes

**0**answers

184 views

### Total variation and Hellinger distance inequality between truncated Gaussians

We know that the total variation distance, $d_{TV}(P,Q) = \frac{1}{2}\left|\left|P-Q\right|\right|_1$, between any two distributions $P$ and $Q$ is lower bounded by their squared Hellinger distance, ...

**3**

votes

**0**answers

83 views

### hitting time of the first quadrant for a 2-d random walk

Suppose $(S_n)_{n=1}^{\infty}$ is a simple random walk in $\mathbb{R}^2$. Let $\tau_{(a,b)}$ be the hitting of the first quadrant when $S_0 = (a,b)$. Is there a way to compute or estimate the ...

**0**

votes

**1**answer

123 views

### Sum of n independent F distribution random variables [closed]

I need a help:
What will be the distribution of sum of $n$ independent F distributed random variables with parameters 1 and 1 (i.e., $F(x;1,1)$?
Formally, say $x_1,\ldots,x_n$ are i.i.d. as F(1,1), ...

**0**

votes

**0**answers

34 views

### Stability of simple conditions on functions under convolution and/or mixture

We consider families of smooth probability densities defined on $\mathbb{R}^+$, $p=(x\in \mathbb{R}^+ \mapsto p_n(x))_{n\in\mathbb{N}}=(p_n)_{n\in\mathbb{N}}$ satisfying
(i) $\int_{\mathbb{R}^+} ...

**13**

votes

**2**answers

379 views

### What is the minimal $C_k$, such that every $f\colon \{-1,1\}^n\to \mathbb{R}$ of degree at most $k$ satisfies $\|f\|_2\le C_k\|f\|_1$

Every $f\colon\{-1,1\}^n\to \mathbb{R}$ can be repsenented as a multilinean polynomial of the form $$f(x_1,x_2,\ldots ,x_n)=\sum _{S\subseteq [n]} \hat{f}(S)\prod_{i\in S} x_i $$ The degree of the ...

**5**

votes

**1**answer

540 views

### Publishing an elementary proof of a less-general and less-useful version of a classic result?

Background
Let $X_t$ be a stochastic process on the state space {Working, Broken}. Let $U$ be the cumulative sojourn Working during an interval $[0,\tau]$ (the process's uptime). It is well-known ...

**2**

votes

**0**answers

71 views

### Numerical Methods for stochastic PDE, from rough paths to backward equations

this question is about some literary references regarding the state of the art in terms of numerical methods for SPDE's. In particular,
Have the numerical implications, if any, of the results in ...

**0**

votes

**0**answers

41 views

### Numerical solution of SDEs with colored noise

I am trying to numerically solve an SDE with both white and colored noise that models a non-linear circuit:
$$
dX_t = f(X_t) dt + \sigma_w dW + \sigma_c dC
$$
where $W$ is a standard Brownian motion ...

**1**

vote

**1**answer

135 views

### Diffusion processes with different diffusion coefficients and absolute continuity

I would first of all like to say that I am an analyst, and so I am familiar with probabilistic methods only on a basic level.
My initial situation is the following. Consider two stochastic ...

**0**

votes

**1**answer

64 views

### Lower bound for median of independent outcomes

Consider a stochastic variable $X$ taking positive real values and the events $P(X\geq a)\leq\frac{1}{3}$ and $P(X \leq b) \leq \frac{1}{2.9}$. We define $X_m$ as the median of $k$ independent ...

**3**

votes

**1**answer

159 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? ...

**4**

votes

**1**answer

361 views

### Why are the angular differences of these random complex polynomial coefficients almost constant?

This is based on მამუკა ჯიბლაძე's (not-)answer here. I guess it is better to make up a new thread for it.
Let me repeat the setup here: We consider polynomials whose complex roots are randomly ...

**2**

votes

**2**answers

90 views

### Probability of a contiguous sub-sequence with different elements

Let $a$ and $b$ be two positive integers, and say $b\gg a$. Let $S$ be a random sequence with $ab$ elements, whose entries are all integers from $1$ to $a$, such that each number from $1$ to $a$ ...