**0**

votes

**0**answers

41 views

### Tail Bounds for the minimum value of a function

Consider y to be the minimum value of an objective function over some subspace. More specifically
$y= \min_x \|e+Bx\|_\infty \quad s.t. \quad x\in \mathcal{S}$
where $e$ is a known vector, $B$ is a ...

**7**

votes

**1**answer

139 views

### Bounds on the moments of the binomial distribution

I'm looking for simple and reasonably tight bounds on the k-th moment of the Binomial distribution $B(n,p)$, namely, $E[B(n,p)^k]$. I'm interested in the case when k is large (say on the order of ...

**0**

votes

**1**answer

85 views

### Measurable functions lifted onto a space of point measures are measurable

I've been reading [1] and attempting to prove statements given without proof. In the paper the authors construct a measurable space of measures over a base space, and as an aside show an elegant way ...

**6**

votes

**1**answer

654 views

### Probability that a positive integer is the euler phi function of another positive integer

Define $f(n) = |\{m : m\le n, \exists k \text{ s.t. }\phi(k) = m\}|$.
Clearly, $f(n)\le \left\lfloor \frac{n}{2}\right\rfloor + 1$ since $\phi(n)$ is even for all $n > 2$.
Is ...

**1**

vote

**1**answer

101 views

### softening probability distribution function

I am working on ECG signals and I want to fit it's probability distribution function with gaussian mixture model (sum of 2 or 3 gaussians) to extract features but it has a very sharp pdf around zero. ...

**8**

votes

**1**answer

180 views

### Geometry description of the GSR riffle shuffle model

In 1992 Diaconis and Bayer announced their famous result which is now a well-known folklore: Seven shuffles is enough to randomize a deck of cards.
One of the key ingredients in their proof is that ...

**3**

votes

**1**answer

100 views

### What is the probability of a given induced ordering of a random permutation?

I ran into the following problem in a calculation involving permutations.
Let $[n] = \{1,...,n\}$, and assume that $[n]$ is partitioned into equivalency classes. That is, $[n]$ is the disjoint union ...

**0**

votes

**0**answers

46 views

### Reference for “Newtonian capacity estimates probability that A is hit by a Brownian motion”

I am looking for the following statement
"In fact, the Newtonian (logarithmic) capacity gives an estimate, up to a constant factor, the probability that A is hit by a Brownian motion started, say, ...

**0**

votes

**1**answer

291 views

### Basketball shots and stopping rule

Moved over from StackExchange.
You are taken to play a basketball game where you can shoot basketballs at n slots using a machine that is equally likely to shoot the balls into those n slots. You can ...

**1**

vote

**1**answer

184 views

### Double Markovity

Suppose we have a double Markov relation for three random variables $X$, $Y$ and $W$ as follows
$$X\to W\to Y,$$ and $$X\to Y\to W.$$
How to prove that there exist functions $f$ and $g$ such that
...

**4**

votes

**0**answers

96 views

### First return time in an interval for N particles rotating on the circle at constant random speeds

Here is my problem: draw N velocities $v_1,v_2,\dots,v_n$ in $[-\pi,\pi]^N$ from some measure (Haar measure of uniform independent for simplicity) and make $N$ particles rotate around the circle with ...

**3**

votes

**1**answer

193 views

### An inequality concerning convexity and expectation

Assume $f$ and $g$ are nonnegative with
$$\int_0^\infty f(x)dx=1=\int_0^\infty g(x)dx
$$
and
$$\int_0^\infty xf(x)dx<\infty > \int_0^\infty xg(x)dx
$$
Is it true for nonnegative numbers $p$, $q$ ...

**5**

votes

**2**answers

148 views

### Pairwise dependent random walk recurrent

Let $\{D_i\}_{i=0,1,2,\dots }$ be independent $\exp(1)$ random variables. We use the collection $\{D_i\}$ to define a random walk on $\mathbb Z$ by $S_0 = 0$ and $S_n = \sum_1^n X_i$ with $X_i \in ...

**2**

votes

**1**answer

79 views

### Mutual information staying constant under composition of channels

Consider the following scenario: one has 2 communication channels $C_1$ and $C_2$. Denote by $p(x)$ the input probability distribution.
The mutual information between the input and the output of ...

**15**

votes

**0**answers

427 views

### The lonely molecule

Suppose $n$ air molecules (infinitesimal points) are bouncing around in
a unit $d$-dimensional cube, with perfectly elastic wall collisions.
Let $k=n^{\frac{1}{d}}$.
For example, in 3D, $d=3$, with ...

**5**

votes

**1**answer

121 views

### non-negative random variable

Let $X$ be a real-valued random variable with $X \geq 0$ and $\mathbb E X >0$.
I would like to bound $\mathbb P(X >0)$ from below using information about the first few moments of the variable.
...

**7**

votes

**3**answers

694 views

### A conjecture about the entropy of matrix vector products

Consider a random $m$ by $n$ partial circulant matrix $M$ whose entries are chosen independently and uniformly from $\{0,1\}$ and let $m < n$. Now consider a random $n$ dimensional vector $v$ ...

**2**

votes

**1**answer

248 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.
...

**14**

votes

**3**answers

956 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

87 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 ...

**2**

votes

**1**answer

79 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

69 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. ...

**2**

votes

**0**answers

49 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 ...

**0**

votes

**0**answers

24 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 ...

**3**

votes

**2**answers

189 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

82 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

188 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 $f\circ g = \mathrm{id}_Y$.
...

**5**

votes

**1**answer

391 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 ...

**3**

votes

**1**answer

212 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

48 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

109 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

163 views

### 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

86 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

223 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

129 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

124 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

138 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

128 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

191 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

269 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 ...

**27**

votes

**2**answers

754 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

116 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

83 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

94 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

203 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

110 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

454 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 ...

**4**

votes

**0**answers

94 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

50 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

81 views

### M-Wright function asymptotics

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