**0**

votes

**0**answers

13 views

### Truncated Robbins-Monro

I'm reading Han-Fu Chen's book "Stochastic Approximation and Its Applications", and in Chapter 1, he's got a statement of a theorem and proof on a truncated Robbins-Monro algorithm. In this version, ...

**22**

votes

**5**answers

2k views

### What is a good method to find random points on the n-sphere when n is large?

As part of a more complex algorithm, I need a fast method to find random points of the n-sphere, $S^n$, starting with a RNG (random number generator). A simple way to do this (in low dimensions at ...

**3**

votes

**1**answer

235 views

### Quasi-stationary distribution for a death process

In the paper, Survival in a quasi-death process by van Doorn and Pollett, the quasi-stationary distribution of a transient CTMC is discussed and QSD for a simple death process is derived.
Consider a ...

**-5**

votes

**0**answers

42 views

### I cannot solve this question! HELP [on hold]

Imagine a 100 storey building. You want to find the highest floor from which an iphone, when dropped, will not break. If an iphone is dropped and does not break, it can be used again with no adverse ...

**4**

votes

**1**answer

56 views

### Weakly correlated Bernoulli field

Let $\Lambda\subset\mathbb{Z}^{d}$ ($\Lambda$
is finite). Let $\left\{ \eta_{x}\right\} _{x\in\Lambda}$
be a field of dependent Bernoulli random variables. I assume that their correlation decays ...

**-3**

votes

**0**answers

43 views

### try to calculate the probability [on hold]

Prove that if you choose two points uniformly and independently on a line of length 1, then the expected distance between the points is 1/3.
My answer is 1/6, not match the question

**4**

votes

**1**answer

216 views

### Strings with no long runs from proper subalphabets

Let $R_{n,k,b}$ be the number of $b$-ary strings of length $n$ that contain some run of length at least $k$ from some $(b-1)$-ary subalphabet. Let $N_{n,k,b}=b^n-R_{n,k,b}$ be the size of the ...

**9**

votes

**0**answers

144 views

### Two conjectures about zero inner products and dissociated sets

The following problems come from something I worked on (with my coauthors) related to proving a new time lower bound for streaming problems. Having worked on these problems for some time with little ...

**2**

votes

**0**answers

44 views

### Second eigenvalue of biased reflected random walk

Let $Z_n$ be a reflected random walk on the non-negative integers with negative drift. That is,
$Z_n$ is non-negative and moves one to the right w.p. $p<1/2$. It moves one to the left w.p. $1-p$, ...

**3**

votes

**1**answer

143 views

### Properties of a finite random walk

Consider the simplest random walk - $X_0 = 0$ and from there on (i.i.d), $X_i=X_{i-1}+1$ with probability $p$ or $X_{i-1}-1$ otherwise.
Let $Y_N$ be the highest point $X$ have reached on the first ...

**-1**

votes

**0**answers

26 views

### Probability of co-occurence [on hold]

Of total N people, m people are good at mathematics and c people are good at computer science. What is the expected number of people good at both mathematics and computer science? Or what is the ...

**1**

vote

**0**answers

29 views

### Scaling of First-passage times for Random Walk on integer lattices

Consider simple symmetric random walk $S_{n} = (S_{n}^{(1)},\dots,
S_{n}^{(d)})$ on the d-dimensional integer lattice with starting point the origin.
Let $\tau_{N}$ be the first time $S_{n}$ exits ...

**8**

votes

**1**answer

557 views

### Table with the most seated customers in Chinese restaurant process

Suppose we have some initial configuration of people seated at some tables. We start taking new customers and seat them following Chinese restaurant process. Is there some known work on finding the ...

**4**

votes

**2**answers

231 views

### “Typical” convergence rate for the von Neumann mean ergodic theorem

The von-Neumann theorem states that for a unitary operator $U: {\cal H} \mapsto {\cal H}$,
where ${\cal H}$ is a Hilbert space, the following holds:
$$
\lim_{N\to \infty} \frac{1}{N} \sum_{n=1}^N U^n ...

**4**

votes

**1**answer

131 views

### Upper bound of the waiting time of a sum process

Let $n \in \mathbb{N}$, $x_1, \ldots, x_n \in (0,1)$ fix but arbitrary, s.t. $\sum_{i=1}^n x_i = 1$. Let $X_i \sim \operatorname{Unif}(\{x_1, \ldots, x_n\})$ i.i.d., and $T_n = \min\{t \in \mathbb{N} ...

**9**

votes

**5**answers

3k views

### Any sum of 2 dice with equal probability

The question is the following: Can one create two nonidentical loaded 6-sided dice such that when one throws with both dice and sums their values the probability of any sum (from 2 to 12) is the same. ...

**0**

votes

**0**answers

24 views

### Bounds on the moments of truncated sub-gaussian random variables

If $X$ is a centered sub-gaussian random variable, then there exists a constant $c$ such that
$$
\mathbb{P}[|X|>t] \leq \exp(1-ct^2)
$$
for all $t\geq 0$. Moreover, we know that the normalized ...

**12**

votes

**2**answers

405 views

### Is there a natural measurable structure on the $\sigma$-algebra of a measurable space?

Let $(X, \Sigma)$ denote a measurable space. Is there a non-trivial $\sigma$-algebra $\Sigma^1$ of subsets of $\Sigma$ so that $(\Sigma, \Sigma^1)$ is also a measurable space?
Here is one natural ...

**1**

vote

**0**answers

47 views

### Cramer-Rao type bound for absolute estimation error

Let $\{X_1, X_2, \ldots, X_n\}$ be independent and identically distributed (i.i.d.) random variables sampled from a common distribution with density $f_{\theta}(x)$, where $\theta$ is an unknown ...

**2**

votes

**1**answer

274 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 $\sum_ic_i^2<\infty$.
$$\partial_t u(t,x)=\Delta u(t,x)+u(t,x)\dot{W}(t,x)$$
...

**0**

votes

**1**answer

43 views

### How can two random variables are continuous infers that their jointly random variable is continuous [on hold]

We assume that $\forall a,b$ suchthat $a^2+b^2>0$, $aX+bY$ is continuous random variable.
But we don't assume that $X$ and $Y$ are independent.
My question is the following:
Is it true that the ...

**2**

votes

**1**answer

126 views

### Random walk on a sphere along latitude-longitude grid

Suppose a sphere is partitioned by a latitude-longitude grid, with
grid quadrilaterals $\Delta \times \Delta$.
All grid nodes have degree $4$, while the North & South poles have
degree $2 \pi / ...

**8**

votes

**0**answers

129 views

### No limit shape for random Young diagrams under z-measure?

In their paper Random partitions and the Gamma kernel (Advances in Mathematics 194 (2005) 141–202), Borodin and Olshanski state that:
An important difference between the Plancherel measures and ...

**4**

votes

**2**answers

322 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 ...

**2**

votes

**1**answer

124 views

### Push-forward of sum of two maps

Let $X=R^n$ and $Y=R^m$ are two Euclidean spaces with $m<n$. Let $\varphi$ and $\phi$ are two (smooth) maps from $X$ to $Y$ and $\mu$ is a probability measure on $X$. Is there any relationship ...

**4**

votes

**1**answer

100 views

### variance of compound binomial distributions

The below is motivated by a problem I'm observing in my experimental data
I have m boxes, where each box is supposed to contain k molecules of mRNA. The measurement process includes labeling all the ...

**2**

votes

**2**answers

275 views

### Probability spaces involved in using Bayesian Inference

I am currently reading "Statistical and Inductive Inference by Minimum Message Length" by C.S. Wallace. In this, Wallace gives a fairly informal account of Bayesian Inference which, in the case ...

**2**

votes

**1**answer

606 views

### For what nonnegative measures $\mu$ does $\mu*e^{-|\cdot|}\in L^{\infty}$?

I am trying to characterize all measures on $\mathbb{R}$ such that
$$
\sup_{x\in\mathbb{R}} \: (\mu*f)(x)<+\infty,
$$
where $f(x)$ is some specific integrable functions, such as $f(x)=e^{-|x|}$, ...

**3**

votes

**0**answers

66 views

### Explicit formula for the moment problem with Carleman's conditions

Suppose that $\mu_j$ are real numbers obeying the Carleman condition: $\sum_{j=0}^\infty 1/\mu_{2j}^{2j}<\infty$. Then it is well-known that in case the $\mu_j$ are positive definite, there is a ...

**1**

vote

**1**answer

193 views

### Threshold for perfect Matchings in Bipartite graph

Consider the random bipartite graph with vertex classes of size $n$ and each edge being present independently with probability $p(n)$.
I know one way to prove the threshold of a perfect matching is ...

**2**

votes

**1**answer

278 views

### Is there any result for upper bounding the tail of a sum of r.v.s by another tail (with a different threshold)?

Suppose $X_i$s are independent random variables.
We can make assumptions about $X_i$, e.g., $X_i\in [0,1]$.
Let $X=\sum_i X_i$ and $u=E[X]$.
Is there any result of the following type
(relating one ...

**0**

votes

**0**answers

45 views

### What is the concentration of measure for Gaussian random variables which are independent, but are transformed?

This might be a too easy question for Mathoverflow, but Googling led to similar questions and answers here (though not the one I was looking for).
The question is split into two:
I have a matrix $X ...

**1**

vote

**2**answers

256 views

### Expected matching in a bipartite graph

Consider a random bipartite graph constructed on vertex classes of size $n$ with each edge present independently with probability $p$. How could I go about calculating the size of the expected ...

**0**

votes

**0**answers

27 views

### How to compute selection probability of balls in a range [closed]

I have a question about probability that need your help. I assume that I have balls that are numbered from 1 to 100. The probability selection each ball is followed uniform distribution. I divide ...

**1**

vote

**1**answer

201 views

### Is there an analytic solution for this partial differential equation?

The Fokker-Planck equation for a probability distribution $P(\theta,t)$:
\begin{align}
\frac{\partial P(\theta,t)}{\partial ...

**0**

votes

**0**answers

94 views

### A hypothesis test question [migrated]

Let $X_i$ (for all integer $i$)be Bernoulli random variables (which takes either value -1 or 1, with equal probability). Define a random variable $Y$ to be $Y=\sum_{i=1}^d{X_i}$, where $d$ is a hidden ...

**2**

votes

**1**answer

93 views

### What is the distribution of the maximum nearest-neighbor distance of a point cloud sampled from a solid body like?

Let $\mathcal{B} \subseteq \mathbb{R}^n$ be an $n$-dimensional solid body. Assume that we sample $N$ points, say $S = \{ x_1, ..., x_N \}$, from $\mathcal{B}$ uniformly at random. Consider the ...

**3**

votes

**1**answer

308 views

### Non-asymptotic large deviations for a convex set

Let $X_1,\dots,X_n$ be $n$ i.i.d random variables taking values in a Polish vector space $\mathcal{X}$ and with (Borel) probability distribution $\mu$.
For any convex, compact $\Gamma \subset ...

**2**

votes

**1**answer

550 views

### method of moments and Laplace transform from Shepp and Lloyd

Again from the Shepp and Lloyd paper "ordered cycle lengths in a random permutation", I found this puzzling equality. This one might require access to the paper itself since it's quite a mouthful:
In ...

**4**

votes

**0**answers

98 views

### Young Tableau Box Correlations

Let $T$ be a uniformly random Standard Young Tableau (SYT) of shape $\lambda=(\lambda_1,\cdots,\lambda_k)$ with $|\lambda|=n$. Let $T_{ij}$ denote the value in box $(i,j)$. I'm interested in what can ...

**4**

votes

**3**answers

1k views

### Correspondence between Viterbi algorithm and Smith-Waterman

Viterbi is an algorithm for finding the maximum likelihood assignment to the hidden variables of an HMM, given the observed variables (we know the transition and emission probabilities of the HMM). ...

**4**

votes

**2**answers

201 views

### Is $B(t-1)$ an Ito process?

Let $I(\cdot)$ be an indicator, and $B_{t}$ be an 1-dim standard Brownian motion in a nice filtered probability space
$(\Omega, \mathcal{F}, P, \mathcal{F}_{t})$. We consider a random process
$$Y_{t} ...

**5**

votes

**1**answer

318 views

### How many random matrices does it take to generate a matrix algebra?

Let $\mathbb{F}$ be a finite field.
Let $A\le \mbox{Mat}_n(\mathbb{F})$ be a matrix algebra.
Is there a good bound on the number $k$ of random elements $a_1,\dots,a_k\in A$
that one needs to take ...

**31**

votes

**2**answers

859 views

### Random sequence of integers in $\{1, 2, \dots, n \}$ which is “everywhere probably increasing” - how long can it be?

Let $D=(d_1,d_2,\dots,d_k)$ be a sequence of correlated random variables. $D$ is "everywhere $r$-probably increasing" if the event $d_j > d_i$ has probability $\geq r$ for all $j > i$.
Fix $r ...

**2**

votes

**1**answer

97 views

### Criterion for weak convergence of probability measures on S' or D'

Let $X_n$ in $S'$ and $\mu_n$, $\mu$ in $M(S')$. $S'$ is the space of tempered distributions. I'm looking for a reference that says if $< f, X_n >$ converges in distribution to $< f,X>$ ...

**1**

vote

**1**answer

115 views

### Interchanging limits for doubly indexed random sequences

I've encountered the following problem which seems to be quite standard but for which I can't find any proper references (asking on mathematics SE didn't bring up any answers so I'm reposting my ...

**24**

votes

**6**answers

1k views

### Random Alternating Permutations

An alternating permutation of {1, ..., n} is one were π(1) > π(2) < π(3) > π(4) < ... For example: (24153) is an alternating permutation of length 5.
If $E_n$ is the number of ...

**0**

votes

**1**answer

689 views

### A generalized urn-ball matching problem; Complicated combinatoric/probabilistic limit

I'm looking for a generalization to the urn-ball matching problem. As a reminder of what I've got in mind, here's the simple version:
Randomly assign (with replacement) $N$ balls to $M$ urns. ...

**18**

votes

**0**answers

386 views

### Human Knot game

In the popular game "Human Knot", a group of people stands in a circle and each person grabs another person's hands at random (one with the left hand and one with the right hand). The goal is to ...

**1**

vote

**1**answer

84 views

### Probability of sub-sequence of exact length to occur

Let's suppose that I have a sequence of length $L$ of uniformly distributed random numbers on interval $(a,b)$. How can I calculate probability that increasing sub-sequence of length $M,M <L, $ ...