# Tagged Questions

**0**

votes

**0**answers

10 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 ...

**9**

votes

**0**answers

144 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 ...

**1**

vote

**0**answers

57 views

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

Consider a random $n$ by $n$ circulant matrix $M$ whose entries are chosen independently and uniformly from $\{0,1\}$. Let $M'$ be the $m$ by $n$ matrix which is formed by taking the first $m$ rows of ...

**3**

votes

**1**answer

76 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.
...

**16**

votes

**1**answer

1k views

### How big is the sum of smallest multinomial coefficients?

Given positive integers $n$ and $d$, let $S$ indicate the list of all $d$-tuples of non-negative integers $(c_1,\ldots,c_d)$ such that $c_1+\cdots+c_d=n$. Let $v_i$ be the value of the multinomial ...

**2**

votes

**0**answers

89 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.
...

**12**

votes

**3**answers

800 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 ...

**2**

votes

**1**answer

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

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vote

**1**answer

248 views

### Comparing the expected stopping times of two stochastically ordered random processes (Added:(14.05.2014))

Information:
a-) $X$ and $Y$ are two continuous random variables on $\mathbb{R}$ having continuous distribution functions $F$ and $G$ with $G(y)\geq F(y)$ for all $y$.
b-) $S^X_n=\sum_{i=1}^n X_i$, ...

**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 ...

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votes

**1**answer

152 views

### maximum of certain Gaussian processes

Let $\mathbf{a}_k\in\mathbb{C}^n$ for $k=1,2,\ldots,m$ be i.i.d. standard complex normal random vectors with distribution $c\mathcal{N}(0,\mathbf{I})$. I am interested in a tight upper bound on the ...

**3**

votes

**2**answers

63 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 ...

**3**

votes

**1**answer

138 views

### Quantiles moments and Convergence

QUESTION:
Let $F$ be an absolutely continuous distribution function with density $f$, and $F_{n}$ be its nth empirical distribution. Suppose that $t\in (0,1)$ is constant. Is true the convergence
...

**2**

votes

**1**answer

64 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

**2**answers

125 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

127 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 ...

**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 ...

**-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 ...

**1**

vote

**1**answer

97 views

### forward algorithm Hidden Markov Model

I am studying the the forward-backward algorithm used in Hidden Markov Models. I understand that that you are trying to propagate through a sequence (and the available states) to find the most ...

**2**

votes

**0**answers

44 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. ...

**5**

votes

**1**answer

364 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 ...

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**0**answers

44 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 ...

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votes

**0**answers

201 views

### Existence of an universally measurable pullback

Let $X,Y$ and $Z$ be standard Borel spaces:
topological spaces homeomorphic to Borel subsets of complete separable metric spaces.
Let $K\subseteq X\times Y$ be analytic. Assume that $K_x$ is not ...

**2**

votes

**0**answers

46 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

**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 ...

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

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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.
...

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votes

**0**answers

20 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 ...

**5**

votes

**2**answers

171 views

### Random RSK and Plancherel Measure

Let $(X_1,X_2,\ldots)$ be a sequence of i.i.d. random variables. It is known that if these random variables are distributed uniformly on the unit interval, then applying the RSK algorithm to this ...

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vote

**0**answers

66 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 ...

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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 ...

**1**

vote

**1**answer

160 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 ...

**1**

vote

**1**answer

78 views

### Ratio of expected diameter and height of a conditioned Galton-Watson tree

A Galton-Watson tree is the family tree of a Galton-Watson process. Let $T_n$ denote a Galton-Watson tree conditioned on total population size $n$. The time of extinction is its height $H(T_n)$ and ...

**6**

votes

**2**answers

187 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 ...

**-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 ...

**1**

vote

**0**answers

30 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 ...

**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 ...

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**0**answers

74 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 - ...

**26**

votes

**2**answers

637 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 ...

**3**

votes

**1**answer

136 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 ...

**5**

votes

**2**answers

236 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 ...

**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 $n$ ...

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vote

**1**answer

176 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

**0**answers

105 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 ...

**0**

votes

**1**answer

300 views

### Expected value with a kronecker product and Gaussian distributional assumption

What is the expected value, $ \mathbb{E}\left[ I \otimes \left( \operatorname{diag}(ZZ^T\mathbf{1}) - ZZ^T\right)\right]$ where $Z \sim N(0, \sigma^2I) $? The kronecker product is where the confusion ...

**11**

votes

**6**answers

1k views

### Metrization of weak convergence of signed measures

Edit: Changed from "Hausdorff" to "metric" spaces.
Let $\mathcal{M}(\Omega)$ denote the space of signed regular Borel measures on a compact metric space $\Omega$. By Riesz-Markov, this is the dual ...

**2**

votes

**1**answer

331 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. ...

**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 $C(S)$ ...

**9**

votes

**3**answers

566 views

### measure with given push-forwards

Let $X,Y$ be locally compact spaces (in my specific case, they are locally compact groups). Suppose that we are given a measure $\mu$ on $X$ and a finite number of quotient maps ...