**1**

vote

**0**answers

17 views

### Average minimum number of random k-sparse vectors in GF(2) to span the whole space?

What is the average minimum required number of independent $k$-sparse (having at most $k$ non-zero elements) random vectors belonging to $\mathbb{F}_2^n$ to span the whole space of $\mathbb{F}_2^n$? ...

**0**

votes

**0**answers

21 views

### Minimal permuted inner products

Fix $n\in\Bbb N$.
Denote $P$ to be $2n+c$ smallest consecutive primes all bigger than $n^{\alpha\log^{\beta}(n)}$ for some constant $c>0$ and $\alpha,\beta\geq0$. Pick $2n$ random (might not be ...

**-1**

votes

**0**answers

10 views

### Sequences of random variables converging in probability to the same limit a.s [migrated]

Let $(X_n)_{n \geq 1}$ and $(Y_n)_{n \geq 1}$ be two sequences of random variables s.t. $X_n$ converges to X and $Y_n$ to $Y$ both in probability. Furthemore, $X$ = $Y$ a.s. How can I prove that, for ...

**0**

votes

**0**answers

41 views

### Expected value and variance of a stochastic process

I would like to ask if there is a way to find the expected value and the variance of the following process
$$
dv_t=(a-be^{\alpha v_t})dt+\sigma dW_t, \quad v_t=v_0
$$
where $a\in (-\infty,+\infty), ...

**2**

votes

**1**answer

125 views

### Question on Wiener processes not hitting 0

Let $W_t$ be a standard Wiener process, and $0\leq a < b$. Let $\hat{W}_t:=W_{a+t}-W_a$. Then $\hat{W}_t$ is also a standard Wiener process. I think that the following should be true:
$$\mathbb ...

**0**

votes

**0**answers

26 views

### Quadratic characteristic and constancy

Consider a change of measure on $\mathcal{F}_{t}$ defined by the restriction of two probability measures of the form
\begin{align}
\frac{dQ_{t}(\theta)}{dP_{t}}=\exp^{ \theta A_{t}-\kappa(\theta) ...

**5**

votes

**1**answer

109 views

### Upper Bound for the Difference of Even Probability and Odd Probability in Hypergeometric Distribution

Let $X$ be a random variable following the hypergeometric distribution with parameters $N,K,n$, where
\begin{equation}
Pr(X=k) = \frac{\binom{K}{k}\binom{N-K}{n-k}}{\binom{N}{n}}.
\end{equation}
To ...

**0**

votes

**1**answer

72 views

### Predictable quadratic Variation <.> has same intervals of constancy as the process

From
Revuz and Yor - Continuous Martingales and Brownian Motion 1999
Chapter IV Proposition 1.13
it is proven, that for a continuous local martingale $M_t$ the intervals of ...

**1**

vote

**1**answer

203 views

### Supremum of a martingale

Let $(X_n)$ be a martingale. What can be said about the distribution of its maximum over a window of fixed length:
$$M_n = \max_{n-10 \leq k \leq n} X_k$$ or about the "range" over a window:
$$R_n = ...

**-3**

votes

**0**answers

32 views

### Number of trials until completion? [on hold]

You've got a discrete uniform distribution - what is the expected number of trials until each point is hit at least once?
I started my thinking with maybe a Geometric distribution representing each ...

**6**

votes

**5**answers

247 views

### Probability theory without deductive closure

Human knowledge is not deductively closed. Uncertainty can arise from that just as much as from lack of brute facts. (When a Harvard graduate was reported to have thought that the earth is farther ...

**2**

votes

**0**answers

844 views

### Moments of function of Poisson process

(I'm new to Poisson processes, so please edit if my terminology is incorrect.)
Edit: per comments, here is a (more) general version of the originally posted problem (which is now at the bottom, below ...

**0**

votes

**0**answers

35 views

### how to measure a bidrectional relationship effect on third variable [on hold]

Sorry that my question was unclear:
I decide to determine if there is a relationship between two variables (gross national income, X and enrollment, Y) in Country A, between 2000-2007
My results ...

**2**

votes

**0**answers

81 views

### Question about continuity in the “complete Skorohod Topology”?

I am reading the book in progress of Timo Seppäläinen about the "Translation Invariant Exclusion Process"
https://www.math.wisc.edu/~seppalai/excl-book/ajo.pdf
In one of the exercises, exercise 8.9 ...

**2**

votes

**0**answers

592 views

### What's the probability distribution of a deterministic signal or how to marginalize dynamical systems? (functional integrals in probability theory)

In many signal processing calculations, the (prior) probability distribution of the theoretical signal (not the signal + noise) is required.
In random signal theory, this distribution is typically a ...

**4**

votes

**1**answer

414 views

### Convergence of random variables with hypergeometric distribution

This is a very interesting conjecture of large scale property of hypergeometric distribution.
Let $a>1$ be a integer constant, $N\in\mathbb{N_+}$, for any $x<N-1$, consider $N+(a-1)x$ balls in ...

**3**

votes

**1**answer

159 views

### Information theoretic privacy and distance of probability measures!

I came across the notion of information theoretic privacy in the paper of Yamamoto ("A source coding problem for sources with additional outputs to keep secret from the receiver or wiretappers "). The ...

**1**

vote

**1**answer

71 views

### Reference for a local density theorem for binary vectors

I have the following theorem written on my whiteboard, but have misplaced the reference. I believe the probabilistic method may be involved in the proof. Any pointers appreciated.
Theorem Let ...

**1**

vote

**0**answers

70 views

### Convergence of an rcll process along a random subsequence

I have a process $X_s$, for $s \ge 0$, taking values in a Polish space $T$ with an rcll version where I have shown, for every nonrandom increasing sequence $s_n$, that $X_{s_n} \to c$ in probability, ...

**2**

votes

**1**answer

524 views

### Calculate channel capacity of general channel under constraint

Hi!
Given a conditional distribution $P_{Y|X}$ I'd like to find the prior distribution $P_X$ that maximizes the mutual information $I(X;Y)$ with $P_Y(y)=\int P_{Y|X}(y|x)P_X(x)\text{dx}$ (this ...

**3**

votes

**2**answers

115 views

### Extreme couplings

Let $X,Y$ be Polish spaces, and $\mu$ and $\nu$ are probability measures on $X$ and $Y$ respectively. We say that $M$ is a coupling of $\mu$ and $\nu$ if it is a probability measure on $X\times Y$, ...

**2**

votes

**1**answer

64 views

### Median of a uniform multinomial variable

Let $k\in\mathbb N^+$ be a positive integer.
Consider a set of i.i.d. random variables $X_1,X_2,\ldots, X_n$, each of which is distributed uniformly over $\{1,2,\ldots,2k+1\}$.
For $i\in ...

**1**

vote

**0**answers

65 views

### Construction of a random variable

I'm reading Dirichlet Forms and Symmetric Markov Processes by M. Fukushima, Y. Oshima, and M. Takeda. In Appendix A.2, where they discuss the construction of a random variable, there is the ...

**0**

votes

**1**answer

399 views

### Supremum in a Markov chain model

A Markov chain $X$ with finite state space $\{1,2,\cdots,N\}$ is defined on a probability space $(\Omega, P, \mathcal{F})$ equiped with filtration $\{\mathcal{F}_t\}$. And we assume that we can reach ...

**5**

votes

**1**answer

434 views

### Size of KL-divergence neighbourhoods

I am new here. I was reading another
post
here and this got me wondering what can be said about the size of the following kl divergence neighborhoods.
Consider these two kl-divergence neighbourhood ...

**8**

votes

**2**answers

901 views

### Wasserstein distance in R^d from one dimensional marginals

This question occurred to me while I was reading Klartag's papers on central limit theorems for convex bodies.
Given probability measures $\mu$, $\nu$ on (the Borel $\sigma$-field of) $R^d$ with ...

**3**

votes

**0**answers

50 views

### “Local” functional central limit theorem for the empirical distribution function

This question is a repost from Mathematics Stack Exchange, where it did not receive any answer.
Assume $(X_i)_{i=1}^{\infty}$ is a sequence of i.i.d. real-valued random variables such that $\mathbb ...

**7**

votes

**1**answer

227 views

### Law of Large Numbers for Martingales

I apologize in advance if this question is too basic, but I've received no response on Math Stack Exchange, so perhaps it is more appropriate here:
Let $X_n$ be a square integrable martingale with ...

**1**

vote

**0**answers

35 views

### Majorizing inequality on spectral norm of product of a random and a deterministic low-rank projection

Let $P$ be a rank $k$ uniformly randomly oriented projection matrix in ${\mathbb R}^d$ -- this is constructed as $R^T(RR^T)^{-1}R$ where $R$ is a $k\times d, k<d$ random matrix with i.i.d. 0-mean ...

**4**

votes

**1**answer

170 views

### Local Markov implies global Markov

Let $G=(V,E)$ be a finite simple graph, and let $\{X_i\}_{i \in V}$ be a collection of random variables associated with the vertices of $G$. The joint distributions of these r.v.s is a Markov Random ...

**1**

vote

**1**answer

195 views

### Have some works by Émile Borel ever been translated from French to English or another foreign language?

I plan to submit a couple of questions around Émile Borel's works in probability theory to MO.
In this scope, I'd like to know if the following works have ever been translated from French to English ...

**13**

votes

**1**answer

1k views

### surprisingly difficult filtration problem

I am interested in a proof of the following statement which seems intuitive, but is somehow really tricky:
Let $X$ be a stochastic process and let $(\mathcal{F}(t) : t \geq 0)$ be the filtration ...

**2**

votes

**0**answers

124 views

### Infinitesimal generator and stationarity

The following question is bothering me. I think it is probably known but I cannot find any reference...
Let $(X_t)$, $(Y_t)$, $(Z_t)$ denote 3 Feller processes with respective infinitesimal ...

**2**

votes

**1**answer

78 views

### Fell topology versus vague topology for representing random sets

I'm trying to better understand the consequences of representing a random set as a
Random element in the space of locally finite closed sets under the Borel sigma algebra generated by the Fell ...

**1**

vote

**1**answer

37 views

### Is there an easy way to convert a non-deterministic optimal policy to a deterministic optimal policy for a given MDP?

For a MDP (Markov Decision Process) is there an easy way to convert a non-deterministic optimal policy into a deterministic optimal policy?
The trivial way will take ...

**4**

votes

**1**answer

68 views

### Conditions for existence of dominating $\sigma$-finite measure for all conditional distributions

Suppose $X$ and $Y$ are two real-valued random variables with a specified joint probability distribution $P_{X,Y}.$ I wish to determine if there is a $\sigma$-finite measure $\mu$ on the real line ...

**4**

votes

**1**answer

421 views

### inequality with exponents

We are given a graph $G$, each vertex $v$ has an assigned value $\gamma_v\in [0,1]$, and it happens that for every $v$ we have $\gamma_v+\sum_{u\in \delta(v)} \gamma_u = 1$. Assume that $\sum_v ...

**3**

votes

**1**answer

44 views

### Measurable $\epsilon$-optimal selection with an analytically measurable stochastic kernel

Let $(X, \mathcal{X})$ and $(A, \mathcal{A})$ be standard Borel spaces, $D \subseteq X \times A$ be an analytic set, and $D_x := \{a \in A : (x, a) \in D\}$ denote the $x$-section of $D$ at $x \in X$.
...

**2**

votes

**0**answers

200 views

### Is there a Bayesian theory of deterministic signal? Prequel and motivation for my previous question

This is a prequel to my question:
What's the probability distribution of a deterministic signal? (functional integrals in probability theory)
Clearly my question looks at the same time fairly ...

**4**

votes

**1**answer

200 views

### Do binary symmetric channels maximize mutual information?

Consider the following setup: $(X, Y)$ is a doubly symmetric binary source with parameter $0 < p < 1/2$, i.e., $X \sim \text{Bernoulli}(1/2)$, $Z \sim \text{Bernoulli}(p)$ and $Y = X \oplus Z$. ...

**2**

votes

**1**answer

68 views

### What is the order of the constant $K$ in the multidimensional Dvoretzky-Kiefer-Wolfowitz inequality($Ke^{-c z}$)?

Let $F_n$ be the empirical distribution obtained from an i.i.d. sample
of the distribution $F:R ^d \to [0, 1]$.
Kiefer (1961) shows that the convergence of the empirical distribution is like
$$
...

**12**

votes

**1**answer

431 views

### resampling over Bowen balls

Hello MO World
I'm working on a paper involving embedding your favourite measure-preserving transformation into a topological model (think Krieger generator theorem: embedding in a full shift) and ...

**0**

votes

**1**answer

114 views

### Weighted sum of i.i.d. random variables

Suppose you have a positive sequence $X_1,X_2,\dots$ of i.i.d. random variables with the property that
$$
\mathbb{E}[\log(X_1)]<\infty.
$$
Is it true that
$$
\limsup_{n\to\infty} ...

**9**

votes

**3**answers

843 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

**0**answers

43 views

### Modify Process to a Semimartingale

The original post is from mathstackexchange
According to some difficulties, i decided to ask here again.
Given a filtered space $(\Omega, F,\mathcal{F}_{t})$ with rightcontinous filtration. We have a ...

**2**

votes

**1**answer

82 views

### Measurability of integrals with respect to different measures

Let $Y$ be a locally compact Hausdorff topological space (further assumptions like metrizability, separability, etc., may be added if necessary) and let $\mathscr Y$ denote the Borel $\sigma$-algebra ...

**0**

votes

**0**answers

53 views

### Total variation, Wasserstein, and Prokhorov metrics on countably infinite discrete spaces

Total variation, Wasserstein, and Prokhorov generate the same topology on the space of probability measures on a finite and discrete space.
I'm curious about a countably infinite space. When do ...

**2**

votes

**2**answers

192 views

### How to generalize normal number theorem

The Borel number theorem states that with respect to Lebesgue measure, almost all real numbers are normal numbers. It is sometimes stated in the context of the compact interval $[0,1]$, where one ...

**0**

votes

**0**answers

30 views

### Relative compactness and convergence in probability

Convergence in probability of a sequence of random variables $X_1,X_2,\dotsc$ implies that every subsequence has a further subsequence that converges almost surely.
Superficially, it seems that this ...

**1**

vote

**0**answers

39 views

### Influence of independent variables on boolean functions?

Suppose a simple connected graph $G$ where its vertices are assumed to be independent. An event with uncertainty corresponds to each vertex. My instructor guides me that even though the vertices ...