# Tagged Questions

**3**

votes

**0**answers

209 views

### Maximization of a total variation distance subject to another total variation distance in Markov chain

Suppose two dependent random variables $X$ and $V$ from finite alphabets $\mathcal{V}$ and $\mathcal{X}$ with known joint and marginal distributions are given. Let $P_{XV}$ and $P_X$ and $P_V$ are the ...

**98**

votes

**10**answers

12k views

### Is there an introduction to probability theory from a structuralist/categorical perspective?

The title really is the question, but allow me to explain.
I am a pure mathematician working outside of probability theory, but the concepts and techniques of probability theory (in the sense of ...

**37**

votes

**14**answers

36k views

### If you break a stick at two points chosen uniformly, the probability the three resulting sticks form a triangle is 1/4. Is there a nice proof of this?

There is a standard problem in elementary probability that goes as follows. Consider a stick of length 1. Pick two points uniformly at random on the stick, and break the stick at those points. What ...

**232**

votes

**15**answers

32k views

### Why do roots of polynomials tend to have absolute value close to 1?

While playing around with Mathematica I noticed that most polynomials with real coefficients seem to have most complex zeroes very near the unit circle. For instance, if we plot all the roots of a ...

**33**

votes

**6**answers

3k views

### Geometric / physical / probabilistic interpretations of Riemann zeta(n>1)?

What are some physical, geometric, or probabilistic interpretations of the values of the Riemann zeta function at the positive integers greater than one?
I've found some examples:
1) In MO-Q111339 ...

**36**

votes

**1**answer

3k views

### Probability that a stick randomly broken in five places can form a tetrahedron

The following problem was brought to my attention by a doctoral dissertation on Mathematics Education, but - as far as I know - the solution remains unknown.
I have already asked this question on ...

**11**

votes

**4**answers

3k views

### Is there a simple way to compute the number of ways to write a positive integer as the sum of three squares?

It's a standard theorem that the number of ways to write a positive integer N as the sum of two squares is given by four times the difference between its number of divisors which are congruent to 1 ...

**20**

votes

**3**answers

1k views

### Probabilities in a riddle involving axiom of choice

The question is about a modification of the following riddle (you can think about it before reading the answer if you like riddles, but that's not the point of my question):
The Riddle:
We assume ...

**4**

votes

**2**answers

206 views

### Brownian motion and hitting a Quadrilateral

I want to compute the hitting probability of a bounded plane by a Brownian motion starting at the origin. In other words, given the coordinates of a quadrilateral A , can we compute ...

**2**

votes

**1**answer

226 views

### Probability a Brownian particle with an exponentially distributed lifetime hits a sphere before vanishing

Imagine I have a point source $p_0 = (x_0,y_0,z_0)$ that releases a point-like Brownian particle with a lifetime given by an exponentially distributed rate parameter $\lambda$. When the particle's ...

**59**

votes

**17**answers

45k views

### Google question: In a country in which people only want boys [closed]

Hi all!
Google published recently questions that are asked to candidates on interviews. One of them caused very very hot debates in our company and we're unsure where the truth is. The question is:
...

**16**

votes

**5**answers

4k views

### What mathematical treatment is there on the renormalization group flow in a space of Lagrangians?

What mathematical treatment is there on the renormalization group flow in a space of Lagrangians?

**28**

votes

**2**answers

1k views

### The probability for a symmetric matrix to be positive definite

Let me give a reasonable model for the question in the title. In ${\rm Sym}_n({\mathbb R})$, the positive definite matrices form a convex cone $S_n^+$. The probability I have in mind is the ratio ...

**32**

votes

**5**answers

5k views

### Heuristically false conjectures

I was very surprised when I first encountered the Mertens conjecture. Define
$$ M(n) = \sum_{k=1}^n \mu(k) $$
The Mertens conjecture was that $|M(n)| < \sqrt{n}$ for $n>1$, in contrast to the ...

**40**

votes

**4**answers

4k views

### Connectivity of the Erdős–Rényi random graph

It is well-known that if $\omega=\omega(n)$ is any function such that $\omega \to \infty$ as $n \to \infty$, and if $p \ge (\log{n}+\omega) / n$ then the Erdős–Rényi random graph $G(n,p)$ is ...

**21**

votes

**4**answers

1k views

### Distribution of roots of complex polynomials

I generated random quadratic and cubic polynomials with coefficients in $\mathbb{C}$
uniformly distributed in the unit disk $|z| \le 1$. The distribution of the roots of 10000
of these polynomials are ...

**11**

votes

**2**answers

421 views

### Error term for renewal function

Consider a sequence of independent uniform $[0,1]$ random variables, and for nonnegative real $t$, let $m(t)$ be the expected number of terms in the first partial sum that exceeds $t$. For instance ...

**10**

votes

**3**answers

1k views

### Expected second moment for random points on a circle

Let $S$ be a circle with unit circumference. Suppose that $n$ random points are chosen independently uniformly from $S$; choosing one arbitrarily as $x_1$, label the rest $x_2, \dots, x_n$ in ...

**22**

votes

**1**answer

2k views

### Expected halting time for “The 2^n Game” (aka 2048) — with random moves

Recently I encountered an online flash game that features an m-by-m grid and input from the directional pad (up, down, left, right). At any point in the game, the grid contains numbers ('blocks') from ...

**9**

votes

**1**answer

882 views

### Has anyone seen this series?

I come across the following infinite series.
$$
\sum_{n=1}^{\infty} \frac{t^n}{n!\: n^{a}}, \quad\text{for $t>0$ and $a>0$}.
$$
In particular, I am interested in the case where $a=1/4$.
...

**6**

votes

**2**answers

393 views

### Birkhoff Ergodic Theorem and Ergodic Decomposition Theorem for Continuous-Time Markov Processes

I have a couple of questions regarding ergodicity for Markov processes in continuous time. (In particular, the first question seems like it should be particularly basic, and yet I haven't managed to ...

**10**

votes

**10**answers

3k views

### A problem of an infinite number of balls and an urn [closed]

I think that the following problem originated in a probability textbook :
You have a countably infinite supply of numbered balls at your disposal. They are all labeled with the natural numbers ...

**6**

votes

**4**answers

2k views

### Mean minimum distance for N random points on a unit square (plane)

A previously posted question "mean minimum distance for N random points on a one-dimensional line" produced an elegant answer: for a line of length L, the expected minimum distance (between random ...

**8**

votes

**1**answer

278 views

### Transitive closure of balanced mass transport in Z (move to close)

Given two atomic measures $\mu$ and $\nu$ on $\mathbb{Z}$, write $\mu \sim \nu$ iff there exist countable decompositions $\mu = \mu_1 + \mu_2 + \cdots$ and $\nu = \nu_1 + \nu_2 + \cdots$ along with ...

**7**

votes

**1**answer

196 views

### The time to drift a binary string from one state to another via deterministic selection of two possible random bit mutation procedures

I have some length $L$ binary string consisting of an ordered array of bits: $(b_1, b_2, ..., b_{L})$, where all bit values $b_i$ are originally set to zero. I'd like a particular set of $n$ bits to ...

**4**

votes

**2**answers

224 views

### Anticoncentration of the convolution of two characteristic functions

Edit: This is a question related to my other post, stated in a much more concrete way I think.
I am interested in anything (ideas, references) related to the following problem:
Suppose that $A ...

**2**

votes

**1**answer

505 views

### Asymptotic behavior of max of chi-squared distribution

Suppose $X_{\max}$ is the maximum in a sequence $X_1,X_2,\ldots,X_n$ where each $X_i\sim\chi^2_k$ is an i.i.d. chi-squared random variable with $k$ degrees of freedom.
Since chi squared distribution ...

**1**

vote

**1**answer

137 views

### Gibbs sampler with linear constraints

My problem concerns the estimation of truncated multivariate normal distributions under constraints.
Let $X_1$ and $X_2$ two random variables following normal distributions ...

**5**

votes

**1**answer

230 views

### Location of maximum of Brownian motion with rough drift

I am interested in the distribution of the $\text{argmax}_{t \in [0,1]} \{B(t) + f(t)\}$, where $B$ is a Brownian motion (or Brownian bridge) and $f:[0,1] \to \mathbb{R}$ is a continuous function. ...

**5**

votes

**1**answer

553 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 ...

**3**

votes

**1**answer

256 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

**0**answers

106 views

### order of convergence of the conditional entropy (3)

I'm sorry for having open two questions which have been solved by elementary counter-examples provided by @AnthonyQuas. Actually I'm not an expert in information theory and I expected that a positive ...

**84**

votes

**25**answers

25k views

### What is convolution intuitively?

If random variable $X$ has a probability distribution of $f(x)$ and random variable $Y$ has a probability distribution $g(x)$ then $(f*g)(x)$, the convolution of $f$ and $g$, is the probability ...

**58**

votes

**12**answers

16k views

### What are the big problems in probability theory?

Most branches of mathematics have big, sexy famous open problems. Number theory has the Riemann hypothesis and the Langlands program, among many others. Geometry had the Poincaré conjecture for a long ...

**56**

votes

**20**answers

8k views

### Probabilistic Proofs of Analytic Facts

What are some interesting examples of probabilistic reasoning to establish results that would traditionally be considered analysis? What I mean by "probabilistic reasoning" is that the approach should ...

**53**

votes

**9**answers

8k views

### How is it that you can guess if one of a pair of random numbers is larger with probability > 1/2?

My apologies if this is too elementary, but it's been years since I heard of this paradox and I've never heard a satisfactory explanation. I've already tried it on my fair share of math Ph.D.'s, and ...

**45**

votes

**5**answers

2k views

### Random manifolds

In the world of real algebraic geometry there are natural probabilistic questions one can ask: you can make sense of a random hypersurface of degree d in some projective space and ask about its ...

**22**

votes

**1**answer

2k views

### When should we expect Tracy-Widom ?

The Tracy-Widom law describes, among other things, the fluctuations of maximal eigenvalues of many random large matrix models. Because of its universal character, it obtained his position on the ...

**20**

votes

**6**answers

5k views

### A balls-and-colours problem

A box contains n balls coloured 1 to n. Each time you pick two balls from the bin - the first ball and the second ball, both uniformly at random and you paint the second ball with the colour of the ...

**34**

votes

**3**answers

3k views

### the following inequality is true，but I can't prove it

The inequality is
\begin{equation*}
\sum_{k=1}^{2d}\left(1-\frac{1}{2d+2-k}\right)\frac{d^k}{k!}>e^d\left(1-\frac{1}{d}\right)
\end{equation*}
for all integer $d\geq 1$. I use computer to verify ...

**21**

votes

**2**answers

968 views

### Drawing natural numbers without replacement.

Suppose we start with an initial probability distribution on $\mathbb{N}$ that gives positive probability to each $n$. Let's call this random variable $X_1$ so we have $P(X_1=n)=p_{1,n}>0$ for all ...

**20**

votes

**5**answers

3k views

### A random walk with uniformly distributed steps

The following problem has bothered me for a long time.
Let us imagine a point on the real axis. At the beginning, it is located at point $O$. Then it will "walk" on the real axis randomly in the ...

**18**

votes

**6**answers

1k views

### Measures of non-abelian-ness

Let $G$ be a finite non-abelian group of $n$ elements.
I would like a measure that intuitively captures the
extent to which $G$ is non-commutative.
One easy measure is a count of the non-commutative ...

**16**

votes

**5**answers

2k views

### Brownian motion and spheres

Consider a Brownian motion on $[0;1]$. A (finite) discrete approximation of this Brownian motion consists of $N$ iid Gaussian random variables $\Delta W_i$ of variance $\frac{1}{N}$:
$$ ...

**14**

votes

**3**answers

509 views

### Central limit theorem via maximal entropy

Let $\rho(x)$ be a probability density function on $\mathbb{R}$ with prescribed variance $\sigma^2$, so that:
$$\int_\mathbb{R} \rho(x)\, dx = 1$$
and
$$\int_\mathbb{R} x^2 \rho(x), dx = \sigma^2$$
...

**30**

votes

**1**answer

2k views

### An Entropy Inequality

Let $X,Y$ be probability measures on $\{1,2,\dots,n\}$, and set $K=\sum_i\sqrt{X(i)Y(i)}$ so that $Z:=\frac{1}{K}\sqrt{XY}$ is also a probability measure on $\{1,2,\dots,n\}$. How can we prove the ...

**27**

votes

**3**answers

1k views

### Random knot on six vertices

This question is inspired by Joseph O'Rourke's beautiful question on random knots. Choose an random ordered 6-tuple of points on the unit sphere in $\mathbf{R}^3$, and form a knot by connecting ...

**16**

votes

**2**answers

817 views

### Persistent homology of Gaussian Fields in Euclidean space

If you generate points in $\mathbb R^n$ via a process that respects a Gaussian normal distribution, then compute the persistent homology / barcodes, to my eye something fairly regular seems to be ...

**27**

votes

**2**answers

833 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 ...

**16**

votes

**2**answers

1k views

### The Bruss-Yor conjecture about an iterated integral

Is the sequence $$w_n=n! \int_0^{1/2} \int_{x_1}^{2/3} \cdots\int_{x_{n-2}}^{\frac{n-1}{n}} \int_{\frac{n}{n+1}}^1 dx_n dx_{n-1} \cdots dx_1$$ increasing for $n\ge 3$?
This is a conjecture of F. ...