**26**

votes

**0**answers

1k views

### Correspondence between eigenvalue distributions of random unitary and random orthogonal matrices

In the course of a physics problem (arXiv:1206.6687), I stumbled on a curious correspondence between the eigenvalue distributions of the matrix product $U\bar{U}$, with $U$ a random unitary matrix and ...

**25**

votes

**0**answers

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 ...

**19**

votes

**0**answers

748 views

### conjectures regarding a new Renyi information quantity

In a recent paper http://arxiv.org/abs/1403.6102, we defined a quantity that we called the "Renyi conditional mutual information" and investigated several of its properties. We have some open ...

**19**

votes

**0**answers

454 views

### Density of first-order definable sets in a directed union of finite groups

This is a generalization of the following question by John Wiltshire-Gordon.
Consider an inductive family of finite groups:
$$
G_0 \hookrightarrow G_1 \hookrightarrow \ldots \hookrightarrow G_i ...

**18**

votes

**0**answers

1k views

### The Fourier Transform of taking Eigenvalues

The purpose of this question is to ask about the Fourier transform of the map which associate to an $n$ by $n$ matrix its $n$ eigenvalues, or some function of the $n$ eigenvalues. The main motivation ...

**17**

votes

**0**answers

516 views

### What is the best probabilistic estimate from below for a random polynomial on an arc?

I'm currently involved in a small (but quite time consuming) project where we are trying to get some decent bound for the number $N(P)$ of real zeroes of a random polynomial $P(x)=\sum_{k=0}^n\xi_k ...

**17**

votes

**0**answers

394 views

### Are there lightweight foundations for arbitrarily extendable objects?

My experience with foundations is rather scant, but I've run into some types of objects that seem to resist the sort of set-theoretic encoding schemes via Kurowski tuples that are rather common for ...

**16**

votes

**0**answers

480 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 ...

**16**

votes

**0**answers

553 views

### Random Distance Matrices

My question is motivated by the following recent paper:
http://arxiv.org/abs/1110.6333
Assume you have a metric space $(X,d)$ equipped with a Borel probability measure $\mu$. We can further assume ...

**15**

votes

**0**answers

1k views

### When does a correlated Brownian motion leave a square?

Let $B=(X,Y)$ be a correlated two-dimensional Brownian motion, that is, the components are standard Brownian motions and the covariance between $X_t$ and $Y_t$ is $t\rho$ for some
constant $\rho \in ...

**15**

votes

**0**answers

790 views

### Optimal Monotone Families for the Discrete Isoperimetric Inequality

Background: the Discrete Isoperimetric Inequality
Start with a set X={1,2,...,n} of n elements and the family $2^X$ of all subsets of X.
For a real number p between zero and one, we consider a ...

**14**

votes

**0**answers

143 views

### Precise estimate for probability an $n$-point set has diameter smaller than $1$

This question was inspired by an earlier question that I answered but would like a more precise bound for.
Consider random points $x_1, \dots, x_n$ in the unit ball in $\mathbb R^d$, uniformly and ...

**14**

votes

**0**answers

463 views

### Probability of many overlapping zero inner products on a circle

[Question edited and changed a little on June 14 2015]
Consider an $n$-dimensional vector $v$ with $v_i \in \{-1,1\}$. Now consider an $n$-dimensional vector $w$ with $w_i \in \{-1,0,1\}$. The ...

**14**

votes

**0**answers

294 views

### support of the coupling between two probability measures

Given two Borel probability measures $\mu$ and $\nu$ on $\mathbb{R}$, let $\Pi(\mu, \nu)$ denote all couplings between them, i.e., all Borel probability measures on $\mathbb{R}^2$ such that the ...

**14**

votes

**0**answers

696 views

### On random Dirichlet distributions

Fix a dimension $d\ge2$.
Let $Q_d$ denote the positive quadrant of $\mathbb{R}^d$, that is, $Q_d$ is the set of points $\mathbf{x}=(x_i)_i$ in $\mathbb{R}^d$ such that $x_i>0$ for every $i$.
...

**13**

votes

**0**answers

491 views

### Arguments against Freiling's argument against Continuum Hypothesis

Freiling's axiom of symmetry ($\sf AS$) is known as a justification for falsity of Continuum Hypothesis. Freiling in his 1986 paper, Axioms of symmetry: throwing darts at the real number line, ...

**13**

votes

**0**answers

262 views

### A functional inequality about log-concave functions

Let $f,g$ be smooth even log-concave functions on $\mathbb{R}^{n}$, i.e.,$f=e^{-F(x)}, g=e^{-G(x)}$ for some even convex functions $F(x),G(x)$. Is it true that:
$$
\int_{\mathbb{R}^{n}} \langle ...

**13**

votes

**0**answers

528 views

### Apparent disparity between the results of two papers (nearest neighbours)

This is a follow up question this one on MSE, which can basically be summarised as Robert Abilock originally posed in American Monthly in 1967:
The Rifle-Problem:
$n$ riflemen are distributed at ...

**13**

votes

**0**answers

334 views

### Expanding disks lead to what packing of the plane?

Suppose one sprinkles points uniformly at random on the infinite Euclidean plane,
with some density $\rho$ per unit area.
View the points as disks of radius zero.
Now the radii $r$ of all disks grows ...

**13**

votes

**0**answers

333 views

### How fast can extreme eigenvalues of the average of random matrices converge to their expectation?

Suppose that $X_1,X_2,\ldots,X_m$ are independent $d\times d$ random matrices and let $\overline{X} := \frac{1}{m}\sum_{i=1}^m X_i$. One of the questions studied under the theory of random matrices is ...

**13**

votes

**0**answers

354 views

### Why, and how badly, does the proof of “no percolation at the critical point in half-spaces” fail for full spaces?

The proof by Barsky et. al. that there is no percolation in half-spaces proceeds by a dynamic renormalization argument. The proof couples critical percolation in the half-space $\mathbb{H}^d$ with a ...

**12**

votes

**0**answers

249 views

### Self-avoiding random walks that always turn

I am wondering if the statistics of self-avoiding random lattice-walks
on $\mathbb{Z}^2$
that turn left or right at each step (i.e., they cannot continue the
direction of the preceding step) have been ...

**12**

votes

**0**answers

426 views

### What kind of random matrices have rapidly decaying singular values?

I've been told that in machine learning it's common to compute the singular value decomposition of matrices in order to throw out all information in the matrix except that corresponding to, say, the ...

**12**

votes

**0**answers

776 views

### Does this metric have an official name? Lévy metric? Ky Fan metric?

Let $X$ and $Y$ be random variables taking values in a separable metric space $(S,d)$. The metric I have in mind is
$$\rho(X,Y) = \mathbb{E}[\min\{d(X,Y),1\}]$$
if $X$ and $Y$ take values in the a ...

**12**

votes

**0**answers

358 views

### Which limit to take as a key applied math decision

The Borel-Kolmogorov paradox refers to situations where non-uniqueness in the notion of conditioning on a set of measure zero leads to apparent contradictions. As a formal matter, one requires ...

**11**

votes

**0**answers

388 views

### Transitivity of balanced mass transport in Z

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 ...

**11**

votes

**0**answers

376 views

### First passage percolation on a random geometric graph in the large connectivity limit

Let $V_\rho\subset\mathbb{R}^2$ be a point set in the plane obtained from a Poisson process of density $\rho$. The random geometric graph $G_\rho$ is obtained from $V_\rho$ by connecting points that ...

**11**

votes

**0**answers

166 views

### Savings property: A transformation which turns nonnegative martingales into uniformly integrable ones

Background
I work in a subfield of computability theory called algorithmic randomness. We have been using martingales as long as probability theory (going back to work of von Mises). However, since ...

**11**

votes

**0**answers

470 views

### High-dimensional geometry: Top-down Vs. Bottom-up

There are several ways to leverage one's intuition from low-dimensional geometry to understand high-dimensional phenomena. For example, one can get a clearer picture of the behaviour of ...

**11**

votes

**0**answers

811 views

### Constructive aspects of Caratheodory's theorem in convex analysis

Let me paraphrase Caratheodory's theorem in a probabilistic setup:
Let $X$ be a real-valued random variable. For $k = 1, \ldots, m$, let $f_k: \mathbb{R} \to \mathbb{R}$ be a continuous function such ...

**10**

votes

**0**answers

836 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 ...

**10**

votes

**0**answers

405 views

### Steady state expectation of dynamic system of urns & balls

We have a large number of urns $N+1$. (Large means that the relative difference between $N$ and $N+1$ is well within the error bounds that I care about. The reason for the $+1$ will be apparent ...

**10**

votes

**0**answers

361 views

### Uncertainty principle in Entropy terms

Math Questions:
Consider Hilbert space $L_2(\mathbb{R})$ with a standard norm
$
||\psi|| = ( \int_{\mathbb{R}}{ |\psi(t)|^2 dt } )^{1/2},
$
and Fourier transform
$
(F\psi)(\xi) =
...

**10**

votes

**0**answers

360 views

### Proof of Lomnicki and Ulam on Infinite Product Probability Spaces

Given an arbitrary, nonempty family $(\Omega_i,\Sigma_i,\mu_i)_{i\in I}$ of probability spaces, there exists a probability measure $\mu$ on $\otimes_i\Sigma_i$ such that for every finite set ...

**10**

votes

**0**answers

442 views

### Where can I find analogues of combinatorial central limit theorems for other groups

The statement of Hoeffding's combinatorial central limit theorem is as follows: given for each $n$, an $n \times n$ matrix $A = (a_{ij})$, one can consider the random diagonal sum:
$$\displaystyle ...

**10**

votes

**0**answers

349 views

### Question from an economist: solving a model of traders' behavior with expectations about the future values of the variable they are currently optimizing

Motivation
I am an economist writing a paper for an academic finance journal. My paper is about the behavior of currency traders, who choose the price at which they will sell currency today, based on ...

**10**

votes

**0**answers

1k views

### Constants in the Rosenthal inequality

Let $X_1,\ldots,X_n$ be independent with $\mathbf{E}[X_i] = 0$ and $\mathbf{E}[|X_i|^t] < \infty$ for some $t \ge 2$. Write $X = \sum_{i=1}^n X_i$. Then we have the family of "Rosenthal-type ...

**10**

votes

**0**answers

169 views

### literature on “stratified simulation”

I've thought of an approach to variance reduction that surely can't be new, but I haven't been able to find it published anywhere; I'd appreciate some leads.
Consider some sort of random variable $X$ ...

**9**

votes

**0**answers

183 views

### Randomly placing nonoverlapping unit cuboids

Suppose one places unit cuboids of dimension $d$ with min-corners
uniformly distributed to lie in $[0,n]^d$, but with cuboid (strict) overlap forbidden.
At some point, the region is "saturated," ...

**9**

votes

**0**answers

204 views

### Convergence in $L^2$ of iterated expectations

Take a probability space $(\Omega,\mathcal{F},\mathbf{P})$ and random variable $X \in L^2(\Omega,\mathcal{F},\mathbf{P})$.
Define the iterated expectations of X as follows: $X_0 = X$, and, ...

**9**

votes

**0**answers

275 views

### Renewal process: domination by product measure

Consider a stationary process $(X(i), i\in\mathbb{Z})\in \{0,1 \}^\mathbb{Z}$ with the following structure; runs of 0s alternate with runs of 1s, with the length of all runs independent, and with each ...

**9**

votes

**0**answers

378 views

### Has the technique of “sprinkling” been used in studying random matrices?

In 1982, while studying the component sizes of random subgraphs of a hypercube, Ajtai, Komlós, and Szemerédi introduced a technique that came to be known as sprinkling. In this technique, the edges of ...

**9**

votes

**0**answers

358 views

### Maximizing the volume in a family of subsets of a cube

Starting from a question in probability, one is eventually lead to the following optimization problem.
Let $I:=[0,\\, 1],$ and let $A$ be a Lebesgue measurable subset of the $n$-dimensional cube, ...

**8**

votes

**0**answers

530 views

### Is this 2x2 determinant sequence positive and increasing?

Let $X_1,X_2,X_3$ be a three discrete (integer and non-negative valued) random variables with local probabilities $a_k:=\mathbb{P}(X_1=k)$, $b_k:=\mathbb{P}(X_2=k)$, $c_k:=\mathbb{P}(X_3=k)$ and ...

**8**

votes

**0**answers

321 views

### Finitely additive measures on $\mathbb Z_2^\omega$ with invariance and independence constraints

Let $G = \mathbb Z_2^\omega$, with pointwise addition. Assume the Axiom of Choice. I am interested in finitely additive probability measures $\mu$ defined on all of $\mathcal PG$ that can be ...

**8**

votes

**0**answers

313 views

### Hasse-Weil Bound and Chebyshev Inequality

I was reading about the Hasse-Weil bound for the number of points in on a curve over the finite field $\mathbb{F}_q$.
$$ \big| |C(\mathbb{F}_q)| - (q+1) \big| \leq 2g \sqrt{q} $$
However, this ...

**8**

votes

**0**answers

560 views

### 1-Wasserstein distance between two multivariate normal

The $p$-Wasserstein between two measures $\nu_1$ and $\nu_2$ on $X$ is given by
...

**8**

votes

**0**answers

565 views

### Full conditional probabilities and versions of AC?

A probability is a finitely additive measure on a boolean algebra with total measure $1$.
A function $P:\scr B \times (\scr B - \{ 0 \})$ is a full conditional probability on $\scr B$ (for a boolean ...

**8**

votes

**0**answers

163 views

### Generalised Polya's urn with i.i.d. replacement

Let $\mu$ be a fixed measure (possibly with moment conditions) on $\mathbb N$ and $X_1,X_2,\dots$ be i.i.d. samples from $\mu$. Start with one white and one black ball in the urn. At the $n$-th step, ...

**8**

votes

**0**answers

111 views

### Functions between Markov chains that preserve local harmonicity

Given two Markov chains with respective state-spaces $S$ and $T$, say that a function $\phi$ from $S$ to $T$ is holomorphic iff for all states $t \in T$, every real-valued function $f$ on $T$ that is ...