The random-functions tag has no wiki summary.

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### Rate of Convergence of Compound Poisson Laws to Infinitely Divisible Laws

It is known that every infinitely divisible random variable is the limit in law of a sequence of compound Poisson random variables (see for instance Theorem 1.2.18 of Lévy Processes and Stochastic ...

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137 views

### An inequality based on expectation of continuous random variables

I am trying to prove the following statement:
$$
E[g(X)] E[X^2g(X)]\ge E[Xg(X)] E[Xg(X)]
$$
where $X$ is a random variable, $E[\cdot]$ denotes the expectation operator with respect to ...

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### Moments in the Quantile Process

Let $q_{n}(t)$ be the $nth$ quantile processes ($t\in (0,1)$) based on the distribution F:
$$q_{n}(t) = \{\sqrt{n}[F^{-1}_{n}(t)-F^{-1}(t)]\}.$$
In this case, $F^{-1}$ is the (generalized) inverse of ...

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### PDF of the product of normal and Cauchy distributions

I am having trouble in finding out the resulting PDF of the product of normal and Cauchy distributions. It turns out that we have a general formula for calculating the PDF of product of two random ...

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### Measurability of solution of diffusion equation in sub sigma algebra

I want to solve the following problem:
Get $\omega \in \Omega \subset \mathbb{R}$, $x \in D \subset \mathbb{R}^2$ and $0<a_i\leq a(.,.)\leq a_x<\infty$.
Let $a( x;. )$ and $f(x;.)$ be ...

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### Isotropic correlation function for a vector valued random field

I'm having trouble with some of the implications of the following theorem.
Let $\mathbf{T} (\mathbf{x})$ be a mean-square continuous vector valued random field on $\mathbb{R}^3$ satisfying conditions ...

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### Reference: Bochner Integral`

What would be an easily accessible book dealing with Bochner integration as applied to probability theory (I'm looking to understand random elements and their basic related concepts in a formal yet ...

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### Bounding Random Quadratic Gauss sums

I'm interested in seeing whether the following is true. Assume $u$ is uniform on $[0,1]$ and $|\epsilon_k|=1$ for all $k=1,2,\ldots,n$. We have
\begin{align*}
...

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**1**answer

133 views

### Strictly positive solutions of a random linear system

Suppose $B\in\mathbb{R}^{m\times n}$ is a random binary matrix with i.i.d entries and $c\in \mathbb{R}^m$ is a strictly positive vector, that is $c_i>0$ for $i=1,2,\cdots m$. Also assume $m<n$, ...

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### Tail Bounds for the minimum value of a function

Consider y to be the minimum value of an objective function over some subspace. More specifically
$y= \min_x \|e+Bx\|_\infty \quad s.t. \quad x\in \mathcal{S}$
where $e$ is a known vector, $B$ is a ...

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### the 3th and 4th order statistics of Circularly Symmetric Complex Normal random vector?

Assume that ${\bf{z}} \in {\mathbb{C}}^{n \times 1}$ is a CSCG random vector denoted with $\mathcal{C} ~ (\bf{\mu} _0,\bf \Sigma _0)$ where $\mu _0$ and $\bf \Sigma _0$ are mean and contrivance ...

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### Convergence integral in probability

Let $X_1,\dots,X_n$ be i.i.d with distribution function $F$. Let $\hat F_n$ be their modified empirical distribution function, i.e.,
$$
\hat F_n(x)=\frac1{n+2}\left(1+\sum_{i=1}^n1_{\{X_i\le ...

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### A calculation involving a uniform random variable quantile

THE PROBLEM:
Let $U$ be a uniform distribution and $U_{n}$ be its nth empirical distribution. Suppose $t\in (0,1)$ and $n\in \mathbb{N}$ are constants. What's the explicit expression to
...

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### Link between presence of attracting random fixed points and synchronisation - is this an open question?

This is a question in the theory of random dynamical systems.
Let $(X,d)$ be a compact metric space, let $(I,\mathcal{I},\nu)$ be a probability space, and let $(f_\alpha)_{\alpha \in I}$ be an ...

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### Random infinite sequence : Can machines generate truly random sequences. [closed]

Test : "A True Random Sequence Source and a computer producing a certain sequence of numbers are kept in separate rooms and judges try to tell them apart by conducting a series of tests on the ...

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201 views

### Random infinite sequences

An Algorithm/Turing machine
Produces a symbol from a finite alphabet, and continues doing so
infinitely.
Another algorithm gets a copy of this symbol,
...

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### Random variables related through nonlinear system of equations

I asked this question on http://math.stackexchange.com/questions/377140/random-variables-related-through-nonlinear-system-of-equations, however I received no answer for a while so I'm posting it here:
...

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528 views

### How to test if two sets of random numbers might be from the same random number generator?

I have a sequence of sets of random numbers, with each set generated
by an unknown random number generator. I am assuming that in the
sequence, the random number generator is the same one for a ...

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### Scale random variables in a way they have equal probabilities of being minimal

I have several positive random variables $x_i,\ i=1,...,N$ taken from different unknown distributions (these distributions can be closely approximated by log-normal if needed). I can sample these ...

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### Characteristic polynomials of certain random symmetric matrices and the complexity of random Morse functions

Investigations concerning random Morse functions led me to the following problem. Consider the classical GOE of $m\times m$ real symmetric matrices $A$ with independent Gaussian entries with ...