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1 vote
1 answer
493 views

Sufficient and necessary conditions for decomposing the sum of random variables

Given two $n$-tuple vectors $\vec{\alpha}=(\alpha_1,\cdots,\alpha_n)$ and $\vec{h}=(h_1,\cdots,h_n)$, where $h_i\ge0$, $\sum_{i=1}^nh_i=1$, and $\alpha_i\in(0,1)$, we consider a random variable $S$ on ...
11 votes
1 answer
745 views

Find the area of the region enclosed by $\sin^p x+\sin^p y=\sin^p(x+y)$, the $x$-axis and the $y$-axis (comes from a probability question)

Consider the graph of $\sin^p x+\sin^p y=\sin^p(x+y)$, where $x$ and $y$ are acute, and $p>1$. Here are examples with, from left to right, $p=1.05,\space 1.25,\space 2,\space 4,\space 100$. Find ...
13 votes
1 answer
761 views

If $(a,b,c)$ are the sides of a triangle, then the probability $P(ax + by \ge c) = \frac{4}{\pi^2}\chi_2(x) + \frac{4}{\pi^2}\chi_2(y)$

Posting this question in MO since it is unanswered in MSE Let $(a,b,c)$ be the side of a triangle. In its most general linear form, the triangle inequality can be expressed as: Does $ax + by \ge c$ ...
2 votes
1 answer
102 views

Approximation of $\Phi (p)$

I am trying to find the asymptotic behavior (with respect to N) of the integral $$ \frac{2}{\sqrt{\pi}}\int_0^\infty \varPhi^{N-2}(p)e^{-p^2}\ dp. $$ In Rényi and Sulanke's paper Uber die konvexe ...
18 votes
0 answers
571 views

Fundamental Theorem of Algebra via multiple integrals

Consider the product of complex linear monic polynomials times polynomials of degree less than $n$, that is $\big( (z-\lambda), p(z)\big)\mapsto (z-\lambda)p(z)$. If we represent a polynomial by its ...
1 vote
1 answer
142 views

Characterization of a particular integrable function

Let $f$ be a strictly positive function such that $\int_{0}^{\infty}f(x)dx=\int_{0}^{\infty}xf(x)=1$ (i.e., a probability density function with expectation one). Let also $g$ be a nonnegative ...