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430 votes
16 answers
65k 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 ...
Andrej Bauer's user avatar
  • 48.8k
231 votes
13 answers
42k 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 ...
Pete L. Clark's user avatar
222 votes
0 answers
18k views

Why do polynomials with coefficients $0,1$ like to have only factors with $0,1$ coefficients?

Conjecture. Let $P(x),Q(x) \in \mathbb{R}[x]$ be two monic polynomials with non-negative coefficients. If $R(x)=P(x)Q(x)$ is $0,1$ polynomial (coefficients only from $\{0,1\}$), then $P(x)$ and $Q(x)$ ...
Sil's user avatar
  • 2,272
191 votes
34 answers
81k 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 ...
178 votes
8 answers
31k views

Why do probabilists take random variables to be Borel (and not Lebesgue) measurable?

I've been studying a bit of probability theory lately and noticed that there seems to be a universal agreement that random variables should be defined as Borel measurable functions on the probability ...
Mark's user avatar
  • 4,874
152 votes
18 answers
24k views

Why do we care about $L^p$ spaces besides $p = 1$, $p = 2$, and $p = \infty$?

I was helping a student study for a functional analysis exam and the question came up as to when, in practice, one needs to consider the Banach space $L^p$ for some value of $p$ other than the obvious ...
113 votes
13 answers
46k 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 ...
106 votes
5 answers
10k views

integral of a "sin-omial" coefficients=binomial

I find the following averaged-integral amusing and intriguing, to say the least. Is there any proof? For any pair of integers $n\geq k\geq0$, we have $$\frac1{\pi}\int_0^{\pi}\frac{\sin^n(x)}{\...
T. Amdeberhan's user avatar
99 votes
28 answers
14k 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 ...
Erik Davis's user avatar
  • 1,695
98 votes
17 answers
123k 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: ...
nkrkv's user avatar
  • 1,107
94 votes
1 answer
11k views

The mathematical theory of Feynman integrals

It is well known that Feynman integrals are one of the tools that physicists have and mathematicians haven't, sadly. Arguably, they are the most important such tool. Briefly, the question I'd like to ...
algori's user avatar
  • 23.5k
91 votes
13 answers
146k 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 ...
Michael Lugo's user avatar
91 votes
8 answers
16k views

Is there a natural random process that is rigorously known to produce Zipf's law?

Zipf's law is the empirical observation that in many real-life populations of $n$ objects, the $k^\text{th}$ largest object has size proportional to $1/k$, at least for $k$ significantly smaller than $...
Terry Tao's user avatar
  • 114k
89 votes
1 answer
21k views

Is the largest root of a random polynomial more likely to be real than complex?

This question might be hard because it got $35$ upvotes in MSE and also had a $200$ points bounty by Jyrki Lahtonen but it was unanswered. So I am posting it in MO. The number of real roots of a ...
Nilotpal Kanti Sinha's user avatar
81 votes
4 answers
8k views

Did Gelfand's theory of commutative Banach algebras influence algebraic geometers?

Guillemin and Sternberg wrote the following in 1987 in a short article called "Some remarks on I.M. Gelfand's works" accompanying Gelfand's Collected Papers, Volume I: The theory of commutative ...
Jonas Meyer's user avatar
  • 7,329
81 votes
3 answers
9k views

Norms of commutators

If an $n$ by $n$ complex matrix $A$ has trace zero, then it is a commutator, which means that there are $n$ by $n$ matrices $B$ and $C$ so that $A= BC-CB$. What is the order of the best constant $\...
Bill Johnson's user avatar
  • 31.5k
79 votes
11 answers
21k 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 ...
Bill Thies's user avatar
77 votes
0 answers
4k views

2, 3, and 4 (a possible fixed point result ?)

The question below is related to the classical Browder-Goehde-Kirk fixed point theorem. Let $K$ be the closed unit ball of $\ell^{2}$, and let $T:K\rightarrow K$ be a mapping such that $$\Vert Tx-Ty\...
Ady's user avatar
  • 4,060
75 votes
11 answers
28k views

Does War have infinite expected length?

My question concerns the (completely deterministic) card game known as War, played by seven-year-olds everywhere, such as my son Horatio, and sometimes also by others, such as their fathers. The ...
Joel David Hamkins's user avatar
74 votes
16 answers
8k 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 ...
73 votes
6 answers
25k views

What is a cumulant really?

A cumulant is defined via the cumulant generating function $$ g(t)\stackrel{\tiny def}{=} \sum_{n=1}^\infty \kappa_n \frac{t^n}{n!},$$ where $$ g(t)\stackrel{\tiny def}{=} \log E(e^{tX}). $$ Cumulants ...
Daniel Moskovich's user avatar
72 votes
9 answers
30k views

When are probability distributions completely determined by their moments?

If two different probability distributions have identical moments, are they equal? I suspect not, but I would guess they are "mostly" equal, for example, on everything but a set of measure zero. ...
Steve Flammia's user avatar
71 votes
16 answers
21k views

Is there a nice application of category theory to functional/complex/harmonic analysis?

[Title changed, and wording of question tweaked, by YC, because the original title asked a question which seems different from the one people want to answer.] I've read looked at the examples in most ...
71 votes
2 answers
6k views

Barrelled, bornological, ultrabornological, semi-reflexive, ... how are these used?

I'm not a functional analyst (though I like to pretend that I am from time to time) but I use it and I think it's a great subject. But whenever I read about locally convex topological vector spaces, ...
Andrew Stacey's user avatar
69 votes
3 answers
12k views

Nonconvexity and discretization

Edit: Here's a more down-to-earth, and somewhat weakened, but I believe still nontrivial, version of the main theorem. Prototypical nonconvex spaces are $\ell^p$-spaces for $0<p<1$, say $\ell^p(\...
Peter Scholze's user avatar
67 votes
1 answer
7k views

Why can't a nonabelian group be 75% abelian?

This question asks for intuition, not a proof. An earlier question, Measures of non-abelian-ness was thoroughly answered by Arturo Magidin. A paper by Gustafson1 proves that, for a nonabelian group, ...
Joseph O'Rourke's user avatar
66 votes
7 answers
10k views

Why is the Hahn-Banach theorem so important?

Every time I hear it mentioned it is praised in the highest possible terms, and I remember one of my old lecturers saying that it is one of the 3 most important theorems in analysis. Yet the only ...
teil's user avatar
  • 4,351
66 votes
4 answers
4k views

Perron number distribution

A Perron number is a real algebraic integer $\lambda$ that is larger than the absolute value of any of its Galois conjugates. The Perron-Frobenius theorem says that any non-negative integer matrix $M$ ...
Bill Thurston's user avatar
65 votes
9 answers
12k views

Polish spaces in probability

Probabilists often work with Polish spaces, though it is not always very clear where this assumption is needed. Question: What can go wrong when doing probability on non-Polish spaces?
Thanh's user avatar
  • 651
65 votes
14 answers
6k views

Notions of convergence not corresponding to topologies

This question concerns the ramifications of the following interesting problem that appeared on Ed Nelson's final exam on Functional Analysis some years ago: Exam question: Is there a metric on the ...
jon's user avatar
  • 801
63 votes
5 answers
10k views

Jean Bourgain's relatively lesser known significant contributions

Jean Bourgain passed away on December 22, 2018. A great mathematician is no longer with us. Terry Tao has blogged about Bourgain's death and mentioned some of his more recent significant contributions,...
63 votes
3 answers
7k views

A roadmap to Hairer's theory for taming infinities

Background Martin Hairer gave recently some beautiful lectures in Israel on "taming infinities," namely on finding a mathematical theory that supports the highly successful computations from quantum ...
Gil Kalai's user avatar
  • 24.7k
63 votes
2 answers
4k views

Guessing each other's coins

I recently thought about the following game (has it been considered before?). Alice and Bob collaborate. Alice observes a sequence of independent unbiased random bits $(A_n)$, and then chooses an ...
Guillaume Aubrun's user avatar
62 votes
7 answers
10k views

Why is the Gaussian so pervasive in mathematics?

This is a heuristic question that I think was once asked by Serge Lang. The gaussian: $e^{-x^2}$ appears as the fixed point to the Fourier transform, in the punchline to the central limit theorem, as ...
Randy Qian's user avatar
60 votes
23 answers
108k views

A good book of functional analysis [closed]

I'm a student (I've been studying mathematics 4 years at the university) and I like functional analysis and topology, but I only studied 6 credits of functional analysis and 7 in topology (the basics)....
60 votes
10 answers
14k views

"Surprising" examples of Markov chains

I am looking for examples of Markov Chains which are surprising in the following sense: a stochastic process $X_1,X_2,...$ which is "natural" but for which the Markov property is not obvious at first ...
Adam Smith's user avatar
60 votes
4 answers
3k views

Flipping coins on a budget

A coin is flipped $n$ times and you win if it comes up heads at least $k$ times. The coin is unusual in that you're allowed to pick the probability $p_i$ that it comes up heads on the $i$th flip, ...
Timothy Chow's user avatar
  • 82.7k
60 votes
1 answer
7k views

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

Edit (June 2015): Addressing this problem is a brief project report from the Illinois Geometry Lab (University of Illinois at Urbana-Champaign), dated May 2015, that appears here along with a foot-...
Benjamin Dickman's user avatar
59 votes
9 answers
10k views

Motivation for and history of pseudo-differential operators

Suppose you start from partial differential equations and functional analysis (on $\mathbb R^n$ and on real manifolds). Which prominent example problems lead you to work with pseudo-differential ...
shuhalo's user avatar
  • 5,327
59 votes
7 answers
29k views

Learning roadmap for harmonic analysis

In short, I am interested to know of the various approaches one could take to learn modern harmonic analysis in depth. However, the question deserves additional details. Currently, I am reading Loukas ...
58 votes
12 answers
30k views

Is pi a good random number generator?

Part of what I do is study typical behavior of large combinatorial structures by looking at pseudorandom instances. But many commercially available pseudorandom number generators have known defects, ...
James Propp's user avatar
  • 19.7k
57 votes
4 answers
15k 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 ...
Matthew Kahle's user avatar
55 votes
16 answers
16k views

Why do we need random variables?

In this MathStackExchange post the question in the title was asked without much outcome, I feel. Edit: As Douglas Zare kindly observes, there is one more answer in MathStackExchange now. I am not ...
Filippo Alberto Edoardo's user avatar
55 votes
5 answers
5k 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 ...
Jonny Evans's user avatar
  • 7,005
54 votes
4 answers
9k views

Why is Quantum Field Theory so topological?

I understand that my question suffers from my lack of knowledge about the field, but as a mathematician without much knowledge of physics I have been wondering much about the following and I always ...
A Physical newbie's user avatar
54 votes
4 answers
3k views

When has the Borel-Cantelli heuristic been wrong?

The Borel-Cantelli lemma is very frequently used to give a heuristic for whether or not certain statements in number theory are true. For example, it gives some evidence that there are finitely many ...
Eric Naslund's user avatar
  • 11.4k
53 votes
3 answers
13k views

Pullback measures

Why do all measure theory textbooks present the concept of push-forward measure, but never the concept of pull-back measure? Doesn't the latter exist? It's true that the naive treatment of such a ...
Alex M.'s user avatar
  • 5,407
52 votes
5 answers
2k views

Tetris-like falling sticky disks

Suppose unit-radius disks fall vertically from $y=+\infty$, one by one, and create a random jumble of disks above the $x$-axis. When a falling disk hits another, it stops and sticks there. Otherwise, ...
Joseph O'Rourke's user avatar
52 votes
4 answers
13k 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 $$\int_\mathbb{R} x^2 \rho(x), dx = \sigma^2$$ ...
Paul Siegel's user avatar
  • 29.2k
51 votes
2 answers
5k views

A strengthening of the Cauchy-Schwarz inequality

Suppose $\mathbf{v},\mathbf{w} \in \mathbb{R}^n$ (and if it helps, you can assume they each have non-negative entries), and let $\mathbf{v}^2,\mathbf{w}^2$ denote the vectors whose entries are the ...
Nathaniel Johnston's user avatar

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