All Questions
937 questions
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 ...
- 65.4k
9
votes
1
answer
889
views
Combinatorics for the action of Virasoro / Kac–Schwarz operators: partition polynomials of free probability theory
In the background sections below, I establish the relations among characterizations of the action of Virasoro / Kac–Schwarz operators of 2D gravity models presented in terms of Laurent series by ...
- 10.5k
35
votes
5
answers
11k
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?
- 921
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 ...
- 631
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 ...
- 48.8k
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 ...
- 14k
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 ...
- 24.7k
42
votes
3
answers
5k
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 $p_n=...
- 52.3k
27
votes
5
answers
3k
views
Nice applications for Schwartz distributions
I am to teach a second year grad course in analysis with focus on Schwartz distributions. Among the core topics I intend to cover are:
Some multilinear algebra including the Kernel Theorem and ...
7
votes
0
answers
579
views
Guises of the noncrossing partitions (NCPs)
From "Noncrossing partitions in surprising locations" by Jon McCammond:
Certain mathematical structures make a habit of reoccuring in the most diverse list of settings. Some obvious ...
- 10.5k
40
votes
5
answers
6k
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 ...
- 1,341
26
votes
5
answers
10k
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 ...
- 14k
7
votes
1
answer
880
views
Bound for largest eigenvalue of symmetric matrices of uniform random variables over $[0,1]$ and fixed $1$s along diagonal and scattered $1$s
Given a $n\times n$ symmetric random matrix whose diagonal elements are all fixed as $1$. In addition, there are $k$ $1$s will be randomly scattered in upper triangular (of course, the corresponding ...
- 272
5
votes
1
answer
392
views
Uniqueness of the solution to some SDE
Consider the stochastic differential equation as follows:
$$X_t=X_0+t+\int_0^t\frac{dW_s}{1+m(s)},\quad \forall t\ge 0,~~~~~~~~~~~~~~~(\ast)$$
where $X_0>0$ is square integrable and $m(t)=\mathbb P[...
- 1,334
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 $Q(x)$ ...
- 2,272
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 ...
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-...
- 7,831
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
$$\int_\mathbb{R} x^2 \rho(x), dx = \sigma^2$$
...
- 29.2k
41
votes
6
answers
4k
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 ...
- 151k
25
votes
1
answer
4k
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 $...
- 118k
21
votes
7
answers
14k
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 ...
- 1,269
18
votes
1
answer
890
views
Two conjectures about zero inner products and dissociated sets
The following problems come from something I worked on (with my coauthors) related to proving a new time lower bound for streaming problems. Having worked on these problems for some time with little ...
- 3,377
10
votes
2
answers
925
views
Isomorphisms between spaces of test functions and sequence spaces
I am in the process of writing some self-contained notes on probability theory in spaces of distributions, for the purposes of statistical mechanics and quantum field theory. Perhaps the simplest ...
10
votes
3
answers
4k
views
Expected supremum of average?
Is there either a closed form (in terms of the moments of $X_1$, say) or good bounds on
$$
\mathbb{E} \sup_{k \leq n} \frac{1}{k} \sum_{i=1}^k X_i,
$$
where $X_i$ are iid and arbitrarily nice? (In my ...
- 1,069
10
votes
2
answers
1k
views
Why Kleisli Markov categories and not the Eilenberg-Moore categories of the associated monads
Why is there so much interest in the Markov categories which are Kleisli categories for monads corresponding to distributions etc. but not much discussion of the E.M. categories?
For example, the E.M. ...
- 101
10
votes
4
answers
9k
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 ...
- 111
8
votes
2
answers
3k
views
Intuition/elegant reason for why Langevin diffusion converges to $\exp(-U)$?
Given a potential function $U: \mathbb{R}^n \to \mathbb{R}$, Langevin diffusion is gradient descent plus a Brownian motion term: $X' = -\nabla U(X) + \sqrt{2} \text{ }dW$.
It happens that the ...
- 1,927
7
votes
3
answers
2k
views
Packing density of randomly deposited circles on a plane
Let's say that I have a rectangular two-dimensional surface of bounded dimensions, $[0,A]$ and $[0,B]$:
Under "no overlap" constraints, I sequentially deposit circles of radii $r_c$ on this surface,...
- 309
6
votes
1
answer
705
views
Reformulation - Construction of thermodynamic limit for GFF
I've posted a question about the thermodynamic limit for Gaussian Free Fields (GFF) a couple days ago and I haven't got any answers yet but I kept thinking about it and I thought it would be better to ...
- 3,515
6
votes
1
answer
998
views
A set of questions on continuous Gaussian Free Fields (GFF)
As I said in my previous posts, I'm trying to teach myself some rigorous statistical mechanics/statistical field theory and I'm primarily interested in $\varphi^{4}$, but I know that the absense of ...
- 3,515
6
votes
1
answer
684
views
Differentiable dependence on the initial condition of the solution of a SDE
Let
$b,\sigma:\mathbb R\to\mathbb R$ be differentiable and Lipschitz continuous
$(\Omega,\mathcal A,\operatorname P)$ be a probability space
$(\mathcal F_t)_{t\ge0}$ be a complete and right-...
- 167
4
votes
0
answers
264
views
Metrics on finite groups and generalizations of central limit theorems for balls volumes (à la Diaconis-Graham)
In wonderful lectures by P. Diaconis "Group representations in probability and statistics, Chapter 6. Metrics on Groups, and Their Statistical Use" metrics on permutation groups are considered and ...
- 24.9k
2
votes
1
answer
675
views
Distribution of ratio between complex Gaussian and Chi-square R.V.s
What would be the distribution (p.d.f.) of the following ratio?
$$z = \frac{x_{1}}{|x_{1}|^2 + |x_{2}|^2 + ... + |x_{M}|^2}$$
where $x_{i} \sim \mathcal{CN}(0,a), \forall i$ and $a > 1$. As can ...
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 ...
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
$$\frac1{\pi}\int_0^{\pi}\frac{\sin^n(x)}{\...
- 43.2k
72
votes
9
answers
30k
views
When are probability distributions completely determined by their moments?
If two different probability distributions have identical moments, are they equal? I suspect not, but I would guess they are "mostly" equal, for example, on everything but a set of measure zero. ...
- 2,649
52
votes
5
answers
2k
views
Tetris-like falling sticky disks
Suppose unit-radius disks fall vertically from $y=+\infty$,
one by one, and create a random jumble of disks above the $x$-axis.
When a falling disk hits another, it stops and sticks there.
Otherwise, ...
- 151k
44
votes
5
answers
7k
views
Heuristically false conjectures
I was very surprised when I first encountered the Mertens conjecture. Define
$$ M(n) = \sum_{k=1}^n \mu(k) $$
The Mertens conjecture was that $|M(n)| < \sqrt{n}$ for $n>1$, in contrast to the ...
36
votes
2
answers
13k
views
Mean minimum distance for N random points on a one-dimensional line
Let's say that I have a one-dimensional line of finite length 'L' that I populate with a set of 'N' random points. I was wondering if there was a simple/straightforward method (not involving long ...
- 811
25
votes
6
answers
10k
views
Metrization of weak convergence of signed measures
Edit: Changed from "Hausdorff" to "metric" spaces.
Let $\mathcal{M}(\Omega)$ denote the space of signed regular Borel measures on a compact metric space $\Omega$. By Riesz-Markov, ...
- 12.7k
25
votes
6
answers
6k
views
Proof of Krylov-Bogoliubov theorem
Where can I find a proof (in English) of the Krylov-Bogoliubov theorem, which states if $X$ is a compact metric space and $T\colon X \to X$ is continuous, then there is a $T$-invariant Borel ...
- 897
24
votes
6
answers
3k
views
Shortest grid-graph paths with random diagonal shortcuts
Suppose you have a network of edges connecting
each integer lattice point
in the 2D square grid $[0,n]^2$
to each of its (at most) four neighbors, {N,S,E,W}.
Within each of the $n^2$ unit cells of ...
- 151k
22
votes
2
answers
2k
views
Can one view the Independent Product in Probability categorially?
One can construct a category of probability spaces, but this category has no products. Now probability theory relies strongly on the ability to build independent products, the product measure. In a ...
20
votes
2
answers
6k
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 ...
- 201
20
votes
1
answer
2k
views
Does every compact metric space have a canonical probability measure?
Edit: Shortly after this post it was rightly pointed out by @AntonPetrunin that the measure $\mu$ may not be unique. @R W then showed how one can construct a metric space where the limiting measure is ...
- 203
18
votes
3
answers
1k
views
Not-lonely runners
The lonely runner conjecture
has several formulations.
They all involve a number $n$ runners running on a circular track,
each with a different speeds, and the conjecture is that each runner is ...
- 151k
18
votes
3
answers
8k
views
Number of invertible {0,1} real matrices?
This question is inspired from here, where it was asked what possible determinants an $n \times n$ matrix with entries in {0,1} can have over $\mathbb{R}$.
My question is: how many such matrices ...
- 32.1k
17
votes
1
answer
732
views
Reference request: a conjecture of Rota on positive functions of a random variable
Rota and Shen's On the Combinatorics of Cumulants ends with a conjecture which I'll restate as follows:
Let $p \in \mathbb{R}[x_1, x_2, ...]$ be a polynomial such that, for any sequence $X_1, X_2, ...
- 118k
17
votes
4
answers
2k
views
Good introduction to statistics from a algebraic point of view?
There are already lots of questions on this subject like
Is there an introduction to probability theory from a structuralist/categorical perspective?
Is there a combinatorial/topological treatment ...
- 283
16
votes
3
answers
2k
views
Integration of a function over 7-sphere
Suppose we have $x_1^2 + y_1^2 + x_2^2 + y_2^2 + x_3^2 + y_3^2 + x_4^2 + y_4^2 = 1$ and we define $z_j = x_j + iy_j$, where $j = 1,\,2,\,3,\,4$.
The problem is finding or approximating the ...
- 163