All Questions
9,497 questions
-2
votes
2
answers
387
views
Equality of two conditional expectations
I would like to show that for any random variable $X$ and $Z$ such that $X$ and $Z$ are independent and for any measurable functions $f$ and $g$,
$$ \mathbb E \left[ f(g(X),Z) | g(X) \right] = \...
- 19
-2
votes
1
answer
283
views
How to work with infinite random graph(s) ?
Hi,
In the case where we are dealing with an infinite random graph (RG with infinite nodes).
How do we model/work with notions like degrees, degree distribution ? How are they defined ?
Thanks!
- 167
-2
votes
1
answer
292
views
Probability distribution needed [closed]
Let me clarify my needs. The PDF must comply to:
1. The mean is always in the shorter tail
2. Should have an inverse function
3. Be defined in the interval [0, 1]
4. Should have a shape parameter that ...
-2
votes
1
answer
43
views
$E(\mathbf{y}|\mathbf{x}+\mathbf{z})=g(\mathbf{x})$ almost surely, if $\mathbf{z}\perp \!\!\! \perp \{\mathbf{y},\mathbf{x}\}$ jointly?
Let $\mathbf{y},\mathbf{x}$ and $\mathbf{z}$ be real-valued random vectors with possibly different dimensions.
If $\mathbf{z} \perp\!\!\!\perp \{\mathbf{y},\mathbf{x}\}$ (i.e., $\mathbf{z}$ is ...
- 193
-2
votes
1
answer
208
views
Giving meaning to and solving a second-order stochastic differential equation with white noise
I have encountered a second-order stochastic differential equation (SDE) of the form:
$$
\frac{d^2 T}{dr^2} = (1 + W(r)) (r - A)(r - B)$$
where $r \in (A, B)$ and $W(r)$ is, for example, white noise. ...
- 31
-2
votes
2
answers
280
views
Balls into bins with random number of balls
In the classical balls into bins we throw $m$ balls into $n$ bins. We throw the balls independently of each other and the probability of choosing the bins is uniform. For $n=m$ it is known that the ...
-2
votes
1
answer
247
views
Minimum number of people such that 2 can be expected to sit next to each other [closed]
We are given a large, round table with $n$ seats. It is easy to see that whenever $p\geq \text{int}(\frac{n}{2}) + 1$ people are seated, at least $2$ people will sit next to each other (here $\text{...
- 48.8k
-2
votes
1
answer
190
views
Dixon's Theorem [closed]
I am going through a sketch of the proof of Dixon's Theorem (the probability that two randomly chosen elements of A_n generate A_n -> 1 as n -> infinity) due to M. Liebeck and its underlying idea is ...
- 65
-2
votes
1
answer
347
views
Forms of multivariate CLT [closed]
I am looking for a good reference for differnt kinds of multivariate central limit theorems. I was wondering how far the i.i.d. condition of the standard multivariate clt can be relaxed, as in can the ...
-2
votes
1
answer
890
views
Determine noise distribution [closed]
I'm trying to solve the following least squares problem:
$\underset{x}{\text{min}} ||Ax - \tilde{b}||_2$
where $Ax = b$ and $\tilde{b} = b + w$
Question:
How do I determine which probability ...
- 35
-2
votes
2
answers
2k
views
probability of subset sum after rolling dice 4 times [closed]
If we roll 4 dices (fair), what is the probability of "sum of subset" being 5. e.g. 1432,1121, 2344, 2354 have a subset sum of 5. Can you illustrate how to calculate this.
- 1
-2
votes
1
answer
152
views
Branching process with varying offspring distribution at each step
Consider a simple branching process $Z_0,Z_1,Z_2...$ such that at every discrete step, a particle splits into $k\geq1$ particles where $k$ follows a discrete distribution with probability mass $p(k)$.
...
- 109
-2
votes
1
answer
181
views
Stationary distribution of a weighted directed acyclic graph
Is there any way to calculate the equilibrium (stationary) distribution for a weighted directed acyclic graph?
Some references emphasized adjacency matrix to be symmetric.
https://arxiv.org/abs/1012....
-2
votes
1
answer
108
views
If a sequence of measures is weakly convergent outside each compact ball, the sequence itself is weakly convergent
Let $E$ be a $\mathbb R$-Banach space and $\mathcal M_+(E)$ denote the space of finite nonnegative measures on $\mathcal B(E)$.
If $\lambda\in\mathcal M_+(E)$, let $$\left.\lambda\right|_\delta(B):=\...
- 167
-2
votes
1
answer
83
views
Ensemble averaging in a random graph (or network) in the large $N$ limit [closed]
I have a random graph/network described by the adjacency matrix $(a_{ij})_{N\times N}$ where $a_{ij}=1$ with probability $p$. Each node in the graph is associated with a continuous quantity $\eta_i=\...
- 137
-2
votes
1
answer
307
views
If a sequence $X_n$ of RVs converges in probability to $X$, does the sequence $\mathbb{E}(X_n)$ also converge to $\mathbb{E}(X)$? [closed]
I couldn't find the answer in literature so any idea would be helpful.
-2
votes
1
answer
62
views
If $X$ is discrete and $Z,W$ are discrete or continuous, is it always the case that $P(X=x\mid Z) \geq P(X=x\mid Z,W)$? [closed]
Suppose $X$ is discrete and $Z,W$ are discrete or continuous, I am wondering if it is always the case (or at least non-trivially) that
$$
P(X=x\mid Z) \geq P(X=x\mid Z,W)
$$
for all $x\in X$.
It ...
- 97
-2
votes
1
answer
103
views
Estimating expectation of a slightly strange sum
Let $X$ be a random variable with support on the positive integers (you can assume $\mathbb{E}[X^2] <\infty$ if needed, or even higher moments if needed), and let $S(i)=\mathbb{P}(X\geq I)$. ...
- 516
-2
votes
1
answer
92
views
Existence or impossibility of Gaussian factory
Gaussian factory problem: given an iid sequence $x_i \sim \mathcal{N}(\mu,\sigma^2)$, $i=1,2,\dots$, with $\mu$ and $\sigma^2$ both unknown, construct a realization $y \sim \mathcal{N}(0,1)$.
-2
votes
1
answer
113
views
Demonstrations on an $L^1$ martingale [closed]
If $(X_n,\mathcal{F_n})_{n\in \mathbb{N}}$ is a martingale such that $\forall$ n $\in \mathbb{N}, \frac{X_{n+1}}{X_n}\in L^1$ How can be demonstrated that:
$\mathbb{E}[\frac{X_{n+1}}{X_n}]=1$ and ...
- 9
-2
votes
1
answer
457
views
Expectation of random integral of deterministic function
Suppose I have some random variable $W$ along with its expectation $\mathbb{E}[W]$. My goal it to compute the integral
\begin{equation}
\mathbb{E}\left[\int_{0}^{W}f(t)dt\right] = \int_{0}^{\mathbb{E}...
- 48
-2
votes
1
answer
224
views
using jensen's inequality
Suppose we have an expression
f(x, h(x,y)), for some function f and h, and x, y are random variables,
now we know that the function f(a, b) is concave w.r.t. a for given b. Can we use Jensen's ...
-2
votes
1
answer
248
views
for examples in probability [closed]
Give an example satisfying the following conditions:
give out a sequence of random variables defined on a probability space, and a sub sigma algebra: the sequence converges almost surely to a limit ...
- 105
-2
votes
2
answers
245
views
Evaluate a fair game [closed]
I'm not a mathematician, so my question may be not so clear, sorry.
Let's say we toss up an ideal coin and win 1 dollar on heads and lose 1 dollar on tails. So, expected value is M = 1×0.5 &...
- 1
-2
votes
0
answers
57
views
Bounding Pr(SS ′ <0) for the Product of Two Random Variables, given Their Means, Variances and covariance [closed]
I am working with two random variables S and S', for which I know their means E[S] and E[S'], their variances, Var(S) and Var(S′), as well as their covariance, Cov(S,S′). Additionally, I have ...
- 1
-2
votes
0
answers
52
views
Density of squared bessel process
I was trying to find a transition density function for a squared Bessel process. In the book "Continuous martingale and Brownian motion" by Revuz and Yor, I find a Corollary on page 441 that ...
- 11
-2
votes
1
answer
118
views
In which cases $E(e^{t S_n S_m})$ converges to $E(e^{t X Y})$
Suppose that $S_n$ and $S_m$ are two random binomial variables, which are independent and with the same distribution parameter $p$. I am wondering, in which cases $E(e^{t S_n S_m})$ converges to $E(e^...
-2
votes
1
answer
121
views
Brownian motion and Durret book [closed]
I have a problem to understand the following simple definition in Durrett book: Brownian motion and martingales in analysis. What does the following mean: $T = \inf \{t: B_t \in A\}$. It seems to ...
- 719
-2
votes
1
answer
47
views
Using common samples to numerically estimate pairwise equality of three random variables
Let $X,Y,Z$ be three discrete random variables which I can numerically sample. I need to numerically estimate the probability that $X=Y$ and the probability that $X=Z$. I would like to know whether ...
-2
votes
1
answer
298
views
If $(X_n+Y_n)$ has bounded variance, is the same true for $(X_n)$ and $(Y_n)$? [closed]
Let $(X_n)$ and $(Y_n)$ be two sequences of random variables defined on the same probability space such that the variance of all components $X_n$, $Y_n$ is finite and the sequence of variances of $X_n+...
- 235
-2
votes
3
answers
2k
views
Convergence of a markov matrix
Consider a markov chain matrix P of size n x n (n states).
P is known to be:
1- Not irreducible (i.e. there exist at least a pair of states i, j such that we cannot go from i to j)
2- Not all ...
- 27
-3
votes
1
answer
154
views
Proving that $P($$\{\text{$a$ and $b$ are co-prime}$ }$)=0$ for $a,b$ following the Uniform distribution over $[n, 2n]$ as $n \rightarrow \infty$
I have been working on a problem concerning the "line of sight" from a fixed integer co-ordinate — let's say $(0,0)$ — to a variable co-ordinate $(a,b)$. Having a line of sight means that ...
- 147
-3
votes
1
answer
332
views
Convergence Question [closed]
If $\alpha _{n}\rightarrow \alpha$, then how does one show that for any j=1,2,... and $\epsilon> 0$, if $sup\int \left | x \right |^{j+\epsilon }d\alpha _{n}<\infty$, then $\int x^{j}d\alpha _{n}...
- 1
-3
votes
3
answers
628
views
Roulette probability [closed]
I'm looking for some knowledge on probability, I've scoured the net but I can't really grasp the answer.
I was having a discussion with a co-worker about roulette probability. He says that at any ...
-3
votes
1
answer
144
views
Count arrangements with pairs of attacking kings [closed]
I have a $1\times n$ chessboard and $2$ pairs of kings in it. Both components of each pair of kings must be adjacent in the chessboard, that is, they must be attacking.
Now, I want to calculate the ...
- 47
-3
votes
1
answer
123
views
Are the first 4 statistical moments independent? [closed]
Are the first 4 statistical moments independent? Is there a mathematical demonstration that can show independence one from each other? Can the value of one moment influence the value of another? If so,...
- 11
-3
votes
2
answers
156
views
Getting almost certainty from uncountably many low-probability events
Let $(\Omega,\Sigma,\mathbb{P})$ be a complete probability space, $B\subseteq X$ be a non-empty Borel subset of a polish space $X$, $A$ be an uncountable indexing set, and $\{X_{\alpha,n}\}_{a \in A, ...
- 5,405
-3
votes
2
answers
450
views
Expected values of two random variables related to a simple urn problem
In an urn there are $u$ balls, $b$ of which are black.
If we perform $n$ trials of one ball at a time with replacement, the probability of the event $E$ to get $n$ times a black ball is $P(E)=\left(\...
- 145
-3
votes
1
answer
960
views
how to formalize a notion of symmetric set difference probability? [closed]
I saw in a paper an argument, that seems simple. (Let $\triangle$ be the triangle operator of symmetric set difference between two sets)
It states that if $P(A \triangle B) < \epsilon$, for some ...
-3
votes
1
answer
440
views
Conditional expectation [closed]
Given E[v|X=x]=g[x] and the pdf of X (f[x]), how to calculate E[v|x>=x0]? The pdf of V or the joint pdf of V,X are unknown. My guess is that this problem has no solution.
- 19
-3
votes
1
answer
117
views
Combinatorial meaning of a reduced fraction in a simple probability problem?
A routine exercise for undergraduates says: Given that the number of successes in $20$ independent Bernoulli trials was $8,$ what is the conditional probability that exactly $3$ of those $8$ successes ...
-3
votes
0
answers
133
views
Approximation on Dirichlet's arithmetic progression by means of central limit theorem
In this video lecture on
Number theory over function fields taught by Will Sawin
is presented a 'conceptional' reason for error estimation
$\#\{p \in \Bbb P: p =a \ \text{mod} \ N, p <x \}
=\frac{1}...
- 619
-3
votes
1
answer
318
views
Porbability of selecting balls from boxes [closed]
There are three boxes. B1, B2, B3 The probability of selecting them is 0.2, 0.2 , 0.6 respectively.
B1 contains 3 red balls and 7 green balls.
B2 contains 5 red balls and 5 green balls.
B3 contains ...
-4
votes
1
answer
66
views
Can we say that $\{f_n\}\text{ is uniformly integrable over }E\setminus (\cap_p B_p)$? [closed]
Let $(E,\mathcal{A},\mu)$ be probability space and $\{f_n\}$ be sequence of functions such that
$$
\sup_n\int_{E}|f_n|d\mu<+\infty.
$$
Let $\{B_p\}$ be a sequence non-increasing in $\mathcal{A}$...
- 115
-5
votes
2
answers
648
views
Another question on Øksendal's book
Hi
On page 98 "Stochastic differential equations" of Øksendal, 6th edition,
the author writes that $$\int_{0}^{u}\Big(\int_{0}^{t}\frac{\partial}{\partial t}f(s,t)dR_{s}\Big)dt=\int_{0}^{u}\Big(\...
- 281
-5
votes
1
answer
149
views
Lottery in O(1) per participant
Goal: implement in $O(1)$ per participant a lottery where each participant has some large number of tickets, and the best (e.g. least) one wins, without actually burning electricity in proportion to ...
- 99
-6
votes
2
answers
2k
views
Is there a transformation or a proof for these integrals?
Here are certain weighted Gaussian integrals I have encountered for which numerical computation reassures equality.
Question. Is this true? If so, is there an underlying transformation or just a ...
- 43.2k