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3 votes
1 answer
492 views

Random non-intersecting circles in the plane

If I give a finite region of $\mathbb{R}^{2}$ and place $k$ circles of radius $r(k)$ uniformly at random inside, are there any known results for the probability that the circles do not overlap? ...
0 votes
0 answers
454 views

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 ...
1 vote
0 answers
234 views

Strong Dependence

I don't know if this definition has been already given. Suppose $X$ and $Y$ are two random variables over finite alphabets $\mathcal{X}$ and $\mathcal{Y}$. We say $Y$ is strongly dependent on $X$ if ...
2 votes
0 answers
242 views

What transformations preserve the von Mises distribution?

The von Mises distribution is entirely defined on the circle with a density given by $$f(x) = (2\,\pi\, I_0(\kappa))^{-1} \exp(\kappa \cos(x-\mu))\ ,$$ where $x$ is in an arbitrary real interval of ...
30 votes
2 answers
1k views

Shortest path through $\sqrt{n}$ points out of $n$

Say I sample $n$ points uniformly at random in the unit square, and then I look for the shortest path through $\sqrt{n}$ of those points (rounding up, say). What happens to the length of this path as ...
12 votes
2 answers
928 views

The metric of the expected difference of random variables

Suppose we have a set of independent random variables $X_1,\ldots,X_n$ over $\mathbb{R}$. It is easy to see that $$d_{ij}=E[|X_i-X_j|]$$ satisfy the triangle inequality. Is there any study of such ...
3 votes
2 answers
207 views

Connectivity of points sampled in a grid

Suppose that I partition an $n\times n$ square into $n^2$ squares $S_1 ,\dots, S_{n^2}$ each of area $1$, and then I sample a point $X_i$ uniformly at random in each $S_{i}$. Now fix a radius $r$ and ...
4 votes
2 answers
2k views

Do Random Walks on the Hexagonal Lattice have a limit?

For every positive integer $n$, consider a regular hexagon $\mathrm{H}_n$ such that the distance of each vertex from the center is $\frac{1}{\sqrt{n}}$. That in turn induces a tiling of $\mathbb{R}^...
3 votes
1 answer
528 views

Cover a line segment randomly with smaller line segments

Covering a circle randomly with arcs has been well studied in the past (Geometric Probability - Solomon). But the problem when the circle is changed to a line segment doesn't seem to have been ...
4 votes
1 answer
275 views

Nontrivial lower bounds on Cheeger inequalities for Markov chains

For a reversible Markov chain $X_{t}$ on $\mathbb{R}^{n}$ with transition kernel $K$ and stationary distribution $\pi$, it is well-known that the `spectral gap' (basically, the size of $K$ when ...
1 vote
0 answers
245 views

Random walk conditioned on sum and last step

Can anyone help with the following (slightly weird) random walk question? I have a random walk starting at $X_0 = 1 = S_0$ where the steps $X_i$ are independent uniform random variates in $[-1,1]$. ...
1 vote
1 answer
140 views

Equivalence between choosing a subspace and choosing its orthogonal

Hi, We consider subspaces of $\mathbb{R}^N$. Suppose that we have a property called $\mbox{Prop}$ that apply to subspaces of $\mathbb{R}^N$. That is to say a function from the set of subspaces of $\...
1 vote
1 answer
902 views

Product of densities of a wrapped normal distribution

The density of a wrapped normal distribution is given by $$\frac{1}{\sigma \sqrt{2\pi} }\sum _{k=-\infty }^{\infty }\text{Exp}\left[\frac{-(\theta -\mu -2\pi k)^2}{2\sigma^2}\right]$$ Considering two ...
1 vote
0 answers
501 views

Distribution of random vectors

Two positive numbers $\alpha$ and $\beta$ are given. We are going to describe a process of choosing a random vector on the unit sphere $S$ in $\mathbb R^3$ (given by $x^2+y^2+z^2=1$). A vector $u\in ...

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