All Questions
Tagged with pr.probability mg.metric-geometry
223 questions
20
votes
3
answers
1k
views
How can I randomly draw an ensemble of unit vectors that sum to zero?
Inspired by this question, I would like to determine the probability that a random knot of 6 unit sticks is a trefoil. This naturally leads to the following question:
Is there a way to sample ...
- 747
10
votes
1
answer
673
views
A random variation on Pólya's orchard problem
Pólya's orchard problem is as follows:
"How thick must the
trunks of the trees in a regularly spaced circular orchard grow if they are
to block completely the view from the center?"
See, e....
- 105k
4
votes
0
answers
52
views
Isomorphism of Wasserstein space implies isomorphism of base spaces?
Assume $(X_i,d_i)$ are polish spaces (or compact metric spaces) for $i=1,2$.
Further assume that the 1- Wasserstein spaces $(P_1(X_1),W_1)$ and $(P_1(X_2),W_1)$ are isometrically isomorphic. Does that ...
9
votes
0
answers
242
views
Does there exist such a probability distribution?
Does there exist a probability distribution over the set $\{(x,y,z)\in[0,1]^3\colon x+y+z=3/2\}$ whose projection on each of the three coordinate axes is the uniform distribution over the interval $[0,...
- 128k
22
votes
1
answer
1k
views
Random distance matrices
My question is motivated by the following recent paper:
Gadgil, Siddhartha; Krishnapur, Manjunath, Lipschitz correspondence between metric measure spaces and random distance matrices, Int. Math. Res. ...
- 6,367
4
votes
0
answers
87
views
Statistics of random Voronoi S-tessellations
Given a locally finite set of points $\{x_1,x_2,\dots\}\subset\mathbb{R}^d$, the Voronoi cell of a point $x_{i}$, denoted by $C(x_{i})$, consists of all the points in $\mathbb{R}^d$ that are closer to ...
0
votes
0
answers
24
views
Is there a log-concave distribution not spherical symmetric s.t $ \langle X, \theta \rangle$ is almost normal for all directions $\theta$?
Klartag's results indicate that for a log-concave isotropic random vector, with high probability over $\theta$, $\langle X, \theta \rangle$ is close to a normal distribution.
It is known that for the ...
- 11
7
votes
1
answer
509
views
An order statistics problem with some interesting geometry
Let $a_n$ be a given sequence of positive numbers, and $X_n$ a sequence of independent random variables with each $X_n$ uniformly distributed on $[0, a_n]$.
Question: Let $N \geq 2$ be an arbitrary ...
- 6,223
2
votes
1
answer
81
views
Rate of convergence of random samples wrt Hausdorff distance
Let $X$ be a compact metric space with a probability measure $\mu$. We can draw random samples $X_n = \{x_1,\cdots, x_n\}$ from $X$ using $\mu$, and I am interested in the rate of convergence of $X_n$ ...
- 171
2
votes
0
answers
100
views
Distributions of random walks on boundaries of balls in hyperbolic metric spaces
Suppose $G$ is a finitely-generated non-elementary hyperbolic group and consider a symmetric random walk on the Cayley graph $\text{Cay}(G,S)$ with generating set $S$. Denote the set of points $B_{\...
- 21
9
votes
2
answers
658
views
Probability that randomly chosen balls have a nonempty common intersection
Fix some $0 < r < 1$. A collection of points $x_1, \dots, x_n$ are chosen independently and uniformly at random from the closed unit ball in $\mathbb R^d$.
What is the probability that the ...
- 13
13
votes
1
answer
484
views
A probability involving areas in a random pentagram inscribed in a circle: Is it really just $\frac12$?
This question was posted at MSE but was not answered.
The vertices of a pentagram are five uniformly random points on a circle. The areas of three consecutive triangular "petals" are $a,b,c$...
- 3,567
2
votes
0
answers
124
views
Generalization of the triangle inequality to complex exponents: What is $P\left(\left| x^{a+bi} + y^{a+bi} \right| \ge \left|z^{a+bi}\right|\right)$?
Let $x \le y \le z$ be the length of the sides of a triangle whose vertices are uniformly random on the circumference of a circle. In this question, it was proved that if $a \ge 1$, then the ...
- 5,470
5
votes
1
answer
138
views
Complexity and length
Suppose we define continuous piecewise linear functions $f$ on $[0,1]$ using your favorite programming language, or by finite automata, or by any other suitable machine. Define the complexity $H(f)$ ...
- 2,576
0
votes
0
answers
77
views
Wasserstein space isomorphic to original space?
Is there a complete measurable metric space $(X,d)$ for which its $p$-Wasserstein space $W(X)$ is isometrically isomorphic to $(X,d)$ for some $p \in [1,\infty]$?
Note that there is a canonical non-...
6
votes
0
answers
197
views
What are compact manifolds such that GROWTH (of spheres volumes) is well approximated by the Gaussian normal distribution?
Consider some compact Riemannian manifold $M$. Fix some point $p$.
Consider a "sub-sphere of radius $r$" - i.e. set of points on distance $r$ from $p$.
Consider growth function $g(r)$ to be ...
- 24.9k
3
votes
1
answer
156
views
Concentration of measure on spheres with respect to a unitary of trace approximately zero
Cross-posted from MSE, where it hasn’t received any answer yet:
This question arose out of my attempt to understand how a unitary of trace approximately zero acts on the unit sphere of a $n$-...
- 2,830
2
votes
0
answers
64
views
Limiting distribution of separated points in a unit square
Let $n$ and $r$ be fixed, and consider the following process, with $S=\emptyset$ to start:
For $i\in\{1,\dots,n\}$:
Sample a random point $X$ in the unit square.
If $X$ is a distance at least $r$ ...
- 4,049
3
votes
0
answers
228
views
Are 1-Wasserstein and 2-Wasserstein distances between multivariate normal distributions equivalent?
The $p$-Wasserstein between two measures $\nu_1$ and $\nu_2$ on $X$ is given by
$$W^p_p(\nu_{1},\nu_{2})=\underset{\pi\in\Gamma(\nu_{1},\nu_{2})}{\inf}\int_{\mathbf{\mathcal{X}}^{2}}d(x,y)^p\pi(dx,dy)$...
- 1,058
0
votes
1
answer
197
views
Area on the unit sphere swept out by big circles corresponding to a curve
For a point on the unit sphere, we know the plane perpendicular to the line through the origin and the point cuts the sphere with a big circle. When the point moves along a sphere curve, the ...
- 45k
47
votes
7
answers
5k
views
Intuitive proof that the first $(n-2)$ coordinates on a sphere are uniform in a ball
It is a classical fact that if $(x_1,\ldots,x_n)$ is a random vector uniformly distributed on the sphere $S^{n-1} \subseteq \mathbb{R}^n$, then the random vector $(x_1,\ldots,x_{n-2})$ is uniformly ...
- 6,035
15
votes
0
answers
398
views
Will a unit disk be completely covered by randomly placed disks of area $\pi,\frac{\pi}{2},\frac{\pi}{3},\dots$ with probability $1$?
On a "bottom" disk of area $\pi$, we place "top" disks of area $\pi,\frac{\pi}{2},\frac{\pi}{3},\dots$ such that the centre of each top disk is an independent uniformly random ...
- 3,567
5
votes
0
answers
184
views
Question about $n$ random points in a regular polygon, and a limiting probability
Suppose we choose $n$ uniformly random points in a disk, then draw the smallest circle that encloses all of those points. There is evidence suggesting that the probability that the enclosing circle is ...
- 3,567
6
votes
1
answer
180
views
Expected value of the length of the shortest non-zero vector in a lattice?
$\DeclareMathOperator\SL{SL}$What is the expected value of the length of the shortest non-zero vector in a (unimodular) lattice? I.e., let $G=\SL_n(\mathbb{R})$ with Haar measure $\mu$, $\Gamma=\SL_n(...
- 2,183
11
votes
2
answers
1k
views
Is it a coincidence that the universal parabolic constant shows up in the solution to square point picking?
The expected distance $d$ of randomly selected points within a unit square to the square's center is
$d = \frac{1}{6} P$
where P is the universal parabolic constant
$P = \sqrt{2} + \ln{\left(1+\...
1
vote
0
answers
83
views
Closed form volumes for intersecting modified cylinders
This question is somewhat related to the question Intersecting cylinders, but where the cylinders are now modified to orbifolds in the hypercube with singularities occurring at the vertices of the ...
- 383
8
votes
4
answers
2k
views
How to interpret couplings in optimal transport?
Let $\mu$ and $\nu$ be two measures on some (at least measurable) space $X$. In optimal transport theory, Monge's problem to
$$ \text{minimize} \quad \int c(x,T(x))\mu(dx) \quad \text{over measurable ...
0
votes
0
answers
79
views
Geometry of inner products between the unit vector and several given vectors
Let $\mathcal{S}$ denote the set of all unit complex-valued $d$-dimensional vectors, i.e.,
$$
\mathcal{S} \triangleq \left\{ \mathbf{s}\in \mathbb{C}^{d} \mid \mathbf{s}^{\mathrm{H}}\mathbf{s}=1 \...
- 12.9k
11
votes
3
answers
565
views
Is Stoch enriched in Met?
Let $\mathsf{Stoch}$ denote the Kleisli category of the Giry monad. That is, $\mathsf{Stoch}$ is a category whose objects are measurable spaces and for which a morphism $f\in\mathsf{Stoch}(X,Y)$ is a ...
- 399
3
votes
0
answers
187
views
Approximating any $d$-dimensional convex shape that occupies a constant fraction of its bounding box with a polytope having $\mathrm{poly}(d)$ facets
Given any convex set $A\in\mathbb{R}^d$, we denote by $V(A)$ its $d$-volume. Furthermore, given any two convex sets $A_1,A_2\in\mathbb{R}^d$, we denote by $V_{A_1,A_2}$ the $d$-volume of the symmetric ...
- 1,677
7
votes
0
answers
162
views
Approximating any convex shape in $\mathbb{R}^d$ with a polytope having $\mathrm{poly}(d)$ facets
We denote by $V(A)$ the $d$-volume of any convex set $A$. Furthermore, given any two convex sets $A,B\in\mathbb{R}^d$, we denote by $V_{A,B}$ the $d$-volume of the symmetric difference $V\left(A \...
- 1,677
2
votes
1
answer
190
views
Estimating the volume of a convex shape in higher dimensions based only on normal sections
We are given a $d$-dimensional convex shape $S$ inscribed in the hypercube $[-1,1]^d$. We want find an approximation of its volume based only on a set of curves given by the intersection of the $S$ ...
- 10.6k
5
votes
1
answer
430
views
Volume of a shape whose boundary consists of portions of spheres symmetrically placed about the origin in $d\gg 1$ dimensions
We are given a convex shape $S$ in the $d$-dimensional Euclidean space, whose boundary is formed by portions of $2d$ different spheres, one portion per sphere. The radius of each sphere is the same, $...
- 1,677
5
votes
1
answer
698
views
Lower bound for mutual inner products of N random unit vectors in $\mathbb{R}^n$, N > n
I have $N$ independent random unit vectors $\{v_i\}$ in $\mathbb{R}^n$, where N > n. I need a concentration inequality of the form
$$\text{P}(|v_i \cdot v_j| > \epsilon \,\,\,\, \forall i, j = 1, \...
CommunityBot
- 1
3
votes
1
answer
218
views
Bounding the number of facets of a polytope to approximate a given convex shape in higher dimensions
We are given a convex shape $S$ lying inside the hypercube $[0,1]^d$ in the $d$-dimensional Euclidean space. Let the volume $V(S)$ of $S$ be $\tfrac12$ (I guess nothing changes for any other fixed ...
- 60.5k
4
votes
0
answers
144
views
Approximation of a convex shape in the $d$-dimensional Euclidean space for $d\gg 1$
We are given a convex shape $C$ lying inside the hypercube $[0,1]^d$ in the $d$-dimensional Euclidean space. Let the volume of $C$ be $\tfrac12$ (I guess nothing changes for any other fixed constant ...
- 1,677
7
votes
1
answer
186
views
$d$-ball approximation for $d\gg 1$ with a convex hull of random points on its boundary
Given a $d$-ball $\mathcal{S}^{d}$, let $P_n$ a set of $n$ points selected uniformly at random on the boundary $\mathcal{S}^{d-1}$ of $\mathcal{S}^{d}$. Let $\mathcal{C}_n$ the convex hull of $P_n$. ...
- 1,043
11
votes
1
answer
323
views
Probability distribution for the number of triangles containing the center of a circle
Pick $n$ points randomly on a circle centered at the origin. Let $X$ be the number of the ${n \choose 3}$ triangles with those vertices that contain the origin in their interior. For fixed $n$, what ...
- 506
11
votes
2
answers
2k
views
Wasserstein distance in R^d from one dimensional marginals
This question occurred to me while I was reading Klartag's papers on central limit theorems for convex bodies.
Given probability measures $\mu$, $\nu$ on (the Borel $\sigma$-field of) $R^d$ with ...
- 4,713
0
votes
1
answer
247
views
Projecting a given point onto a random $2$-dimensional plane in more than $3$ dimensions
We are given $\mathbf{p}\in\mathbb{R}^d$, where $d\gg 1$. Let $\mathbf{v}$ be a point selected uniformly at random from the unit $(d-1)$-sphere $\mathcal{S}^{d-1}$ centered at the origin $\mathbf{0}\...
- 1,677
1
vote
1
answer
288
views
Probability that three vectors of a unit sphere lie on one side of a hyperplane if angle between the vectors are given
As the title says, How to find the probability of vectors a, b, c, on some unit sphere, all lies on same side of some hyperplane passing through the origin. Information present are the angles between ...
- 128k
5
votes
0
answers
74
views
Concentration bound on additive functions with constraints
Given a family of sets $F \subseteq P(\{1,\ldots,n\})$. I define the function $f_F:[0,1]^n \rightarrow R$ to be $f_F(x_1,\ldots,x_n)= \max_{S \in F} \sum_{j \in S} x_j$.
Given a series of independent ...
- 63.9k
3
votes
1
answer
350
views
Talagrand's inequality for L1 norm
I have a series of $n$ independent random variables $X_1,\ldots, X_n$, each with the support $[0,1]$, and a monotone convex function $f:\mathbb{R}^n \rightarrow \mathbb{R}$ that is 1-Lipshitz in L1 ...
- 63.9k
1
vote
1
answer
115
views
Approximating the probability of a half-space using random Voronoi diagrams
Fix a half-space $H = \{x_1 \geq 0: ~ (x_1,\dots,x_n) \in \mathbb{R}^n\}$. Let $p$ be a distribution with support in $\mathbb{R}^n$. I am interested in the following way of estimating the weight $p(H) ...
- 33
1
vote
0
answers
153
views
Is there a polynomial expression for the volume of the following set?
Denote the unit $\ell_2$ ball in $\mathbb{R}^n$ as $\mathcal{B}_n$. It is widely kown that for a convex body $\mathcal{K}\subseteq \mathbb{R}^n$, the $n$-dimensional volume of the parallel body $\...
- 550
2
votes
2
answers
248
views
On an angle distribution of a random linear subspace of a given dimension
$\newcommand\R{\mathbb R}$ Let $u$ be a fixed unit vector in $\R^n$, and let $\Pi_u$ be the hyperplane in $\R^n$ with normal vector $u$. Let $B$ be the (say open) unit ball in $\R^n$ centered at the ...
- 23.2k
9
votes
1
answer
338
views
Visibility in a growing orchard
This is a variant on Polya's orchard problem.1,2
Suppose trees are planted randomly in the plane.
The question is: How many trees are visible from the origin as
their radii grow?
More precisely, ...
- 453
4
votes
1
answer
474
views
Wasserstein distance to the set of Gaussians ; Boltzman dissipation rate
I am interested in the $2$-Wasserstein distance for probabilities over ${\mathbb R}^n$,
$$W_2(\mu,\nu)=\left(\inf\int_{{\mathbb R}^n\times{\mathbb R}^n}|w-v|^2\pi(v,w)\right)^{1/2}$$
where the infimum ...
- 555
40
votes
5
answers
5k
views
"Entropy" proof of Brunn-Minkowski Inequality?
I read in an information theory textbook the Brunn-Minkowski inequality follows from the Entropy Power inequality.
The first one says that if $A,B$ are convex polygons in $\mathbb{R}^d$, then
$$ m(...
- 716