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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
9 votes
1 answer
642 views

Twisted random walks

Suppose the points of two random walks in $\mathbb{R}^2$ are given the step number (or time) as a third coordinate, so that they become paths in $\mathbb{R}^3$. Here are several pairs of walks of $n=...
Joseph O'Rourke's user avatar
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 ...
Mark Meckes's user avatar
  • 11.4k
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(...
john mangual's user avatar
  • 22.8k
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 ...
Kellar's user avatar
  • 335
21 votes
2 answers
1k views

Probability that a convex shape contains the unit ball

This probability problem seems interesting and I don't know if it has been solved before. If you pick $n$ points uniformly at random from the surface of a $d$ dimensional sphere of radius $r>1$ ...
Simd's user avatar
  • 3,377
17 votes
2 answers
406 views

Random rings linked into one component?

Let $S$ be a sphere of unit radius. Let $C_n$ be a collection of unit-radius circles/rings whose centers are (uniformly distributed) random points in $S$, and which are oriented (tilted) randomly (...
Joseph O'Rourke's user avatar
16 votes
1 answer
1k views

Random polycube shapes

I am wondering if it is hopeless to obtain any firm results on the following model of a "random polycube shape." First, a polycube in $\mathbb{R}^3$ is a connected face-to-face gluing of unit cubes. (...
Joseph O'Rourke's user avatar
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 $P_n$. ...
Penelope Benenati's user avatar
32 votes
5 answers
6k views

What is a good method to find random points on the n-sphere when n is large?

As part of a more complex algorithm, I need a fast method to find random points of the n-sphere, $S^n$, starting with a RNG (random number generator). A simple way to do this (in low dimensions at ...
Dick Palais's user avatar
  • 15.3k
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 ...
Dustin G. Mixon's user avatar
20 votes
5 answers
1k views

Probability that biggest area stays greater than 1/2 in a unit square cut by random lines

The square $[0,1]^2$ is cut into some number of regions by $n$ random lines. We can chose these random lines by randomly picking a point on one of the four sides, picking another point randomly from ...
Pierre Humbert Leblanc's user avatar
19 votes
1 answer
448 views

Precise estimate for probability an $n$-point set has diameter smaller than $1$

This question was inspired by an earlier question that I answered but would like a more precise bound for. Consider random points $x_1, \dots, x_n$ in the unit ball in $\mathbb R^d$, uniformly and ...
Will Sawin's user avatar
  • 148k
19 votes
3 answers
931 views

Is the circle in the square best at avoiding random lines?

This question is inspired by a recent one (and takes a great deal from the answers there). Given a convex subset $\Delta$ of the unit square, let $p(\Delta)$ be the probability that a random line does ...
Aaron Meyerowitz's user avatar
16 votes
3 answers
2k views

A random walk on random lines

I am wondering if this random walk remains finite with positive probability. Start with three lines $A,B,C$ that are extensions of an equilateral triangle. Let $p_0$ be one corner. Generate a line $...
Joseph O'Rourke's user avatar
13 votes
1 answer
10k views

KL divergence and mixture of Gaussians

Do we have an exact formula to compute the KL divergence between 2 mixtures of Gaussians (i.e convex combinations of a finite number of Gaussian distributions)? If not exactly known, are there good ...
gradstudent's user avatar
  • 2,246
11 votes
2 answers
3k views

Limit of distance between two random points in a unit $n$-cube

What is the limit, as $n \to \infty$, of the expected distance between two points chosen uniformly at random within a unit edge-length hypercube in $\mathbb{R}^n$? For $n=1$, the average distance ...
Joseph O'Rourke's user avatar
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 ...
Roberto Imbuzeiro Oliveira's user avatar
10 votes
4 answers
904 views

The distribution of the shortest path through $n$ points

In the big picture, I'd like to know: if I sample $n$ points uniformly at random in the unit square, what is the probability that the shortest path that visits each one of them is very small? More ...
Will Schaefer's user avatar
10 votes
3 answers
2k views

Mean maximum distance for N random points on a unit square

Following up on Mean minimum distance for N random points on a one-dimensional line and Mean minimum distance for N random points on a unit square (plane), I have the following questions. Given N ...
Silvia's user avatar
  • 193
10 votes
1 answer
494 views

Ping-pong progress through a quincunx

A quincunx or Galton board consists of staggered pegs from which ping-pong balls bounce and eventually display a binomial / normal distribution in catch-bins. I am wondering if the downward progress ...
Joseph O'Rourke's user avatar
10 votes
2 answers
389 views

Tangled random triangles: One giant component?

Suppose you have $n$ triangles whose corners are random points on a sphere $S$ in $\mathbb{R}^3$. Viewing the triangles as built from rigid bars as edges, two triangles are linked if they cannot be ...
Joseph O'Rourke's user avatar
10 votes
2 answers
797 views

Fitting a mesh to a density function

Suppose I have a probability density function defined on a region in the plane (in my case, the pdf is of the form $f(x) = \alpha\|x\|^{-\beta}$, and the region is the unit disk). For large $N$, is ...
John Gunnar Carlsson's user avatar
10 votes
2 answers
847 views

Minimum separation among $m$ random points on an $n$-dimensional unit sphere

Consider $m$ points $v_1, \ldots, v_m \in R^{n}$, which are uniformly distributed on the $n$-dimensional unit sphere $S^{n-1} = \{v:\|v\|_2 = 1\}$. Let the minimum separation be $$ \rho = \min_{i,j\in{...
Minkov's user avatar
  • 1,127
9 votes
1 answer
2k views

Uniform sampling from general simplex with a twist

This is part of a question I had asked elsewhere, and then some of the links redirected me to CS stack exchange. Given $0\leq a_1\leq\dots\leq a_D\leq1$ (all strictly positive), I want to draw points ...
Juanito's user avatar
  • 221
8 votes
1 answer
270 views

Sizes of connected components from a random choice in a grid

This is inspired by the illustration in this recently updated question. So we take a (fairly big) $n$ and an $n \times n$ grid where we draw at random one diagonal in each of the $1 \times 1$ squares. ...
Wolfgang's user avatar
  • 13.4k
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 ...
Nate River's user avatar
  • 6,213
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 \...
Penelope Benenati's user avatar
7 votes
1 answer
757 views

Length of nearest neighbor path in travel salesman problem

Given $n$ nodes uniformly distributed in $[0,1]^2$, consider the nearest neighbor algorithm to solve traveling salesman problem, i.e., each time I select the nearest neighbor not visited so far as the ...
lchen's user avatar
  • 367
6 votes
2 answers
497 views

Average distance of the mean of $n$ random complex numbers in a unit disc

Let $z_1,z_2,\dots,z_n$ be $n$ complex numbers distributed uniformly and randomly over the unit disc $x^2+y^2 \leq 1$. Let $z$ be the complex number defined by the mean of the of these numbers,that ...
AgnostMystic's user avatar
5 votes
0 answers
266 views

Throwing darts at a barn and putting a bullseye around them in higher dimensions

Let $X \in \mathbb R^d$ be a large domain (a ball of radius $r$ for $r$ large should suffice) Let $B$ be a ball of radius $1$. Consider the ratio $$ \frac{ \left| \left\{ x_1,\dots,x_n \in X \mid ...
Will Sawin's user avatar
  • 148k
5 votes
1 answer
389 views

Maximizing $\iiint|(x-z)\times(y-z)|d\mu d\mu d\mu$ over probability measures on the unit circle

What probability measure(s) maximize the quantity $\iiint_{\mathbb{S}^1}|(x-z)\times(y-z)|d\mu(x)d\mu(y)d\mu(z)$? The answer appears to be uniform measure, since informally it appears better to have ...
Josiah Park's user avatar
  • 3,209
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 ...
Penelope Benenati's user avatar
4 votes
0 answers
756 views

Tangent space and gradient on subspace of Wasserstein space given by finitely supported measures

Let $\mathcal{P}_2(M)$ be the 2-Wasserstein space over some Riemannian manifold $(M,g)$ (connected, complete, and without boundary). Let $\mathcal{FP}_2(M,n)$ be the subspace of probability measures ...
S.Surace's user avatar
  • 1,675
3 votes
1 answer
197 views

Three-dimensional Apollonian spirals

Given mutually (externally) tangent spheres $S_1$, $S_2$, $S_3$, $S_4$, let $S_n$ be the unique sphere externally tangent to $S_{n-1}$, $S_{n-2}$, $S_{n-3}$, and $S_{n-4}$ for $n \geq 5$. Let $P_{\...
James Propp's user avatar
  • 19.7k
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 ...
Nilotpal Kanti Sinha's user avatar
2 votes
2 answers
331 views

what's the best way to characterise the distribution of prime elements in simple perfect squared squares

DEFINITIONS: A squared rectangle is a rectangle dissected into a finite number, two or more, of squares, called the elements of the dissection. If no two of these squares have the same size the ...
Stuart Anderson's user avatar
2 votes
0 answers
159 views

Maximizing $\iiint|(x-z)\times(y-z)|d\mu d\mu d\mu$ over probability measures on the unit sphere

This is a follow-up question to the one asked here (the unit circle case). What probability measure(s) maximize the quantity $\iiint_{\mathbb{S}^2}|(x-z)\times(y-z)|d\mu(x)d\mu(y)d\mu(z)$? The ...
Josiah Park's user avatar
  • 3,209
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 ...
Iosif Pinelis's user avatar
0 votes
0 answers
113 views

How much a probability distribution is non-uniform in a convex subspace of $\mathbb{R}^d$?

I know a number of (standard and well known) ways to measure the distance between two probability distributions and, more in general, to quantify how much one is far from another. Could you please ...
Penelope Benenati's user avatar