All Questions
54 questions
2
votes
1
answer
208
views
Proving an exponential sum inequality for symmetric Hamming distance sequences in binary vectors
Background: Let $X = \{0,1\}^k$ represent the set of all binary vectors of length $k$. For two binary vectors $x, y \in X$, the Hamming distance $d_H(x, y)$ is defined as the number of positions where ...
- 349
1
vote
0
answers
44
views
Constrained random sampling from partitioned sets with quotas
Let $D$ be a finite set, $\mathcal{P} = \{D_{i,j}\}_{(i,j) \in I \times J}$ a partition of $D$, $N: J \to \mathbb{N}$ a quota function, and $k \in \mathbb{N}^+$. A subset $F \subseteq D$ is considered ...
- 11
1
vote
2
answers
306
views
Joint moments like $\tau(XYXYXY)$ in terms of individual moments of free variables $X,Y$
Terry Tao RMT book has the following formula for joint moment of freely independent random variables $X,Y$ in Section 2.5
$$\tau(XYXY)=\tau(X)^2\tau(Y^2)+\tau(X^2)\tau(Y)^2-\tau(X)^2\tau(Y)^2$$
...
- 2,242
0
votes
0
answers
82
views
High probability bound on number of sparse solutions to Gaussian linear system
Suppose we have a random matrix $A \in \mathbb{R}^{m \times n}$ with all entries i.i.d. from the standard Normal distribution $\mathcal{N}(0, 1)$. Suppose $k$ divides $n$, and let $S \subseteq \mathbb{...
- 43
0
votes
1
answer
231
views
Concentration inequalities for random sampling without replacement
Let a population $C$ consist of $N$ values $c_1, c_2, \cdots, c_N$, with $c_i\in \{0,1\}$. Let $X_1, X_2, \cdots, X_n$ denote a random sample without replacement from $C$ and let $Y_1, Y_2, \cdots, ...
- 105
0
votes
0
answers
55
views
Modeling player interactions in multi-dimensional rating systems
In traditional rating systems (such as Elo), a player's strength is represented by a single scalar value, which is assumed to be consistent across different opponents. However, in some games, the ...
- 1
2
votes
0
answers
68
views
What is an efficient non-adaptive group testing scheme if the number of defectives, $d$, grows proportionally to the number of items, $n$?
Suppose that for some $p \in \left(0, 1\right)$ and some $n \in \mathbb{N}$, we have $n$ independent Bernoulli random variables, $X_{1}, X_{2}, \dots, X_{n}$, each with mean $p$. We shall call $X_{1}, ...
1
vote
1
answer
199
views
Rademacher complexity for a family of bounded, nondecreasing functions?
Let $\{\phi_k\}_{k=1}^K$ be a family of functions mapping from an interval $[a, b]$ to $[-1, 1]$.
That is, $\phi_k \colon[ a,b] \to [-1, 1]$ are nondecreasing maps on some finite interval $[a, b] \...
- 420
1
vote
1
answer
318
views
How to calculate this limit (if exist)?
I have just asked the calculation of the following summation see here $$S(a,b,m,n_1,n_2)=\sum_{k=0}^m a^k b^{m-k} {n_1\choose k} {n_2\choose m-k}, $$
which is motivated by the calculation of the ...
- 57
0
votes
1
answer
116
views
What's the cumulative probability of these particular bags of liquorice allsorts?
After eating a bag of liquorice allsorts in one sitting, as one does, I noticed that it had contained an unusual amount of brown ones (which, you will agree, are an abomination that should never have ...
- 123
2
votes
1
answer
165
views
Is a random $(r+1,r)$-biregular bipartite graph $r$-edge connected w.h.p?
A uniformly random $r$-regular bipartite graph on $n$ vertices is known to be $r$-edge connected. That is, with high probability as $n$ grows large, the minimum size of a cut in a random $r$-regular ...
- 153
2
votes
1
answer
118
views
Calculate the discrete probability of x number of good outcomes occurring before y number of bad outcomes
I have a grid of 16 tiles face down. Half are good outcomes and half are bad outcomes. How would I calculate the probability of picking x number of Good outcomes before y number of bad outcomes are ...
- 23
2
votes
1
answer
199
views
Do enough permutations of an initial set probably cover most permutations?
Fix $\alpha, \epsilon \in(0,1)$. Take $(S_n)_n$ to be any sequence of sets with each $S_n$ containing $ \lceil (n!)^\alpha\rceil$ permutations of $n$ elements. Also build another sequence of sets $(...
3
votes
2
answers
488
views
Question about a new pseudo-random number generator
While investigating non-periodic RNG's (random number generators) for irrational numbers, I came up with a version that actually produces pseudo-random words consisting of $N$ bits, where $N$ is ...
- 3,098
1
vote
0
answers
177
views
Probability of satisfying the congruent mod equation
I'm wondering about the probability of picking three different numbers $x,y,z$ out of the set $[50]=\left\{ 1,2,3,...,50\right\}$ satisfying the equation: $$xyz\equiv \gcd(x,y,z)\mod 7$$ I started out ...
- 139
6
votes
1
answer
527
views
Can information be extracted more precisely using more random trials?
Write $n$ iid draws of $(x,y)$ as $(x^n, y^n)$. Fix $R\in (0,H(x))$. What is the min of $n^{-1}H(y^n|f(x^n))$ over maps $f$ with range $\lbrace 1,\dots,\exp nR\}$, taking $n\to \infty$?
0
votes
1
answer
208
views
Local behavior of the Vandermonde convolution
An interesting combinatorial identity is the Vandermonde convolution identity:
$$ \sum_k {n\choose k}{m\choose s-k} = {n+m \choose s},$$
which can be proved by considering the coefficients in $(x+1)^{...
- 5,230
1
vote
0
answers
130
views
Probabilistic lower bound on largest singular value of matrices
I have a distribution $\mathcal{D}$ that spits out vectors in $\{-1, 1\}^N$. Suppose I have a sample of $H$ of these vectors which I arrange into a matrix $M$ of the form $H \times N$.
Consider the ...
- 1,129
4
votes
1
answer
839
views
A balls into bins problem with combinatorial constraints
We are given $m$ balls and $n$ bins, with $m \ge n$. Each bin can contain at most $c$ balls (we assume that $c$ is an even integer). In a sequential fashion, at each time step, one ball is placed into ...
- 1,677
1
vote
1
answer
105
views
What is the distribution of a Cartesian power of a collection of iid uniform points? (renewed)
The following question was asked recently at https://mathoverflow.net/questions/326631/what-is-the-distribution-of-a-cartesian-power-of-a-collection-of-iid-uniform-poi :
Take a rectangle with ...
- 128k
0
votes
1
answer
144
views
A problem related to the comparison of two integer-valued random variables
Consider an urn containing red, blue and green balls (the situation is the same illustrated in this post).
Let $X$ be the non-negative, integer-valued random variable defined as the number of trials (...
- 145
1
vote
1
answer
338
views
Expected values of two non-negative, integer-valued random variables related to an urn problem
Consider an urn containing $c$ distinguishable balls, $\alpha$ of which are red, $\beta$ of which are blue, and $\gamma$ of which are green, and $\alpha+\beta+\gamma=c$. We assume $\alpha,\beta,\gamma&...
- 145
3
votes
0
answers
178
views
Partitioning the coupons collected in the classical coupon collector's problem
Suppose that there is an urn containing $n$ different coupons, from which $m$ coupons are being collected, equally likely, with replacement.
Let $C(m)$ be the whole set of the $m$ collected coupons. ...
- 1,677
6
votes
1
answer
216
views
How close $k$-sums of a random set of numbers are on average?
Consider a set of random iid variables $x_1, \ldots x_n$ uniformly distributed on $[0, 1]$. For each $S \subset [n]$ with $1 \leq |S| = k < n$ take $\sigma_S = \sum_{i \in S}x_i$. Obviously $\...
- 5,590
4
votes
0
answers
188
views
Distributions over permutation groups $\mathcal{S}_n$
Partly inspired by recent developments in enumeration of pattern avoiding permutations, which is known to be connected with Brownian excursions [Hoffman&Rizzolo]. The exciting milestone is the ...
- 8,071
3
votes
1
answer
150
views
Convex lower bound for probability that a random subset of [n] has cardinality at most k
For $n\in\mathbb{N}$, the probability that a random subset of $[n]=\{1,\cdots n\}$ has cardinality at most $k$ is $f_k(n)=2^{-n}\sum\limits_{i=0}^k{n\choose i}$. I'm looking for a lower bound $g_k(x)\...
- 31
9
votes
2
answers
878
views
Is there a combinatorial/topological treatment of statistical independence?
Is there any reference which studies sets of random variables as independence systems, a type of combinatorial object (see below)?
Motivation:
In particular, since independence systems are abstract ...
- 2,680
8
votes
1
answer
1k
views
How to generate Voronoi diagram with polygons of equal area?
I would like to generate some random set of points so that their Voronoi diagram consist of equal-area polygons. Is it possible to impose some constraints on the points in order to have the same areas ...
2
votes
1
answer
150
views
Probability of collision of some family of hash functions
Given $x$ and $y$ in $\mathbb{R}$, and let $\mathcal{H} = \{ h \mid \mathbb{R} \to \mathbb{N} \}$ be a family of hash functions where $ h(x) = \left\lfloor x + \sum^C_{i=1} U_i \right\rfloor$ for some ...
- 321
4
votes
2
answers
314
views
Convexity of truncated expectation
Let $k, n$ be two positive integers with $k \leq n$, and let $P = \{ (x_1, \dots, x_n) \in [0, 1]^n : \sum_i x_i = k \}$.
Given $x = (x_1, x_2, \dots, x_n) \in P$, let $X_i$ be the random variable ...
- 41
4
votes
1
answer
421
views
Order statistic of Markov chain sample path and related probabilities
Consider a one dimensional sample path, denoted as $\{X(1), ..., X(t), ..., X(n)\}$, generated from a discrete time finite state (time homogeneous) Markov chain over states $\{1,...,m\}$, with ...
- 1,538
3
votes
1
answer
724
views
Expected value (probability) maximization with binomial distribution
I need to solve an optimization problem that involves an expected value like
$$F(n,x) = \sum_{k=0}^n \binom{n}{k} p^k(1 - p)^{n - k} f(k,x).$$
Here $f(k,x)$ is actually a probability coming from a ...
- 43
0
votes
2
answers
627
views
Generalized expression for balls and bins problem
$n$ number of balls are thrown randomly to $m$ number of bins, standing in a row. The balls are labeled as $1,2,3,....n$ and bins are also labeled as $1,2,3,...,m$. The probability of $i_{th}$ ball ...
- 25
1
vote
0
answers
70
views
Bounds on product of CDF or Beta function
I have functions of the form
\begin{align}
I_i = \int_0^\infty F_0(x)^aF_1(x)^b(1-F_0(x))^c(1-F_1(x))^ddF_i(x),~~~~i = 0,1.
\end{align}
$F_0(x)$ and $F_1(x)$ are CDFs corresponding to the random ...
- 11
5
votes
2
answers
372
views
Random Vornoi Diagrams (particular measures)
This is my second question about Random Voronoi diagrams, in my first question was given some excellent advice but i was not clear in explaining what i was looking for.
I'm interested to know ...
- 903
10
votes
2
answers
1k
views
Random Voronoi Diagrams
I'm interested in what research has already been done with regards to the statistics of random voronoi diagrams. I have had a look on google scholar and results are a little inconclusive. I'm ...
- 903
0
votes
1
answer
227
views
two correlated processes
I apologize if this question is not placed in the right place. But I am having a hard time to figure it out. It would be greatly appreciated if some one could help me out.
Assume that there are two ...
- 1
1
vote
1
answer
2k
views
Sum of covariance matrix of products of dependent variables
Consider the sequences of random variables $\{X_i\}_{i=1}^n$ and $\{Y_i\}_{i=1}^n$, as well as the corresponding sequence of products, $\{X_i Y_i\}_{i=1}^n$. All $X_i$ share the same mean value, $\...
- 965
0
votes
1
answer
221
views
Expected rank of players in a Bradley-Terry round-robin tournament
Let $[n]$=$\{1,\dots,n\}$ be a set of players in a round-robin tournament. Each player $i$ has an associated skill parameter, $\lambda_{i}$, and the probability that player $i$ defeats player $j$ is $\...
- 3
6
votes
2
answers
2k
views
Is the Binomial Expectation of Convex Function Convex in p?
Suppose $X$ has a binomial distribution with success probability $p$ and $n$ trials and let $h(\cdot)$ be a positive convex real-valued function.
Is the function $g(p)=\mathbb{E}[h(X)\ |\ p]$ convex ...
- 103
11
votes
2
answers
608
views
Covariance of INID order statistics [closed]
In the IID case, it is known that all order statistics are positively correlated.* Thus, we know that $$\text{Cov}(X_{(i)},X_{(j)}) \geq 0.$$ Is this known in the INID (independent, non-identically ...
- 111
7
votes
4
answers
1k
views
Recent impressive combinatorial developments in probability theory
In the preface to the second edition of Daniel Stroock's book "Probability Theory: An Analytic View", there is this striking claim (on p. xv)
... I suspect that, for at least a decade, the most ...
- 1,302
3
votes
0
answers
143
views
finding rank-3 tensors compatible with a rank-2 tensor projection
I am interested in the following problem: Consider a rank-3 symmetric tensor $\boldsymbol{\sigma}$ with $\sigma_{ijk}$ where $\sigma_{ijk}$ can be 0 or 1, and the symmetry is with respect to any ...
- 41
4
votes
1
answer
151
views
Mean occurrences of letters in complete strings given by a Bernoulli scheme
Suppose one has an alphabet of $K$ letters, from which we draw sequentially letters; assume that the $n$-th letter occurs with a fixed probability $p_n$ independently of the others and of the previous ...
- 418
2
votes
0
answers
979
views
How to calculate/approximate expectation of function of a binomial random variable?
Hi,
I am stuck at following problem in my research.
Suppose that $M=m$ is a random variable with binomial distribution with parameters $n,p$. The constants $r$ and $\gamma$ are greater than zero. $\...
- 21
4
votes
3
answers
439
views
Probability estimates for "beans & boxes"
From a discussion with some friends, this apparently easy problem has come out; I decided to post it here, because I believe that the answer is non-trivial and the maths beneath interesting. Partial ...
- 418
0
votes
0
answers
319
views
Estimating a multinomial sum
I have the following sum
\begin{equation}
\sum_{r_1=q+1}^{\tau}\dots\sum_{r_\lambda=q+1}^{\tau}{\tau\choose r_1,\dots,r_\lambda,\tau-r_1-\dots -r_\lambda} (\Lambda-\lambda)^{\tau-r_1-\dots-r_\lambda}
\...
2
votes
0
answers
530
views
About generalization of stirling numbers of the second kind
Hello,
The Stirling numbers of the second kind count how many ways can a set of $k$ elements be partitioned into $n$ non-empty classes, with $k=n,n+1,\dots$.
My question is: Is there a ...
15
votes
2
answers
3k
views
Bounding sum of multinomial coefficients by highest entropy one
When does the following hold?
$$\sum_{(i_1,\ldots,i_k)\in E}
\frac{n!}{i_1! \ldots i_k!}
\le \exp(n H^*)$$
where $H^*=\max_{(i_1,\ldots,i_k)\in E} -(\frac{i_1}{n}\log \frac{i_1}{n}+\ldots +\frac{...
4
votes
3
answers
286
views
Medium-Sized Calculations and Organization
This is not a math question as much as a process question. For the first time in my (very short) career, I find myself doing one of those messy calculations, where each 'line' of the calculation can ...
- 63