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2 votes
2 answers
195 views

Random partition of an interval – Dirichlet distributed?

Let $X_1, \ldots, X_N \sim \operatorname{Unif}[0,1]$ and consider the intervals between successive order statistics: $[0, X_{(1)}], [X_{(1)}, X_{(2)}], \ldots, [X_{(N)}, 1]$. What is the distribution ...
1 vote
1 answer
229 views

Gaussian width of intersection of cube and ball in high-dimensional euclidean space

Let $d$ be a large positive integer and fix $r \ge 0$. Set $S := B_2^n \cap [-r,r]^d$, where $B_2^d$ is the euclidean unit-ball in $\mathbb R^d$. Finally, let $\omega(S)$ be the Gaussian width of $S$, ...
0 votes
0 answers
195 views

Upper-bound for bracketing number in terms of VC-dimension

Let $P$ be a probability distribution on a measurable space $\mathcal X$ (e.g;, some euclidean $\mathbb R^m$) and let $F$ be a class of funciton $f:\mathcal X \to \mathbb R$. Given, $f_1,f_2 \in F$, ...
2 votes
2 answers
322 views

Integral of product of Hermite polynomials w.r.t marginal distribution of first two-coordinate of random vector on unit-sphere

This question is related to: https://math.stackexchange.com/q/4270522/168758 Let $H_n(x) \in \mathbb R[x]$ be the probabilist's $n$th Hermite polynomial. This an $n$th degree polynomial given by the ...
0 votes
2 answers
533 views

Wasserstein distance between $N(0,1/d)$ and the marginal distribution of $x_1$ when $x=(x_1,\ldots,x_d)$ is uniform on the unit-sphere in $R^d$

Let $x=(x_1,\ldots,x_d)$ be uniformly distributed on the unit-sphere in $\mathbb R^d$. Question. What is a good upper-bound for Wasserstein distance between $N(0,1/d)$ and the marginal distribution ...
0 votes
0 answers
330 views

Lower-bound smallest eigenvalue of covariance matrix of $y = f(Ax)$, for $x$ uniform on unit-sphere

Let $A=(a_1,\ldots,a_)$ be a fixed $k \times d$ matrix (with $d$ large), and $x$ be a random vector uniformly distributed on the unit-sphere in $\mathbb R^d$. Let $f:\mathbb R \to \mathbb R$ be a ...
4 votes
2 answers
175 views

Almost independence of $x^\top a$ and $x^\top b$ for $x$ uniform on the sphere in $\mathbb R^d$ and $a,b \in \mathbb R^d$ with $a^\top b = 0$

Let $d$ be a large positive integer. Let $x$ be uniformly distributed on the unit-sphere in $\mathbb R^d$ and let $a$ and $b$ be perpendicular vectors in $\mathbb R^d$, i.e such that $a^\top b=0$. Let ...
0 votes
1 answer
124 views

Question on limit in probability of the ratio of max to min of 2 sequences of non-ive, continuous iid random variables with support $[0, \infty).$

For each $ m \ge 1$, let $X_m$ and $Y_m$ be two non-negative iid random variables with the same distribution. (The distributions of $X_m$ may change with different $m$.) **Assume that their support of ...
3 votes
0 answers
229 views

Expectation of angle between two vectors in the image of a gaussian random matrix

Let $m$ and $n$ be large positive integers (going to infinity), and let $W$ be a random matrix of size $n \times m$ with iid entries from $N(0,1/m)$. Let $x,y \in \mathbb R^m$ be deterministic vectors,...
2 votes
0 answers
68 views

Approximate any point of the interval $[-1/2,1/2]$ by the sum of $n$ iid uniform random variables from $[-1,1]$

Let $x \in [-1/2,1/2]$ and $X_1,\ldots,X_n$ be drawn iid from the uniform distribution on $[-1,1]$. Question. Given $\varepsilon \ge 0$ an integer $k \in [1,n]$, what is a good lower-bound on the ...
1 vote
0 answers
64 views

Dependence rank: what is the size of the largest subcollection of random variables which is statistically independent?

Let $X_1,\ldots,X_p$ be random variables on the same space. Define their dependence rank, denoted $rank(X_1,\ldots,X_p)$ as the largest nonnegative integer $k$ such that there is a subcollection of $k$...
0 votes
1 answer
140 views

Tail bounds for the absolute difference of a coupled pair of sub-Gaussian random variables

Let $P$ and $Q$ are sub-Gaussian distributions on $\mathbb R$, and $(X,X')$ be a coupling of $P$ and $Q$, i.e $(X,X') \sim \pi$ for some distribution on $\mathbb R^2$ with marginals $P$ and $Q$. ...
1 vote
0 answers
334 views

Strong data-processing inequality ? Upper bound on a certain modified total-variation metric

Let $\mathcal X=(\mathcal X,d)$ be a Polish space equipped with the Borel sigma-algebra. Let $p\ge 1$ and $P_1,P_2$ be probability distributions on $\mathcal X$ such that $\max_{k=1,2}\int d(x,x_0)^...
10 votes
1 answer
484 views

Stochastic Covering Number of a Convex Set

Consider a convex set, say $S = [0,1]^d$. Let $X_1, X_2,\ldots,X_n, \ldots$ be i.i.d. random variables that are uniformly distributed on $S$. Denote the Euclidean ball centered at $x \in \mathbb{R}^d$ ...
8 votes
2 answers
976 views

Approximation of Wasserstein distance between $p_\theta$ and $p_{\theta + d\theta}$

Given a parametric family of distributions $\{p_\theta\mid\theta \in \Theta\}$, one can show that under some regularity conditions, the following approximation is valid $$\operatorname{KL}(p_\theta\...
10 votes
2 answers
846 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{...
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 ...
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 $[-1,1]$. ...