# Questions tagged [pr.probability]

Theory and applications of probability and stochastic processes: e.g. central limit theorems, large deviations, stochastic differential equations, models from statistical mechanics, queuing theory.

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### Is there an introduction to probability theory from a structuralist/categorical perspective?

The title really is the question, but allow me to explain. I am a pure mathematician working outside of probability theory, but the concepts and techniques of probability theory (in the sense of ...
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### What mathematical treatment is there on the renormalization group flow in a space of Lagrangians?

What mathematical treatment is there on the renormalization group flow in a space of Lagrangians?
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### If you break a stick at two points chosen uniformly, the probability the three resulting sticks form a triangle is 1/4. Is there a nice proof of this?

There is a standard problem in elementary probability that goes as follows. Consider a stick of length 1. Pick two points uniformly at random on the stick, and break the stick at those points. What ...
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### A roadmap to Hairer's theory for taming infinities

Background Martin Hairer gave recently some beautiful lectures in Israel on "taming infinities," namely on finding a mathematical theory that supports the highly successful computations from quantum ...
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### Why do roots of polynomials tend to have absolute value close to 1?

While playing around with Mathematica I noticed that most polynomials with real coefficients seem to have most complex zeroes very near the unit circle. For instance, if we plot all the roots of a ...
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### Isomorphisms between spaces of test functions and sequence spaces

I am in the process of writing some self-contained notes on probability theory in spaces of distributions, for the purposes of statistical mechanics and quantum field theory. Perhaps the simplest ...
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### Mean minimum distance for N random points on a unit square (plane)

A previously posted question "mean minimum distance for N random points on a one-dimensional line" produced an elegant answer: for a line of length L, the expected minimum distance (between random ...
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### Metrics on finite groups and generalizations of central limit theorems for balls volumes (à la Diaconis-Graham)

In wonderful lectures by P. Diaconis "Group representations in probability and statistics, Chapter 6. Metrics on Groups, and Their Statistical Use" metrics on permutation groups are considered and ...
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### Distribution of ratio between complex Gaussian and Chi-square R.V.s

What would be the distribution (p.d.f.) of the following ratio? $$z = \frac{x_{1}}{|x_{1}|^2 + |x_{2}|^2 + ... + |x_{M}|^2}$$ where $x_{i} \sim \mathcal{CN}(0,a), \forall i$ and $a > 1$. As can ...
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### Why polynomials with coefficients $0,1$ like to have only factors with $0,1$ coefficients?

Conjecture. Let $P(x),Q(x) \in \mathbb{R}[x]$ be two monic polynomials with non-negative coefficients. If $R(x)=P(x)Q(x)$ is $0,1$ polynomial (coefficients only from $\{0,1\}$), then $P(x)$ and $Q(x)$ ...
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### Packing density of randomly deposited circles on a plane

Let's say that I have a rectangular two-dimensional surface of bounded dimensions, $[0,A]$ and $[0,B]$: Under "no overlap" constraints, I sequentially deposit circles of radii $r_c$ on this surface,...
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### Formula for $U(N)$ integration wanted

Before you jump on the "duplicate" buttom, let me say that I do not want to hear about Weingarten calculus and I do not want to see a character of the symmetric group. What I would like is a formula ...
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### Map from the Multiset Monad to the Giry Monad: From Data to Probabilities

The Mulitiset monad, aka the free commutative monoid monad or "Bag" monad, takes a set to the set of all Multisets for that set. A Multiset is like a set, but can have duplicates. It is used in ...
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### Universal decay rate of the Fisher information along the heat flow

I'm looking for a reference for the following fact: In the torus $\mathbb T^d$ let me denote by $u_t=u(t,x)$ the (unique, distributional) solution of the heat equation $$\partial_t u=\Delta u$$ ...
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### Curious inversion formula in additive combinatorics

Let $S$ be an infinite set of positive integers, and $T=S+S=\{x+y, \mbox{ with } x,y\in S\}$.We definte the following functions: $N_S(z)$ is asymptotic continuous version of the function counting the ...
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### What are the big problems in probability theory?

Most branches of mathematics have big, sexy famous open problems. Number theory has the Riemann hypothesis and the Langlands program, among many others. Geometry had the Poincaré conjecture for a long ...
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### Probabilistic Proofs of Analytic Facts

What are some interesting examples of probabilistic reasoning to establish results that would traditionally be considered analysis? What I mean by "probabilistic reasoning" is that the approach should ...
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### What is a cumulant really?

A cumulant is defined via the cumulant generating function $$g(t)\stackrel{\tiny def}{=} \sum_{n=1}^\infty \kappa_n \frac{t^n}{n},$$ where $$g(t)\stackrel{\tiny def}{=} \log E(e^{tX}).$$ Cumulants ...
### 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 ...