# 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.

547
questions

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votes

**13**answers

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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 ...

**29**

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**5**answers

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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?

**72**

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**12**answers

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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 ...

**55**

votes

**3**answers

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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 ...

**377**

votes

**15**answers

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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 ...

**38**

votes

**3**answers

4k views

### The probability for a symmetric matrix to be positive definite

Let me give a reasonable model for the question in the title. In ${\rm Sym}_n({\mathbb R})$, the positive definite matrices form a convex cone $S_n^+$. The probability I have in mind is the ratio $p_n=...

**20**

votes

**5**answers

2k views

### Nice applications for Schwartz distributions

I am to teach a second year grad course in analysis with focus on Schwartz distributions. Among the core topics I intend to cover are:
Some multilinear algebra including the Kernel Theorem and ...

**16**

votes

**4**answers

7k views

### Is there a simple way to compute the number of ways to write a positive integer as the sum of three squares?

It's a standard theorem that the number of ways to write a positive integer N as the sum of two squares is given by four times the difference between its number of divisors which are congruent to 1 ...

**7**

votes

**1**answer

446 views

### Bound for largest eigenvalue of symmetric matrices of uniform random variables over $[0,1]$ and fixed $1$s along diagonal and scattered $1$s

Given a $n\times n$ symmetric random matrix whose diagonal elements are all fixed as $1$. In addition, there are $k$ $1$s will be randomly scattered in upper triangular (of course, the corresponding ...

**163**

votes

**33**answers

62k views

### What is convolution intuitively?

If random variable $X$ has a probability distribution of $f(x)$ and random variable $Y$ has a probability distribution $g(x)$ then $(f*g)(x)$, the convolution of $f$ and $g$, is the probability ...

**67**

votes

**15**answers

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### Geometric / physical / probabilistic interpretations of Riemann zeta($n>1$)?

What are some physical, geometric, or probabilistic interpretations of the values of the Riemann zeta function at the positive integers greater than one?
I've found some examples:
1) In MO-Q111339 ...

**36**

votes

**6**answers

3k views

### Measures of non-abelian-ness

Let $G$ be a finite non-abelian group of $n$ elements.
I would like a measure that intuitively captures the
extent to which $G$ is non-commutative.
One easy measure is a count of the non-commutative ...

**57**

votes

**1**answer

6k 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-...

**23**

votes

**1**answer

819 views

### Two conjectures about zero inner products and dissociated sets

The following problems come from something I worked on (with my coauthors) related to proving a new time lower bound for streaming problems. Having worked on these problems for some time with little ...

**24**

votes

**3**answers

3k views

### Probabilities in a riddle involving axiom of choice

The question is about a modification of the following riddle (you can think about it before reading the answer if you like riddles, but that's not the point of my question):
The Riddle:
We assume ...

**22**

votes

**1**answer

2k views

### What kind of random matrices have rapidly decaying singular values?

I've been told that in machine learning it's common to compute the singular value decomposition of matrices in order to throw out all information in the matrix except that corresponding to, say, the $...

**9**

votes

**2**answers

630 views

### 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 ...

**9**

votes

**4**answers

6k views

### 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 ...

**3**

votes

**0**answers

180 views

### 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 ...

**2**

votes

**1**answer

368 views

### 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 ...

**130**

votes

**0**answers

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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 $Q(x)$ ...

**100**

votes

**5**answers

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### integral of a “sin-omial” coefficients=binomial

I find the following averaged-integral amusing and intriguing, to say the least. Is there any proof?
For any pair of integers $n\geq k\geq0$, we have
$$\frac1{\pi}\int_0^{\pi}\frac{\sin^n(x)}{\...

**21**

votes

**6**answers

9k views

### A balls-and-colours problem

A box contains n balls coloured 1 to n. Each time you pick two balls from the bin - the first ball and the second ball, both uniformly at random and you paint the second ball with the colour of the ...

**29**

votes

**2**answers

8k views

### Mean minimum distance for N random points on a one-dimensional line

Let's say that I have a one-dimensional line of finite length 'L' that I populate with a set of 'N' random points. I was wondering if there was a simple/straightforward method (not involving long ...

**43**

votes

**5**answers

6k views

### Heuristically false conjectures

I was very surprised when I first encountered the Mertens conjecture. Define
$$ M(n) = \sum_{k=1}^n \mu(k) $$
The Mertens conjecture was that $|M(n)| < \sqrt{n}$ for $n>1$, in contrast to the ...

**21**

votes

**2**answers

2k views

### Can one view the Independent Product in Probability categorially?

One can construct a category of probability spaces, but this category has no products. Now probability theory relies strongly on the ability to build independent products, the product measure. In a ...

**24**

votes

**6**answers

2k views

### Shortest grid-graph paths with random diagonal shortcuts

Suppose you have a network of edges connecting
each integer lattice point
in the 2D square grid $[0,n]^2$
to each of its (at most) four neighbors, {N,S,E,W}.
Within each of the $n^2$ unit cells of ...

**14**

votes

**4**answers

1k views

### Good introduction to statistics from a algebraic point of view?

There are already lots of questions on this subject like
Is there an introduction to probability theory from a structuralist/categorical perspective?
Is there a combinatorial/topological treatment ...

**8**

votes

**2**answers

667 views

### The Odds 3 (or More) Group Elements Commute

Some time ago I asked about the odds 2 group elements commute. I wonder about the odds that 3 group elements commute. Is there a "closed" formula for the sum
$$ \frac{1}{|G|^3} \sum_{g,h,k} \delta([...

**17**

votes

**1**answer

634 views

### Reference request: a conjecture of Rota on positive functions of a random variable

Rota and Shen's On the Combinatorics of Cumulants ends with a conjecture which I'll restate as follows:
Let $p \in \mathbb{R}[x_1, x_2, ...]$ be a polynomial such that, for any sequence $X_1, X_2, ...

**9**

votes

**1**answer

491 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=...

**6**

votes

**3**answers

2k views

### 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,...

**11**

votes

**1**answer

407 views

### 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 ...

**4**

votes

**1**answer

277 views

### 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 ...

**2**

votes

**1**answer

104 views

### On the largest and smallest spacings for the uniform distribution

Let $Z_1,\dots,Z_n$ be iid random variables (r.v.'s) each uniformly distributed on $[0,1]$. Let $Z_{n:1}\le\cdots\le Z_{n:n}$ be the corresponding order statistics. For $i=1,\dots,n-1$, let $G_i:=Z_{n:...

**7**

votes

**1**answer

357 views

### Can one divide algebraic manifolds ? Make sense: $Gr(2,n)/ Gr(2,n+m) = P^{n-1}/P^{n+m-1} P^{n-2}/P^{n+m-2}$

Let's start from a little bit far.
Basic probability theory - chain rule reads:
$$ P(AB) = P(A)P(B|A)$$
Example: consider n+m balls, where n - white balls, m - black balls,
consider A - first ...

**5**

votes

**2**answers

322 views

### Brownian motion and hitting a Quadrilateral

I want to compute the hitting probability of a bounded plane by a Brownian motion starting at the origin. In other words, given the coordinates of a quadrilateral A , can we compute $P(T_{A}<\...

**4**

votes

**1**answer

192 views

### 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
$$
\partial_t u=\Delta u
$$
...

**2**

votes

**1**answer

313 views

### 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 ...

**101**

votes

**13**answers

35k views

### 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 ...

**82**

votes

**26**answers

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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 ...

**55**

votes

**5**answers

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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 ...

**34**

votes

**4**answers

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### “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(...

**62**

votes

**1**answer

5k views

### Why can't a nonabelian group be 75% abelian?

This question asks for intuition, not a proof.
An earlier question,
Measures of non-abelian-ness
was thoroughly answered by Arturo Magidin.
A paper by Gustafson1
proves that, for a nonabelian group,
...

**37**

votes

**1**answer

4k views

### When should we expect Tracy-Widom?

The Tracy-Widom law describes, among other things, the fluctuations of maximal eigenvalues of many random large matrix models. Because of its universal character, it obtained his position on the ...

**30**

votes

**3**answers

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### Central limit theorem via maximal entropy

Let $\rho(x)$ be a probability density function on $\mathbb{R}$ with prescribed variance $\sigma^2$, so that:
$$\int_\mathbb{R} \rho(x)\, dx = 1$$
and
$$\int_\mathbb{R} x^2 \rho(x), dx = \sigma^2$$
...

**53**

votes

**4**answers

9k views

### Connectivity of the Erdős–Rényi random graph

It is well-known that if $\omega=\omega(n)$ is any function such that $\omega \to \infty$ as $n \to \infty$, and if $p \ge (\log{n}+\omega) / n$ then the Erdős–Rényi random graph $G(n,p)$ is ...

**18**

votes

**6**answers

7k views

### Metrization of weak convergence of signed measures

Edit: Changed from "Hausdorff" to "metric" spaces.
Let $\mathcal{M}(\Omega)$ denote the space of signed regular Borel measures on a compact metric space $\Omega$. By Riesz-Markov, this is the dual ...

**19**

votes

**4**answers

16k views

### Maximum of Gaussian Random Variables

Let $x_1,x_2,…,x_n$ be zero mean Gaussian random variables with covariance matrix $\Sigma=(\sigma_{ij})_{1\leq i,j\leq n}$.
Let $m$ be the maximum of the random variables $x_{i}$
$$
m=\max\{x_i:i=...

**37**

votes

**5**answers

3k 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 ...