# 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.

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

2,296
questions with no upvoted or accepted answers

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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 $Q(x)$ ...

49
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Suppose we have intervals of alternating color on $\mathbb{R}$ (say, red / blue / red / blue / …). All intervals have independent length, with all red intervals distributed as $\mathbb{P}_{R}$, all ...

35
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In the course of a physics problem (arXiv:1206.6687), I stumbled on a curious correspondence between the eigenvalue distributions of the matrix product $U\bar{U}$, with $U$ a random unitary matrix and ...

24
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In a recent paper http://arxiv.org/abs/1403.6102, we defined a quantity that we called the "Renyi conditional mutual information" and investigated several of its properties. We have some open ...

22
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My question is motivated by the following recent paper:
http://arxiv.org/abs/1110.6333
Assume you have a metric space $(X,d)$ equipped with a Borel probability measure $\mu$. We can further assume ...

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The purpose of this question is to ask about the Fourier transform of the map which associate to an $n$ by $n$ matrix its $n$ eigenvalues, or some function of the $n$ eigenvalues. The main motivation ...

21
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This is a generalization of the following question by John Wiltshire-Gordon.
Consider an inductive family of finite groups:
$$
G_0 \hookrightarrow G_1 \hookrightarrow \ldots \hookrightarrow G_i \...

19
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597
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Given two Borel probability measures $\mu$ and $\nu$ on $\mathbb{R}$, let $\Pi(\mu, \nu)$ denote all couplings between them, i.e., all Borel probability measures on $\mathbb{R}^2$ such that the ...

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Consider the product of complex linear monic polynomials times polynomials of degree less than $n$, that is $\big( (z-\lambda), p(z)\big)\mapsto (z-\lambda)p(z)$. If we represent a polynomial by its ...

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Suppose $n$ air molecules (infinitesimal points) are bouncing around in
a unit $d$-dimensional cube, with perfectly elastic wall collisions.
Let $k=n^{\frac{1}{d}}$.
For example, in 3D, $d=3$, with $n=...

18
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598
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My experience with foundations is rather scant, but I've run into some types of objects that seem to resist the sort of set-theoretic encoding schemes via Kurowski tuples that are rather common for ...

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Fix a dimension $d\ge2$.
Let $Q_d$ denote the positive quadrant of $\mathbb{R}^d$, that is, $Q_d$ is the set of points $\mathbf{x}=(x_i)_i$ in $\mathbb{R}^d$ such that $x_i>0$ for every $i$.
For ...

17
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This question comes from trying to understand the recent success of deep neural nets. Neural networks just (crudely speaking) create a very complicated function of very many variables, and then ...

16
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answer

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Let $H = \{ (a,b,c) \in \mathbb{Z}_{\geq 0}^3 : a+b+c=n \}$. If we have a probability distribution on $H$, we can take its marginals onto the $a$, $b$ and $c$ variables and obtain three probability ...

16
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I am wondering if the statistics of self-avoiding random lattice-walks
on $\mathbb{Z}^2$
that turn left or right at each step (i.e., they cannot continue the
direction of the preceding step) have been ...

16
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Let $B=(X,Y)$ be a correlated two-dimensional Brownian motion, that is, the components are standard Brownian motions and the covariance between $X_t$ and $Y_t$ is $t\rho$ for some
constant $\rho \in [-...

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Background: the discrete isoperimetric inequality
Start with a set $X=\{1,2,...,n\}$ of $n$ elements and the family $2^X$ of all subsets of $X$.
For a real number $p$ between zero and one, we consider ...

15
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The Skorokhod embedding theorem says that any random variable $X$ with $\mathbb E X=0$ and $\mathbb E[X^2]<\infty $ can be written as $X=B_{\tau }$ where $B$ is a Brownian motion and $\tau $ is a ...

15
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I would like to prove that
$$\int_{0}^{\infty} \cos(\omega x) \exp(-x^{\alpha}) \, {\rm d} x \ge
{\alpha^2 \sqrt{\pi} \over 8} \exp \left( -\frac{\omega^2}{4} \right)$$
for any $\omega > 0$ and $...

15
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1
answer

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Can one show that Fourier transform of
$$ f_a(x) = a^{-2} \exp(-|x|^a), \qquad a \in (0,2)$$
is decreasing in $a$?
I have a solution for $a \in (0,1]$ which cannot be used for $a\in (1,2)$.

15
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0
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466
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Suppose one sprinkles points uniformly at random on the infinite Euclidean plane,
with some density $\rho$ per unit area.
View the points as disks of radius zero.
Now the radii $r$ of all disks grows ...

14
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The question is related to the one I asked before and never got an answer to. Fourier transform of $f_a(x)= a^{-2}\exp(-|x|^a)$, $a \in (0,2)$, is decreasing in $a$ . I need to demonstrate that the ...

14
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This is a follow up question this one on MSE, which can basically be summarised as Robert Abilock originally posed in American Monthly in 1967:
The Rifle-Problem:
$n$ riflemen are distributed at ...

14
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[Question edited and changed a little on June 14 2015]
Consider an $n$-dimensional vector $v$ with $v_i \in \{-1,1\}$. Now consider an $n$-dimensional vector $w$ with $w_i \in \{-1,0,1\}$. The ...

14
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The proof by Barsky et. al. that there is no percolation in half-spaces proceeds by a dynamic renormalization argument. The proof couples critical percolation in the half-space $\mathbb{H}^d$ with a ...

13
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$n$ players indexed $1,2,...,n$ play a game of mock duel. The rules are simple: starting from player $1$, each player takes turns to act in the order $1,2,...,n,1,2,...$. In his turn, a player ...

13
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Consider the Grassmannian $Gr(k,N)\simeq U(N)/(U(k)\times U(N-k))$ which parametrizes $k$-dimensional subspaces of $\mathbb{C}^N$. Let us put on it the $U(N)$-invariant probability measure. Let $\...

13
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The following question seems very natural.
It is a well known consequence of Hall's Theorem that every regular bipartite graph has a perfect matching. Another classical result states that the ...

13
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Freiling's axiom of symmetry ($\sf AS$) is known as a justification for falsity of Continuum Hypothesis. Freiling in his 1986 paper, Axioms of symmetry: throwing darts at the real number line, ...

13
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Given two atomic measures $\mu$ and $\nu$ on $\mathbb{Z}$, write $\mu \sim \nu$ iff there exist countable decompositions $\mu = \mu_1 + \mu_2 + \cdots$ and $\nu = \nu_1 + \nu_2 + \cdots$ along with ...

13
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Let me paraphrase Caratheodory's theorem in a probabilistic setup:
Let $X$ be a real-valued random variable. For $k = 1, \ldots, m$, let $f_k: \mathbb{R} \to \mathbb{R}$ be a continuous function such ...

12
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For a Banach space $B$, its one-sided Unconditional Martingale Difference (UMD) constant $C^-_p$ (for $p \in (1,\infty)$) is the smallest value such that for all $B$-valued martingale difference ...

12
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Question Overview:
Is it already known that, when using Hoeffding's inequality to lower bound the mean of i.i.d. random variables, you can replace the upper bound on the random variables with the ...

12
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Let $V_\rho\subset\mathbb{R}^2$ be a point set in the plane obtained from a Poisson process of density $\rho$. The random geometric graph $G_\rho$ is obtained from $V_\rho$ by connecting points that ...

12
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This is sort of complementary to this thread. I’ll repeat the definitions here:
For a matrix $M\in GL(n,\mathbb R)$, consider the $n!$ matrices obtained by permutations of the rows (say) of $M$ and ...

12
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I'm teaching a financial mathematics course and have found a fascinating (to me) numerical phenomenon and wonder if anyone has studied it, or knows anything similar.
I'll try and give a description ...

11
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Let $G$ be a finite group. It has been shown that:
If the probability that two randomly selected elements of $G$ generate an abelian group is greater than $5/8$, $G$ is abelian.
If the probability ...

11
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0
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Background
I work in a subfield of computability theory called algorithmic randomness. We have been using martingales as long as probability theory (going back to work of von Mises). However, since ...

11
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Math Questions:
Consider Hilbert space $L_2(\mathbb{R})$ with a standard norm
$
||\psi|| = ( \int_{\mathbb{R}}{ |\psi(t)|^2 dt } )^{1/2},
$
and Fourier transform
$
(F\psi)(\xi) =
\int_{\...

11
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515
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Question: Suppose we have $N$ independent random variables $X_1$, $\ldots$, $X_N$ with finite means $\mu_1 \leq \ldots \leq \mu_N$ and variances $\sigma_1^2$, $\ldots$, $\sigma_N^2$.
I am looking ...

11
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There are several ways to leverage one's intuition from low-dimensional geometry to understand high-dimensional phenomena. For example, one can get a clearer picture of the behaviour of high-...

11
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Starting from a question in probability, I arrived to the following optimization problem.
Let $I:=[0, 1],$ and let $A$ be a Lebesgue measurable subset of the $n$-dimensional cube, $A\subset I^n.$ ...

10
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0
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An individual, henceforth called the runner starts at the center of an open two dimensional square $\Omega$ of side length $r \geq 2$.
At each turn, a vector $x \in S^1$ is chosen uniformly at random, ...

10
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0
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560
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Background
We're given a coin that shows heads with an unknown probability, $\lambda$. The goal is to use that coin (and possibly also a fair coin) to build a "new" coin that shows heads ...

10
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The question concerns statistic properties of random words in a finite alphabet $A$.
By $A^{<\omega}$ we denote the set of all words in the alphabet $A$, i.e. finite sequences of elements of $A$.
...

10
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I was reading the article by Tom Leinster, (Maximizing
diversity in biology and beyond, arXiv link), and find it very interesting.
Since I was searching for entropies of finite metric spaces I found
...

10
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0
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Let $\hat{\theta}_n$ be the Maximum Likelihood Estimator of parameter $\theta$, where $n$ is the sample size. It is well-known that under sufficient regularity conditions, we have the asymptotic ...

10
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Consider the torus graph, or the toroidal grid, which looks like
(The graph's vertices are the bold dots).
I will discuss only square torus graphs, where there is an equal number of vertices in a "...

10
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0
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In Pittel (1989)'s solution to a problem of Knuth (1976) on the expected number of stable matchings between $n$ men and $n$ women under uniform random preferences, it was shown that, as $n \to \infty$,...

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We have a large number of urns $N+1$. (Large means that the relative difference between $N$ and $N+1$ is well within the error bounds that I care about. The reason for the $+1$ will be apparent ...