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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413 votes
16 answers
60k views

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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223 votes
12 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 ...
182 votes
0 answers
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Why do 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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181 votes
34 answers
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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 ...
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159 votes
7 answers
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Why do probabilists take random variables to be Borel (and not Lebesgue) measurable?

I've been studying a bit of probability theory lately and noticed that there seems to be a universal agreement that random variables should be defined as Borel measurable functions on the probability ...
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109 votes
13 answers
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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 ...
104 votes
5 answers
9k views

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)}{\...
96 votes
17 answers
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Google question: In a country in which people only want boys [closed]

Hi all! Google published recently questions that are asked to candidates on interviews. One of them caused very very hot debates in our company and we're unsure where the truth is. The question is: ...
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93 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 ...
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93 votes
1 answer
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The mathematical theory of Feynman integrals

It is well known that Feynman integrals are one of the tools that physicists have and mathematicians haven't, sadly. Arguably, they are the most important such tool. Briefly, the question I'd like to ...
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86 votes
8 answers
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Is there a natural random process that is rigorously known to produce Zipf's law?

Zipf's law is the empirical observation that in many real-life populations of n objects, the $k^{th}$ largest object has size proportional to $1/k$, at least for $k$ significantly smaller than $n$ (...
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82 votes
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 ...
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73 votes
11 answers
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Does War have infinite expected length?

My question concerns the (completely deterministic) card game known as War, played by seven-year-olds everywhere, such as my son Horatio, and sometimes also by others, such as their fathers. The ...
72 votes
16 answers
7k views

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 ...
72 votes
11 answers
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How is it that you can guess if one of a pair of random numbers is larger with probability > 1/2?

My apologies if this is too elementary, but it's been years since I heard of this paradox and I've never heard a satisfactory explanation. I've already tried it on my fair share of math Ph.D.'s, and ...
66 votes
1 answer
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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, ...
65 votes
4 answers
4k views

Perron number distribution

A Perron number is a real algebraic integer $\lambda$ that is larger than the absolute value of any of its Galois conjugates. The Perron-Frobenius theorem says that any non-negative integer matrix $M$ ...
63 votes
9 answers
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Polish spaces in probability

Probabilists often work with Polish spaces, though it is not always very clear where this assumption is needed. Question: What can go wrong when doing probability on non-Polish spaces?
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63 votes
6 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 ...
63 votes
9 answers
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When are probability distributions completely determined by their moments?

If two different probability distributions have identical moments, are they equal? I suspect not, but I would guess they are "mostly" equal, for example, on everything but a set of measure zero. ...
62 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 ...
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60 votes
10 answers
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"Surprising" examples of Markov chains

I am looking for examples of Markov Chains which are surprising in the following sense: a stochastic process $X_1,X_2,...$ which is "natural" but for which the Markov property is not obvious at first ...
60 votes
2 answers
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Guessing each other's coins

I recently thought about the following game (has it been considered before?). Alice and Bob collaborate. Alice observes a sequence of independent unbiased random bits $(A_n)$, and then chooses an ...
60 votes
4 answers
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Flipping coins on a budget

A coin is flipped $n$ times and you win if it comes up heads at least $k$ times. The coin is unusual in that you're allowed to pick the probability $p_i$ that it comes up heads on the $i$th flip, ...
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59 votes
1 answer
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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-...
57 votes
7 answers
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Why is the Gaussian so pervasive in mathematics?

This is a heuristic question that I think was once asked by Serge Lang. The gaussian: $e^{-x^2}$ appears as the fixed point to the Fourier transform, in the punchline to the central limit theorem, as ...
55 votes
5 answers
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Random manifolds

In the world of real algebraic geometry there are natural probabilistic questions one can ask: you can make sense of a random hypersurface of degree d in some projective space and ask about its ...
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54 votes
4 answers
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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 ...
53 votes
4 answers
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Why is Quantum Field Theory so topological?

I understand that my question suffers from my lack of knowledge about the field, but as a mathematician without much knowledge of physics I have been wondering much about the following and I always ...
52 votes
12 answers
27k views

Is pi a good random number generator?

Part of what I do is study typical behavior of large combinatorial structures by looking at pseudorandom instances. But many commercially available pseudorandom number generators have known defects, ...
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52 votes
4 answers
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When has the Borel-Cantelli heuristic been wrong?

The Borel-Cantelli lemma is very frequently used to give a heuristic for whether or not certain statements in number theory are true. For example, it gives some evidence that there are finitely many ...
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51 votes
5 answers
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Tetris-like falling sticky disks

Suppose unit-radius disks fall vertically from $y=+\infty$, one by one, and create a random jumble of disks above the $x$-axis. When a falling disk hits another, it stops and sticks there. Otherwise, ...
49 votes
0 answers
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Alternating colors on a line: infinitely often or converge?

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 ...
48 votes
8 answers
5k views

A sudden smiley? :-)

This is a vague question, and I will no doubt be (properly!) chastised for posing it. I would like to generate a set $S$ of points in $\mathbb{R}^3$—$|S|$ finite or infinite—which has the ...
48 votes
16 answers
13k views

Why do we need random variables?

In this MathStackExchange post the question in the title was asked without much outcome, I feel. Edit: As Douglas Zare kindly observes, there is one more answer in MathStackExchange now. I am not ...
47 votes
12 answers
22k views

Why is it so cool to square numbers (in terms of finding the standard deviation)?

When we want to find the standard deviation of $\{1,2,2,3,5\}$ we do $$\sigma = \sqrt{ {1 \over 5-1} \left( (1-2.6)^2 + (2-2.6)^2 + (2-2.6)^2 + (3-2.6)^2 + (5 - 2.6)^2 \right) } \approx 1.52$$. Why ...
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47 votes
7 answers
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Conway's game of life for random initial position

What is the behavior of Conway's game of life when the initial position is random? -- We can ask this question on an infinite grid or on an $n$ by $n$ table (planar or on a torus). Specifically ...
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46 votes
7 answers
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What's the use of a complete measure?

A complete measure space is one in which any subset of a measure-zero set is measurable. For what reasons would I want a complete measure space? The only reason I can think of is in the context of ...
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46 votes
2 answers
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What is the sandpile torsor?

Let G be a finite undirected connected graph. A divisor on G is an element of the free abelian group Div(G) on the vertices of G (or an integer-valued function on the vertices.) Summing over all ...
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44 votes
1 answer
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Rolling a random walk on a sphere

A ball rolls down an inclined plane, encountering horizontal obstacles, at which it rolls left/right with equal probability. There are regularly spaced staggered gaps that let the ball roll down to ...
43 votes
5 answers
7k 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 ...
42 votes
1 answer
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Anti-concentration bound for permanents of Gaussian matrices?

In a recent paper with Alex Arkhipov on "The Computational Complexity of Linear Optics," we needed to assume a reasonable-sounding probabilistic conjecture: namely, that the permanent of a matrix of i....
41 votes
8 answers
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How to quantify noncommutativity?

If I have two operators or finite-dimensional matrices $A$ and $B$, how can I quantify the amount to which they commute or don't commute? (I would consider it a big plus if it is computable easily for ...
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41 votes
5 answers
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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 ...
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40 votes
2 answers
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Topple height of randomly stacked bricks

What is the expected height of a stack of unit-length bricks, each one stacked on the previous with a uniformly random shift within $\pm \delta$? The stack topples if the center of gravity of the top $...
40 votes
4 answers
3k views

Polynomials on the Unit Circle

I asked this question in math.stackexchange but I didn't have much luck. It might be more appropiate for this forum. Let $z_1,z_2,…,z_n$ be i.i.d random points on the unit circle ($|z_i|=1$) with ...
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39 votes
6 answers
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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 ...
39 votes
5 answers
4k views

"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(...
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39 votes
3 answers
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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=...
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39 votes
2 answers
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Can random variables that almost surely solve equations be repaired to surely solve these equations?

Let $(X_\alpha)_{\alpha \in A}$ be a family of boolean random variables $X_\alpha: \Omega \to \{0,1\}$ on a probability space $\Omega = (\Omega, {\mathcal F}, {\mathbf P})$. Let ${\mathcal S}$ be a ...
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