Questions tagged [random-functions]

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38 views

Can a random probability measure be interpreted as random variable with values in the set of probability measures?

Suppose $(\Omega,\mathcal{F},P)$ is a complete probability space and denote by $\mathcal{B}(\mathbb R)$ the Borel $\sigma$-algebra on $\mathbb R$. Recall that a random probability measure is a ...
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29 views

Deconvolution and mean-preserving spreads

Context I have been working on proving the existence of a mathematical object. After trying several things, I think that if I can show the following, an important step towards proving existence will ...
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0answers
45 views

Less regular version of the Gaussian free field

One can define (continuous) Gaussian free field as follows: one can consider some orthonormal basis $(\psi_k)_{k=1}^{\infty}$ in the Sobolev space $H^1(\Omega)$ (here $\Omega \subset \mathbb{R}^d$) ...
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87 views

Canonical embedding of Hilbert space in random $L^2$

This question is a followup of Canonical embedding of Hilbert space in $L^2$ space, where it was essentially shown that there is no canonical way to construct, from an abstract Hilbert space $H$, a ...
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1answer
84 views

The distribution of the power of the sum of inner products of two independent complex normal vectors

If I have $\mathbf x_n=[x_0, x_1,... ,x_K]^T$ and $\mathbf y_n=[y_0, y_2, ..., y_K]^T$, where $x,y\sim\mathcal C\mathcal N(\mathbf 0,\sigma^2\mathbf I)$. What is the distribution of the following ...
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1answer
74 views

The distribution of the sum of inner products of two independent complex normal vectors

If I have $\mathbf x_n=[x_0, x_1,... ,x_K]^T$ and $\mathbf y_n=[y_0, y_2, ..., y_K]^T$, where $x,y\sim\mathcal C\mathcal N(\mathbf 0,\sigma^2\mathbf I)$. What is the distribution of the following ...
2
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1answer
85 views

Smooth transformation of a curve with fixed ends and length [duplicate]

I am simulating polymers of fixed length and fixed ends. I would like to search the phase space of all possible conformations quickly. Is there anyway I can generate efficiently a lot of (rather) ...
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1answer
72 views

Expected roots of polynomials with randomness in coefficients

I need some results on expected roots of polynomial with random coefficients. I searched for $\textit{roots of polynomial with random coefficients}$ online and found some papers, but they are dealing ...
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48 views

Largest component and number of components of random mappings with bounded in-degree

Let $S$ be a finite set of size $n$ and consider all functions $f$ from $S$ to itself, such that the preimage $f^{-1} (k)$ obeys $0 \leq |f^{-1} (k)| \leq m$. Let $F$ be chosen uniformly at random ...
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27 views

Generating a real random correlated potential using Fourier transform

I have asked the same question in Stackoverflow (https://stackoverflow.com/questions/57662698/generating-correlated-random-potential-using-fast-fourier-transform), however since I am not very sure ...
3
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1answer
268 views

Attractors in random dynamics

Let $\Delta$ be the interval $[-1,1]$, then we can consider the probability space $(\Delta , \mathcal{B}(\Delta),\nu)$, where $\mathcal{B}(\Delta)$ is the Borel $\sigma$-algebra and $\nu$ is equal ...
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0answers
85 views

Average number of pieces of a random piecewise-linear function

Let $I$ be a (nonempty) compact interval in $\mathbb R$ and $a_1,b_1,\ldots,a_L,b_L \in \mathbb R$. Let $\varphi$ be a piecewise function with $T \ge 2$ pieces(for example $T=2$ for the choice $\...
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1answer
60 views

Proof of variance bounds for transformed random variables

Given I have a random variable $a$ that can be realised in the domain $D$ and has a finite variance $\sigma^2$. Furthermore I have a function $f$ which is differentiable(hence continuous) with an ...
2
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2answers
155 views

Substitute Concrete Value in Conditional Expectation

Let $(\Omega, \mathcal{G}, \mathbb{P})$ be a probability space. Let $$ X, Y : \Omega \rightarrow \mathbb{R} $$ be random variables. Furthermore, let $$ f: \mathbb{R}^2 \rightarrow \mathbb{R} $$ be a $...
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0answers
38 views

Random solute transport equation

After reading the article Probability density functions for solute transport in random fields, by M. Shvidler, K. Karasaki, see https://pubarchive.lbl.gov/islandora/object/ir%3A116072/datastream/PDF/...
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1answer
568 views

Can this criterion to indicate the randomness some numbers? [closed]

John Derbyshire in his book PRIME OBSESSION says on page 366: CHAPTER 3 10. "Here is an example of e turning up unexpectedly. Select a random number between 0 and 1. Now select another and add ...
5
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1answer
351 views

A question about the paper “The Condition Number of a Randomly Perturbed Matrix”

My question pertains to this paper by Terence Tao and Van Vu, https://arxiv.org/abs/math/0703307 Both my questions pertain to the argument presented in this paper in its section 6 (page 5). We are ...
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1answer
118 views

2D wave equation with gaussian boundary condition

Given the 2D wave equation in polar coordinates: $$u_{\rho\rho}+\dfrac{1}{\rho}u_{\rho}+\dfrac{1}{\rho^2}u_{\theta\theta}=\dfrac{1}{a^2}u_{tt}$$ with $u=u(\rho,\theta,t),(\rho,\theta,t)\in [0,c]\times(...
2
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3answers
260 views

Is it possible to check if a sequence of numbers (1 to 10) have been generated randomly or by a human? [closed]

Let's suppose to have sequence like "10 1 2 4 5 3 2 1 2 3 10 1" and so on... It is possible to understand if it has been generated randomly (by a program) or by a human? Do they correspond to a kind ...
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4answers
1k views

Generating Random Curves with Fixed Length and Endpoint Distance

Are algorithms already known, that generate (arbitrarily good approximations of) random curves, w.l.o.g. with unit length, and joining endpoints $(0,0)$ and $(\alpha,0)$ with $\alpha \lt1$ given? ...
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2answers
232 views

Sign-oscillations for power series with random coefficients

Let $p(x) = \sum_{k \geq 0} a_k x^k$ where the $a_k$'s are IID random variables taken from a mean-zero random variable taking finitely many values in $\mathbb{R}$; it clearly converges for $-1<x<...
2
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0answers
87 views

Stochastic approximation in two dimensions

I have a question about a stochastic approximation method presented in J. R. Blum, Ann. Math. Stat. 25(4): 737 (1954). Given a $k$-dimensional vector $\bf x$ and $k$ random variables $Y^1_{\bf x}, \...
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1answer
495 views

Zeroes of a not quite holomorphic (but random if helpful) function

I’m interested in the zeroes of the complex function $f(z,\bar{z}) = p(z) + \frac{1}{log(|z|)} q(z)$ where both $p$ and $q$ are polynomials of the complex variable $z$ (and are therefore holomorphic)...
3
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1answer
213 views

The best linear approximation of a random function

Let $\mathcal{F}_n$ be the set of all boolean functions of $n$ variables and let $\xi$ be a random variable with values in the set $\mathcal{F}_n$ with the uniform distribution. We define a new random ...
3
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0answers
268 views

Inequality for Conditional Variance

Let $X,Y$ be real random variables with joint density $p(x,y)$. Let the variance of $X, Y$ be $\operatorname{Var}(X) = \operatorname{Var} (Y)=\sigma^2$. The conditional variance of $X$ for a given $Y=...
2
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1answer
131 views

Expected number of local minima of random polynomial in high dimensions

Consider the inner product space $P_k$ of polynomials of degree $\le k$ on the unit sphere $\mathbb S^{n-1}\subset \mathbb R^n$. Let $p\sim N(0,\sigma^2 I)$ be a randomly chosen polynomial in $P_k$, ...
2
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0answers
191 views

One-sided Talagrand concentration inequality for empirical processes

Let $\mathcal{F}$ denote a function class. A classic result by Talagrand states that \begin{align*} \mathbb{P}\bigg\{\sup_{f\in\mathcal{F}}\big|\sum_{i=1}^nf(X_i)-\mathbb{E}\big[\sum_{i=1}^nf(X_i)\...
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0answers
231 views

concentration of functions of Gaussian processes

Let $\mathcal{C}\in\mathbb{R}^n$ be a subset of the unit ball. Also let $\mathbf{a}_1,\mathbf{a}_2,\ldots,\mathbf{a}_m\in\mathbb{R}^n$ be i.i.d. random Gaussian vectors $\mathcal{N}(\mathbf{0},\mathbf{...
2
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2answers
140 views

Random processes with smooth paths

Is there any prototypical example of a Random process with smooth paths? I imagine one can simple integrate each path of a Brownian motion and get a $C^{\frac32-\epsilon}$ path. It's easy to ...
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1answer
127 views

Is there analogs of perlin noise algorithm?

I want to create procedure generated map, but all resources that I found talks about using of "perlin noise" algorithm. Maybe better (higher perfomance, more realistic terrain generation) analogs ...
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1answer
179 views

Probability of a random divisor of a given integer $n$ [closed]

Suppose we have a given integer $n$. We randomly pick an integer $k$, where $k\leq n$. Then What is the probability that $k$ divides $n$?
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1answer
1k views

Decompose dependent random variables into function of dependent and independent parts

Let $X$ and $Z$ be two (possibly dependent) random variables. Is it necessarily the case that there exists a Borel function f and a random variable $Y$ that is independent of $X$ such that $Z = f(X, Y)...
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1answer
222 views

Criterion for weak convergence of probability measures on S' or D'

Let $X_n$ in $S'$ and $\mu_n$, $\mu$ in $M(S')$. $S'$ is the space of tempered distributions. I'm looking for a reference that says if $< f, X_n >$ converges in distribution to $< f,X>$ ...
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2answers
304 views

Rate of Convergence of Compound Poisson Laws to Infinitely Divisible Laws

It is known that every infinitely divisible random variable is the limit in law of a sequence of compound Poisson random variables (see for instance Theorem 1.2.18 of Lévy Processes and Stochastic ...
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3answers
528 views

An inequality based on expectation of continuous random variables

I am trying to prove the following statement: $$ E[g(X)] E[X^2g(X)]\ge E[Xg(X)] E[Xg(X)] $$ where $X$ is a random variable, $E[\cdot]$ denotes the expectation operator with respect to $X$, and ...
5
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2answers
814 views

PDF of the product of normal and Cauchy distributions

I am having trouble in finding out the resulting PDF of the product of normal and Cauchy distributions. It turns out that we have a general formula for calculating the PDF of product of two random ...
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0answers
88 views

Measurability of solution of diffusion equation in sub sigma algebra

I want to solve the following problem: Get $\omega \in \Omega \subset \mathbb{R}$, $x \in D \subset \mathbb{R}^2$ and $0<a_i\leq a(.,.)\leq a_x<\infty$. Let $a( x;. )$ and $f(x;.)$ be $\...
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0answers
249 views

Reference: Bochner Integral`

What would be an easily accessible book dealing with Bochner integration as applied to probability theory (I'm looking to understand random elements and their basic related concepts in a formal yet ...
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1answer
271 views

Strictly positive solutions of a random linear system

Suppose $B\in\mathbb{R}^{m\times n}$ is a random binary matrix with i.i.d entries and $c\in \mathbb{R}^m$ is a strictly positive vector, that is $c_i>0$ for $i=1,2,\cdots m$. Also assume $m<n$, ...
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0answers
42 views

the 3th and 4th order statistics of Circularly Symmetric Complex Normal random vector?

Assume that ${\bf{z}} \in {\mathbb{C}}^{n \times 1}$ is a CSCG random vector denoted with $\mathcal{C} ~ (\bf{\mu} _0,\bf \Sigma _0)$ where $\mu _0$ and $\bf \Sigma _0$ are mean and contrivance matrix,...
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1answer
258 views

A calculation involving a uniform random variable quantile

THE PROBLEM: Let $U$ be a uniform distribution and $U_{n}$ be its nth empirical distribution. Suppose $t\in (0,1)$ and $n\in \mathbb{N}$ are constants. What's the explicit expression to $$E\{U_{n}^{-}...
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0answers
79 views

Link between presence of attracting random fixed points and synchronisation - is this an open question?

This is a question in the theory of random dynamical systems. Let $(X,d)$ be a compact metric space, let $(I,\mathcal{I},\nu)$ be a probability space, and let $(f_\alpha)_{\alpha \in I}$ be an $I$-...
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3answers
440 views

Random infinite sequence : Can machines generate truly random sequences. [closed]

Test : "A True Random Sequence Source and a computer producing a certain sequence of numbers are kept in separate rooms and judges try to tell them apart by conducting a series of tests on the ...
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1answer
330 views

Random infinite sequences

An Algorithm/Turing machine Produces a symbol from a finite alphabet, and continues doing so infinitely. Another algorithm gets a copy of this symbol, ...
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0answers
201 views

Random variables related through nonlinear system of equations

I asked this question on https://math.stackexchange.com/questions/377140/random-variables-related-through-nonlinear-system-of-equations, however I received no answer for a while so I'm posting it here:...
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3answers
670 views

How to test if two sets of random numbers might be from the same random number generator?

I have a sequence of sets of random numbers, with each set generated by an unknown random number generator. I am assuming that in the sequence, the random number generator is the same one for a ...
3
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2answers
314 views

Scale random variables in a way they have equal probabilities of being minimal

I have several positive random variables $x_i,\ i=1,...,N$ taken from different unknown distributions (these distributions can be closely approximated by log-normal if needed). I can sample these ...
5
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1answer
632 views

Characteristic polynomials of certain random symmetric matrices and the complexity of random Morse functions

Investigations concerning random Morse functions led me to the following problem. Consider the classical GOE of $m\times m$ real symmetric matrices $A$ with independent Gaussian entries with ...