Questions tagged [random-functions]
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48
questions
0
votes
0answers
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 ...
0
votes
0answers
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 ...
2
votes
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 $\Omega \subset \mathbb{R}^d$) ...
0
votes
0answers
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 ...
0
votes
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 ...
0
votes
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
votes
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) ...
1
vote
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 ...
3
votes
0answers
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 ...
0
votes
0answers
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
votes
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 ...
2
votes
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 $\...
1
vote
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
votes
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 $...
1
vote
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/...
-2
votes
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
votes
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 ...
0
votes
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
votes
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 ...
7
votes
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?
...
7
votes
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
votes
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}, \...
5
votes
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
votes
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
votes
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
votes
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
votes
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)\...
5
votes
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
votes
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 ...
1
vote
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 ...
1
vote
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 $n$?
9
votes
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)...
2
votes
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 $< f,X>$ ...
7
votes
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 ...
0
votes
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
votes
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 ...
1
vote
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 $\...
0
votes
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 ...
3
votes
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 $m<n$, ...
1
vote
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,...
1
vote
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}^{-}...
2
votes
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 $I$-...
0
votes
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 ...
0
votes
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,
...
0
votes
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:...
5
votes
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
votes
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
votes
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 ...
