Questions tagged [random-functions]
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61
questions
1
vote
3answers
112 views
Practical pseudorandom generators
It is known that existence of pseudorandom generators (PRGs) is equivalent to the existence of one-way functions. In turn, the latter is an open problem.
I am curious if someone developed kind of &...
1
vote
0answers
26 views
Get covariance from log-density function
Problem
Given a following log-density function
$$ \ln p(y| a, b) = a \cdot g(y) + b \cdot h(y) + k(a,b)$$
where $g(y), h(y), k(a,b)$ are difined function and $a,b$ are parameters.
Find $\Bbb Cov( g(Y),...
0
votes
0answers
39 views
Supremum of Lipschitz Gaussian process on sphere
Let $T:=\mathbb S_{m-1}$ be the unit sphere in $\mathbb R^m$ and consider a real-valued centered Gaussian process $(x_t)_{t \in \mathbb T}$ such that $\mathbb E X_t^2 = t$ for all $t$. consider the ...
1
vote
1answer
144 views
Approximate expectation of a random variable that is the logarithm of a function of a binomial
I want the expectation of the following random variable: $\log\left(\frac{X}{k-X}+\alpha \right)$ with $X \sim Bin_{(k-1),p}$ and $\alpha > 0$, Therefore I derived the Taylor Series:
\begin{...
0
votes
0answers
26 views
(random fields / gaussian process): On rewritting a certain expectation as a kernel function
Let $v = (v_1,\ldots,v_n)$ and $(w_{1,1},\ldots,w_{1,n},\ldots, w_{n,m})$ be random vectors with iid coordinates, and also $v$ is independent of $w$, with $w_{i,j} \sim N(0,1/m)$ and $v_j \sim N(0,1/n)...
3
votes
1answer
106 views
Kac-Rice formula and Borell-TIS inequalities for gradient-flow of centered gaussian random field
Let $x\mapsto g(x)$ be a centered gaussian random field on $\mathbb R^m$. Let $x_0 \in \mathbb R^n$, and (assuming regularity conditions) consider the gradient-flow
$$
\dot{x}(t) = -\nabla g(x(t)), \;...
0
votes
1answer
69 views
Central limit theorem for chi-squared random field on $\mathbb R^p$
Let $X:x \mapsto X(x)$ be a centered stationary Gaussian process on the $\Omega:=\mathbb R^p$, such that $X(x) \overset{d}{=}X(x')$ for all $x,x' \in \Omega$. Set $\sigma^2 := \mbox{Var}(X(0)) = \...
1
vote
1answer
75 views
Concentration inequality for the supremum of $L_2$ norm of a vector-valued Gaussian process with iid components
Let $\Omega$ be a compact subset of $\mathbb R^p$ and let $f_1,\ldots,f_k$ be zero mean identically distrubuted Gaussian processes on $\Omega$ such that $f_1(x),\ldots,f_k(x)$ are independent $x \in \...
2
votes
0answers
50 views
Concentration inequalities for gradient flows induced by random fields
Let $G=(G(x))_{x \in \mathbb R^m}$ be a conservative random field with values in $\mathbb R^m$, for large positive integer $m$. That is, there exists a scalar random field $g=(g(x))_{x \in \mathbb R^m}...
0
votes
1answer
43 views
Emergence of non-power-law behaviour under infinite summing
Suppose $X_1,X_2,...$ is a sequence of random vectors in $\mathbb{R}^n$ s.t for all $k \in \mathbb{Z}^+$ and $u \in \mathbb{R}^n$ we have that $E [ \langle u, X_i \rangle ^k]$ is finite. (The $X_i$s ...
5
votes
1answer
343 views
Forcing, constructibility, and random functions
This question is in some ways an offshoot of my recent question about trying to explain forcing to someone (such as Scott Aaronson, whose questions have prompted my questions) encountering it for the ...
3
votes
0answers
128 views
Two kinds of generating functions
Sorry for a possibly off-the-topic question, but I am afraid to gain the necessary overview to give an answer (supposed the question is not ill-posed) is beyond my capabilities.
In the course of ...
3
votes
1answer
77 views
Reference for Function-Valued Random Variables?
Question: Are there any good references for facts about function-valued random variables? In particular for facts like the following:
Let $X$ be a topological space, $Y$ be a random variable with ...
1
vote
0answers
42 views
Negative moments of Steinhaus random variables
Let $f_i, i=1, \ldots, n$ be independent Steinhaus random variables, i.e. variables which are uniformly distributed on the complex unit circle. Let $a \in R^n$.
1) Find $E\left(\sum_{i=1}^nf_i a_i\...
2
votes
1answer
85 views
Proving anti-concentration for the operator norm of a random matrix
If $X$ is a random matrix then I would like to find $\theta >0$ and $\delta \in (0,1)$ s.t I can say,
$$\mathbb{P} \Bigg [ \Big \vert \Vert X \Vert - \mathbb{E} [ \Vert X \Vert ] \Big \vert > \...
3
votes
1answer
63 views
About concentration of eigenvalues values of a random symmetric matrix in a specific interval
Given a random symmetric matrix $M$ and two numbers $\lambda_\min$ and $\lambda_\max$ how do we calculate the expected or high probability value of the fraction of its eigenvalues which lie in the ...
2
votes
0answers
55 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
106 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
104 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
114 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
119 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
78 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
55 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 ...
3
votes
1answer
294 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
93 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
62 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
173 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
570 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
361 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
148 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
322 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
2k 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
276 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
88 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
502 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
238 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 ...
4
votes
0answers
342 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
145 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 $P_k$, ...
1
vote
0answers
202 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)\...
4
votes
0answers
261 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
192 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
141 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
222 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
230 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
322 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
553 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
955 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 $\...
