# Questions tagged [random-functions]

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### 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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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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### 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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### 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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### 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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### 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 ...
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### 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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### 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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### 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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### 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 ...
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### 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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### 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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### 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 ...
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### 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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### 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 $P_k$, ...
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### 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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### 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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### 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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### 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 ...