Questions tagged [random-functions]

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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 &...
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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 ...
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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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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 ...
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 \$\...