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Theory and applications of probability and stochastic processes: e.g. central limit theorems, large deviations, stochastic differential equations, models from statistical mechanics, queuing theory.

4 votes
1 answer
802 views

Is there a relationship between Entropy of a fininte distrete probability distribution and t...

Sorry for the long title. What I mean is that for two vectors (a_1,...,a_n) and (b_1,...,b_n) with the property $a_i,b_i \geq 0 $ and $ \sum a_i =\sum b_i =1$. If $ -\sum a_ilog(a_i) > -\sum b_ilog( …
gstar2002's user avatar
0 votes
1 answer
61 views

What is the distribution of the distance between a specific word in a Text which is generate...

What is the distribution of the distance between a specific word in a Text which is generated by a markov process? For example for a text which is generated by a multinomial distribution over words, …
gstar2002's user avatar
0 votes
0 answers
166 views

Do the Eigenvectors find by use PCA on a set of data point, a good replacement for Random Pr...

Concretely if I use the first k eigenvectors find by PCA with a point set A,to project another sparse vector b to k dimension subspace, then use L1-magic to recover b. Will this be better than a Rand …
gstar2002's user avatar