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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.
3
votes
1
answer
203
views
The signs of some mean-zero random variables
Let $X$ be a discrete random variable supported on $\{−5,\dots, 6\}$ in which the outcomes have the following respective probabilities: $$\begin{array}{rc}
n & p(n) \\ \hline −5 & 6/36 \\ −4 & 0 \\ −3 …
2
votes
1
answer
254
views
The probability that iid draws from a mean zero random variable sum to zero
Suppose we have a probability distribution $p(\cdot)$ supported on the integers between $-m$ and $m$ for some positive integer $m$, with $\sum_k kp(k) = 0$. Suppose furthermore that all $p(k)$ are rat …
7
votes
1
answer
255
views
Counting returns in null-recurrent random walk
Consider two independent copies of IID random walk on ${\bf Z}$ starting from $0$, and let $N_1(t)$ (resp. $N_2(t)$) denote the number of times, up to time $t$, that the first (resp. second) walker ha …
15
votes
1
answer
697
views
Information inequalities
What are the feasible $2^n$-tuples of entropies $h(S) := H(X_{i_1},\dots,X_{i_{|S|}})$ where $X_1,\dots,X_n$ are discrete random variables with some (unknown) joint probability distribution as $S=\{i_ …
6
votes
0
answers
296
views
A natural fragmentation process
Starting from the length-1 list whose only entry is 1, iterate the process of replacing the last (and largest) entry in the list of length $n$ (call that entry $m$) by the two numbers $mU_n$ and $m(1- …
0
votes
2
answers
219
views
Induced probability measure on a finite orbit under a group action
Suppose we have a discrete group $G$ acting on a compact set $X \subseteq \mathbb{R}^d$
via measure-preserving homeomorphisms, and suppose we have a point
$x$ whose orbit $Gx$ is finite (say $|Gx| = n …
7
votes
3
answers
330
views
Quantifying the noninvertibility of a function
Given a function $f$ from a finite set $X$ to itself, it seems natural to consider $\kappa_f := (\sum_{x \in X} |f^{-1}(x)|^2)/|X|$ as a measure of the non-invertibility of $f$: it equals 1 if $f$ is …
1
vote
2
answers
201
views
Moments of a combinatorial ensemble of random variables
Suppose $X_1,\dots,X_n$ are jointly distributed random variables such that the random $n$-tuple $(X_1,\dots,X_n)$ is uniformly distributed on the set of $n$-tuples of nonnegative integers summing to $ …
28
votes
5
answers
2k
views
Moments of area of random triangle inscribed in a circle
The $2m$th moment of the (random) area of the triangle whose vertices are three independent, uniformly distributed random points on the unit circle appears to be $((3m)!/(m!)^3)/16^m$. Can anyone prov …
3
votes
0
answers
83
views
Growth models with lookahead
Given a connected graph $G$ with a connected subgraph $H$, we can consider the uniform distribution on the set of all sequences $H_0, H_1, \dots, H_r$ where $r = |E(G) \setminus E(H)|$, $H_0 = H$, $H_ …
8
votes
2
answers
238
views
Mixed moments for the birthday problem
Let $X_1,X_2,\dots$ be iid draws from the uniform distribution on $\{1,2,...,m\}$, and let the random variable $N$ be the minimum $j$ such that $X_j = X_i$ for some $i<j$.
I'm aware that the expected …
7
votes
2
answers
336
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 $-1<x<1$. I …
6
votes
2
answers
365
views
Generalized density functions on the natural numbers
If $a_1,a_2,\dots$ are IID random bits (correction as per Anthony Quas: these "bits" are $+1$ and $-1$ with equal probability), then with probability 1, the set of natural numbers $n$ such that $a_1+a …
13
votes
0
answers
412
views
Transitivity of balanced mass transport in Z
In the case where $\sum_{n \in \mathbb{Z}} \mu(n) = \sum_{n \in \mathbb{Z}} \nu(n) = 1$, this setup is reminiscent of the theory of martingales, so I'm tagging this question pr.probability as well as co.combinatorics …
8
votes
1
answer
327
views
Transitive closure of balanced mass transport in Z (move to close)
In the case where $\sum_{n \in \mathbb{Z}} \mu(n) = \sum_{n \in \mathbb{Z}} \nu(n) = 1$, this setup is reminiscent of the theory of martingales, so I'm tagging this question pr.probability as well as co.combinatorics …