Skip to main content
Search type Search syntax
Tags [tag]
Exact "words here"
Author user:1234
user:me (yours)
Score score:3 (3+)
score:0 (none)
Answers answers:3 (3+)
answers:0 (none)
isaccepted:yes
hasaccepted:no
inquestion:1234
Views views:250
Code code:"if (foo != bar)"
Sections title:apples
body:"apples oranges"
URL url:"*.example.com"
Saves in:saves
Status closed:yes
duplicate:no
migrated:no
wiki:no
Types is:question
is:answer
Exclude -[tag]
-apples
For more details on advanced search visit our help page
Results tagged with
Search options questions only not deleted user 45564

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

2 votes
1 answer
225 views

Probability of event occurring before either of two stopping conditions

Overall problem: Sample i.u.d. from $\{1,\dots,n\}$. What is (a good lower bound for) the probability of getting the values $1$ and $2$ before either you get a number you have seen before or you have …
Simd's user avatar
  • 3,377
2 votes
1 answer
277 views

Probability of equality mod p

Consider two positive integers $x \ne y$ and let $n = max\{\lfloor \log_2{x} \rfloor +1 ,\lfloor \log_2{y} \rfloor +1 \}$. Choose a prime $p$ randomly from the first $3n$ primes. What is the prob …
Simd's user avatar
  • 3,377
6 votes
1 answer
332 views

Lower bound for probability of getting exactly one head with pairwise independence

Say we toss $d$ pairwise independent coins, each with probability $1/d$ of getting a head. What is the highest lower bound one can give for the probability of getting exactly one head? If they had bee …
Simd's user avatar
  • 3,377
6 votes
1 answer
299 views

Probability of having many unique elements

If you sample $n$ integers from the range $1$ to $n$ inclusive it seems intuitive that you are likely to get a lot of numbers exactly once. Call $X_n$ the number of integers you get that occur exactl …
Simd's user avatar
  • 3,377
7 votes
2 answers
610 views

Probability two matching runs of coin tosses

If you toss a coin $2\ell-1$ times you get a sequence of outcomes, say, $HTHTHTH$ for $\ell = 4$. I am trying to work out the probability that there are at least two runs (in other words contiguous s …
Simd's user avatar
  • 3,377
7 votes
1 answer
891 views

Expected maximum inner product

If you sample $n$ vectors each with $m$ entries, with each entry chosen from the set $\{-1, 1\}$, how can you calculate the expected maximum absolute value of the inner product between all pairs of ve …
Simd's user avatar
  • 3,377
3 votes
2 answers
450 views

Does $Mv$ converge to i.i.d in some sense?

I am not a professional mathematician so please excuse me if my question is not phrased correctly. I am interested in the following simple sounding problem. Consider a random $n$ by $n$ $0$-$1$ matr …
Simd's user avatar
  • 3,377
4 votes
1 answer
191 views

Probability all Bernoulli random variables take value $1$ with limited independence

Let $S_1,\dots, S_n$ be Bernoulli random variables which are $4$-wise independent. We have that for each $i$, $P(S_i = 1) = p$ for some fixed probability $0 < p < 1$. What can we say about $P(\fora …
Simd's user avatar
  • 3,377
3 votes
1 answer
303 views

Probability a polynomial $v(t)$ is divisible either by $1-t$ or by $1+t^{2^{j-1}}$, for some...

For large and even $n$ consider a random degree $n$ polynomial $v(t)$ with coefficients from $\{-1,0,1\}$. The coefficients are chosen uniformly and independently. Is it possible to get an estima …
Simd's user avatar
  • 3,377
3 votes
2 answers
302 views

Expected number of non-empty regions

Consider $d$ dimensional space cut by $n$ hyperplanes in general position, each one of which goes through the origin. The number of distinct regions created is known to be: $$2\sum_{i=0}^{d-1} {n -1 …
Simd's user avatar
  • 3,377
14 votes
3 answers
3k views

Expected value of the minimum with limited independence

Imagine you sample $n$ number with replacement uniformly from the integers $1,\dots, n$. Let $X$ be the minimum of these samples. I am interested in $\mathbb{E}(X)$ but with a twist. All I know is t …
Simd's user avatar
  • 3,377
14 votes
2 answers
958 views

The power of two random choices with pairwise independence

Throw $n$ balls into $n$ bins, and let $X_n$ be the max load. That is the number of balls in the fullest bin. It is known that if the balls are thrown uniformly and independently at random then $\mat …
Simd's user avatar
  • 3,377
14 votes
1 answer
438 views

Smallest $k$ so that $k$-wise independence guarantees a constant expected minimum

Imagine you sample $n$ numbers with replacement uniformly from the integers $1,\dots, n$ (we can assume $n$ is large). Let $X$ be the minimum of these samples. I am interested in $\mathbb{E}(X)$ but …
Simd's user avatar
  • 3,377
5 votes
1 answer
328 views

Probability of getting exactly one head and $k$-wise independence

Say we toss $d$ $k$-wise independent coins, each with probability $1/d$ of getting a head. What is the highest lower bound one can give for the probability of getting exactly one head? In the first i …
Simd's user avatar
  • 3,377
4 votes
2 answers
951 views

Multivariate CLT with varying dimension size

If $X_i$ is a sequence of $d$ dimensional i.i.d. integer valued random vectors with covariance matrix $\Sigma$ and $\mathbb{E}(X_i) = \mu$. Let each element of $X_i$ be chosen i.u.d. from $\{-1,1\}$. …
Simd's user avatar
  • 3,377

15 30 50 per page