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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.
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 …
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 …
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 …
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 …
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 …
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 …
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 …
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 …
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 …
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 …
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 …
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 …
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 …
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 …
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 $\{-1,1\}$. …