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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.
20
votes
Accepted
Choosing a relative large density subsequence from a low density sequence
The answer is no.
This is a good illustration of a reasoning principle identified explicitly in
Gowers, W. T., The two cultures of mathematics, Arnold, V. (ed.) et al., Mathematics: Frontiers and pers …
16
votes
Accepted
Probability vector $p$ majorizes its normalized entropy vector $\small \frac{-p\log p}{H(p)}$
This appears to be the case, but I was forced to rely on a somewhat complicated inequality on two real variables that looks quite plausible numerically, though I do not have a 100% rigorous proof of i …
6
votes
Why do Littlewood-Paley projections behave like iid random variables
If one replaces the real line with the Walsh ring $F_2[t](\frac{1}{t})$ (or equivalently, replaces the Fourier transform by the Fourier-Walsh transform), then Littlewood-Paley projections become preci …
9
votes
Accepted
Where has this structure been observed?
This is an infinite commutative diagram on $M$ (viewed as a category with a single object $\bullet$).
$\require{AMScd}$
\begin{CD}
\vdots @. \vdots @. \vdots\\
@VVR_y(0,2)V @VVR_y(1,2)V @VVR_y(2,2)V …
6
votes
Free probability: A unitary group heuristic for the relationship between additive free convo...
One can get a certain way towards this goal via a sort of "dimensional analysis". This isn't a completely satisfying heuristic argument - in particular, it only partially specifies what compression m …
9
votes
Accepted
Joint distribution of minor of Wigner Hermitian matrices
There is certainly no asymptotic independence between $\det M_{11}, \det M_{22}$. From the base times height formula for parallelepipeds we see that
\begin{align*} \frac{|\det M_{12}|}{|\det M_{22}|} …
38
votes
If $X$ and $Y$ independent and identically distributed, then $E(|X-Y|)\leq E(|X+Y|)$. Are ot...
Shorn of probabilistic language, this inequality follows from the assertion that $|x+y|-|x-y|$ is a positive semi-definite kernel, and is therefore the sum (or integral) of squares. Your Fourier-anal …
5
votes
Has the technique of "sprinkling" been used in studying random matrices?
The continuous comparison method of Knowles and Yin,
Knowles, Antti; Yin, Jun, Anisotropic local laws for random matrices, Probab. Theory Relat. Fields 169, No. 1-2, 257-352 (2017). ZBL1382.15051.
fol …
28
votes
Accepted
Is there a noncommutative Gaussian?
The theory of classical independence and classical convolution can be generalised to noncommutative settings in several ways. The most famous one is that of free independence and free convolution (int …
7
votes
Accepted
Distribution of some sums modulo p
Using the Newton identities, one can (in the high characteristic regime $p>k$) express the elementary symmetric polynomial $\sum_{i_1 < \dots < i_k} a_{i_1} \dots a_{i_k}$ in terms of the moments $\su …
19
votes
Heuristic lower bounds on small sums of roots of unity
One heuristic is to replace the $n^{th}$ roots of unity by $n$ iid elements $\zeta_1,\dots,\zeta_n$ of the unit circle, drawn uniformly at random. For any sum $\zeta_{i_1} + \dots + \zeta_{i_k}$ of $ …
11
votes
Accepted
Lower-bound for smallest eigenvalue of random $k \times $k matrix $C(W)$ defined by $C(W)_{i...
We have
$$ C(W) = 2 A \circ A + v v^\top$$
where $v$ is the vector with entries $\|w_i\|^2$, $A$ is the Wishart matrix with entries $w_i^\top w_j$, and $\circ$ is the Hadamard product. From the Schur …
11
votes
Discrete entropy of the integer part of a random variable
Using (say) decimal notation, ASCII encoding, and a delimiter symbol such as a space or comma, as well as the law of large numbers, one can almost surely encode $N$ independent copies of $\lfloor X \r …
3
votes
Accepted
How typical are integer isometries on a hypercube? Littlewood-Offord problem for Bernoulli G...
By the Chernoff bound, we see that for each $1 \leq i < j \leq m$, one has $u_i \cdot u_j = O(\sqrt{n})$ with probability at least $1-\frac{1}{10m^2}$ (say), where implied constants are allowed to dep …
21
votes
Can random variables that almost surely solve equations be repaired to surely solve these eq...
After chasing down references relating to the paper of Shelah mentioned by Will Brian, I now have a satisfactory answer to the question. It all hinges on whether there is a splitting of the quotient …