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In probability and statistics, a probability distribution assigns a probability to each measurable subset of the possible outcomes of a random experiment, survey, or procedure of statistical inference.
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Entropy of probability distributions on a sphere
I have a family of probability distributions on the $n$-dimensional sphere $\mathbb S^n \subset \mathbb R^{n+1}$ defined in the following way:
$D_0$ is the uniform distribution, which is constructed …
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Probability of two Points being divided by an high-Dimensional Hyperplane
I have two points $x_1,x_2 \in \mathbb S^n $ which are distant $d$ from each other, where $d<<1$.
I also have a vector $v$ sampled uniformly at random from $\mathbb S^n$.
What is the probability that …
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Expected norm of linear maps
I want to compute the expected norm of a vector-matrix multiplication. I have a vector $x \in \mathbb{R}^n$ with norm one and a matrix $M \in \mathbb{R}^{n \times n}$, whose entries are iid taken from …
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Eigenvalues and eigenvectors of Gaussian random matrices
Let us assume we have a square matrix $A$ whose entries are sampled from a standard Gaussian distribution of mean $0$. Do we have any information about the distribution of its eigenvalues?
Particula …