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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.

7 votes

Nice examples/arguments that illustrating the coupling method in probability theory

This is similar to Anthony Quas's answer but maybe even simpler. Let $X_n$ be a Binomial random variable with probability $p$ and $n$ trials. Then $P(X_n > k)$ is an increasing function of $n$. Wri …
4 votes

Nice examples/arguments that illustrating the coupling method in probability theory

One of the deepest and most beautiful coupling arguments I have seen is the proof by Moser and Tardos of their Algorithmic Local Lemma. This algorithm tries to find a good configuration of variables …
0 votes
1 answer
500 views

Lower Bound on $E[X Y]$

(Cross-post from math.stackexchange.com Q#166689) I would like to lower-bound $E[X Y]$ where $X, Y$ are two random variables such that: $X \in [x_0, 1], Y \in [y_0, 1]$ $E[X] = x, E[Y] = y$ $X \geq …
David Harris's user avatar
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1 vote

2d moment of chebyshev

The paper "Randomness-Efficient Oblivious Sampling" by Mihir Bellare and John Rompel approaches this by applying a Chernoff bound. (See Appendix A)
David Harris's user avatar
  • 3,475
5 votes
3 answers
1k views

Branching process survival probability

I have a time-inhomogeneous Galton-Watson binary branching process over a finite number of generations $n$. In each generation $i$, there is a probability $p_i$ of a child surviving; so each node has …
David Harris's user avatar
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0 votes
1 answer
245 views

Variant on Janson-type inequality

Let us suppose that we are in the setting of Janson's inequality for Poisson-type deviations of increasing events. Specifically, we have independent Bernoulli variables $X_1, \dots, X_n$, and events $ …
David Harris's user avatar
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5 votes
0 answers
490 views

# roots of polynomials over GF(2)

Consider a polynomial $p(x)$ with of degree $d$ with coefficients in $GF(2)$. How many roots can it have in $GF(2^m)$? The intent here is that $d \ll 2^m$. The trivial bound is of course $\leq d$. Wh …
David Harris's user avatar
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0 votes
1 answer
287 views

Is this probabilistic principle for stochastic processes known?

In the course of a proof, I used the following principle, which seems so intuitive that it should have a name: Suppose one has a stochastic process $X_t$, for $t \in \omega$, on a (possibly infinite) …
David Harris's user avatar
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1 vote

Expected value as decision criterion in the context of rare events

Thanks for all the interesting perspectives on this question. It seems that there are two quite distinct reasons for focusing on expected value. The first is based on the law of large numbers, and wor …
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2 votes

Random versions of deterministic problems

While it is not known that $P \neq NP$, it is known that for most oracles $A \subseteq \omega$ we have $P^A \neq NP^A$. This might be interpreted as "evidence" for the conjecture when $A = \emptyset$. …
1 vote
2 answers
170 views

Bound on expression from probability distributions

I came across this issue while trying to combine multiple probability distributions into a single distribution which approximates them all simultaneously. This boils down to maximizing this expression …
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2 votes
0 answers
81 views

Subgraphs of bounded tree-width and preserving edges of original graph

Given a graph $G$, I would like to determine a method for randomly generating subgraphs $G'$ with the following properties: Each edge of $G$ has at least some probability $p$ of going into $G'$ The …
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0 votes
0 answers
220 views

Branching process question

(Cross-posted to math stackexchange question 130154) I am trying to analyze the following branching process. We start with a root (level 0) node. Each surviving node has two children, each of which m …
David Harris's user avatar
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3 votes
3 answers
708 views

Repeated draws from multinomial distribution

(This is a cross-post from Math StackExchange https://math.stackexchange.com/questions/609641/multinomial-distribution-sum-of-squared-probabilities) Let $\vec X = (X_1, \dots, X_k)$ be a draw from a …
David Harris's user avatar
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4 votes
2 answers
657 views

# bridges in random connected graph

Suppose we have an Erdos random graph with $n$ vertices and $c n$ edges. What can you say about the probability that the graph is connected? (More importantly) If it is connected, what is the distr …
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