This tag is for basic questions about probability and for questions in which one wants to calculate a probability, expected value, variance, standard deviation, or similar quantity. For questions about the theoretical footing of probability (especially using measure theory), please ask under ...

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16
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235 views

Number of moves necessary to solve Rubik's cube by pure chance

Suppose, random moves are made to solve Rubik's cube. A move consists of a $90$-degree-rotation of some side. The starting position is also random. What is $E(X)$, where $X$ is the number of moves ...
10
votes
0answers
175 views

Variational formulations in group theory?

I apologise if this is a naïve question. Are there any known / widely applicable / important variational formulations in (finite) group theory? That is, a relationship of the form $$\alpha(G) = ...
10
votes
0answers
414 views

Cramér's Model - “The Prime Numbers and Their Distribution” - Part 1

I was reading "The Prime Numbers and Their Distribution" by Gérald Tenenbaum and Michel Mendès France, the section about Cramér's Model, and I couldn't prove a couple of results. I would like to start ...
9
votes
0answers
114 views

Interesting shapes using probability and discrete view of a problem

Suppose we have a circle of radius $r$, we show the distance between a point and the center of the circle by $d$. We then choose each point inside the circle with probability $\frac{d}{r}$ , and turn ...
9
votes
0answers
335 views

Does this random variable have a density?

I have a persistent problem, which I'm almost certain can be answered using elementary probabilistic arguments, but for some reason I've been stuck for some time. Here is the problem. Let $(B_s, s ...
8
votes
0answers
106 views

A matrix with a dense submatrix - application of Chernoff’s Inequality

I am trying to solve an exercise from this book, which I will post here for convenience. I have a bit of a problem understanding how the hint of using Chernoff's bound implies the claim. Specifically ...
8
votes
0answers
891 views

Azuma's inequality to McDiarmid's inequality?

I was going through some notes on concentration inequalities when I noticed that there are two commonly-cited forms of McDiarmid's inequality. Long story short: I know how to prove the weaker one from ...
8
votes
0answers
341 views

Is this question solvable? $2$ non-linear equations and the proof that the solution is unique (with asymmetric bounty option)

As mentioned in the title I want to show the uniqueness of the solution to $2$ non-linear equations. However, it seems that I can not solve this question with my current mathematical knowledge. More ...
8
votes
0answers
265 views

Extracting an (almost) independent large subset from a pairwise independent set of Bernoulli variables

Let $n>1$, and let $X_1,X_2, \ldots ,X_n$ be non-constant random variables with values in $\lbrace 0,1 \rbrace$. Let us say that a subset of variables $X_{i_1},X_{i_2}, \ldots,X_{i_d}$ is complete ...
7
votes
0answers
53 views

Limit theorems in measure theory

From probability theory/measure theory we know set of theorems such as Monotone convergence, dominated convergence or conditions like uniform integrability which deals with the general question of ...
7
votes
0answers
99 views

Probability on entering direction of a simple random walk

Let $X(n)$ be a simple random walk on $\Bbb{Z}^2$. Also we define $S_{R} = \inf\{n > 0 : X(n) \notin [-R, R]^2 \} $ : the exit time of the square $[-R, R]^2$, $T_{v} = \inf\{n > 0 : X(n) = ...
7
votes
0answers
132 views

Is this a correct Monte-Carlo expression for $\pi$?

I have a bicycle with one of those O-locks on it and too often when I park the bike and I want to lock it, the lock hits one of the spokes of the rim. This can be frustrating and surprises me that it ...
7
votes
0answers
318 views

Does this calculation have a name, or a generic formulation?

Background I would appreciate help in identifying / explaining this operation: To calculate each of the $n$ values of $f(\Phi)$: sample from the distribution of each of $i$ parameters, $\phi_i$ ...
6
votes
0answers
42 views

What is the probability of a pen touching a bar given that the length of the pen is $10$ cm and the bars are regularly spaced at $15$ cm?

Problem: If a pen of length $10$ cm is thrown out of infinitely large window having vertical bars regularly spaced at $15$ cm, then find the probability that it will touch any of the bars. (Assume ...
6
votes
0answers
89 views

Urn Probability Problem (conditional relacement)

I am working through Parzen and I came across a problem that has completely stumped me. I have an urn which has M black balls and N white balls. Each turn, I randomly reach in and choose one ball ...
6
votes
0answers
78 views

Higher math and statistics/probability

So I've heard that certain areas of statistics and probability use manifolds and results from analysis and topology. Given that I lack the background to see where manifolds would become useful in ...
6
votes
0answers
50 views

Asymptotic value of card drawing game

A deck consisting of $r_0$ red cards and $b_0$ black cards is randomly shuffled. The host turns up the cards one at a time; if it is red, you get $\$1$; otherwise you pay the host $\$1$ (and you're ...
6
votes
0answers
63 views

Conditional expectation involving some complications around exponential random variables

Here is my problem. Consider four independent exponential distributions $X^A_1$, $X^B_1$, $X^A_2$, $X^B_2$ where $X^A_1$ and $X^B_1$ are $exp(\lambda_1)$ and $X^A_2$ and $X^B_2$ are $exp(\lambda_2)$. ...
6
votes
0answers
137 views

Normalizing factor for product of Gaussian densities - interpretation with Bayes theorem

The normalizing factor for the product of two multivariate Gaussian densities, $f(x)$ and $g(x)$ with mean vectors $a$ and $b$ respectively, and covariance matrices $A$ and $B$ respectively, is itself ...
6
votes
0answers
104 views

Finding an upper bound for $\frac{d}{d\theta}\beta^*(\theta)|_{\theta=\theta_0}$

Suppose that a random variable X has a distribution depending on a parameter $\theta$, $\theta \in \Theta$, and consider a test of hypothesis $H_0: \theta = \theta_0$ versus the alternative $H_1: ...
6
votes
0answers
231 views

I need help about some compactness arguments

I need help to find some compact sets for my engineering problem. Through this page I learned quite much about it however since I have neither read a book yet nor have an experience I am not able to ...
6
votes
0answers
644 views

How does the answer to Feynman's Restaurant Problem change if $M$ is not restricted to a single value?

First, the background: Feynman's restaurant problem asks how we can maximise the total rating of the meals we eat at a restaurant with $N$ items on the menu, given that we know up-front that we are ...
6
votes
0answers
375 views

Calculating probability of some event using geometric considerations

I want to estimate exponentially the following probability: Let $\bf{U}\in\mathbb{R}^n$ be a random vector uniformly distributed on the $n$-dimensional hypersphere, centered at the origin with radius ...
6
votes
0answers
988 views

1D Random Walk, with different step sizes in each direction.

A walker starts at a defined position greater than $0$, say $A$, and then makes a "decision" to walk either "$b$ steps to the right" or walk "$c$ steps to the left." He will choose the first option ...
6
votes
0answers
346 views

An application of the Optional Sampling Theorem

let $S(k), k\geq 0$ a discrete random process. Suppose $S(N)$ is with probability one either 100 or 0 and that $S(0)=50$. Suppose further there is at least a sixty percent probability that the price ...
5
votes
0answers
35 views

markov chain: 2 state chain

I have a machine. It has two states, broken or working. If it is working, then it will be broken with probability $q=0.1$. If the machine is working, I will make \$1000 dollar a day. If it is broken, ...
5
votes
0answers
51 views

What is the probability that 1 woman and 2 men are chosen if the following is given?

In a classroom, there are 8 women and 5 men. A committee of 3 people is to be formed for a project. What is the probability that 1 woman and 2 men are chosen? For this problem, the directions say ...
5
votes
0answers
33 views

Almost surely, for all $s \ge 0$, there exist $t$, $u \ge s$ with $B_t < 0 < B_u$?

Let $(B_t)_{t \ge 0}$ be a Brownian motion starting from $0$. Then, do we have that, almost surely, for all $s \ge 0$, there exist $t$, $u \ge s$ with $B_t < 0 < B_u$?
5
votes
0answers
62 views

Sum of uniform random variables on simplex

Let $X,X'$ be two independent uniform random variables on $n$-dimensional simplex $\Delta_n= \{(x_1,\ldots,x_n):x_i \geq 0, \sum x_i \leq 1\}$. I am trying to find the probability distribution of ...
5
votes
0answers
173 views

The probability that two matrix vector products are equal

Consider a random $n$ by $n$ circulant matrix $M$ whose first row entries are chosen independently and uniformly from $\{0,1\}$. Let $M'$ be the $m$ by $n$ matrix which is formed by taking the first ...
5
votes
0answers
116 views

Bingo probability of a tie with 20 players

Assume "standard" bingo (75 numbers) with the columns ranging the following inclusive "semi-random" values B: 1 to 15, I: 16 to 30, N: 31 to 45, G: 46 to 60, O: 61 to 75. By semi-random I mean ...
5
votes
0answers
73 views

Simplifying Chain of Conditional Variances given a Markov Chain

$\newcommand{\Var}{\operatorname{Var}}$Suppose $X,Y,W$ form a Markov chain $X \to Y \to W$. Can we simplify the following expression? \begin{align*} E [ \Var ( \Var (X\mid Y) \mid W)] \end{align*} ...
5
votes
0answers
101 views

Equivalent definitions of Poisson process

Define a Poisson process with parameter $\lambda$ is a counting process $(N(t))_{t\ge 0}$ such that: (i) $N(0)=0$; (ii) It has independent increment property; (iii) $N(t+h)-N(t)$ has Poisson ...
5
votes
0answers
70 views

Probability of another 3 integers with same sum and product as the first 3 integers

Let us suppose $3$ integers are selected at random from a large range, say $$-1000\leq x\leq y\leq z\leq 1000$$ Now, we define the sum and product: $$\begin{align*}s&=x+y+z ...
5
votes
0answers
117 views

Modified Doob's $L^1$ inequality

Let $X_n$ be a non-negative submartingale. Show that for all $\lambda >0$ $$ P(\sup_{k\leq n} X_n \geq 2\lambda) \leq \frac{1}{\lambda} \int_{X_n \geq \lambda} X_n dP$$ In Doob's weak $L^1$ ...
5
votes
0answers
46 views

Generalized Binomial Model independent in the limit

Start with a generalized binomial model $$P(X_{n+1}=1\mid \mathcal{F}_n)=\theta_n+ n^{-1} d_n \sum_{i=1}^n X_i$$ $$P(X_{n+1}=1)=p_{n+1}=\theta_n + n^{-1}d_n \sum_{i=1}^n p_i$$ With $0\leq \theta_n+ ...
5
votes
0answers
123 views

How to model this easy problem as sum of indicator random variables in order to apply Chernoff bound

Do you have an idea how I could model the following process somehow as a sum of independent indicator random variables? I have given a grid of size $n \times n$ for $n \rightarrow \infty$. Now I ...
5
votes
0answers
128 views

Probability that a five is seen before any of the even numbers are seen

A fair die is repeatedly tossed. What is the probability that a five is seen before any of the even numbers are seen? I have my own solution below and just want someone to verify it. According ...
5
votes
0answers
69 views

Probability of winning at Solitaire

Using a standard deck of playing cards, how many ways of assembling (shuffling) them will result in a competent player always "going out" in a standard (seven initial columns, every remaining third ...
5
votes
0answers
338 views

Probability that at least one of four hands missing at least one suit

Deal each of four players a 13-card hand at random. What is the probability that at least one of the four hands is missing at least one suit? Let $A_i$ mean that player $i$ is missing at least one ...
5
votes
0answers
183 views

Brownian Motion and stochastic integration on the complete real line

I'm struggling to understand stochastic integration over intervals containing zero, i.e. integrals of the form $\int_{a}^{b} X_s \, d B_s$ where $-\infty \leq a < b \leq \infty$, $(X_t)_{t \in ...
5
votes
0answers
191 views

Probability of transmission between two nodes in a neural network at exactly d timesteps

I have a network which is an Erdős–Rényi graph. It is a simple neural network with degree 0.7N where N is the number of nodes. Each weight between neurons is 1/N, meaning that if node n has fired the ...
5
votes
0answers
98 views

Invariant measure of Euler-Maruyama Discretisation of an Ito diffusion

Let $(X_t)_{t \geq 0}$ be a diffusion process with dynamics governed by the stochastic differential equation \begin{equation} dX_t = b(X_t)dt + \sigma(X_t)dW_t, ~~ X_0 = x_0, \end{equation} where ...
5
votes
0answers
80 views

Standard deviation of a quantum walk?

The standard deviation of a classical random walk with $n$ steps is $\sqrt n$ - Standard deviation of a random walk. I have read in many places that the standard deviation of a quantum walk $n$ with a ...
5
votes
0answers
69 views

Renyi entropy of prime gaps

Denote with $p_n$ the $n$-th prime number and let $$ h_N(d) = |\{ n : p_{n+1} < N, p_{n+1} - p_n = d \}| $$ be the number of times that prime gap $d$ happens for primes less than $N$. Let $H = ...
5
votes
0answers
70 views

A question on CLT from Durrett.

I have a question from Durrett which I don't quite get the solution. The question is and the solution is I think I understand up to when $|S_n - n| \leq n^{2/3}$ is an event w.p.1, this is ...
5
votes
0answers
62 views

$\pi$ Monte-Carlo - Probability that O-Lock hit a Spoke?

(Edit: can someone please help me migrate this to physics stack? I think they would be more interested in helping me out with this problem. Thanks.) I have a bicycle with one of those O-locks on it ...
5
votes
0answers
325 views

Inequality between incomplete beta and gamma functions

Let the regularized incomplete beta and gamma functions be defined as usual: \begin{equation} I_p(z,w) = \frac a {B(z,w)} \int_0^p t^{z-1} (1-t)^{w-1} \,\mathrm dt, \end{equation} \begin{equation} ...
5
votes
0answers
211 views

Central Limit Theorem on the Circle

I am interested in a circular equivalent to the classical CLT. Is there a necessary and sufficient condition telling when a normalized sum of circular distributed random variables converges to a ...
5
votes
0answers
3k views

Uniform distribution on the surface of unit sphere

It is known that given $X=(X_1, X_2, \ldots, X_n)$ iid $\sim N(0,1)$, then $X/\sqrt{X_1^2+\cdots+X_n^2}$ is uniformly distributed on the surface of unit sphere. Intuitively, I know that that's ...