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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10
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343 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
150 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) = ...
9
votes
0answers
480 views

Expected value of the distance square

Given two points $X,Y$ on two sides of square $[0,1]\times [0,1]$ ($X:(0,1/2),Y:(1,1/2)$ (PS: My original question is $X,Y$ on opposite of a square, but I think that's not the real case) )and $n$ ...
8
votes
0answers
162 views

Shooting bullets

This is from http://domino.research.ibm.com/Comm/wwwr_ponder.nsf/challenges/May2014.html Every second, a gun shoots a bullet in the same direction at a random constant speed between 0 and 1. The ...
8
votes
0answers
116 views

Algorithm to compute fastest method of collecting $k$ re-spawning items which spawn at $n$ specified points

Let $V = v_1, \dots, v_n$ be the locations the items can spawn at, and let $U = u_1, \dots, u_k$ be the current positions of the items. We will assume a new items spawns instantly every time we ...
8
votes
0answers
232 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
238 views

Entropy of matrix vector product

Consider a random $n$ by $n$ circulant matrix $M$ whose entries are chosen independently and uniformly from $\{0,1\}$. Let $M'$ be the $m$ by $n$ matrix which is formed by taking the first $m$ rows of ...
7
votes
0answers
314 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 ...
7
votes
0answers
308 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
87 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
56 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) = ...
6
votes
0answers
218 views

The Expectation of a function of independent random variables

Assume we have for some index $i>n$ ($n \in \mathbb{N} $) the following ${\it Independent \ Random \ Variables}$ $$h_i \sim \text {i.i.d }\ \ \mathcal{CN}(0,1) \ \ \text{ Complex Gaussian}$$ ...
6
votes
0answers
191 views

Combinatorics: Number of possible 10-card hands from superdeck (10 times 52 cards)

I have the following problem from book "Introduction to Probability", p.32 A certain casino uses 10 standard decks of cards mixed together into one big deck, which we will call a superdeck. ...
6
votes
0answers
93 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
214 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 ...
6
votes
0answers
629 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 ...
6
votes
0answers
483 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
206 views

Question on Conditional expectation

Let $X_1$ and $X_2$ be two random variables on $(\Omega,\mathcal{B},P)$. Suppose there is a function $g:\mathcal{B}\times\mathbb{R}\rightarrow[0,1]$ such that for any $x$, $g(\cdot,x)$ is a ...
6
votes
0answers
361 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
307 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
43 views

Probabilistic interpretation for representation of unity using the zeta function

There's a cute identity, I believe due to Borwein, Bradley and Crandall (Section 4): $$1=\sum_{n=2}^\infty (\zeta(n)-1).$$ There are some generalizations in the linked paper as well. Question: Is ...
5
votes
0answers
51 views

$\sigma$-algebra $\mathcal{G} \subset \mathcal{F}$ is countably generated iff there is a random variable $X$ such that $\mathcal{G} = \sigma(X)$.

Where can I find a reference to the proof of the fact that a $\sigma$-algebra $\mathcal{G} \subset \mathcal{F}$ is countably generated if and only if there is a random variable $X$ such that ...
5
votes
0answers
96 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
56 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
215 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
127 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
62 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
58 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
109 views

Random point distribtion

How to generate numerically a set of random points $(x_1,y_1), (x_2,y_2),\cdots, (x_N,y_N)$ such that the pair-wise distances $d = \sqrt { (x_i-x_j)^2 + (y_i-y_j)^2}$, for all $ 0<i\le N, ...
5
votes
0answers
210 views

Probability of Multiple Collisions in the Birthday Problem

I need help with an approximation concerning the birthday problem. In a recent MAA Monthly (August-September 2013) article "Simple Approximation Formulas for the Birthday Problem" by Matthias Arnold ...
5
votes
0answers
282 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
183 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
209 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 ...
5
votes
0answers
169 views

Need advice: what should be my next step?

I am dealing with a quite algebraic question and I arrived at some good point. I had $2$ equations with $2$ unknowns and I was able to eleminate one of the variables. My final equation still seems ...
5
votes
0answers
143 views

Bayes analysis as used in a Presidential Election - with calculations shown

Can you show all the steps needed for a Bayesian probability progression as new information is received. As an example, initial estimate for Obama to win (popular vote) is 55%. In state-A, Democrats ...
5
votes
0answers
123 views

Probability distribution for finding two values in stages

Fix two arbitrary distinct values from $\{1,\dots,n\}$. Say for concreteness we choose the values $1$ and $2$. We sample uniformly with replacement from $\{1,\dots,n\}$ in a number of stages. Each ...
5
votes
0answers
735 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 ...
5
votes
0answers
159 views

Bounding function involving Beta functions

Given $\frac{a}{x-1} \leq \frac{b}{y-1} \leq \frac{c}{z-1}$ with $a,b,c > 0$ and $x,y,z > 1$, I want to show that $$\frac{(\frac{a}{a+b})^{x-1}(\frac{b}{a+b})^{y-1}}{B(x,y)\cdot (x+y-1)} + ...
4
votes
0answers
46 views

What is a formal definition of 'randomness'?

What is a rigorous mathematical/logical definition of 'randomness'? Under what conditions can we truthfully apply the predicate 'is random'?
4
votes
0answers
36 views

shifted exponential distribution with inter-arrival time

Given that time interval $T^*$ in seconds between certain events has a negative exponential distribution. The instrument cannot detect intervals which are less than $\delta$ seconds. Let $T_1, ..., ...
4
votes
0answers
63 views

Hitting time for a random walk on the grid

Consider the grid on $n^2$ nodes composed of points $x$ and $y$ with coordinates in the set $\{1, \ldots, n\}$, and consider the discrete-time Markov chain which transitions to a random neighbor at ...
4
votes
0answers
80 views

The Lost Boarding Pass Advanced

The Lost Boarding Pass is a famous puzzle as follows: On a sold out flight, $100$ people line up to board the plane. The first passenger in the line has lost his boarding pass, but was allowed in, ...
4
votes
0answers
27 views

Analysis of sorting Algorithm with probably wrong comparator?

It is an interesting question from an Interview, I failed it. An array has n different elements [A1 .. A2 .... An](random order). We have a comparator C, but it has a probability p to return correct ...
4
votes
0answers
76 views

Probability of turning a 3x3 Rubik's Cube 50 random turns and solving

So I am working with my secondary Algebra II class on permutations, combinations, and probability and had an idea for an interesting problem that I hope can work for their skill level. We have been ...
4
votes
0answers
36 views

Combinatorics and Probability- where am I wrong?

Let there be a cube with $n$ sides denoted $1,...,n$ each. The cube is tossed $n+1$ times. For $1\le k\le n$, what is the probability that exactly $k$ first tosses give different number (i.e, the ...
4
votes
0answers
79 views

Inequality involving double integral

There's a function $g(x,y):\mathbb{R^+\times \mathbb{R}^+\rightarrow \mathbb{R}^+}$ with $g_1(x,y)>0$, $g_2(x,y)>0$, and $g_{12}(x,y)>0$. I conjecture that $$\int ...
4
votes
0answers
38 views

An integral with respect to the Haar measure on a unitary group

Let $A,D\in \mathbb{C}^{n \times n}$ be diagonal matrices. I need to calculate $$\int_{U(n)}\det{(A-HDH^\dagger)}\,\mathrm{d}H$$ where $dH$ is the unit invariant Haar measure on the group of unitary ...
4
votes
0answers
98 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 $L^1$ ...
4
votes
0answers
69 views

Convergence in distribution of stochastic equation solutions

I'm studying from Kurtz's book "Markov Processes Characterization and convergence" and I have a question about the convergence of processes in $\mathbb{Z}^d$ that are solution of some equation. (see ...
4
votes
0answers
48 views

Crow probability question

Twenty crows land randomly on a wire. Each crow is crowing at the nearest crow. What is the expected number of crows that are not crowed at? I truly have no idea how to approach this problem. I was ...