2
votes
2answers
43 views

How to find out number of possible outcomes by trying over and over?

While working on my network exploration tool project, I've ran across the problem of reliably determining number of possible exit addresses of a tunnel with single entrance. I've came up with ...
3
votes
1answer
71 views

[Probability]need help to understand the following expression

So assume $Y$ and $X$ are exponentially distributed with parameters $y_1$, and $x_1$ respecitively. assume c is a constant. I am having huge trouble to understand the integration of the following ...
0
votes
0answers
36 views

Proving properties of Random Graphs

I am asking the question on a slightly abstract level and it may depend on the specifics but it would be great to have related references or ideas. Consider the random graph model $G_{n,p}$ where its ...
1
vote
0answers
40 views

Why does a Gaussian process have a gradient whose determinant is Gaussian?

I'm trying to understand something in Adler and Taylor's book, Random Fields and Geometry. Let $T \subset \mathbb{R}^N$ be a compact parameter set (for simplicity, suppose it is a closed hypercube) ...
0
votes
0answers
37 views

Law of large numbers with random weights

Let $\mu_i$ be i.i.d. RVs with mean zero, and let $a_i$ be random weights that are not independent and are not identically distributed, $i=1,...,N$. $\mu_i$ is orthogonal to $a_j\;\forall j$. Is ...
1
vote
0answers
26 views

Random sampling and i.i.d.

Can you help me to clarify the following concepts by stating whether what I have written below is right or wrong? -random sampling: units are drawn from the population with a known probability of ...
1
vote
1answer
42 views

How does a pdf of the difference of two random variables relate to the pdf of each random variable

Let $T_1$ and $T_2$ be non-negative continuous random variables (rv) denoted in the form $T_i = \mu_i + \sigma_i X_i$ for $i=1,2$ where \begin{eqnarray*} T_{1} &=&\mu _{1}+\sigma _{1}X_{1} \\ ...
3
votes
2answers
66 views

Alice and Bob card game

I came across this puzzle online in an online Princeton thingy (course?): Alice writes down two integers between 0 and 100 on two cards. Bob gets to select one of the two cards and see its value. ...
0
votes
0answers
26 views

Random noise and i.i.d's

In a book it is written that the quantity $\epsilon(\theta)$, called random noise, can be assumed to be i.i.d's when it does not depend on $\theta$. When it depends on $\theta$ it is said that the ...
0
votes
1answer
43 views

Given the distribution of a random variable $R$, who do you get a uniform random variable $U$?

Let us say you have a random variable $R$. How would one generate a uniform random variable $U$, with the maximum possible entropy (or infinite entropy, if $R$ has such)? (For simplicity, you may ...
0
votes
1answer
53 views

Measuring degrees of randomness

Imagine, for simplicity's sake, that we have a set of numbers, each equal to either 0 or 1. Let's call each a bit. Rationally, if the set is completely random, and reasonably large, the probability ...
2
votes
0answers
59 views

Random walk with $\sum_{n=1}^{\infty} \frac{1}{n} \mathbb{P}\{ S_n > 0 \} < \infty$

Consider a random walk started at $S_0=0$, denoted $S_n = \sum_{k=1}^{n}X_k$, where $X_1$, $X_2$... are the i.i.d increments. If we have $\sum_{n=1}^{\infty} \frac{1}{n} \mathbb{P}\{ S_n > 0 \} ...
1
vote
0answers
35 views

Random operators [duplicate]

Let $(\Omega, \mathcal F,P)$ be a probability spaces and $H$ be a Hilbert space. By a random operator $A$ from $H$ to $H$ we mean a linear continuous mapping from $H$ into the Frechet space $L_0^H ...
0
votes
1answer
62 views

2 dimensional random walk - hit of targets

Consider a random walk in $\mathbb{Z}^2$, $x(j) = x(j-1) + \xi_j$, where the increments are random variables independent and identically distributed with finite support, the expectation $m := ...
0
votes
0answers
48 views

Computing an estimator for a piecewise distribution?

Suppose I have a random variable $X$ that follows a distribution with a piecewise function $f(x|\theta)$. What is the correct way to compute an estimator $\theta$ for this function? Should the ...
3
votes
1answer
39 views

Find probability of a Poission process.

Given that $N=\{N(t)\mid t\geq 0\}$ is a Poisson process with parameter $\lambda>0$ I need to find $P(N(3)=2\mid N(1)=0, N(5)=4)$ So this is a conditional probability (can anyone clarify if this ...
1
vote
0answers
94 views

Randomized packing of items

An adversary gives you a set of items whose total size is $x$ (he gets to choose how $x$ is distributed. e.g. there may be $k-1$ items of size $\frac{x}{k}$ and 2 items of size $\frac{x}{2k}$). The ...
0
votes
0answers
24 views

Problem with an inequality from probability theory (Random matrix theory)

I read the following notes on random matrix theory http://www.umpa.ens-lyon.fr/~aguionne/cours.pdf . While reading Wigner's proof for the semi-cicular law I encoutered the following inequality on page ...
1
vote
4answers
111 views

What is an example for an algorithm which makes use the power of randomness?

Can someone give a (most simple) example for an algorithm on a machine, which has access to random numbers, and which is faster than any other known algorithm for the same task? My actual motivation ...
1
vote
1answer
199 views

number of steps a random walk in a line on the nonnegative integers

let $T_n$ denote the number of steps a linear random walk on the nonnegative integers takes before reaching the position $n$ for the first time. What will be $\mathbb{E}[T_n]$. I tried to derive ...
0
votes
1answer
117 views

Construction of a random probability measure on the positive integers

Let $\mathcal{N} = \{1, 2, \ldots\}$ be the set of positive integers and let $\mathcal{F}$ be the $\sigma$-field of all subsets of $\mathcal{N}$. Let $X$ be a random variable taking values in ...
1
vote
1answer
1k views

Probability density of Continuous uniform distribution over the unit circle

If we want to chose a point $(x,y)$ uniformly at random from a unit circle in a plane, why is the joint probability density of the random variable $f(x,y) = \frac{1}{\pi}$ for $x^2+y^2\leq1$? The ...
0
votes
1answer
60 views

Sum of poisson random variables on a lattice

Consider a lattice $\mathbb{Z_+}$ and immagine that on each site $i \in \mathbb{Z}_+$ there is a number of particles $X_i$, where $X_i$ are i.i.d. Poisson random variables having expectation $\mu$. ...
2
votes
1answer
81 views

law of large number modified statement

The weak law of large number states that, given $Y_n = \sum_{k=1}^{n} X_k$, where $X_k$ are random variables independent and identically distributed with finite expectation $\mu$, $$ \forall ...
1
vote
2answers
89 views

What exactly does this physically mean?

Let X(w) be a real random variable on ($\Omega$ , P). The image X($\Omega$) the set of all the values X(w) can take ,written $\Omega^{X}$. For any set $ B \subset \Omega^{X}$ the probability of the ...
1
vote
1answer
158 views

Rademacher random variables in terms of Bernoulli

I've found out that Rademacher random variables and Bernoulli random variables plays an important role in Probability theory. I am wondering how they are connected. For example, Let $r_i, i=1, ...
-2
votes
2answers
234 views

Is first order moving average a Markov process?

Given first order moving average $$ x(n) = e(n) + ce(n-1) $$ where $e(n)$ is a sequence of Gaussian random variables with zero mean and unit variance which are independent of each other, and $c$ is ...
1
vote
0answers
70 views

What's the probability of creating a Hello World Program?

Consider an application that has knowledge of all characters on the keyboard i.e. if asked to do so it can randomly choose any character and output it. Now, in the programming language Java consider ...
4
votes
3answers
2k views

Repeating something with (1/n)th chance of success n times

Is there anything that can be said about how many attempts it will take to correctly guess a random number out of 1000 numbers? If the number wouldn't change the probability would just increase every ...
1
vote
1answer
67 views

Two sequences of random variables

Consider two sequences of random variables $X_n, Y_n$ and suppose $X_n\to X$ in distribution. Does the following hold: $\lim_{n\to\infty} E[|X_n-Y_n|]=0 \implies Y_n\to X$ in distribution?
2
votes
1answer
156 views

Is the expectation $E[\xi U'(\xi)]$ finite?

I encounter the following problem today. It seems a simple question. Let $U$ be a real function from $R^+\rightarrow \bar{R}$ satisfying the following conditions: (1) $U$ is concave, continuous, ...
2
votes
1answer
112 views

Image countable when state space is not?

From Jacod / Protter: "Probability Essentials", Springer: Note that even if the state space (or range space) $T$ is not countable, the image $T'$ of $\Omega$ under $X$ (that is, all points ...
2
votes
1answer
168 views

What are the relationships between combinatorics and randomness?

I was just reading the impressive paper by Tim Gowers The Two Cultures of Mathematics when I noticed the various connections between combinatorics and randomness. As a non-mathematician, it is not ...
0
votes
2answers
81 views

Convergence of sum of independent random values

If $f(x)>0$ is any function st. $\sum_{j=1}^{\infty}f(j)=\infty$. And $a_n=f(n)$ with probability 50%, else 0. Does $\lim_{n\rightarrow\infty}((1/\sum_{j=1}^nf(j)) \sum_{k=1}^n a_k)=1/2$ almost ...
0
votes
3answers
92 views

how much the entropy change going from 6 digit, to 8 digits with several sequence restrictions?

One system I use just changed their password policy. Previously, the only requirement was 6 digits. (e.g. 123456, 111111) Now it's 8 digit, with no bigger then 3 digit sequence, and no pattern such ...
3
votes
4answers
931 views

Random variables: How would you explain it to a beginner?

Different types of random variables: (discrete) Binomial, hypergeometric, geometric, Poisson (continuous) Uniform, normal, exponential Random variables are very useful tools when solving simple and ...
0
votes
1answer
275 views

Choosing a random natural number with bijection with rationals

It's said that you can't choose a random natural number. But what if you take a bijection between the natural numbers and, say, the rational numbers in the unit interval, and then choose a random ...
2
votes
0answers
93 views

Likelihood Function of Random Process

Given the following data: $$ x(t) = A + \omega(t) $$ where $ \omega(t) $ is an AWGN with zero mean, what would be likelihood function $p(x(t);A)$? I know it could be proven to be: $$ p(x;A) = C ...
0
votes
2answers
897 views

Calculate the probability of a simple event

I'm beginning to study probability and an exercise in the study guide that asks me to calculate: What is the probability that the month January, of one year randomly selected have only four Sundays? ...
0
votes
1answer
135 views

How to measure the amount of uncertainty

What are the possible measures of uncertainty for a discrete variable X=(x1, x2, ... xn), where values are defined by the alphabet - xi ∈ A, given probabilities p(xi) = P(X = xi) change over time? ...
3
votes
3answers
226 views

Definition of random

Suppose that you has to guess given a set of numbers If they are random. The mathematical expectation Is there a definition of randomness that allow this prove/test? Is even possible? if so: How ...
4
votes
2answers
737 views

Connection to Normal distribution

I've been working on finding the probability for the event, that the sum of $n$ independent random variables are less than $s$, when they are evenly distributed on $[0,1)$. I've used the law of total ...
2
votes
3answers
217 views

Expected time of tree search algorithm on random input

We have a perfect binary tree on 2^k-1 nodes. Every node in the tree is marked with probability 1/2, and a node is either marked or unmarked. We want to find a marked node and return it. Our algorithm ...
1
vote
1answer
248 views

Random assignment in blind experiments and “fair / just coin”

In blind experiments subjects are randomly assigned to one of groups. The most commonly used solution is to use (equivalent of) a coin toss, with the same probability to be assigned to each group. I ...
9
votes
2answers
179 views

How can I randomly generate trees?

I want to randomly generate trees, i.e. undirected acyclic graphs with a single root, making sure that all possible trees with a fixed number of nodes n are equally likely.