Questions tagged [pr.probability]

Questions in probability theory

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6
votes
1answer
260 views

Expected Kolmogorov complexity under Kolmogorov complexity distribution

If $K(w)$ is the Kolmogorov complexity of a string $w$, where programs are prefix-encoded so $\sum_{w} 2^{-K(w)} \leq 1$, what is $$\lim_{n\to\infty} \frac{\sum_{|w|=n}2^{-K(w)} K(w)}{\sum_{|w|=n} 2^{...
2
votes
1answer
159 views

Probability of random variable $X$ less than $max(Y_i)$

For $\lambda > \mu$, consider independent random variables (i) $X \sim Pois(\mu)$ and (ii) $Y_i \sim Pois(\lambda),\;i\in{1,2}$. Question : Can we upper-bound the following? $$\mathbb{P}\big(X\...
7
votes
1answer
316 views

Minimum Spanning tree on a complete “random” graph

Consider a complete undirected graph with $n$ vertices, $K_n$. Let weight of an edge between vertices $i\; \& \;j$ be a random variable $E_{ij}$. Let $E_{ij} \sim exp(\lambda)$, where $exp(\lambda)...
9
votes
2answers
667 views

Statistical distance between uniform and biased coin

Let $U$ be the uniform distribution over $n$ bits, and let $D$ be the distribution over $n$ bits where the bits are independent and each bit is $1$ with probability $1/2-\epsilon$. Is it true that ...
1
vote
1answer
81 views

Issue with inequalities involving probablities

I'm reading this paper http://eccc.hpi-web.de/report/2016/044/download/, at page 7 you can see this equation: $$ \sum_t \mathbb{E}_{w \in W} [|p_t - p_{t|w,w}|] = 2 \sum_t \mathbb{E}_{w \in W} [\max(...
9
votes
2answers
258 views

Can the “mutual independence” condition in the Lovász local lemma be weakened?

The Lovász local lemma, as stated in Corollary 5.1.2 here, is given as follows. Lemma. Let $A_1, \ldots, A_k$ be events such that each $A_i$ has probability at most $p$ and such that each $A_i$ is ...
1
vote
1answer
106 views

The noise distribution on $F_2^n$: probability of landing in a subspace versus a coset

Let $V = F_2^n$ be the $n$-dimensional vector space over the field of two elements. The $\epsilon$-noise distribution on $V$, denoted $\mu_\epsilon$, is a probability distribution on $V$ for which ...
1
vote
0answers
98 views

Percolation probabilities

I have a finite undirected graph with a probability $p_e$ given for each edge $e$. This gives a random graph by removing each edge e with probability $1-p_e$ independently of the others. I'm ...
14
votes
1answer
415 views

Expected minimum influence of a random Boolean function $f\colon\{-1,1\}^n \to \{-1,1\}$

For a Boolean function $f\colon\{-1,1\}^n \to \{-1,1\}$, the influence of the $i$th variable is defined as $$ \operatorname{Inf}_i[f] \stackrel{\rm def}{=} \Pr_{x\sim\{-1,1\}^n}[ f(x) \neq f(x^{\oplus ...
1
vote
0answers
138 views

Maximal correlation vs correlation coefficient when one RV is Gaussian

Last week I asked a question on MOF (see here), but I got no reply. So I am asking my question here. Let a pair of random variables $(X,Y)$ be continuous random variables (i.e., they both have ...
1
vote
1answer
120 views

Average Regret Bounds for Linear Stochastic Bandits

I am reading this paper on linear stochastic bandits : http://papers.nips.cc/paper/4417-improved-algorithms-for-linear-stochastic-bandits.pdf All the results are stated in a high-probability ...
8
votes
1answer
646 views

Exponential Concentration Inequality for Higher-order moments of Gaussian Random Variables

Let $X_1,\ldots, X_n$ be $n$ i.i.d. copies of Gaussian random variable $X \sim N(0, \sigma^2)$. It is known that \begin{align} \mathbb{P}\Bigl( \Bigl|\frac{1}{n}\sum_{j=1}^n X_j \Bigl| >t\Bigr) &...
6
votes
1answer
229 views

Graph that maximizes minimum hitting time?

Let $G$ be some connected bidirectional (or undirected) graph. We define a random walk as a walk that begins at a vertex chosen uniformly at random, and at each step proceeds to one of its current ...
16
votes
0answers
255 views

When does adding edges decrease the cover time of a graph?

When first learning about random walks on a graph $G$, one may have an intuitive feeling that adding edges to $G$ will decrease its cover time $C(G)$. However, this is not the case. The path graph $...
4
votes
1answer
656 views

Orlicz norm of random variable and variance

In probability and statistics Orlicz norms are frequently used in concentration inequalities. For example, for Bernstein's inequality, we have versions for sub-exponential random variables using $\...
23
votes
2answers
533 views

Which graph parameters are NOT concentrated on random graphs?

It is well known that many important graph parameters show (strong) concentration on random graphs, at least in some range of the edge probability. Some typical examples are the chromatic number, ...
2
votes
1answer
239 views

Squared Hellinger distance between Binomial(n,p) and Binomial(n+1,p)

I came across a claim in a paper Trace reconstruction revisited (in Lemma 11), which is basically that the squared Hellinger distance between Binomial$(n,p)$ and Binomial$(n+1,p)$ grows as $O(1/n)$. $...
5
votes
1answer
251 views

About a random walk with constant spectral gap

The existence of a graph with certain strange-looking properties will imply a counterexample to something I am playing with. I'm stuck on figuring out whether such a graph can exist and so I thought I'...
6
votes
1answer
156 views

Are bins with more black than white balls negatively 1-correlated?

Suppose we throw $m_b$ black balls and $m_w$ white balls independently and uniformly at random in $n$ bins. Let $\left\{ B_i \right\}_{i \in \left\{ 1,\ldots,n \right\}}$, $\left\{ W_i \right\}_{i \...
8
votes
1answer
157 views

A bounded-independence variant of the Berry-Esseen theorem

I came across a presentation by Ryan O'Donnell regarding invariance principles. After proving the Berry-Esseen theorem, there is a slide that discusses extensions of the theorem and one that is ...
1
vote
1answer
90 views

Inequality for p-norm of probability distributions

I want to show the following inequality, which seems like it should have an elementary proof (or even a well-known name). Suppose $p, q$ are discrete probability distributions. And suppose that $p_i \...
1
vote
0answers
62 views

Computing the distribution from which this algorithm samples from

Assume we have a set of integers $X_0=\{x_1\ge x_2\ge\ldots\ge x_n\}$. Let $r\in(0,1]$ be a parameter and consider the ranking process: i=0 while ($X_i\ne\emptyset$) let $M = \max \{x\in X_i\}$ (...
29
votes
1answer
1k views

Finding a biased coin using a few coin tosses

The following problem came up during research, and it's surprisingly clean: You have a source of coins. Each coin has a bias, namely a probability that it falls on "head". For each coin ...
3
votes
2answers
648 views

Sampling distinct values with probability proportional to their frequency

This is a variant of my previous question (Reservoir sampling of distinct values) I'm faced with a situation where I need to get m samples from a data stream (without replacement). Only one pass ...
21
votes
1answer
531 views

Number of distinct differences of $\omega(\sqrt{n})$ integers chosen from $[n]$

I encountered the following result during my research. $$\lim\limits_{n\to \infty} \mathbb{E}\left[ \frac{\#\{|a_i-a_j|,1\le i,j\le m \}}{n} \right] = 1$$ where $m=\omega(\sqrt n)$ and $a_1,\...
7
votes
1answer
680 views

Reservoir sampling of distinct values

I'm faced with a situation where I need to get m samples from a data stream (without replacement). Only one pass through the data is possible. In my case, the stream contains many duplicate values, ...
-2
votes
2answers
237 views

Lemma needed for my machine learning research [closed]

Say $\sigma_1, \sigma_2, \dots, \sigma_m$ are i.i.d distributed $\pm1$ variables. How do I show that for any choice of $S_1, S_2, \dots, S_d$ subsets of $\{1, 2, \dots, m\}$, the expectation of the ...
2
votes
0answers
67 views

Concentration Bounds for Thompson sampling

This paper gives concentration results around the mean of the regret for variants of UCB algorithm in multi-armed stochastic bandits. However, I could not find any similar results for Thompson ...
4
votes
1answer
1k views

Paths and Probabilities for a Random Walk on a Graph

I'm working on a problem about $N$ nodes that are randomly positioned on a rectangular grid. I want to take a sample of $n\leq N$ nodes by randomly selecting the first node then visiting the nearest ...
19
votes
0answers
495 views

Are monotone Boolean functions in P well-approximated by monotone polynomial-size circuits?

Question 1: Is it true that for every polynomial $p(n)$ and $\epsilon >0$ there is a polynomial $q(n)$ such that every monotone Boolean function on $n$ variables that can be expressed by a Boolean ...
2
votes
1answer
134 views

Turing degree of Solomonoff semi-measure

We define the Solomonoff semi-measure $m$ on finite strings $x$ by $$m(x) = \sum_{p: U(p) = x} 2^{-l(p)},$$ where $U$ is a universal prefix Turing machine, $U(p) = x$ means $U$ outputs $x$ on input $...
2
votes
0answers
146 views

High-Probability bounds for Stochastic multi-armed Bandit Problems

This paper gives some high probability results for UCB algorithm of the form, \begin{align} \mathbb{P}(R_{n} > r_0.x) \leq O(n^{-2\rho x + 1} + x^{-2 \rho + 1} ) \end{align} where $\rho$ is a ...
4
votes
3answers
210 views

Approximating distributions from samples

One claim I find in many papers about identity testing, and closeness testing is that any distribution over $[n]$ can be approximated to within $\ell_1$ distance $\epsilon$ in $O\left(\frac{n}{\...
4
votes
1answer
593 views

Example of pairwise independent random process with expected max load $\sqrt{n}$

This question was previously posted at https://math.stackexchange.com/questions/1220292/example-of-pairwise-independent-random-process-with-expected-max-load-sqrtn where it has no answers. I now ...
4
votes
1answer
834 views

Upper and lower bound of binomial summation

For $n>1$ and $~0<p \leq 1$, can we upper and lower bound the following binomial series in terms of $n$ and $p$ $$\Sigma_{i=\lceil p n \rceil}^n {n \choose i} (p )^i(1-p)^{(n-i)}$$
0
votes
1answer
341 views

Bounding Rademacher Averages, with and without chaining

One can bound the Rademacher average $R_n(A)$ of a finite set of vectors $A\subseteq\{0,1\}^n$ using Massart's Finite Lemma: $$ R_n(A)\le \max_{a\in A}\|a\|\frac{\sqrt{2\ln|A|}}{n} $$ where $\|\cdot\|$...
0
votes
0answers
46 views

Establishing causality under conditions of certainty

I'm currently reading "Causality: Models, Reasoning, and Inference" by Judea Pearl. Early on, he states that the development assumes that there are no certain entailments, no 1 or 0 probabilities -- ...
2
votes
0answers
111 views

On a possible probabilistic log-rank conjecture

The communication matrix of a function $f$ is a $2^{n}\times 2^{n}$ matrix $M_f$ where the indices of the rows (columns) correspond to the inputs of Alice (Bob), and each entry $M_f (a,b)$ is the ...
3
votes
2answers
995 views

An upper bound for chi-square divergence in terms of KL divergence for general alphabets

In my research I need an upper bound for chi-square divergence in terms KL divergence which works for general alphabets. To make this precise, note that for two probability measures $P$ and $Q$ ...
1
vote
0answers
117 views

Orlicz Norm and a result on expectation

I am reading a paper which is mainly about Dobrushin's contraction coefficient and its generalization. In page 27, the following is defined: Consider an arbitrary, non-negative, convex function $\psi:\...
3
votes
0answers
193 views

Probabilistic sorting given pairwise comparison probability

Let $X = \{x_1, \dots, x_n\}$ be a set, and $f:[1..n]^2 \to [0, 1]$ be a function, such that $$f(i, j) \cdot f(j, k) \le f(i, k)$$ For all $1 \le i, j, k \le n$. Does there exist a randomized ...
3
votes
0answers
73 views

One kind of dependence relation between a pair of random variables

I have been working on privacy and come across a neat problem. Suppose two random variables $X$ and $Y$, over finite alphabets $\mathcal{X}$ and $\mathcal{Y}$, are given with joint distribution $P_{...
10
votes
3answers
533 views

Is there any known CCC closed under a probabilistic powerdomain operation?

Equivalently, is there a known denotational semantics for probabilistic higher-order functional programming languages? Specifically, is there a domain model of pure untyped $\lambda$-calculus extended ...
2
votes
0answers
126 views

Strong Dependence

I asked this question on MO, but no answer. I don't know if this definition has been already given. Suppose $X$ and $Y$ are two random variables over finite alphabets $\mathcal{X}$ and $\mathcal{Y}$...
14
votes
1answer
258 views

What are bounded-treewidth circuits good for?

One can talk of the treewidth of a Boolean circuit, defining it as the treewidth of the "moralized" graph on wires (vertices) obtained as follows: connect wires $a$ and $b$ whenever $b$ is the output ...
19
votes
3answers
1k views

What is the expected depth of a randomly generated tree?

I thought about this problem a long time ago, but have no ideas about it. The generating algorithm is as follows. We assume there are $n$ discrete nodes numbered from $0$ to $n - 1$. Then for each $i$...
0
votes
1answer
99 views

References to learn more about graph laplacian.

I have vaguely heard of this connection between random matrix theory and graphs (the spectral gap of their laplacians) on compact Riemann surfaces. Can someone give a pedagogic reference which helps ...
5
votes
0answers
124 views

Spectrum of absorbing random walk for regular graphs

I have a symmetric Markov chain given by the matrix $P$. Let $M$ be a set of special states of the chain (called marked states, they correspond to solutions to some problem). We can write $P$ as \...
3
votes
0answers
251 views

Probability distributions and computational complexity

Some probability distributions are easier to work with than others. Consider the following two problems. Given a number $n$, return $i$ with $0 \leq i < n$ with uniform probability, i.e. $\mathbb{...
0
votes
1answer
222 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 ...