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Questions tagged [random-functions]

This tag is for questions relating to the functions of random variables which is a function from $Ω$ into a suitable space of functions (where $Ω$ is the sample space of a probability space that has been specified). Technically, there is also a measurability condition on this function.

7 votes
2 answers
146 views

Prof. Knuth lecture about $ \pi $ and random maps

In this video, Prof. Knuth talks about an interesting combinatorial problem: suppose you have a random map $ f\colon \{ 1, 2, 3,\ldots, n \} \rightarrow \{ 1, 2, 3,\ldots, n \}$. If you consider the ...
user967210's user avatar
-2 votes
0 answers
21 views

What kind of functional space can be used to describe power signal? [closed]

Most signal in Engineering is power signal, of which the power is limited while the energy is infinite. For example, the noise in a transceiver has limited variance and exists as long as power on. ...
Frost Sandman's user avatar
0 votes
0 answers
49 views

On the Existence of Continuous Versions of Stochastic Processes

Let $g(t, x)$ be a continuous function on an open set $S \subseteq [0,T] \times \mathbb{R}^d$. Let $X_t(x)$ be an $\mathbb R^d$ valued random field where $t \in [0,T]$ and $x \in \mathbb{R}^d$ which ...
qp212223's user avatar
  • 1,662
0 votes
0 answers
31 views

a basic question on random process

I am currently studying the infimum of a random process, however, it seems we can study it according to its supremum, but I am not sure my naive thought was correct or not. Speficially, consider ...
chloe's user avatar
  • 1,052
0 votes
1 answer
80 views

Distribution of difference of two random variables

The problem is following: Suppose we have a line segment with a length $L$ and we randomly choose (with uniform distribution) $n$ points on this segment, so we divide the main line segment into $n+1$ ...
XaveryXavier's user avatar
0 votes
0 answers
18 views

Function of exponential random variables

I have $20$ exponential random variables with mean $\alpha$ representing delays $D_n: n \in\{1,\ldots, 20\}$. I have 20 random variables denoting power $P_n^{'}: n \in\{1,\ldots, 20\}$. which depends ...
wanderer's user avatar
  • 105
2 votes
1 answer
119 views

What is the limit probability an element of $x \in S$ belongs to $f^n(S)$, for $n \to \infty$?

Let $S$ be a finite set of $|S|=n$ elements and $F$ be the set of all functions $f:S\rightarrow S$. It's easy to demonstrate that the integer sequence $\{c_i\} = |{\rm Im}(f^i)|$: is non increasing; ...
Yuri S VB's user avatar
2 votes
1 answer
59 views

Randomly Generating Real-Rooted Polynomial Equations

I need a simple function to generate real-rooted polynomial functions to demo my Desmos Aberth-Ehrlich rootfinding implementation. My current function is as follows: Let $n \in \mathbb{Z}^+$ be the ...
James Baw's user avatar
0 votes
0 answers
16 views

Random functions and neuronal network

Let f be a continuous function on $\mathbb{R}$ and B_t a brownian motion. Is there any density result of the neuronal network class for function of the form $t \mapsto f(B_t)$ ?
user avatar
1 vote
2 answers
71 views

Birthday problem: how to show the scaling with $1/N^2$?

Suppose there is a sequence of$N$ numbers $x_1, x_2, x_3, ... x_N$. There are then gaps $|x_i - x_j|$, and the minimum gap: $\delta (N) = \text{min}_{i \ne j \le N} \{ | x_i -x_j | \}$. Let the mean ...
Nigel1's user avatar
  • 655
0 votes
1 answer
84 views

Keener Lemma 9.1 proof

I'm reading the book Theoretical Statistics by Keener, and I couldn't figure out one of the claims in the proof for Lemma 9.1. Lemma 9.1 states: let $W$ be a random function in $C(K)$ where $K \subset ...
statstats's user avatar
  • 121
0 votes
0 answers
56 views

How to prove that a set of mathematical operations is actually a pseudo-random permutation?

The area of PRNG is mostly an experimental area. I have created a simple PRNG (called komirand) which passes statistical tests for randomness in ...
aleksv's user avatar
  • 303
1 vote
1 answer
103 views

How does an integral change the distribution of a random variable?

Suppose I have a random variable $x$, and I want to perform the integral of a function of $x$ such that: $$y=f(x)=\int_{c_l}^{c_u} f(x,c) dc$$ where $f(x,c)$ is a nonlinear function of $x$ and $c$. ...
Userhanu's user avatar
  • 587
0 votes
0 answers
11 views

Does distribution of input with a given entropy matters to the entropy at the output of a random function?

For random functions with $k$ input and output values, we can define the expected Shannon entropy of the output when the input has a uniform distribution (with the expectancy over all random functions)...
fgrieu's user avatar
  • 1,768
2 votes
1 answer
103 views

Convergence of expectations of bivariate functions

Suppose I have a continuous bivariate function $g:\mathbb{R}^2\rightarrow [0,\infty)$ that is increasing in both arguments and uniformly bounded by some constant. I also have three sequences of random ...
ORgeek 's user avatar

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