相关论文: Estimation of expected value of function of i.i.d.…

We compute the probability mass function of the random variable which returns the smallest denominator of a reduced fraction in a randomly chosen real interval of radius $\delta/2$. As an application, we prove that the expected value of the…

Estimating the normalizing constant of an unnormalized probability distribution has important applications in computer science, statistical physics, machine learning, and statistics. In this work, we consider the problem of estimating the…

We compute the expected value of Dirichlet $L$-functions defined over $\mathbb{F}_q[T]$ attached to cubic characters evaluated at an arbitrary $s \in (0,1)$. We find a transition term at the point $s=\frac{1}{3}$, reminiscent of the…

We prove uniform estimates for the expected value of averages of order statistics of bivariate functions in terms of their largest values by a direct analysis. As an application, uniform estimates for the expected value of averages of order…

We obtain an asymptotic formula for the first moment of quadratic Dirichlet $L$--functions over function fields at the central point $s=\tfrac{1}{2}$. Specifically, we compute the expected value of $L(\tfrac{1}{2},\chi)$ for an ensemble of…

We present a simple, yet useful result about the expected value of the determinant of random sum of rank-one matrices. Computing such expectations in general may involve a sum over exponentially many terms. Nevertheless, we show that an…

The theta function of Lovasz is a graph parameter that can be computed up to arbitrary precision in polynomial time. It plays a key role in algorithms that approximate graph parameters such as maximum independent set, maximum clique and…

We investigate the expected value of various graph parameters associated with the minimum rank of a graph, including minimum rank/maximum nullity and related Colin de Verdi\`ere-type parameters. Let $G(v,p)$ denote the usual…

For $-1\le B<A\le 1$, let $\mathcal{S}^*(A,B)$ denote the class of normalized analytic functions $f(z)= z+\sum_{n=2}^{\infty}a_n z^n$ in $|z|<1$ which satisfy the subordination relation $zf'(z)/f(z)\prec (1+Az)/(1+Bz)$ and $\Sigma^*(A,B)$…

Let $G$ be a random graph on the vertex set $\{1,2,..., n\}$ such that edges in $G$ are determined by independent random indicator variables, while the probability $p_{ij}$ for $\{i,j\}$ being an edge in $G$ is not assumed to be equal.…

Continuing the computations of the previous paper,[1], we calculate another approximation to the expectation value of the product of two permanents in the ensemble of 0-1 n x n matrices with like row and column sums equal r uniformly…

We study whether a uniformly random Boolean function $f : \{-1,1\}^p \to \{-1,1\}$ is determined by its Walsh--Fourier coefficients of degree at most $d$. We show that the threshold lies at $p/2$ up to an $O(\sqrt{p \log p})$ window: if \[…

Estimates are obtained for the initial coefficients of a normalized analytic function $f$ in the unit disk $\mathbb{D}$ such that $f$ and the analytic extension of $f^{-1}$ to $\mathbb{D}$ belong to certain subclasses of univalent…

We show that logarithmic derivative of the Zeta function of any regular graph is given by a power series about infinity whose coefficients are given in terms of the traces of powers of the graph's Hashimoto matrix. We then consider the…

Consider a random graph G in G(n,p) and the graph property: G contains a copy of a specific graph H. (Note: H depends on n; a motivating example: H is a Hamiltonian cycle.) Let q be the minimal value for which the expected number of copies…

Motivated by applications to stochastic programming, we introduce and study the expected-integral functionals, which are mappings given in an integral form depending on two variables, the first a finite dimensional decision vector and the…

Accurate approximation of a real-valued function depends on two aspects of the available data: the density of inputs within the domain of interest and the variation of the outputs over that domain. There are few methods for assessing…

We consider $N$ Bernoulli random variables, which are independent conditional on a common random factor determining their probability distribution. We show that certain expected functionals of the proportion $L_N$ of variables in a given…

Let $(\{1,2,\ldots,n\},d)$ be a metric space. We analyze the expected value and the variance of $\sum_{i=1}^{\lfloor n/2\rfloor}\,d({\boldsymbol{\pi}}(2i-1),{\boldsymbol{\pi}}(2i))$ for a uniformly random permutation ${\boldsymbol{\pi}}$ of…

Theoretically, the conditional expectation of a square-integrable random variable $Y$ given a $d$-dimensional random vector $X$ can be obtained by minimizing the mean squared distance between $Y$ and $f(X)$ over all Borel measurable…