Compute closed form for probability of some event

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Let $(d, m) in mathbbN^2$, and let $X_1, dots, X_m$ be drawn identically uniformly and independently over $[d]$. For $(i,j,k) in [d]^3$ we define the event $S_ijk$ in the following way
$$S_ijk = left sum_t = 2^m boldsymbol1left X_t-1 = i right cdot boldsymbol1left X_t = j right = 1 text and sum_t = 2^m boldsymbol1left X_t-1 = i right cdot boldsymbol1left X_t = k right = 1 right$$
I am interesting in finding a closed form expression for $mathbfP(S_ijk)$, the probability of that event.



Please correct me if I am wrong, but here are a few elements I gathered so far:



  • For $t in [2 dots m]$ the $(X_t-1, X_t)$ are uniformly distributed over $[d] times [d]$, although (as @did pointed out) they are not independent.

  • The value of $mathbfP(S_ijk)$ should be independent of $i$.

  • It seems reasonable to split into two cases depending on whether $j = k$ or not.






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  • 1




    When $j=k$, you seem to be assuming that the events $$S_ij^t = left X_t-1 = i,, X_t = j right$$ are independent, for $(i,j)$ fixed, when $t$ varies. They are not.
    – Did
    Jul 25 at 12:14











  • You are right, I mistakenly assumed their independence. Let me fix the question.
    – ippiki-ookami
    Jul 25 at 12:24






  • 2




    This fundamentally seems like a combinatorics question (This is akin to "How many 10 digit numbers exist that have one "11" and one "12" in it?); if you wanted those sums to equal 0 as opposed to 1, I can see a dynamic programming solution (i.e. a recursive solution (still not closed form)), not sure if that helps though.
    – E-A
    Jul 25 at 17:47










  • I agree with your comment (although one can argue that when dealing with finite support, many probability problems amount to combinatoric questions). The event I am interested in has the sums equal to one, and I am not so much interested in programmatic solutions rather analytical ones.
    – ippiki-ookami
    Aug 5 at 6:16














up vote
1
down vote

favorite












Let $(d, m) in mathbbN^2$, and let $X_1, dots, X_m$ be drawn identically uniformly and independently over $[d]$. For $(i,j,k) in [d]^3$ we define the event $S_ijk$ in the following way
$$S_ijk = left sum_t = 2^m boldsymbol1left X_t-1 = i right cdot boldsymbol1left X_t = j right = 1 text and sum_t = 2^m boldsymbol1left X_t-1 = i right cdot boldsymbol1left X_t = k right = 1 right$$
I am interesting in finding a closed form expression for $mathbfP(S_ijk)$, the probability of that event.



Please correct me if I am wrong, but here are a few elements I gathered so far:



  • For $t in [2 dots m]$ the $(X_t-1, X_t)$ are uniformly distributed over $[d] times [d]$, although (as @did pointed out) they are not independent.

  • The value of $mathbfP(S_ijk)$ should be independent of $i$.

  • It seems reasonable to split into two cases depending on whether $j = k$ or not.






share|cite|improve this question

















  • 1




    When $j=k$, you seem to be assuming that the events $$S_ij^t = left X_t-1 = i,, X_t = j right$$ are independent, for $(i,j)$ fixed, when $t$ varies. They are not.
    – Did
    Jul 25 at 12:14











  • You are right, I mistakenly assumed their independence. Let me fix the question.
    – ippiki-ookami
    Jul 25 at 12:24






  • 2




    This fundamentally seems like a combinatorics question (This is akin to "How many 10 digit numbers exist that have one "11" and one "12" in it?); if you wanted those sums to equal 0 as opposed to 1, I can see a dynamic programming solution (i.e. a recursive solution (still not closed form)), not sure if that helps though.
    – E-A
    Jul 25 at 17:47










  • I agree with your comment (although one can argue that when dealing with finite support, many probability problems amount to combinatoric questions). The event I am interested in has the sums equal to one, and I am not so much interested in programmatic solutions rather analytical ones.
    – ippiki-ookami
    Aug 5 at 6:16












up vote
1
down vote

favorite









up vote
1
down vote

favorite











Let $(d, m) in mathbbN^2$, and let $X_1, dots, X_m$ be drawn identically uniformly and independently over $[d]$. For $(i,j,k) in [d]^3$ we define the event $S_ijk$ in the following way
$$S_ijk = left sum_t = 2^m boldsymbol1left X_t-1 = i right cdot boldsymbol1left X_t = j right = 1 text and sum_t = 2^m boldsymbol1left X_t-1 = i right cdot boldsymbol1left X_t = k right = 1 right$$
I am interesting in finding a closed form expression for $mathbfP(S_ijk)$, the probability of that event.



Please correct me if I am wrong, but here are a few elements I gathered so far:



  • For $t in [2 dots m]$ the $(X_t-1, X_t)$ are uniformly distributed over $[d] times [d]$, although (as @did pointed out) they are not independent.

  • The value of $mathbfP(S_ijk)$ should be independent of $i$.

  • It seems reasonable to split into two cases depending on whether $j = k$ or not.






share|cite|improve this question













Let $(d, m) in mathbbN^2$, and let $X_1, dots, X_m$ be drawn identically uniformly and independently over $[d]$. For $(i,j,k) in [d]^3$ we define the event $S_ijk$ in the following way
$$S_ijk = left sum_t = 2^m boldsymbol1left X_t-1 = i right cdot boldsymbol1left X_t = j right = 1 text and sum_t = 2^m boldsymbol1left X_t-1 = i right cdot boldsymbol1left X_t = k right = 1 right$$
I am interesting in finding a closed form expression for $mathbfP(S_ijk)$, the probability of that event.



Please correct me if I am wrong, but here are a few elements I gathered so far:



  • For $t in [2 dots m]$ the $(X_t-1, X_t)$ are uniformly distributed over $[d] times [d]$, although (as @did pointed out) they are not independent.

  • The value of $mathbfP(S_ijk)$ should be independent of $i$.

  • It seems reasonable to split into two cases depending on whether $j = k$ or not.








share|cite|improve this question












share|cite|improve this question




share|cite|improve this question








edited Jul 25 at 18:08









E-A

1,8051312




1,8051312









asked Jul 25 at 12:03









ippiki-ookami

303216




303216







  • 1




    When $j=k$, you seem to be assuming that the events $$S_ij^t = left X_t-1 = i,, X_t = j right$$ are independent, for $(i,j)$ fixed, when $t$ varies. They are not.
    – Did
    Jul 25 at 12:14











  • You are right, I mistakenly assumed their independence. Let me fix the question.
    – ippiki-ookami
    Jul 25 at 12:24






  • 2




    This fundamentally seems like a combinatorics question (This is akin to "How many 10 digit numbers exist that have one "11" and one "12" in it?); if you wanted those sums to equal 0 as opposed to 1, I can see a dynamic programming solution (i.e. a recursive solution (still not closed form)), not sure if that helps though.
    – E-A
    Jul 25 at 17:47










  • I agree with your comment (although one can argue that when dealing with finite support, many probability problems amount to combinatoric questions). The event I am interested in has the sums equal to one, and I am not so much interested in programmatic solutions rather analytical ones.
    – ippiki-ookami
    Aug 5 at 6:16












  • 1




    When $j=k$, you seem to be assuming that the events $$S_ij^t = left X_t-1 = i,, X_t = j right$$ are independent, for $(i,j)$ fixed, when $t$ varies. They are not.
    – Did
    Jul 25 at 12:14











  • You are right, I mistakenly assumed their independence. Let me fix the question.
    – ippiki-ookami
    Jul 25 at 12:24






  • 2




    This fundamentally seems like a combinatorics question (This is akin to "How many 10 digit numbers exist that have one "11" and one "12" in it?); if you wanted those sums to equal 0 as opposed to 1, I can see a dynamic programming solution (i.e. a recursive solution (still not closed form)), not sure if that helps though.
    – E-A
    Jul 25 at 17:47










  • I agree with your comment (although one can argue that when dealing with finite support, many probability problems amount to combinatoric questions). The event I am interested in has the sums equal to one, and I am not so much interested in programmatic solutions rather analytical ones.
    – ippiki-ookami
    Aug 5 at 6:16







1




1




When $j=k$, you seem to be assuming that the events $$S_ij^t = left X_t-1 = i,, X_t = j right$$ are independent, for $(i,j)$ fixed, when $t$ varies. They are not.
– Did
Jul 25 at 12:14





When $j=k$, you seem to be assuming that the events $$S_ij^t = left X_t-1 = i,, X_t = j right$$ are independent, for $(i,j)$ fixed, when $t$ varies. They are not.
– Did
Jul 25 at 12:14













You are right, I mistakenly assumed their independence. Let me fix the question.
– ippiki-ookami
Jul 25 at 12:24




You are right, I mistakenly assumed their independence. Let me fix the question.
– ippiki-ookami
Jul 25 at 12:24




2




2




This fundamentally seems like a combinatorics question (This is akin to "How many 10 digit numbers exist that have one "11" and one "12" in it?); if you wanted those sums to equal 0 as opposed to 1, I can see a dynamic programming solution (i.e. a recursive solution (still not closed form)), not sure if that helps though.
– E-A
Jul 25 at 17:47




This fundamentally seems like a combinatorics question (This is akin to "How many 10 digit numbers exist that have one "11" and one "12" in it?); if you wanted those sums to equal 0 as opposed to 1, I can see a dynamic programming solution (i.e. a recursive solution (still not closed form)), not sure if that helps though.
– E-A
Jul 25 at 17:47












I agree with your comment (although one can argue that when dealing with finite support, many probability problems amount to combinatoric questions). The event I am interested in has the sums equal to one, and I am not so much interested in programmatic solutions rather analytical ones.
– ippiki-ookami
Aug 5 at 6:16




I agree with your comment (although one can argue that when dealing with finite support, many probability problems amount to combinatoric questions). The event I am interested in has the sums equal to one, and I am not so much interested in programmatic solutions rather analytical ones.
– ippiki-ookami
Aug 5 at 6:16















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