User john young - MathOverflowmost recent 30 from http://mathoverflow.net2013-06-19T11:09:01Zhttp://mathoverflow.net/feeds/user/18420http://www.creativecommons.org/licenses/by-nc/2.5/rdfhttp://mathoverflow.net/questions/120044/convergence-of-dirichlet-formsConvergence of Dirichlet FormsJohn Young2013-01-27T19:07:45Z2013-01-27T19:42:37Z
<p>If a sequence of Dirichlet forms convergence to 0, then what about the diffusion processes associated with these Dirichlet forms? Do the finite dimensional distributions of them converges weakly? and what are the limits?</p>
http://mathoverflow.net/questions/109567/eigenvalues-of-infinite-matricesEigenvalues of infinite matricesJohn Young2012-10-13T23:36:18Z2012-10-15T11:34:12Z
<p>I am trying to find some literature on infinite matrices because I want to know how to get the eigenvalues of infinite matrices. Seriously, it seems there are very few references available. Can someone tell me how to determine the spectrum of infinite matrices?</p>
http://mathoverflow.net/questions/93218/convergence-of-stochastic-processConvergence of stochastic processJohn Young2012-04-05T14:19:48Z2012-04-05T14:47:13Z
<p>As we know, to prove the convergence of stochastic process, we could either show the convergence of finite dimensional distribution and tightness of the process, or use techniques of martingale problems. What about the following Markov process:</p>
<p>$L=\frac{1}{2}p(1-p)\frac{d^{2}}{dp^{2}}-\frac{\theta}{2}p\frac{d}{dp}+\log(\theta) p(1-p)(2p-1)\frac{d}{dp}, p\in[0,1]$</p>
<p>We can see that the generator explodes when $\theta\rightarrow0$. How can we find the limit of this process as $\theta\rightarrow0$. Apparently, the techniques of martingale problems are not applicable here! </p>
http://mathoverflow.net/questions/88829/additive-functional-of-markov-processadditive functional of Markov processJohn Young2012-02-18T13:39:18Z2012-02-18T17:30:51Z
<p>I was wondering if there is a way to figure out an explicit formula for the conditional expectation of some Markov additive functional as the following:
$$
E_{p}(\exp{[-\int_{0}^{t}g(X_{s})ds]}|X_{t}=q),
$$
where $X_{t}$ is a diffusion process, and suppose we have an explicit transition density function of $X_{t}$. Probably Brownian motion is a perfect example for this question, but can we find an explicit formula of the above form?</p>
http://mathoverflow.net/questions/77748/eigenvalue-density-of-some-random-matricesEigenvalue Density of Some Random Matrices?John Young2011-10-10T21:38:18Z2011-10-15T05:36:38Z
<p>Consider a class of real symmetric random matrices,$M_{n\times n}=(X_{i,j})_{n\times n},$ whose off-diagonal elements follow an exchangeable distribution, and the diagonal elements follow another exchangeable distribution and the diagonal part and off-diagonal part are independent. My question is what's the eigenvalue density of this type of random matrices? Is the eigenvalue density Universal?</p>
<p>I know that Chatterjee has a paper:
<a href="http://projecteuclid.org/DPubS?service=UI&version=1.0&verb=Display&handle=euclid.aop/1171377437" rel="nofollow">http://projecteuclid.org/DPubS?service=UI&version=1.0&verb=Display&handle=euclid.aop/1171377437</a></p>
<p>But my matrices are different from his consideration. I do have a specific example. If we choose the off-diagonal part follow Dirichlet distribution and the diagonal part follow another Dirichlet distribution, then the eigenvalue density is some Gamma distribution. To my opinion, this is actually trivial, for after we rescale the matrix, it's asymptotic matrix is an infinite dimensional identity matrix. What about other cases?</p>
http://mathoverflow.net/questions/77730/how-many-p-regular-graphs-with-n-vertices-are-thereHow many $p$-regular graphs with $n$ vertices are there?John Young2011-10-10T19:30:01Z2011-10-11T06:59:09Z
<p>Suppose that there are $n$ vertices, we want to construct a regular graph with degree $p$, which, of course, is less than $n$. My question is how many possible such graphs can we get?</p>
http://mathoverflow.net/questions/120044/convergence-of-dirichlet-formsComment by John YoungJohn Young2013-01-28T20:38:50Z2013-01-28T20:38:50Zyes, That is what I mean.http://mathoverflow.net/questions/120044/convergence-of-dirichlet-formsComment by John YoungJohn Young2013-01-27T22:00:17Z2013-01-27T22:00:17ZThe sequence of Dirichlet forms depend on a parameter, So the convergence of the associated diffusion processes are about this parameter not time $t\rightarrow\infty$.http://mathoverflow.net/questions/109567/eigenvalues-of-infinite-matricesComment by John YoungJohn Young2012-10-15T14:48:12Z2012-10-15T14:48:12Zem interesting! Thanks a lot! http://mathoverflow.net/questions/109567/eigenvalues-of-infinite-matrices/109663#109663Comment by John YoungJohn Young2012-10-15T14:45:56Z2012-10-15T14:45:56ZExcellent example! This is indeed what I am worried about. Thanks a lot!
http://mathoverflow.net/questions/109567/eigenvalues-of-infinite-matrices/109602#109602Comment by John YoungJohn Young2012-10-14T16:56:23Z2012-10-14T16:56:23ZThank you so much! So we truncate the infinite matrix and find the eigenvalues, then we take limits. If the limits exist, then we regard the limit as the eigenvalue of infinite matrices. Do you think it is a legitimate treatment of eigenvalues of infinite matrices? Please do not advise me to read the general theory of linear operator in Hilbert space, seriously I know those stuff. But I just don't know how should we deal with infinite matrices. Do you think infinite sparse matrices are easier to deal with? Thank you so much!http://mathoverflow.net/questions/109567/eigenvalues-of-infinite-matricesComment by John YoungJohn Young2012-10-14T16:41:46Z2012-10-14T16:41:46ZThanks a lot! Benjamin, I am really like the references! It is very helpful!http://mathoverflow.net/questions/109567/eigenvalues-of-infinite-matricesComment by John YoungJohn Young2012-10-14T00:28:58Z2012-10-14T00:28:58ZI am talking about the infinite matrix in Hilbert space. http://mathoverflow.net/questions/93218/convergence-of-stochastic-process/93222#93222Comment by John YoungJohn Young2012-04-05T15:05:19Z2012-04-05T15:05:19ZI have the similar idea, but i just don't know how to verify it. Thank you so much for your answer!http://mathoverflow.net/questions/77748/eigenvalue-density-of-some-random-matrices/78189#78189Comment by John YoungJohn Young2011-10-16T00:29:08Z2011-10-16T00:29:08ZThanks for your comments. Yes, you are right. Probably it is not a universal case!http://mathoverflow.net/questions/77730/how-many-p-regular-graphs-with-n-vertices-are-thereComment by John YoungJohn Young2011-10-11T17:24:39Z2011-10-11T17:24:39ZThanks for your comment!http://mathoverflow.net/questions/77704/find-an-asymptotic-approximation-of-this-sequenceComment by John YoungJohn Young2011-10-10T18:47:33Z2011-10-10T18:47:33ZYes, it is indeed a recursively defined sequence, but here I write it in its general expression.http://mathoverflow.net/questions/77704/find-an-asymptotic-approximation-of-this-sequenceComment by John YoungJohn Young2011-10-10T17:26:39Z2011-10-10T17:26:39ZYes, $p$ is fixed.