The tag has no wiki summary.

learn more… | top users | synonyms

12
votes
5answers
888 views

Does this sequence span $L^2$?

Consider the following sequence of functions in $L^2[0,\infty)$: $$f_n(x)=e^{-x/n}x^n,\;\;n\geq 1$$ Does this sequence span $L^2[0,\infty)$ (that is, is the set of finite linear combinations of these ...
1
vote
1answer
736 views

Fast gradient approximations

I am trying to use the one-sided Simultaneous Perturbation (SP) method to get a gradient approximation for multi-variable function. The equations are very simple: ...
1
vote
1answer
306 views

References regarding unisolvent sets

Let $X = {x_1, ..., x_N}$ be a finite subset of $R^n$ and let $p$ and $q$ be any polynomials of degree $k$ or less. X is called $\underline{P_k-unisolvent}$ if $p(x_j) = q(x_j)$ ($j = 1, ..., N$) ...
7
votes
2answers
3k views

approximate a probability distribution by moment matching

Suppose we want to approximate a real-valued random variable $X$ by a discrete random variable $Z$ with finitely many atoms. Suppose all moments of $X$ is finite. We want to match the moments of $X$ ...
3
votes
1answer
1k views

Matrix approximation

Let A be an $m\times n$ matrix and $k$ be an integer. Assume that $A$ is non-negative. We want to find a scalar $\epsilon$ and an $n\times n$ matrix $B$ such that $A\leq A(\epsilon I + B)$ (where ...
2
votes
2answers
741 views

Aproximation of a Normal Distribution function

I am reviewing and documenting a software application (part of a supply chain system) which implements an approximation of a Normal Distribution function; the original documentation mentions the ...
0
votes
0answers
183 views

Obtaining precise values from good approximation

Problem: We would like to calculate $S=\sum_{i=1}^{k} c_i x_i$, where $k$ is a constant, $x_i$ are some fixed algebraic numbers, $c_i=\frac{p_i}{q_i}$ are rational numbers such that integers $p_i$ ...
10
votes
4answers
545 views

Finite interpolation by a nondecreasing polynomial

Let $x_1 < x_2 < \ldots < x_n$ and $y_1 < y_2 < \ldots < y_n$ be two sequences of $n$ real numbers. It is well known that there are polynomials that "interpolate" in that ...
6
votes
0answers
423 views

convergence rate in Wiener's approximation theorem

Wiener has the following fantastic results about approximations using translation families: Given a function $h: \mathbb{R} \to \mathbb{R}$, the set $\{\sum a_i h(\cdot - x_i): a_i, x_i \in ...
5
votes
1answer
294 views

Sparse approximate representation of a collection of vectors

Suppose I have a collection of $n$ vectors $C \subset \mathbb{F}_2^n$. They are of course spanned by the canonical set of $n$ basis vectors. What I would like to find is a much smaller (~ $\log n$) ...
3
votes
2answers
880 views

Variant of Fermat's last theorem

By Fermat's last theorem, the equation $u^3+v^3=w^3$ has no solutions in positive integers $u,v,w$. Now consider the following variant : call $\rho(x)$ the distance between $x$ and the nearest ...
12
votes
6answers
3k views

Solving NP problems in (usually) Polynomial time?

Just because a problem is NP-complete doesn't mean it can't be usually solved quickly. The best example of this is probably the traveling salesman problem, for which extraordinarily large instances ...
4
votes
1answer
431 views

Interpolation by a function whose second derivative is bounded

I don't know if this is an easy question for specialists in the field. Consider the following interpolation problem : let $\varepsilon >0$, $X$ be a finite set of real numbers and $g$ be a ...
8
votes
3answers
639 views

Approximating with translated Gaussians and low-frequency trig functions

Defining the translated Gaussians by $f_t(x)=\exp(-(x-t)^2)$ for $t,x\in\Bbb{R}$, we showed that the linear span of $\{f_t \mid 0 \le t < \epsilon\}$ is dense in $L^2(\Bbb{R})$, for any ...