The convergence tag has no usage guidance.

**2**

votes

**0**answers

81 views

### Convergence rate of Pearson correlation matrix

I am interested in (rather sharp if not the finest) tail/concentration bounds for the Pearson correlation matrix: let $X_1,\ldots,X_N \sim \mathcal{N}(0,1)$ be correlated random variables; let ...

**21**

votes

**5**answers

736 views

### How many rearrangements must fail to alter the value of a sum before you conclude that none do?

This will not be altogether unrelated to this earlier question.
For which classes $C$ of bijections from $\{1,2,3,\ldots\}$ to itself is it the case that for all sequences $\{a_i\}_{i=1}^\infty$ of ...

**0**

votes

**0**answers

11 views

### Question on the convergence proof of SGD in Leon Bottou's paper

In Leon Bottou's paper "online learning and stochastic approximations" http://leon.bottou.org/publications/pdf/online-1998.pdf, the convergence
$(w_{t} - w^{*})\nabla_{w}C(w_{t})\rightarrow 0$ as ...

**-1**

votes

**0**answers

19 views

### A problem upon function series [migrated]

Function series $\sum_{n=1 }^{ \infty} u_{n}(x)$ converges to $S(x)$ in bounded interval $[a,b]$, if every $u_n(x)$ is non-negative and continuous in $[a,b]$.
prove that $S(x)$ attains its infimum in ...

**4**

votes

**0**answers

68 views

### Convergence of a particular double sum [closed]

Consider the following double sum:
$$Q(n)=\frac{1}{n^2}\sum_{i=1}^{n}\sum_{j=1}^{n}\left [ \partial _{ij}lnf\left ( x \right ) \right ]^2$$
where $\partial_{ij}$ is the partial second order ...

**18**

votes

**1**answer

410 views

### Rearrangements that never change the value of a sum

I posted this question on math.stackexchange.com and so far the only answer posted (also mentioned in the comments under the question) shows that one of my rash initial guesses about the bottom-line ...

**2**

votes

**0**answers

82 views

### Swapping sums and integration for a kernel in Fourier space (the non absolutely convergent case)

Under what conditions on $c_{r}^{m}$
does
$$\int_0^{2\pi} k(p,q)\exp(-inq)dq=\sum_{r=0}^{\infty}c_{r}^{m}\exp\left(-imp\right) \text{ in } L^2_{per}$$
hold for
...

**2**

votes

**0**answers

58 views

### Decomposition of the space according to the Ergodic Theorem

Given a space $(X, T)$, it is well known that for every $T$-invariant ergodic measure $\mu$, there exists a set $E_\mu$ of $\mu$-measure $1$ s.t. for every "nice" function $f$
$$ ...

**0**

votes

**0**answers

64 views

### Entropy, convergence and invariant measures

Could you give conditions that a sequence of shift invariant measures $\eta_{n}$ has to satisfy in order to happen this convergence in terms of entropies $h(\eta_{n})$:
$h(\eta_{n}) \rightarrow ...

**6**

votes

**3**answers

307 views

### Natural topologies for the space of rational functions

I am looking for natural families of Hausdorff topologies (metrics, norms, if possible) for the space of rational functions of a single complex variable of arbitrary, unbounded denominator degree ...

**1**

vote

**0**answers

39 views

### Convergence of the solution of Volterra integral equation with convergent kernel (reposted, need help!)

Consider the following Volterra integral equation
$g(t)=∫_0^tK_n(t,s)w_n(s)ds$
where $g(t)$ and $K_n(t,s)$ are continuous and $K_n(t,s)≥K_{n+1}(t,s)$ for all $t,s$. Moreover, $K_n(t,s)$ converges to ...

**2**

votes

**1**answer

73 views

### Convergence of weighted double sum of random variables

I'm looking for convergence results of particular weighted sum:
$$S_n=\frac{1}{n}\sum_{i=1}^{n}\sum_{j=1}^{n}a_{i,j}X_i X_j.$$
when random variables $X_i$ ar i.i.d. Are there any investigation ...

**1**

vote

**0**answers

92 views

### Does strong convergence in $W_p^1$ imply strong convergence of derivatives of absolute values in $L_p$?

Let $G$ be a Lipshitz domain and $u_n \to u$ in $W_p^1(G)$. Is it correct, that $\frac{\partial |u_n|}{\partial x_m} \to \frac{\partial |u|}{\partial x_m}$ in $L_p(G)$?
I know, that $\frac{\partial ...

**3**

votes

**1**answer

92 views

### Convergence of Fixed-Point Iteration of a dependent map

Suppose that we have two mappings $T_1(\cdot): Y \mapsto Y$ and $T_2(\cdot,\cdot) : X \times Y \mapsto X$ where both $X$ and $Y$ are compact and convex subsets of the same Euclidean space. Furthermore ...

**1**

vote

**0**answers

97 views

### Positivity of alternating series

Let $\{a_n\}_{n=0}^{\infty}$ be a sequence of positive real numbers such that $\limsup_n \frac{1}{n}\log a_n=-\infty$. Then
$$
f(x)=\sum_{n\geq 0}a_n x^n
$$
converges absolutely for all $x$. Under ...

**1**

vote

**1**answer

77 views

### Convergence of sequence of polynomials defined by boundary conditions

I'm sorry if my question sounds trivial, but analysis is not my field.
Consider the interval $[a,b]\subset \mathbb{R}$. On $[a,b]$, for every $n\in\mathbb{N}$, $n\ge 3$, I define the polynomials ...

**0**

votes

**1**answer

37 views

### Convergence of generalized expectation under total variation norm

Consider the space of sub-distributions (i.e. positive measures of variation norm lower than 1) over a discrete subset $S$ of $\mathbb{R}$ (this set is measured by its powerset).
Let $(\mu_n)_n$ be a ...

**0**

votes

**0**answers

46 views

### On sequences of rational functions [duplicate]

Let $\{f_n\}_{n=0}^\infty$ be a sequence of rational functions of the following form: $$ f_n(z) = \sum_{m=1}^\infty \frac{C_{m,n}}{z-m}$$ with $C_{m,n} \in \mathbb{Z}$, $C_{1,n} = 1$, and for each $n ...

**0**

votes

**0**answers

47 views

### $A_n \not \rightharpoonup A$ in $L_1[-\pi; \pi] $ ( $A_n$ is partial fourier sum )

Let
\begin{equation*}
(A_n x)(t) = \frac{a_0}{2} + \sum\limits_{k=1}^n a_k cos(kt) + b_k sin(kt), \\
a_k = \frac{1}{\sqrt{\pi}} \int_{-\pi}^{\pi} x(t) cos(kt) dt, \\
b_k = \frac{1}{\sqrt{\pi}} ...

**2**

votes

**2**answers

142 views

### Are there examples of functions in $L_1$ and $L_\infty$ whose Fourier series divergent (“weakly”)?

It is wellknown that there is a convergence in norm for Fourier series in $L_p$, if $1<p<\infty$, but are there some examples for pointwise divergence if $p=1,\infty$ in books, or somewhere? I ...

**1**

vote

**0**answers

38 views

### Question about the characteristics of semimartingales

Let $D=D([0,1,R)$ be the space of cadlag (right-continuous with left limits) functions defined on [0,1] and $X:=(X_t)_{t\in [0,1]}$ be the canonical process on $D$, i.e. $X_t(x)=x(t)$ for all $x\in ...

**4**

votes

**1**answer

86 views

### Does this infinite sum arising from separation of variables converge?

This problem came up in a PDE where I used separation of variables to formally get a solution. Now I need to know whether that formal solution is sensible.
Let $a_k >0$ be an increasing sequence ...

**2**

votes

**1**answer

104 views

### Variant of Skorokhod's theorem

Consider the following situation:
$S, T$ are standard Borel spaces (say $S = [0,1]^k$, $T = [0,1]$ if it is helpful).
There is a a random variable $\zeta: \Omega \to S$.
$f_n(\zeta) \to^d \eta$, ...

**1**

vote

**1**answer

89 views

### Local Uniform Convergence

Suppose $f(x)$ is a positive continuous function on $[0,\infty)$ and that $f(x+u)-f(x)\to 0$ as $x\to\infty$ for every given $u\in[0,\infty)$. Prove that, given any $a>0$, $f(x+u)-f(x)\to 0$, as ...

**5**

votes

**1**answer

145 views

### Rate of convergence of Bayesian posterior

Suppose a data generating process (DGP) is parameterized by some unknown parameter $\theta_0$, say $P_{\theta_0}$, and we want to estimate the value of $\theta_0$ using Bayesian method. Let ...

**4**

votes

**1**answer

121 views

### Weak convergence in $W^{1,p}_0$

Note from the answerer : this question stems from this article.
I ask this question in http://math.stackexchange.com/questions/1206617
I have a bounded sequence $(u_n)$ from $W^{1,p}_0(\Omega)$ so ...

**2**

votes

**0**answers

99 views

### On uniform or simple convergence of Poisson Summation formula

Under good conditions on an even function $f(x)$ we have the Poisson Summation formula ($x>0$):
$$f(0) + 2 \sum\limits_{n =1}^{\infty} f(nx)= \frac{1}{x} \left( \hat{f}(0) + 2 \sum\limits_{n ...

**1**

vote

**0**answers

104 views

### Convergence proof for fictitious play!

In "Fictitious play property for games with identical interests" by D. Monderer and L.S. Shapley, the convergence of fictitious play to a Nash equilibrium is proved for a potential game with players ...

**1**

vote

**1**answer

81 views

### Division methods for divergent continued fractions

I hadn't even noticed before entering the subject above the parellel with the title of an earlier question posted here titled Summation methods for divergent series. And it's just mutatis mutandis as ...

**1**

vote

**0**answers

48 views

### Likelihood convexification

I am doing constrained vector optimization using a non-convex non-linear likelihood function. My problem is of the following form:
$$\begin{align*}\hat Q &= \underset{\vec Q}{\arg\min} -\log ...

**3**

votes

**1**answer

69 views

### Error for the convergence by distribution

A sequence of random variables $X_n$ converges in distribution to $X$, if there is pointwise convergence of its characteristic functions, i.e. $\lim_{n\rightarrow\infty}\phi_{X_n}(\lambda) = ...

**3**

votes

**1**answer

290 views

### Convergence of random variables with hypergeometric distribution

This is a very interesting conjecture of large scale property of hypergeometric distribution.
Let $a>1$ be a integer constant, $N\in\mathbb{N_+}$, for any $x<N-1$, consider $N+(a-1)x$ balls in ...

**1**

vote

**0**answers

41 views

### A curious example envolving moment's convergence

Let $\{X_n\}$ be a random variable sequence and $X\sim N(0,\sigma)$. In general, the convergence $E(X_n^k) \stackrel{n}{\longrightarrow}E(X^k)$ doesn't implie that $E(X_n^{k+1}) ...

**1**

vote

**1**answer

234 views

### Book on Convergence Concepts in Probability without Measure Theory [closed]

I am looking for a comprehensive book on Probability which discusses Convergence of Random Variables in detail, excluding portions of Measure Theory. Allan Gut's "Probability: A Graduate Course" seems ...

**0**

votes

**1**answer

84 views

### convergence in distribution and convergence of moments

Suppose that the sequence of r.v $\{X_{n}\}_{n\geq 1}$ has all the moments, and $X_{n}\stackrel{D}{\longrightarrow}X\sim N(0,\sigma)$. Assume that $E\left\{(X_{n})^{K}\right\} ...

**0**

votes

**0**answers

48 views

### Weak convergence of SDE

Let $(X_t,Y_t)$ be the solution to the SDE
\begin{equation}
\begin{split}
dX_t &= f(X_t,Y_t)dt + \sigma_1 X_t dW^1_t\\
dY_t &= g(X_t,Y_t)dt + \sigma_2 Y_t dW^2_t
\end{split}
\end{equation}
...

**1**

vote

**1**answer

216 views

### Abscissa of absolute convergence of the product of two Dirichlet series

I first asked the following question on Mathematics StackExchange (a few weeks ago), since the content of MathOverflow is mostly above my academic level. I didn't want to bother people on this forum ...

**0**

votes

**0**answers

47 views

### Perturbation method of a boundary value problem

Let $u(x, \epsilon, \theta)$ be the solution of $$u''+(\epsilon \cos(x)+\theta-u)u=0$$ with boundary conditions $u'(0)=0$ and $u'(\pi)=0$. Here $\theta\in [0, 1]$.
I tried to put the solution in ...

**2**

votes

**0**answers

112 views

### Speed of Approach to Invariant Measure

Let $X_t$ represent a continuous-time Markov process on $\mathbb{R}^d$, say a diffusion with locally Lipschitz coefficients. Suppose that there exists a unique invariant measure $\mu$ on the space, ...

**0**

votes

**1**answer

102 views

### Uniform approximation of increasing function in $C^{\infty}$

I have an increasing continuous function $f:{\mathbb R}\rightarrow {\mathbb R}$ which is not differentiable everywhere, and I would like to approximate it with an infinitely differentiable function ...

**6**

votes

**1**answer

76 views

### Summability of ratios of moments a weight

Recently, I encounter the following problem:
Let $w$ be a probability density on $[0,1]$. Let mk be the $k$-th moment, i.e.,
$$m_k=\int_0^1t^kw(t)dt.$$
Under what condition can we have
...

**1**

vote

**1**answer

35 views

### Convergence in distribution and ODE

Assuming we have an ODE $y'_n(x) = f_n(x) y_n(x)$
with $f_n$ be Gauß-densities with mean value 0 and variance $\frac{1}{n}$, then we have that they converge in distribution to a delta peak $δ(x)$. ...

**3**

votes

**1**answer

162 views

### On the domain of convergence of usual definition of Riemann zeta function [closed]

If we define Riemann zeta function as it is usually defined so that $$\zeta (s)=\sum_{n=1}^{\infty}n^{-s}=\sum_{n=1}^{\infty}e^{-s\ln n}$$ then we can rewrite it as:
$$\zeta ...

**0**

votes

**0**answers

72 views

### Where the following interpolation method converges?

In this question about discrete-analytic functions (that is functions, who equal to their Newton series) I asked for a solution for the following problem:
Is there a method to extend the notion ...

**1**

vote

**0**answers

52 views

### Finite element convergence rates for mixed problems [closed]

I've coded up a Stokes Flow problem using finite elements and am in the process of verifying that it works. I'm just not sure what convergence rate I should be expecting as I globally refine the mesh.
...

**2**

votes

**1**answer

259 views

### Using a probability measure, P, defined on uncountable sets to construct a probability measure, P' on singleton P-null sets

Let $\Omega$ be an uncountable set and $(\Omega, \mathcal{F},P)$ be a probability space built on $\Omega$.
Let $S \subset \{A \in \mathcal{F}: P(A)=0,\;|A|=1\}:|S|<\infty$ be a finite subset of ...

**2**

votes

**0**answers

99 views

### Pointwise convergence of ergodic averages of unconventional conditional expectations

Let $(X_i,Y_i)_{i\in\mathbb{Z}}$ be a finite-valued stationary process whose $\sigma$-algebra of tail events is trivial. Let $\mathcal{F}_n^m$ be the $\sigma$-algebra generated by $X_n,\dots,X_m$ ...

**1**

vote

**0**answers

95 views

### Exchange limit and sum in certain conditions

Let
$\sum_{i=1}^{\infty} f_i(s)$ be a series of analytic functions and suppose it converges on some neighbourhood $V$ of $s=0$ and it converges uniformly on $V\cap\{s \;|\; |s|> \varepsilon \}$ for ...

**2**

votes

**1**answer

108 views

### Growth of the truncation of the integral multiples of an irrational number

Let $[a]$ denote the integral part of a real number $a$.
Let $a$ be an irrational number and $b$ a real number greater than $1$.
Consider the sequence $(b^n(na-[na]))$ with $n$ running on the ...

**1**

vote

**1**answer

195 views

### Central limit theorem and convergence of means [closed]

If $Z_1,Z_2,Z_3,\ldots$ are i.i.d. with $P(Z_i=-1) = P(Z_i=+1) = \frac 12,$ then we have by the Central Limit Theorem that $\frac{\sum_{i=1}^n Z_i}{\sqrt{n}}\stackrel{d}{\to} \mathcal{N}(0,1),$ so ...