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0
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0answers
55 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
3answers
294 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 ...
0
votes
0answers
36 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
1answer
70 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
0answers
91 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 ...
1
vote
1answer
70 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
0answers
93 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
1answer
73 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
1answer
34 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
0answers
45 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
0answers
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
2answers
138 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
0answers
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
1answer
82 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
1answer
101 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
1answer
82 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
1answer
130 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
1answer
118 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
0answers
97 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
0answers
99 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
1answer
79 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
0answers
44 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
1answer
43 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
1answer
271 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
0answers
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
1answer
226 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
1answer
75 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
0answers
47 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
1answer
213 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
0answers
43 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
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0answers
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
1answer
99 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
1answer
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
1answer
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
1answer
161 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
0answers
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
0answers
51 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
1answer
250 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
0answers
98 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
0answers
91 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
1answer
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
1answer
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 ...
6
votes
2answers
234 views

What good is (strong) mixing in dynamical systems?

For measure-preserving dynamical systems, there exist several notions of mixing. The most basic ones are strong mixing, weak mixing and ergodicity (see the wikipedia page, for instance), asserting ...
1
vote
0answers
95 views

Eigenvalues of matrix products [closed]

Hi my problem is with row stochastic matrices. Its known that if we keep multiplying this row stochastic matrices, we will get a rank one row stochastic matrix. Rank one means that all the rows has ...
2
votes
1answer
176 views

Linear or quadratic combinations of i.i.d. random variables [closed]

I already posted this question here http://math.stackexchange.com/questions/769920/law-of-large-numbers-for-linear-quadratic-combinations-of-i-i-d-random-variab but I received no answers. Let ...
0
votes
1answer
246 views

A convergence issue [Edited]

Let $\{x_n\}_{n=1}^\infty$ be a sequence of vectors in a Hilbert space $$l^2_{k^{-2}}:=\{z=\{z(k)\}_{k=1}^\infty:\sum\limits_{k=1}^\infty z(k)^2k^{-2}<\infty\}.$$ It is known that for some $x\in ...
0
votes
0answers
65 views

Weak convergence of 4-th degrees

Good day! We have an equation $y'+Ay=Bu$ where $y=\{\theta,\varphi\}$, $A, B$ are nonlinear operators. $u \in L^\infty(\Gamma)$, $\theta, \varphi \in W = \{y \in L^2(0,T;V) : y'\in L^2(0,T;V')\}$, ...
0
votes
1answer
129 views

Is $\int_0^\infty \sin(Kx)f_K(x)\,dx$ of larger order than $\int_0^\infty \cos(Kx)f_K(x)\,dx$?

Suppose we have a function $f$, such that $f$ is of some smoothness degree $m$, and $f,f^{(k)} \in L_1[0,\infty)$ $k=1,...,m$. Now if $f^{(k)}(0) = \lim_{x\rightarrow\infty}f^{(k)}(x) = 0$ for ...
1
vote
1answer
105 views

Preserving Predimension Functions under Functional Convergences

Definition 1. If ‎$‎‎‎\mathcal{L}‎$ ‎is a‎ ‎countable relational ‎language, ‎a ‎predimension ‎class ‎‎‎‎‎$‎C‎$ is a class ‎of $‎‎\mathcal{L}$-structures with ‎the ‎following ‎properties:‎ ‎C1: ...
1
vote
0answers
61 views

Epi-convergence to indicator function

Let the indicator function be defined as $$I(x) \triangleq \begin{cases} 1, & \quad x \geq 0 \\ 0, & \quad x < 0 \end{cases}$$ and $I_{\nu}(x) \in [0,1]$ be a continuous approximation of ...