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3
votes
1answer
127 views

Statistical properties of principal components and their convergence rates.

Hello everyone, I'm interested in doing statistical tests on properties of principal components, but none of the literature I've found so far seems quite right for my purposes. Many articles present ...
4
votes
2answers
433 views

Central Limit Theorem (and Berry-Esseen theorem) for non-independent variables

Consider the triangular array $X_{n,k}$ such that, for each $n>0$, the variables $(X_{n,1},\cdots,X_{n,n})$ have the following properties: For any given $1 \le L \le n$, all subsets of ...
1
vote
0answers
170 views

convergence of sets and limit of an integral

Let $X\subset\mathbb{R}$ and $Y\subset\mathbb{R}$ be compact sets. Let $f:X\times Y\rightarrow\mathbb{R}$ be a $C^{1}$ function. Let $s:Y\rightarrow X$ be a function (not necessarily continuous). ...
0
votes
1answer
545 views

Is an L_1 bounded sequence of random variables with uniformly converging CDFs uniformly integrable?

Changing my question in light of Dan's answer. Thanks, Dan. Consider a sequence of real random variables $X_i$ bounded in $L_1$, that is $\mathbb E\left|X_i\right|\leq M$ for all $i$. Suppose that ...
5
votes
1answer
226 views

Failure of the Pointwise Ergodic Theorem

It is known that Birkhoff's pointwise ergodic theorem (unlike von Neumann's mean ergodic Theorem) fails to hold for general Folner sequences. The counter-example usually given is the Folner sequence ...
3
votes
1answer
136 views

Does martingale convergence hold for arbitrary time?

Let $\{\mathcal B_i:i\in I\}$ be a family of $\sigma$-algebras (over the same set $\Omega$) which are totally ordered by inclusion, in the sense that for any $i,j\in I$ either $\mathcal ...
7
votes
1answer
270 views

Ultralimit versus partial limit

Let $\omega$ be a nonprincipal ultrafilter on $\mathbb N$. A standard construction gives an $\omega$-limit, say $x_\omega$, for any bounded sequence $(x_n)$ of real numbers. Namely, there is unique ...
0
votes
0answers
307 views

Series with iterated log's: does it converge?

This came up in our office today. Let $$f(x) = \begin{cases} x & \mbox{if } x\leq 1 \cr x\cdot f(\ln(x)) & \mbox{otherwise}\end{cases}$$ Does this series converge? $$ \sum_{n=1}^\infty ...
1
vote
1answer
173 views

On methods for dealing with recursively defined sequences

Define $a_1=8$ and $a_n=\frac{4^{n+1}-2^{n+2}\sqrt{4^n-a_{n-1}}}{2}$ for $n\geq 2$. By means of harmonic analysis methods it can be shown that $a_n$ converges to $\pi^2$ (this being the first ...
1
vote
0answers
403 views

Definition and Convergence of Iteratively Reweighted Least Squares

I've been using iteratively reweighted least squares (IRLS) to minimize functions of the following form, $J(m) = \sum_{i=1}^{N} \rho \left(\left| x_i - m \right|\right)$ where $N$ is the number of ...
0
votes
0answers
223 views

Convergence of a function in a metric space to its metric.

Given a metric space $(\mathbb{A},d)$ in $\mathbb{R^n}$ with a metric $d$ being the Euclidean metric: If $\lim_{t \rightarrow \infty}||A_{t+1}-A_t||\rightarrow 0$ is a convergent sequence where $A$ ...
0
votes
2answers
250 views

Convergence of Fourier series for $C^p$ functions

Let $f \in C^p[0,2\pi]$ and periodic. Denote $\omega_p$ as the moduli of continuous of $f^{(p)}$. Then $ |f - S_Nf| \le K \frac{\log{N}}{N^p}\omega_p(2\pi/N), $ where $S_N$ is the Fourier partial sum ...
1
vote
1answer
193 views

Convergence of Difference Quotients

Let $\gamma_{\varepsilon} \rightharpoonup \gamma$ in $W^{1,\infty}(0,1)$. Then for any fixed $s \in \mathbb (0,1)$ does the limit $\lim_{\varepsilon \rightarrow 0} ...
0
votes
2answers
587 views

Weak versus strong convergence

This is my first time posting. I am well aware that an $L^2$ weakly converging sequence is not convergent in the corresponding strong topology. However, my question is as follows, do the sequence of ...
1
vote
2answers
503 views

Convergence of Newton series for sin ax

Let's define half discrete-analytic function as a function whose Newton series converges to that function for each $x>0$: $$f(x)=\sum_{k=0}^\infty \binom{x}k \Delta^k f\left ...
0
votes
1answer
323 views

Uniform convergence of a series to exponent [closed]

I'm trying to prove that in the complex plane $\left(1+\frac{z}{n}\right)^n$ converges uniformly to $e^z$ in every closed disc $|z|\leq c$. I thought about showing the sequence as a logarithm of ...
0
votes
0answers
167 views

Convergence of $L^p$ means and/or norms

Dear all, I have a question about convergence of $L^p$-means. It can be shown (Inequalities, Theorem 193, Hardy, Littlewood, Polya) that $\forall f \in L^p(D,\mu)\cap L^\infty(D,\mu), M_p(f) = ...
2
votes
1answer
1k views

Sufficient conditions for gradient descent convergence

I have an unconstrained optimisation problem with convex objective function $f(x)$. Suppose I have access only to some function of the gradient $\hat{\nabla}= g(\nabla f)$, and I take gradient steps ...
8
votes
2answers
2k views

Are weak and strong convergence of sequences not equivalent?

For some infinite-dimensional Banach spaces $E$, it is easy to find sequences $\langle x_i:i\in\mathbb N_0\rangle$ which converge to zero weakly but not in the norm topology, i.e. we have ...