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38
votes
1answer
748 views

Rearrangements of a power series at the boundary of convergence

Take some power series $f(z) = \sum a_n z^n$ with a finite non-zero radius of convergence. I can rearrange the terms of the series, say, to get a different infinite series $$f_{\sigma}(z) = ...
3
votes
1answer
285 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 ...
2
votes
1answer
76 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 ...
9
votes
0answers
67 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 ...
4
votes
0answers
189 views

Well-founded families of sets and topological convergence

Background/Motivation A space is scattered if every non-empty subset has an isolated point. A space is pseudoradial if every non-closed set contains a transfinite sequence (a well-ordered net) ...
3
votes
0answers
161 views

Quantile convergence

Let $X^1,\dots,X^n$ be a sample of (not necessarily iid) random variables and denote $$F^n(x)=\frac{1}{n}\sum_{i=1}^n \mathbf 1_{X^i\leq x}$$ the empirical distribution function. Suppose that we know ...
2
votes
0answers
54 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 $f$ $$ ...
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 ...
2
votes
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, ...
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 $X_n,\dots,X_m$ ...
2
votes
0answers
72 views

Convergence of Symmetric Iterative Proportional Fitting

Let $A$ denote a symmetric matrix of non-negative entries, whose rows (and columns) sum up to the all-positive vector $d := A\mathbf{1}$ with $\mathbf{1}$ the all-one-vector. Denote $D := diag(d)$ by ...
2
votes
0answers
84 views

Greedy interpolation of functions

Let $f:[-1,1]\rightarrow \mathbb{R}$ be a continuous function. Consider the following greedy algorithm for interpolation: Set $r_0 = f$. for $k = 0,1,\ldots,$ Find the location of the global ...
2
votes
0answers
157 views

An inequality for Lp-functions

I am interested in the following inequality: \begin{equation} \int\limits_\Omega \left\vert f_1 - f_2 \right\vert^p ~ d\mu \le C_p \left[ \int\limits_\Omega \left\vert f_1 \right\vert^p ~ d\mu + ...
1
vote
0answers
25 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 ...
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
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
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 ...
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
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 ...
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
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 ...
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 ...
1
vote
0answers
115 views

Berry-Esseen result for triangular arrays

Let $\{\{X_{n1},\ldots,X_{nn}\},n=1,2,\ldots\}$ be a triangular array of independent random variables where each row contains identically distributed random variables. Let $E[X_{n1}]=\mu_n<\infty$ ...
1
vote
0answers
107 views

Interior point optimisation using big M for L1 norm on linear system using Dikin's Affine method

I am a 4th year undergrad surveying student studying computations, specifically $L_{1}$ norm minimisation of residuals in large data sets. To start with (and probably to finish with) I'm using a set ...
1
vote
0answers
122 views

Bounding a recursively defined sequence

I have a sequence $\lambda_0,\lambda_1,\ldots,$ which is defined recursively as $$ \lambda_0 = \frac{1}{2},$$ and $$\lambda_{k+1} = \max_{\lambda\in [1,b]} \left(\frac{1}{2\lambda}\prod_{0\leq ...
1
vote
0answers
110 views

Exponential Ergodicity for Reflected Brownian Motion in a Bounded Domain

Assume we have a reflected Brownian motion in a smooth bounded domain $D \subseteq \mathbb R^d$. It can have nonzero (but constant) drift, non-identity (but constant) covariance matrix, and oblique ...
1
vote
0answers
174 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). ...
1
vote
0answers
492 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
61 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 ...
0
votes
0answers
37 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 ...
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}} ...
0
votes
0answers
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} ...
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 ...
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 ...
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
0answers
318 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 ...
0
votes
0answers
232 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 $A$ ...