The convergence tag has no wiki summary.

**38**

votes

**1**answer

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

**1**answer

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

**1**answer

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

**0**answers

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

**0**answers

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

**0**answers

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

**0**answers

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

**0**answers

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

**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, ...

**2**

votes

**0**answers

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

**0**answers

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

**0**answers

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

**0**answers

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

**0**answers

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

**0**answers

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

**0**answers

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

**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 ...

**1**

vote

**0**answers

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

**0**answers

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

**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

**0**answers

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**

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**0**answers

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**

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**0**answers

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

**0**answers

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

**0**answers

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

**0**answers

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**

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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**

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**0**answers

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**

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**0**answers

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**

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**0**answers

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**

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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**

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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**

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**0**answers

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

**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 ...

**0**

votes

**0**answers

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**

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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**

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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 $A$ ...