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31
votes
1answer
644 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) = ...
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 ...
7
votes
1answer
294 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 ...
7
votes
1answer
314 views

What should the morphisms in the Category of Directed Sets be?

Directed sets are defined to be sets equipped with a preorder that admit (finitary) upper bounds e.g. pairs $(D, \preceq)$ such that $\forall p,q \in D$ there exists $r \in D$ such that $p \preceq r$ ...
7
votes
2answers
315 views

Convergence rate of the convolution of almost uniform measures on $\mathbb{Z}_p$

Statement Given a finite abelian group $G$ and two independent random variables $X,Y$ taking values in $G$ and satisfying $d_{TV}(X,U_G)\leqslant \delta$ and $d_{TV}(Y,U_G)\leqslant \delta$ (where ...
6
votes
2answers
225 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 ...
6
votes
2answers
1k views

On the continuity of $\sum_{n=1}^{\infty} sin(nx) / n^\alpha$

I know that the series $\sum_{n=1}^\infty \sin(nx) / n^\alpha$, with $0 < \alpha < 1$, converges for $x \in [0,2\pi]$. I'm trying to understand if the function $f(x) = \sum_{n=1}^\infty ...
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 ...
5
votes
1answer
871 views

Convergence rate of the central limit theorem near the center of the distribution

I'm looking for fast convergence rates for the central limit theorem - when we are not near the tails of the distribution. Specifically, from the general convergence rates stated in the Berry–Esseen ...
5
votes
1answer
245 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 ...
5
votes
2answers
330 views

How general is the convergence of the exponential function's power series?

I asked essentially this over two weeks ago on MSE, and nothing was else was posted to that question. Let $\mathbf{V}$ be a Fréchet space whose underlying set is $V$. Let $\;\; \beta \: : \: V\times ...
4
votes
2answers
490 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 ...
4
votes
2answers
249 views

Estimate on gaussian distribution

Let X be an $\mathbb R^d$-valued random variable with distribution $N_d(0,\Sigma)$. I'm looking for a function $f$ such that $$P(|X_1|\leq M, |X_2|\leq M,\dots, |X_d|\leq M)\geq f(M),$$ and such that ...
4
votes
1answer
109 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 ...
4
votes
1answer
69 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 ...
4
votes
1answer
96 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
0answers
184 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
1answer
140 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 ...
3
votes
1answer
41 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
155 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 ...
3
votes
2answers
141 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 ...
3
votes
1answer
255 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 ...
3
votes
0answers
150 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
3answers
232 views

Speed of convergence for Weyl's Equidistribution theorem

If $f$ is a continuous periodic fonction on $[0,1]$ and $a\not\in\mathbb{Q}$, the Weyl's equidistribution theorem states that $$\frac{1}{n}\sum_{k=0}^{n-1}f(ak)\rightarrow \int_0^1 f(x)dx.$$ Can we ...
2
votes
1answer
211 views

Convergence in norm of Sobolev spaces

I consider, for $s>\frac{1}{2}$, the space $L^{2,-s}(\mathbb{R}^3)=\bigg\lbrace{f: \int_{\mathbb{R}^3}|f(x)|^2(1+|x|^2)^{-s}<\infty\bigg\rbrace}$ and I have to show that the function ...
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 ...
2
votes
2answers
116 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 ...
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 ...
2
votes
1answer
171 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 ...
2
votes
1answer
175 views

Central Limit Theorem for additive function of permutations of sequences

Fix the finite sets $\mathcal{X}$ and $\mathcal{Y}$, and probability mass functions $P_X(x)$ and $P_Y(y)$ on these sets. Assume each value of $P_X(x)$ and $P_Y(y)$ is rational. For each $n$ such ...
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 $\zeta: \Omega \to S$. $f_n(\zeta) \to^d \eta$, ...
2
votes
0answers
87 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
107 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
1answer
242 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 $X_n,\dots,X_m$ ...
2
votes
0answers
69 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
79 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
1answer
188 views

Convergence of a sum to the integral

Let $f:\mathbb{R}\rightarrow \mathbb{R}$ be a 1-periodic function. I am looking about the conditions on $(a,b)\in\mathbb{R}^2$ such that we have the property : ...
1
vote
1answer
187 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
2answers
522 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 ...
1
vote
1answer
218 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} ...
1
vote
1answer
72 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
1answer
206 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 ...
1
vote
1answer
194 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 ...
1
vote
1answer
268 views

Convergence of a Trigonometric Series

After working with a Fourier series for a while, I realized that it would be of great help to me if I could prove that the following limit is zero: $$\lim_{N\to\infty}_{N\in ...
1
vote
1answer
74 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 ...
1
vote
1answer
193 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 ...
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
1answer
311 views

Pointwise convergence of double Fourier series

I'm looking for references/theorems that deal with the pointwise convergence of double Fourier series expansions for a particular function. Let $D \subseteq [-\pi, +\pi]^2$ be an arbitrary set of ...