4
votes
2answers
97 views

Approximate Moment Conditions

It is known in classical probability that if two random variables $X$ and $Y$ obeys $$\mathbb{E} X^k = \mathbb{E}Y^k, \ \forall \ k \geq 1$$ with additional condition that $\mathbb{E}X^k$ does not ...
1
vote
0answers
73 views

The $d$-dimension extension of Bernoulli Polynomial

It is known that Bernoulli polynomial has the following Fourier expansion: \begin{equation*} B_{2n}(x) = \frac{(-1)^{n-1}2(2n)!}{(2\pi)^{2n}}\sum_{k=1}^{\infty}\frac{\cos(2k\pi x)}{k^{2n}}. ...
2
votes
1answer
151 views

Approximation power of wavelets

The Wikipedia article on Wavelet Transform states that: Wavelet compression is not good for all kinds of data: transient signal characteristics mean good wavelet compression, while smooth, ...
2
votes
1answer
204 views

Bound on trigonometric sum

I want to show that there is some $\gamma(n)=o(n^{-1})$ and some $C(n) \to -\infty$ such that for $\gamma \leq \theta \leq \pi$ we have $\sum_{k=1}^n -1+\cos(k\theta) \leq C(n)$. If we rewrite this ...
5
votes
2answers
889 views

L1 distance from a trigonometric susbspace

How to check, whether the $L^{1}$ distance between a finite exponential sum $S_{F}(x)=\sum\limits_{n\in F} \exp(inx)$ and the $L^{1}$-closure of subspace $\mathrm{span}\left(\exp(inx): n\in ...
1
vote
0answers
626 views

What is the function $\sin(n \omega) / (n \sin \omega)$?

During my work, I encounter the function like $\frac{\sin(n \omega)}{n \sin \omega}$. I'm puzzled and knew nothing about this function before. Given integer $n>1$, my question is how to find a ...
6
votes
2answers
834 views

Non-linear “Fourier analysis”

Call a function of the following form a beep: $e^{-(\frac{x-\alpha}{\beta})^2}\sin(\rho x+\theta)$. Given a real-valued function $f\in L^2(R)$ and a number $n$, I'm interested in the approximating ...
7
votes
2answers
2k views

approximate a probability distribution by moment matching

Suppose we want to approximate a real-valued random variable $X$ by a discrete random variable $Z$ with finitely many atoms. Suppose all moments of $X$ is finite. We want to match the moments of $X$ ...