# Tagged Questions

**2**

votes

**2**answers

257 views

### A sufficient condition for a probability measure to have compact support

Consider a probability measure $\mu$ on, let's say, $\mathbb R$.
Is there a necessary and sufficient condition so that $\mu$ has compact support $Supp(\mu)$ ?
I agree this question is too vague, ...

**7**

votes

**0**answers

200 views

### Uncertainty principle in Entropy terms

Math Questions:
Consider Hilbert space $L_2(\mathbb{R})$ with a standard norm
$
||\psi|| = ( \int_{\mathbb{R}}{ |\psi(t)|^2 dt } )^{1/2},
$
and Fourier transform
$
(F\psi)(\xi) =
...

**1**

vote

**2**answers

183 views

### Berry Esseen inequality for multidimensional distributions

The classical Berry-Esseen theorem asserts that if $f$ and $g$ are the characteristic functions of two distribution functions $F(t)$ and $G(t)$ respectively then with $T$ arbitrary
$$
\sup_{t \in ...

**3**

votes

**1**answer

540 views

### karhunen-Loeve expansion of Poisson process

Let $X_t, t\geq 0$ be a Poisson process with rate parameter $\lambda$. Compute the karhunen-loeve expansion of $X$ in interval [0, T]. How about the KL expansion of the centered process $X_t-\lambda ...

**3**

votes

**1**answer

219 views

### Inequality for the first Fourier level of a Boolean function

In the study of Boolean functions, the hypercontractive inequality enables one to bound from above the norm of $Tf$ by some norm of $f$, where $T$ is the noise operator depending on the noise ...

**10**

votes

**3**answers

1k views

### Number of lattice points in a random disk of radius r

Consider a disk of radius $r$ centered at $(x,y)$, where $(x,y)$ is chosen from the uniform distribution on $[0,1) \times [0,1)$, and let the random variable $N$ be the number of lattice points in the ...

**1**

vote

**1**answer

600 views

### Fourier transform of distributions with non-standard test functions

This might be a quite simple question for function analysis standards, but it has some obstacles. I'll try to improve the readability a bit by not using the full tex code. A short motivation:
Given a ...

**0**

votes

**1**answer

566 views

### Fourier Transform of measure on Banach Space (a question about Pontryagin Duality)

The following definition is given as the Fourier transform of a Borel probability measure $\mu$ on $E$, a Banach Space (Real):
$\hat{\mu}: E^*\rightarrow \mathbb{C}$ defined by
...

**7**

votes

**2**answers

2k views

### Positive-Definite Functions and Fourier Transforms

Bochner's theorem states that a positive definite function is the Fourier transform of a finite Borel measure. As well, an easy converse of this is that a Fourier transform must be positive definite.
...

**0**

votes

**2**answers

171 views

### Good probability measues on $S^1$ reprented by a kernel

I was looking for some good references for properties/theorems/characterizations of 'good/important' probability measures on the unit circle $S^1$ ( and/or on spheres $S^n$ ).In particular, I want ...

**10**

votes

**1**answer

1k views

### Let a function f have all moments zero. What conditions force f to be identically zero?

Throughout, let $f$ be a Lebesgue measurable function (or continuous if you wish, but this is probably no easier). (Questions with distributions etc. are possible also but I want to keep things simple ...

**5**

votes

**2**answers

2k views

### Can I relate the L1 norm of a function to its Fourier expansion?

I would like to express the integral of the absolute value of a real-valued function $f$ (over a finite interval) in terms of the Fourier coefficients of $f$. Failing that, I would like to know of any ...

**6**

votes

**2**answers

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 $X$ ...

**12**

votes

**5**answers

1k views

### Why do Littlewood-Paley projections behave like iid random variables

I have read more than once that the Littlewood-Paley (LP) projections of a function (i.e. decomposing a function into parts with frequency localization in different octaves) behave in some sense like ...

**2**

votes

**2**answers

538 views

### Can we extract information about how fast a function decay from its Laplace transform?

My question is whether we can extract information about how fast an integrable function converges to zero by looking at the asymptotics of its Laplace transform.
More concrete case, let $f:\mathbb{R} ...

**1**

vote

**1**answer

537 views

### Decoupling lemma for the Lambda(p) problem

I'm attempting to work through Bourgain's paper "Bounded orthogonal systems and the $\Lambda(p)$-set problem". There is a step in the proof of the decoupling lemma that I am stuck on, and thought ...