**2**

votes

**2**answers

197 views

### Minimum of an apparently harmless function of two variables

DISCLAIMER: I already posted this question on Mathematics a month ago, here. However, since it has not been solved yet on that platform, I decided to ask it also here on mathoverflow. At a first ...

**0**

votes

**0**answers

86 views

### Constructing special holomorphic functions

I would appreciate any help with this question as I am not sure how I should approach it.
Suppose $ D$ is the unit disk and that $A(x)$ is a real valued smooth function on $D$.
Does there exist a ...

**9**

votes

**0**answers

50 views

### A kaleidoscopic coloring of the plane

Is there a partition $\mathbb R^2=A\sqcup B$ of the Euclidean plane into two Lebesgue measurable sets such that for any disk $D$ of the unit radius we get $\lambda(A\cap D)=\lambda(B\cap ...

**2**

votes

**0**answers

38 views

### Optimal condition for the weak convergence of the jacobian determinant

Whenever $n<q,$ it is known that given a sequence $\{ u_{k} \}$ which is weakly convergent in $W^{1,q}(U)$ one has that the Jacobian determinants $\text{det} Du_{k}$ converge weakly in ...

**3**

votes

**1**answer

142 views

### How to construct i.i.d. standard normal random variables on $\Omega = [0, 1]$ with the Lebesgue measure

Let $(\Omega, \mathcal{F}, \mathbb{P})$ be the unit interval with Lebesgue measure on the Borel subsets. Then we can find independent random variables $X_1, X_2, X_3, \dots$ defined on $(\Omega, ...

**0**

votes

**1**answer

217 views

### The weighting function for the infinite product of necklaces

Let us consider the limit $\lim_{n\to \infty}\prod_{p=1}^n N(p,a)$ where $N(n,a)$ is the number of fixed necklaces of length $n$ composed of $a$ types of beads.
Let's rewrite the product in a way ...

**7**

votes

**1**answer

315 views

### A generalization of Jensen's Inequality

Jensen's inequality is well known as
$$E\big[f(X)\big]\le f\big(E[X]\big)$$
where $X$ is a integrable random variable and $f: R\to R$ is a bounded concave function, see also ...

**0**

votes

**0**answers

30 views

### Borel Measurable function approximation [on hold]

Let $f : R \rightarrow R$ be Lebesgue measurable. Show that there exist Borel measurable functions $g, h : R \rightarrow R$ such that $g(x) \leq f(x) \leq h(x) \ \ \forall x\in R$ and $m(\{ x: g(x) ...

**2**

votes

**1**answer

222 views

### Two Concepts of Monotonicity

Let $K$ be a closed convex subset in $\mathbb{R}^n$ and $F: K\rightarrow \mathbb{R}^n$. We say that
$F$ is strongly monotone on $K$ if there exists $\gamma>0$ such that
$$
\langle F(y)-F(x), ...

**-3**

votes

**0**answers

65 views

### For what kind of function that $\liminf$ and $\limsup$ are well defined and equal? [on hold]

Well, it is not really $\liminf$ and $\limsup$, please see details below.
Let $f$: $\mathbb R\to \mathbb R^+$, locally integrable, and lower semicontinuous, aka l.s.c. Given any $x_0\in \mathbb R$ ...

**1**

vote

**1**answer

94 views

### Are solutions of the Beltrami Equations necessarily smooth?

Let $ a $, $ b $ and $ c $ be real constants such that $ \Delta \stackrel{\text{df}}{=} a c - b^{2} > 0 $. The Beltrami Equations are defined as the following system of PDE’s on the domain $ ...

**5**

votes

**1**answer

93 views

### On the zero set of a $C^2$ function on $[0,1]^2$

Let $f:[0,1]^2\rightarrow \mathbb{R}$ be a twice continuously differentiable function with the property that for all $x\in [0,1]$, there is an interval $I_x\subset [0,1]$ such that $f(x,y)=0$ for all ...

**4**

votes

**1**answer

189 views

### Improper integral $\int_0^1 \frac{\exp(ctx)}{\sqrt{(\exp(bt)-1)(1-\exp(atx))-(1-\exp(at))(\exp(btx)-1)}} dx$ with $-a$ and $b$ positive

Is the following function real analytic in $t>0$:
$$F(t)=\int_0^1\frac{\exp(ctx)}{\sqrt{(\exp(bt)-1)(1-\exp(atx))-(1-\exp(at))(\exp(btx)-1)}} dx,$$
where $-a$ and $b$ are positive, and $c\not=a$?
...

**1**

vote

**0**answers

35 views

### Average - Map - Infinite number of points [closed]

I have a problem to solve in the context of the preparation of the PUTNAM competition. I am asked to find the average of a certain map of $S \subset \mathbb{R^3}$ (domain $S$ is uncountable) into ...

**8**

votes

**1**answer

276 views

### Why should the map $-\Delta^{-1}$ be continuous?

I'm reading an article by Wei-Ming Ni about the existence of solutions for the elliptic problem $$\Delta u +|x|^\lambda |u|^\tau =0,$$
in the unit ball $\Omega$ in dimension $>2$. I'm looking for ...

**5**

votes

**1**answer

151 views

### Order between two completely monotone functions?

I am wondering if the following assertion is true:
Let $f,g:\mathbb{R}_+\rightarrow [0,1]$ be completely monotone functions on $\mathbb{R}_+^*$, that is, $(-1)^n f^{(n)}(x)\geq 0$ and $(-1)^n ...

**-1**

votes

**0**answers

48 views

### Integration according to push-forward of Lebesgue measure

Let $R_{\theta_1},R_{\theta_2}$ be rotation operators in $\mathbb{R}^2$. Let $\nu_1$ be the arc-length measure of a line segment in length $x$ which was rotated in $\theta_1$ radians, i.e. ...

**3**

votes

**0**answers

83 views

### Reference request: Darboux properties of real-valued set functions (measures, densities, etc.)

Fix a set $S$ and let $f: \mathcal P(S) \rightharpoonup \mathbf R$ be a real-valued partial function on the power set of $S$; denote by $\mathcal D$ the domain of $f$. We say that $f$ has:
(i) the ...

**8**

votes

**8**answers

12k views

### Real analysis has no applications?

I'm teaching an undergrad course in real analysis this Fall and we are using the text "Real Mathematical Analysis" by Charles Pugh. On the back it states that real analysis involves no "applications ...

**0**

votes

**1**answer

56 views

### For a given $n$, under what condition(s) there exists (at least) two different $c$ and $c′$ such that $X_n^c=X_n^{c'}$

Let $X_n^c=\{\cos\left((4k-c)\frac{\pi}{2n}+\frac{\pi}{4}\right): k=0, 1, \dots, n-1\}$ where $c\in\{0, 1, \ldots, \lfloor\frac{n}{2}\rfloor\}$ and $n$ is any positive integer greater than 3. I want ...

**21**

votes

**0**answers

504 views

### Relative null-ness

Here, "measure" always means Lebesgue measure on $\mathbb{R}$. This question is partly motivated by my answer ...

**11**

votes

**4**answers

603 views

### Relating the roots of polynomials to the solution sets of certain functional equations

Consider a functional equation of the following form:
$$\sum_{k=0}^n a_k\,\underbrace{f(f(\cdots f}_{k}(x)\cdots )=0\quad \big(f:\,\mathbb{R}\to\mathbb{R},\;a_i\in ...

**2**

votes

**1**answer

54 views

### interpret of Picone inequality for non-regular functions

Assume $\Omega \subset \mathbb{R}^N$, $ N>4 $ is open set.
There is a well-known picone identity that says
Let $u,v \in C^2(\Omega)$ satisfy $v>0$ and $-\Delta v \geq 0$ in $\Omega$. The ...

**3**

votes

**1**answer

125 views

### Scaling properties of the Hölder estimate for heat equation

Lately, I have been interested in scaling properties of parabolic equations, and this question is related to an earlier one I asked about Harnack constants.
Let $Q(R) := Q(R^2,R) = B(0, R) \times ...

**5**

votes

**0**answers

95 views

### Uniform approximation of separately continuous functions on zero-dimensional spaces

For topological spaces $X,Y,Z$ а function $f:X\times Y\to Z$ is called separately continuous if for any $(x,y)\in X\times Y$ the restrictions of $f$ to the sets $\{x\}\times Y$ and $X\times \{y\}$ are ...

**3**

votes

**0**answers

34 views

### $X_t = B_t^q$, $X_t = (\sin B_t)^q$, $X_t = B_t^q (\sin B_t)^r$, $dM_t = R_t\,M_t\,dB_t$ [closed]

What are the SDE's satisfied by the following processes?
$X_t = B_t^q$
$X_t = (\sin B_t)^q$
$X_t = B_t^q (\sin B_t)^r$
Assume $B_t$ is a standard Brownian motion with $B_0 > 0$ and the ...

**2**

votes

**2**answers

123 views

### About preserving real-rootedness of multivariable polynomials

Say $f_i(z_1,z_2,..,z_m)$ are polynomials real rooted in the $z$s for a bunch of polynomials indexed by $i$. When can one say that $\sum_{i} p_i f_i(z_1,z_2,..,z_m)$ is also real rooted?
If ...

**3**

votes

**1**answer

81 views

### On continuous perturbations of functions of the first Baire class on the Cantor set

Is it true that for any function of the first Baire class $f:X\to\mathbb R$ on the Cantor cube $X=2^\omega$ there is a continuous function $g:X\to[0,1]$ such that the image $(f+g)(X)$ is disjoint with ...

**9**

votes

**3**answers

363 views

### Probability that planar Brownian motion doesn't “encircle” 0

Suppose $B_t$ is a standard Brownian motion in $\mathbb{R}^2$ and $T = \text{inf}\{t : |B_t| = 1\}$. Let $E$ denote the event that $0$ is contained in the unbounded component of $\mathbb{R}^2 ...

**11**

votes

**0**answers

99 views

### Interval arithmetic with different definitions of intervals

Interval arithmetic normally deals with intervals defined as $[a,b]$ with rules like $$[a,b]+[c,d]=[a+c,b+d]$$ I am interested in interval arithmetic with different interval definitions such as ...

**3**

votes

**1**answer

79 views

### $\int_0^t f(s)\,dB_s$ normally distributed, mean and variance

Suppose that $f(t)$ is a (non-random) continuous function on $[0, \infty)$. Let$$Z_t = \int_0^t f(s)\,dB_s.$$
How do I see that $Z_t$ is normally distributed?
What is the mean and variance?
I need ...

**0**

votes

**1**answer

145 views

### About the generating structure of Borel field

This is a graduate-level measure theory problem. I have thought throught it and asked on math.SE but received no satisfying answer.
On P.32 of [P.Billingsley] Probability and Measure, 3ed, 1993, the ...

**3**

votes

**1**answer

59 views

### $M_t = f(B_{t \wedge \tau}) + (t \wedge \tau)$ local martingale, $\textbf{E}^x[\tau] = f(x)?$

Suppose $D \subset \mathbb{R}^d$ is a domain and $f: \overline{D} \to \mathbb{R}$ is a continuous function, $C^2$ in $D$, satisfying$$f(x) = 0\text{ for }x\in \partial D,$$$${1\over2} \Delta f(x) = -1 ...

**1**

vote

**0**answers

26 views

### Derivatives of $O$-regular varying functions are $O$-regular varying functions?

The Monotone Density Theorem for regularly varying functions says, in essence:
Theorem (Monotone Density Theorem). Let $f$ be a differentiable regularly varying real-function of index $\rho$ ...

**1**

vote

**1**answer

126 views

### Is this function concave or convex? [closed]

let $g_{n,\gamma}(\sigma)$ be the function defined as the following
$$
g_{n,\gamma}(\sigma)= \left(\frac{(\sigma-1)^2 +\gamma^2}{\sigma^2
+\gamma^2} \right)^{n/2} T_n\left( \frac{\sigma(\sigma-1)
...

**4**

votes

**1**answer

103 views

### Can the integral of a “generic” bounded measurable function be determined by its values on the rationals?

[This question is an extension of my question Does a positive-measure subset of the unit interval almost surely intersect a random translation of some countable subgroup of $\mathbb{R}$?. I'm asking ...

**6**

votes

**3**answers

206 views

### Quantum Mechanics and bilinear optimal control theory

I was wondering whether there are any rigorous results about the optimal controllability of Schrödinger operators.
So my question is something like this:
Let $i \partial_t \psi(x,t) = ...

**2**

votes

**1**answer

732 views

### For what nonnegative measures $\mu$ does $\mu*e^{-|\cdot|}\in L^{\infty}$?

I am trying to characterize all measures on $\mathbb{R}$ such that
$$
\sup_{x\in\mathbb{R}} \: (\mu*f)(x)<+\infty,
$$
where $f(x)$ is some specific integrable functions, such as $f(x)=e^{-|x|}$, ...

**2**

votes

**0**answers

137 views

### Dynamics of an inequality

The dynamics $D\ni(r_i,r_{i+1})\mapsto(r_{i+1},r_{i+2})\in D$ on the set $D:=\{(x,y)\in\mathbb{R}^2\colon x>0,y>x^2/2\}$ is given by the recurrence
$$r_{i+2}=\frac{r_{i+1}^2}2+\frac1{r_{i+1}^3}
...

**7**

votes

**7**answers

862 views

### Almost-converses to the AM-GM inequality

Let us consider the Arithmetic Mean -- Geometric Mean inequality for nonnegative real numbers:
$$ GM := (a_1 a_2 \ldots a_n)^{1/n} \le \frac{1}{n} \left( a_1 + a_2 + \ldots + a_n \right) =: AM. $$
...

**19**

votes

**2**answers

2k views

### Does Arzelà-Ascoli require choice?

Inspired by a recent Math.SE question entitled Where do we need the axiom of choice in Riemannian geometry?, I was thinking of the Arzelà--Ascoli theorem. Let's state a very simple version:
...

**0**

votes

**1**answer

174 views

### How can I show that “almost all function” have property P?

The following is cross-posted from
http://math.stackexchange.com/questions/1391293/is-almost-all-function-a-well-defined-concept
since I didn't (yet) get an answer there.
(I hope that's okay?)
...

**14**

votes

**3**answers

871 views

### Can integration spoil real-analyticity?

Is there an example of a function $f:(a,b)\times(c,d)\to\mathbb{R}$, which is real analytic in its domain, integrable in the second variable, and such that the function
$$ g:(a,b)\to\mathbb{R},\qquad ...

**0**

votes

**0**answers

86 views

### Does the fundamental theorem of calculus require continuity of the function being integrated? [migrated]

The (first) fundamental theorem of calculus is typically stated as follows, assuming continuity of the given function:
Suppose that f is continuous on the closed interval [a,b] and F
is defined by ...

**2**

votes

**1**answer

97 views

### Monotonicity of the integral

Let $R(x)$ be the residual function associated to the normal probability density, i.e.
$$R(x)~=~\int_x^{+\infty}\frac{1}{\sqrt{2\pi}}e^{-\frac{y^2}{2}}dy, \mbox{ for all } x\in R.$$
Define
...

**1**

vote

**0**answers

43 views

### concavity of a vector function

I'm given a function $g:\mathbb{R}^n \mapsto \mathbb{R}$, $g(y) = \prod_{i\in[n]} (1+y_i\cdot c_i)$, where $c_i>0$.
Let $e_a,e_b$ be two arbitrary standard vectors. It is easy to show that for any ...

**5**

votes

**1**answer

724 views

### A result attributed to Whitney

One of the basic results of real analysis says that any closed subset of a smooth ($C^\infty$) manifold $M$ is the set of zeros of some map $\lambda\in C^\infty(M;[0,1])$. This result (or some ...

**4**

votes

**3**answers

393 views

### Generalized Hardy-Littlewood-Sobolev Inequality

The Hardy-Littlewood-Sobolev Inequality says that
$$\text{for $p,q,r\in (1,+\infty)$ such that }\quad
1-\frac1p+1-\frac1q=1-\frac1r,\tag {$\sharp$}
$$
$$
\exists C, \forall u\in L^p(\mathbb ...

**-1**

votes

**1**answer

200 views

### An infinite set in a compact space

Let $X$ be a topological space. Is there any characterization for the property that says "for every infinit subset $A$ of $X$ there exists $a\in A$ such that if $f$ be an arbitrary real continuous ...

**0**

votes

**1**answer

55 views

### Introducton books for $\frak{E}_p(I)$

Are there any good books different from abstract harmonic analysis by hewitt to study $\frak{E}_p(I)$. where $\frak{E}_p(I)$ is: Let $I$ be an arbitrary index set. For each $i\in I$ let $H_i$ ...