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Sep 1, 2021 at 8:03 vote accept Yaroslav Bulatov
Aug 31, 2021 at 23:36 answer added Iosif Pinelis timeline score: 3
Aug 31, 2021 at 20:54 comment added Yaroslav Bulatov was using $x\sim \mathcal{N}\left(0, I_n\right)$ to denote sampling from standard Gaussian in $n$ dimension -- ie, 0 mean, identity covariance matrix, both real valued
Aug 31, 2021 at 15:21 comment added Pietro Majer Is $x$ in $\mathbb {R}^n$ or in $\mathbb{C}^n$? And what is $I_n$? Thx
Aug 31, 2021 at 13:23 comment added Iosif Pinelis @YaroslavBulatov : Those asymptotic expansions are valid only for large $s$, whereas the integral is over all $s>0$. So, there is no reason to substitute those asymptotic expressions for the actual ones.
Aug 31, 2021 at 13:13 answer added Iosif Pinelis timeline score: 0
Aug 31, 2021 at 12:58 comment added Carlo Beenakker this follows if your replace the sum over $k$ in the expressions for $G_n$ and $\log F_n$ by an integral $\int_0^\infty dk$; I don't think that is a controlled approximation from which you can make definite conclusions.
Aug 31, 2021 at 11:48 comment added Yaroslav Bulatov Substituting infinite $s$ expansions from that answer, the integral can be solved exactly, and it evaluates to 0.5513. I'm confused whether this provides evidence that the limit in question is lower than 2
Aug 31, 2021 at 11:22 comment added Carlo Beenakker I doubt very much one can do better than math.stackexchange.com/a/4228443
Aug 31, 2021 at 8:57 history asked Yaroslav Bulatov CC BY-SA 4.0