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May 22, 2023 at 7:15 comment added Fawen90 Dear fedja, you have proved my desired claim for $c=1/e$. Do you think it also holds for $c=1$? I may totally create an alternative post if needed. Many thanks
Apr 3, 2023 at 20:43 comment added fedja @Fawen90 1) We'll have equality if $\tau\le 1$. If $1$ is in between, then $\tau\wedge 1$ becomes the $\tau$ I'll use in my argument and then we only have an inequality. The case $\widetilde\tau>1$ is trivial. 2) Yep, it should be $\widetilde F$.
Apr 3, 2023 at 20:30 vote accept Fawen90
Apr 3, 2023 at 20:30 comment added Fawen90 Thanks again for your help. I do appreciate your trick
Apr 3, 2023 at 20:29 comment added Fawen90 Fantastic reasoning! Indeed you have proved a stronger result for all measurable and bounded functions $f:\mathbb R_+\to\mathbb R_+$. This is exactly what I need. Just one typo, $\widetilde F=\max(F,e^{-2})$ instead of $F=\max(F,e^{-2})$. Also, I think we should have equality $\int_0^\tau F=\int_0^{\widetilde\tau}\widetilde F$. Do you think so?
Apr 3, 2023 at 16:14 comment added fedja @Fawen90 Yeah, ask as many questions as you want :-)
Apr 3, 2023 at 14:01 comment added Fawen90 Thank you very much fedja for your answer. I believe that I need to read very carefully your reasoning, and please allow me to come back towards you if it's not clear to me
Apr 3, 2023 at 12:24 history answered fedja CC BY-SA 4.0