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3 votes
1 answer
159 views

Tight L2 bound on moments approximation and reference

Consider $f\in L^2(I)$, where $I$ is the unit interval and $L^2$ is w.r.t. Lebesgue measure, and consider an approximation of $f$ denoted by $\tilde{f}\in L^2$. The error in approximated the moments ...
Amir Sagiv's user avatar
  • 3,574
2 votes
1 answer
437 views

Best approximation of a compactly supported density by a single Gaussian

Note: This is a follow-up question inspired by a previous (more difficult) question I asked on MathOverflow. Let $f:\mathbb{R}\to\mathbb{R}$ be a (sufficiently regular, e.g. smooth) probability ...
JohnA's user avatar
  • 710
-1 votes
1 answer
122 views

Approximation of function in general measure space

Let $\mu$ be a $\sigma$-finite measure on $R^n$ ($n\geq 1$) and $(E,d)$ be a complete metric space. For any measurable function $f: R^n\to E$ with $$ \int_{R^n}d(f(x),f(x_0))\mu(dx)<\infty,\quad \...
Wenguang Zhao's user avatar
2 votes
1 answer
5k views

Smooth Approximation of Indicator Function of Convex Sets in $\mathbb{R}^n$

Let $( \mathbb{R}^n, \| \cdot \|_P)$ be the $n$-dimensional Euclidean space equipped with $\ell_p$-norm $\| \cdot \|_p$ for some $p\in [1, + \infty]$. Let $A$ be a convex set in $\mathbb{R}^n$ and ...
Steve's user avatar
  • 1,127
4 votes
0 answers
269 views

Algebras and $\sigma$-algebras associated to random variables

Let $\{v_\lambda:~\lambda\in\Lambda\}$ be a family of real-valued random variables on a (complete) probability space $(\Omega, \sigma, \mathbb{P})$. Assume the variables lie in $\bigcap_{p=1}^\infty L^...
Ollie's user avatar
  • 1,411