All Questions
709 questions
1
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1
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151
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Monotone likelihood ratio of densities based on power function
Given $p,\phi,\theta \in \mathbb{R}$ such that $p>2$ and $0 \le \phi,\theta\le \pi/2$ define the density function:
$$f(\phi;\theta) =
\mbox{$\Large\frac{1}{p B\big(\hspace{-1pt}\frac{3}{2},\frac{p+...
- 391
1
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1
answer
632
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Does sequence almost sure convergence imply almost sure convergence?
This is a cross-post of this and this questions from math.stackexchange.com since I have not received any response there. I would like to seek help here.
Suppose $x(t,\omega): [0,T]\times\Omega\...
- 2,239
1
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1
answer
264
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Is there a version of dominated convergence theorem for local $L^p$ spaces?
Fix $p \in [1, \infty)$. Let $(L^p (\mathbb R^d), \|\cdot\|_{L^p})$ be the Lesbesgue space of $p$-integrable real-valued functions on $\mathbb R^d$. Let $\tilde L^p (\mathbb R^d)$ be the space of ...
- 835
1
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1
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300
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Convergence of concave/convex function
Let assume that you have a sequence of twice differentiable functions $(f_n)_{n\in\mathbb{N}}\in\mathscr{C}^2(\mathbb{R})^{\mathbb{N}}$. Let suppose that for each $f_n$, it exists a $x_n\in\mathbb{R}$ ...
- 393
1
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0
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102
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Proving that a quantity is positive (Gaussian density and Gaussian CFD)
$\def\R{\mathbb R}$$\def\aha{{1/2}}$$\def\maha{{1/2}}$
Hi everyone,
I am interested in the following problem:
Let consider the heat equation problem:
$$\forall (t,x) \in \mathbb{R}_+\times\mathbb{R}, ~...
- 393
1
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1
answer
186
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Expectation equation, harmonic functions, do not understand why equation is true
Let $u: \mathbb{R}_+ \times \mathbb{R}^d$ be a bounded $C^2$ function whose first and second partial derivatives are uniformly bounded (or, more generally, have at most polynomial growth as $|x| \to \...
- 13
1
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1
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237
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Poisson kernel, expectation, an absolute value comes in
See here.
Let $d = 2$, and consider the domain $D = \mathbb{H}$, the upper half-plane. Let $W_t = (X_t, Y_t)$. We see that for any $\theta \in \mathbb{R}$ and any $t \ge 0$, we have$$E^{(x, y)}\...
- 13
1
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1
answer
166
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Question abouth Skorokhod representation of random variables (II)
This is a continuation of
Question abouth Skorokhod representation of random variables
Let $\mu$ and $\nu$ be two probability measures on $\mathbb R$ such that
$$\int_{\mathbb R}|x|^pd\mu(x),~ \...
- 1,835
1
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2
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183
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Convergence of Sobolev functions near the boundary
Let $B_0(1)$ be the unit ball in $\mathbb R^n$, $n\geq2$. Let $f\in W_0^{1,2}(B_0(1))$, and $W^{1,2}(B_0(1))\ni f_i\to f$ in the sense of $L^2(B_0(1))$-norm, as $i\to \infty$.
Question 1: Can we ...
- 169
1
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1
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401
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linear recurrence inequality of positive terms
This is a follow up on my previous linear recurrence inequality question.
I have some matrices which satisfy a linear recurrence formula of the form
$$
A_{n+1} = \alpha A_{n} + \beta A_{n-1},\qquad n\...
- 145
1
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1
answer
76
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Proving that a function $f(x,y)$, that is unbounded in every direction, is uniformly bounded below by $1$ outside some disc of large enough radius
I have a smooth function $f(x,y)$ that is unbounded in every direction. In other words, if we choose a direction $(a,b)\in S^1$ and keep moving along the curve $(ta,tb)$, then $$\lim_{t\to\infty}f(ta,...
- 765
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1
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114
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question about $TGV^2$ space
Let us just stay in $\mathbb R^1$. The space $TGV^k$ is defined as the function $u\in L^1(I)$ and
$$
TGV^k(u,I):=\sup\left\{\int_I u\,\phi^{(k)}\,d\mu, \,\phi\in C_c^\infty(I),\,\|\phi\|_{L^{\infty}(...
- 679
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2
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231
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A real root of a cubic equation for a stationary point
Let us consider the quartic polynomial in $x$
\begin{equation}
F(x) = (2 a p +2)x^4+ (6a(1-a)p^2+(6-12a)p-6)x^3
+ p(2(a-2)(a-1)a p^2 + 3(5a^2-9a+2)p +12a-18)x^2
- p^2 ((a-2)(4a^2 ...
- 371
1
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2
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180
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An inequality for a real function
Let $$f(z)=(1+z)^{3/4}-\left(\frac{3}{8}+\frac{\sqrt{3}}{4}\right)^{1/4}-\frac{\left(3 z+\sqrt{6} \sqrt{-1+z^2}\right)^{3/4}}{\left(2 \left(2+\sqrt{3}\right)\right)^{3/4}}.$$ Is there a simple proof ...
- 37
1
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1
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918
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Pros and cons of probability model for permutations
I am studying probability model of random permetuation
Let $b(n; k)$ denote the number of permutations of {1,...,n} with precisely k
inversions ($inv(\pi)$). The analytic approach was considered by L....
1
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0
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922
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A Question on certain Hilbert space of continuous functions, and a characteristic of convergence in it
Define $T^k(\Omega)$, $\Omega$ an open subset of $\mathbb{R}^m$ (with a smooth boundary), as a space of function equivalance classes, with the norm defined as $$ \|f\|_{T^k(\Omega)}^2 = \|f\|_{L^2(...
- 698
1
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1
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348
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Baire class 1 and (uncountably many) discontinuities
Consider a function $f:[0,1]\to[0,1]$ which is continuous on a co-meager set $C\subset[0,1]$ and discontinuous on $D=[0,1]\setminus C$. Suppose that $D\cap I$ is uncountable for every open interval $I\...
- 4,459
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1
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368
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Does the almost sure convergence of absolutely continuous r.v.'s imply the weak convergence of the pdf's in $(L^\infty)^*$?
The following question was asked in a comment at Almost sure convergence vs convergence of probability density functions :
Suppose that $(X_n)$ is a sequence of random variables (r.v.'s) converging ...
- 128k
1
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1
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224
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Sum of negative roots of a $5^{th}$ degree monic polynomial
Let $f(x)$ be a $4^{th}$ degree monic polynomial say $f(x) = x^4 + a_1x^3+a_2x^2+a_3x+a_4$ with the property that $a_1<0, a_4>0$ and $a_2<a_3$. They by Descartes' rule of signs we can ...
- 199
1
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1
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193
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Quantitative finite speed of propagation property for ODE (cone of dependence)
Consider the following ODE initial value problem
\begin{align*}
&\frac{d}{dt}\Phi(t,x) = \boldsymbol{F}(t,\Phi(t,x)), & t \in [0,T], \ \ x \in \mathbb{R}^N,\\
&\Phi(0,x) = x, & x \in \...
- 839
1
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1
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239
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Reference request for weak solutions of an Elliptic PDE
Edit : I just learned that all weak solutions are $C^\infty$, so this question, by Willie, seems more appropriate than the current one.
I want to find weak, non trivial, continuous, solutions of $$\...
- 698
1
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0
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76
views
Error estimates for orthogonal polynomial approximation
tl;dr: Are there explicit bounds for the approximation error by orthogonal polynomials?
There are various ways to formulate this question more precisely, so want I emphasize up front that this is a ...
- 19
1
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1
answer
87
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Oscillating sums
Let $\left\{a_k\right\}_{0\leqslant k\leqslant n}$ and $\left\{b_k\right\}_{0\leqslant k\leqslant n}$ be two positive sequences such that $c_1a_k\leqslant b_k\leqslant c_2 a_k$ for all $k$ for some ...
- 539
1
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1
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471
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k-th largest root in common interlacing polynomials
In their proof of the celebrated Kadison-Singer conjecture, Marcus, Spielman and Srivastava exploited so-called interlacing families which are originally defined for their work on Ramanujan graphs. ...
1
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1
answer
212
views
Lipschitz aspect of a projection on the boundary of a convex
Let $C$ be a closed convex set of $\mathbb{R}^n$ $(n\geq 1)$, with asymptotic cone $C^{as}$ having for interior $\text{Int}\big(C^{as}\big)$. Let $u\in\mathbb{R}^n\setminus\{0\}$ such that
\begin{...
- 449
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0
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244
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Möbius function and polynomials
Let $\mu$ be the Möbius function. It is well known that $\sum_{n|k} \mu(n) = 0$ for $k>1$. What could be said about the polynomials $R_k = \sum_{n|k} \mu(n) x^n$ for $x \in [0,1]$? There does not ...
- 433
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1
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438
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Some fun with special infinite nested radicals
Let us define the following functions:
$$f_n(x)=\sqrt{x^{n}-\sqrt{x^{n+1}- \sqrt{x^{n+2}-\cdots}}} $$
$$g_n(x)=\sqrt{x^{n}+\sqrt{x^{n+1}+ \sqrt{x^{n+2}+\cdots}}} $$
with $f(x)=f_1(x)$ and $g(x)=g_1(x)$...
- 3,098
1
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1
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387
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$L^p$ compactness for a sequence of functions from compactness of product with cut-off
Fix $p \in [1,\infty)$. Let $f_n:[a,b] \to \mathbb R$, $n \in \mathbb N$, be a sequence of $C^1$ functions. For every fixed $m\in \mathbb N^*$, suppose that the sequence of functions $$\{f_{n}\psi_m(...
- 161
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0
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76
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Geometric series involving the Laguerre polynomials
Let put $\alpha=5$ and $x=3$. Consider the following set given by
$$M=\lbrace \; n \in N, \; \; 0 < |L_{n}^{5}(3)| < 1 \; \rbrace$$
Where $L_{n}^{\alpha}(x)$ is the generalized Laguerre ...
1
vote
1
answer
426
views
$L^p$ compactness for a sequence of functions from compactness of cut-off
Fix $p \in [1,\infty)$. Let $f_n:[a,b] \to \mathbb R$, $n \in \mathbb N$, be a sequence of $C^1$ functions. For every fixed $m\in \mathbb N^*$, suppose that the sequence of functions $$\{f_{n}\psi_m(...
- 161
1
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1
answer
266
views
Constant bound for the 1 dimensional Besicovitch covering theorem on real line
I recently looked through the proof of the Gagliardo–Nirenberg Interpolation Inequality, see proof and it says that for real line $R$, there exists a sequence of open intervals $\{I_k\}$, which covers ...
- 65
1
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1
answer
117
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Shrinking subset with disjoint unions
Given a segment and a value $c$ less than the segment length, let $A_1,\dots,A_n$ be disjoint finite unions of intervals on the segment. We choose a finite union of intervals $B$ with $|B|=c$ that ...
- 1,209
1
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0
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47
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Another uniform estimation of an integral involving an Hölder function with derivative that is Hölder
Let $\Omega\subset\mathbb{R}^n$, let $s\in [1/2,1)$, let $u\in C^{1,2s-1+\epsilon}(\Omega)$ such that: $u=0$ on $\mathbb{R}^n\setminus\Omega$, and: $u\in C^{0,s}(\mathbb{R}^n)$, is true that there ...
- 339
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0
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120
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Natural candidates for super-half-exponential which limit to half-exponential function from above
There are no closed form candidates for half-exponential functions "Closed-form" functions with half-exponential growth.
However super-half-exponentials (functions whose composition grows ...
- 1,826
1
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0
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416
views
When does a proper Zariski closed set have measure zero with respect to a conditional measure?
Assume we have a probability measure $\mu$ over $\mathbb{R}^d$ that is absolutely continuous with respect to Lebesgue measure.
Given $m$ polynomials $p_1,\ldots,p_{m}\in \mathbb{R}[x_1,\ldots,x_d]$ ...
- 61
1
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1
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171
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Superharmonic extension 2
This question is a simplified version of the one in the MO post Superharmonic extension.
Suppose $K$ is a compact of $\mathbb{R}^m$ ($m\geq2$), and $U(x)=\log\frac{1}{|x|}$ if $m=2$, and $=|x|^{2-m}$ ...
- 411
1
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1
answer
319
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Is $(f \ast K)'' \in L^1(\mathbb R)$ for $f \in L^1 \cap L^\infty(\mathbb R)$ and $K \in BV(\mathbb R)$?
Is it possible to deduce that $$(f \ast K)'' \in L^1(\mathbb R)$$ if $f \in L^1 \cap L^\infty(\mathbb R)$ and $K \in BV(\mathbb R)$? What I can prove is that $(f \ast K)' \in L^1 \cap L^\infty$. Is ...
- 131
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1
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176
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A condition on the inequality $f'(x)/(1-f(x)^2)-1/(1-x^2)\ge 0$
Assume that $f:[0,1]\to [0,1]$ is an diffeomorphism so that $(f''(x)/f'(x))'<0$ and that $f''(0)=0$. It seems to me that $$\frac{1-f(x)^2}{1-x^2}\le f'(x)$$ on $[0,1]$. But no proof so far.
The ...
- 333
1
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1
answer
201
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Does weak continuity of Jacobians hold for non nondegenerate maps?
$\newcommand{\M}{\mathcal{M}}$
$\newcommand{\N}{\mathcal{N}}$
Let $\M,\N$ be two-dimensional smooth, compact, connected, oriented Riemannian manifolds. (with or without boundaries).
Let $f_n \...
- 6,741
1
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1
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2k
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About the coefficients of Taylor series for the complex Riemann Zeta function $\zeta(s)$
The following real-valued functions are closely related to the zeros of $\zeta(s)$ in the critical strip $\frac{1}{2}<\Re(s) < 1$.
$$\phi_1(\sigma, t) = \sum_{n=1}^\infty (-1)^{n+1}\frac{\cos(t\...
- 3,098
1
vote
1
answer
307
views
Convexity of discrete Fourier transform
Let $f : [0,2\pi] \to \mathbb{R}$ be a continuous convex function on $(0,2\pi)$ which is singular about $0$ and $2\pi$ but finite when evaluated at the boundaries. Assume also that $f$ is symmetric ...
- 595
1
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1
answer
119
views
A non-polynomial Young function satisfying a power-like condition
This post asked, essentially, for an example of a "non-polynomial" invertible increasing function $f\colon[0,\infty)\to[0,\infty)$ such that $f(0)=0$ and
\begin{equation}
f(cu)f(t)\le f(...
- 128k
1
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1
answer
236
views
What does Landau symbol mean in an inequality?
I'm reading about subdifferentiable function at page 232 of Villani's Optimal Transport: Old and New.
Definition 10.5 (Subdifferentiability, superdifferentiability). Let $U$ be an open set of $\...
- 835
1
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1
answer
192
views
Characterization of a subset of $[0,1]$
Let $T\subseteq[0,1]$ be a subset containing $1$. Now we know that $T$ satisfies the following property:
For every $t\in [0,1)$, if there exists a decreasing sequence $\{t_n\}_{n\ge 1}\subset T$ such ...
- 1,835
1
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1
answer
242
views
Can (how) one distinguish germs of continuous functions by a countable set of params?
Continuous functions can be distinguished by their values at say rational points of [0 1].
Germs of analytic functions can be distinguished by derivatives at a point.
So in both cases we see ...
- 24.9k
1
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0
answers
102
views
Real root isolation for exponential polynomials
Suppose we are given an exponential polynomial $f:\mathbb{R}\mapsto\mathbb{R}$
$$
f(t)=\sum_{i=1}^n p_i(t)e^{\lambda_i t}
$$
where $p_i(t)$s are polynomials with algebraic coefficients and $\lambda_i$...
- 1,503
1
vote
2
answers
889
views
Simplify Wasserstein distance between Gaussians with binary cost function
Let $\mu_1$ and $\mu_2$ be 1D gaussian distributions with means $m_1$ and $m_2$ respectively and common variance $\sigma$. Let $\Omega$ be a closed subset of $\mathbb R^2$, and consider the cost ...
- 6,853
1
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0
answers
186
views
Lipschitz continuity of an implicit function generated by a monotonic and Lipschitz multivariate function
Let $z=F(x,y)$ be a function from $\mathbb R^d\times \mathbb R$ to $\mathbb R$ satisfying the following conditions:
$z=F(x,y)$ is Lipschitz continuous w.r.t. $(x,y)$;
Given $x$, $F(x,y)$ is non-...
- 601
1
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1
answer
317
views
The continuous convergence given the a.e. convergence
Suppose that $f_n: \mathbb{R} \times [0,\infty) \to \mathbb{R}$ is a uniformly bounded sequence (i.e., there exists $C>0$: $|f_n| < C$ for every $n$) such that
$$ f_n \in C^2_x \times C^1_t, $$
...
- 41
1
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0
answers
92
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Alberti rank-one theorem and reduction of the study of BV function to the two-dimensional case
By Alberti rank-one theorem, could it be possible to reduce the study of a function $u \in BV(\mathbb{R}^N, \mathbb{R}^N)$ to the study of a function $\tilde{u} \in BV(\mathbb{R}^2, \mathbb{R}^2)$? At ...
user123457