All Questions
12,935 questions
3
votes
0
answers
74
views
Reference for PDEs from system of SDEs
I'm working with a system of SDEs
\begin{align*}
dX_t &= b(X_t, t) + \sigma dB_t\\
dY_t &= c(X_t, Y_t, t) + \sigma dB_t.
\end{align*}
Here, the Brownian motion is the same.
I know that ...
0
votes
0
answers
105
views
Generalizing the property of linear independent set in infinite dimensional TVS
Given a infinite dimensional Hilbert space $H$, and a countable set of vectors $\{v_{i}\}_{i=1}^{\infty}$. I want to study the following property of $\{v_{i}\}_{i=1}^{\infty}$:
There exists sequences $...
- 523
4
votes
0
answers
154
views
Quasi-invariance of $\Phi_3^4$ under translation by nonsmooth shifts
In https://hairer.org/Phi4.pdf Hairer shows that the $\Phi_3^4$ measure is mutually singular with respect to any nonzero smooth shift. Is it also mutually singular with respect to any nonzero ...
- 1,904
0
votes
0
answers
53
views
Mean field equations in different form
Let $M$ be a compact Riemann surface with volume $1$, $h$ be a continuous positive function on $M$, and $\rho$ be a real number. Consider the following nonlinear equation:
$$
\Delta_g u+\rho\left(\...
- 471
9
votes
0
answers
163
views
Moore-Penrose partial isometries and hermitian elements
Let $A$ be a unital Banach algebra. An element $a \in A$ is hermitian if $\|\mathrm{exp}(ita)\|=1$ for every $t \in \mathbb{R}$. An element $a \in A$ is Moore-Penrose invertible if there exists $b \in ...
- 3,497
3
votes
1
answer
91
views
Conditional Expectation in Diffusion Process
Consider a $d$-dimensional diffusion process $\mathbf{X}=(\mathbf{X}_t)_{t\in [0,T]}=([X^1_t,...,X^d_t])_{t\in [0,T]}$ that is the unique strong solution of the following SDE:
$$\left\{\begin{matrix}
...
- 143
0
votes
0
answers
57
views
Double-periodic functions with (possible) poles
Consider the set of double-periodic function $f:\mathbb C/(\mathbb Z+i \mathbb Z) \setminus \{z_0\} \to \mathbb C$, where $z_0$ is a fixed point inside $\mathbb C/(\mathbb Z+i \mathbb Z),$ that have a ...
1
vote
1
answer
100
views
Is Nelson-Symanzik positivity compatible with fermionic statistics?
Let $\{ S_n \}_{n =0}^\infty$ be a sequence of tempered distributions where $S_n \in \mathcal{S}'(\mathbb{R}^{nd})$ where $d \in \{2,3,4\}$ is fixed. Moreover, we put three additional conditions:
$...
- 3,477
1
vote
0
answers
38
views
About Carleson measures on the Hardy space on the bidisc
I have been reading the paper "Carleson Measures in Hardy and Weighted Bergman Spaces of Polydiscs" by F. Jafari and there are a few things that going on that I am not entirely convinced of.
...
2
votes
1
answer
124
views
Choice of the eigenbasis for the Dirac operator on $S^d$
This question is a simplified version of my previous one. I think that adding a gauge potential complicates the problem too much.
Let us consider the Dirac operator $D$ on the $d$-sphere $S^d$ with ...
- 3,477
1
vote
1
answer
129
views
Is every operator range a Baire space in the relative topology?
Let $X$ be a Banach space and let $U\subseteq X$ be a (not necessarily closed) linear subspace. One says that $U$ is an operator range if there is another Banach space $E$, and a bounded linear map $...
- 483
7
votes
1
answer
415
views
Is there a “Closure-of-Range Theorem” for Banach spaces?
The classic Closed Range theorem states that for a linear bounded operator $T:X\to Y$ between Banach spaces, and its transpose $T^*:Y^*\to X^*$, the four conditions:
$T(X)$ is $s$-closed; $T(X)$ is $...
- 60.5k
1
vote
0
answers
45
views
Existence of optimal entropic weights for empirical modeling
Let $\mathcal{X} = [0,1]^n$ be the input space and $\mathcal{Y} = \{1, ..., n_c\}$ be a discrete output space. Let $D = \{(x_i, y_i)\}_{i=1}^N \subset \mathcal{X} \times \mathcal{Y}$ be a training ...
- 111
4
votes
1
answer
162
views
Topology on $O_M$, the space of slowly increasing smooth functions?
A smooth function on $\mathbb{R}^n$ is called slowly increasing if each of its derivatives is polynomially bounded. It seems that the collection of such functions is denoted as $O_M$.
Obviously, $O_M$ ...
- 3,477
0
votes
0
answers
38
views
Are measures singular with respect to all representing measures in $\mathbb{D}^n$ always concentrated on null-sets? Will it also be a Henkin measure?
Let $\mu$ and $\nu$ be two measures on the $\sigma$-Borel set $\mathcal{B}(\mathbb{D}^n)$.
We say that $\mu$ is a representing measure for some point $z \in \mathbb{D}^n$, if
$$\forall_{u \in A(\...
- 63
0
votes
0
answers
68
views
Family of separable Hilbert spaces over locally compact form a continuous field of Hilbert space?
Let $\{H_{x}\}_{x\in G^{0}}$ be a family of separable Hilbert spaces and $G^{0}$ be a locally compact second countable topological space. Let $\mathbb{B}_{x}$ be the orthonormal basis of $H_{x}$.
If ...
1
vote
1
answer
91
views
Positive definite kernels on compact interval $[0,1]$
From How to prove that a kernel is positive definite? I learned that a function $f:[0,\infty)\to\mathbb{R}$ induces a positive definite kernel $K:\mathbb{R}^2\to\mathbb{R}$, $K(x,y)=f((x-y)^2)$ if $f$ ...
- 216
1
vote
0
answers
176
views
If $f \in L^p(\Omega)$, then $f \in L^q(\Omega)$ for some $q < p + \epsilon$?
Loosely speaking, I would like to know whether membership in some Lebesgue space $L^p$ is stable under small perturbations of the exponent $p$.
Let $\Omega \subseteq \mathbb R^n$ be a bounded domain ...
- 641
7
votes
2
answers
841
views
Why is $\mathbb R^{\mathbb N}$ not high-dimensional enough?
In this paper [1], the authors consider the limiting distribution of $$S_{n,p}:=\frac{1}{\sqrt n}\sum_{k=1}^nX_k$$ for $p\rightarrow\infty$ as $n\rightarrow\infty$, where $X_1, X_2,\dots, X_n$ are ...
- 181
2
votes
0
answers
124
views
dimensionality reduction of Markov chains
Suppose that $M$ is a time-homogeneous (and, for simplicity, stationary) Markov chain on $d$ states, which induces the probability measure $P$ on paths of length $n$. I seek a Markov chain $M'$ on $d'&...
- 6,541
5
votes
0
answers
77
views
What is the maximal advantage of randomized over deterministic algorithms for approximation in the worst-case?
Let $X\subset Y$ be Banach spaces and $B_X:=\{x\in X: \|x\|_X\le1\}$ be the unit ball of $X$.
The goal is to find an approximation of every element from $B_X$ with error measured in $Y$ by using at ...
3
votes
1
answer
220
views
What we know about the function in Fefferman's Theorem
In Fefferman's many papers on Whitney's theorem he, amongst other things, constructs the existence of a smooth function $F$ which extends a function $f$ on a (say) finite set $E\subseteq \mathbb{R}^n$ ...
- 5,405
2
votes
2
answers
154
views
Closure of $C([0,1]^2)$ via weak*-topology [closed]
Let $C([0,1]^2)$ denote the set of continuous functions on $[0,1]^2$. Let $L^1([0,1]^2)$ be the set of all Lebesgue integrable functions on $[0,1]^2$.
The dual space of $C([0,1]^2)$, denoted by $C^*([...
- 349
3
votes
0
answers
130
views
A Talagrand inequality for the supremum of partial sums over function classes under dependence. (Reference request)
As a consequence to the Talagrand concentration inequality, it is well known that for a measurable space $(S,\mathcal{S})$ and an i.i.d. sample $X_1,...,X_n$ of $S$-valued random variables, if $\...
- 141
1
vote
0
answers
87
views
Supremum of sums of functions in $L^1$ taking random signs
Consider the Banach space $X=L^1([0,1])$, and let $n\gg1$ and $x_1, ..., x_n$ be any points in the unit sphere of $X$.
Is there any reasonable lower bound for $$\sup_{(\epsilon_i)_{i=1}^n \in \{-1,+1\}...
- 393
2
votes
0
answers
75
views
Pullback by surjective submersion is injective?
Denote by $\mathcal{D}'_X$ the sheaf of distributions on a smooth manifold $X$.
Let $M$ and $N$ be smooth manifolds and $\Phi: M \to N$ a submersion. Then $\Phi$ defines a unique morphism of sheaves $\...
- 261
-1
votes
1
answer
98
views
Spectrum of sum of positive and negative operators
Let $(\mathscr{H}, \langle \cdot, \cdot \rangle)$ be a separable complex Hilbert space, and let $\mathscr{D}$ be a dense subset of $\mathscr{H}$. Let $P: \mathscr{D} \to \mathscr{H}$ and $N: \mathscr{...
- 21
0
votes
0
answers
78
views
What properties does representing measure $\mu$ for $z\in\mathbb{D}^n$ has to satisfy so that $\nu=0$ is the only measure singular with respect to it?
Let $\mu$ and $\nu$ be two measures on the $\sigma$-Borel set $\mathcal{B}(\mathbb{D}^n)$.
We say that $\mu$ is a representing measure for some point $z \in \mathbb{D}^n$, if
$$\forall_{u \in A(\...
- 63
5
votes
2
answers
149
views
Showing an operator is (or not) closed on $L^2(\mathbb{R})$
I am linearizing nonlinear waves and get operators of the form below. Everything is considered in $L^2(\mathbb{R})$.
Consider the operator $L_1=\frac{d}{dx}$. The domain is $H^1(\mathbb{R})$ and it is ...
1
vote
0
answers
98
views
Equivalence of Sobolev norms for smooth functions with compact support
Let $f\in C^\infty_c([0,1]^n)$, then we can extend it to a $1$-periodic smooth function $\tilde f$. We define the fourier transform (series) of $f$ ($\tilde f$):$$
\hat f(\xi):=\int e^{2\pi i x\cdot \...
- 435
1
vote
1
answer
157
views
Is finding the CDF from the Laplace transform well-posed?
In my study of Dynamic Light Scattering, I came across the following inverse problem. Let $F(s):[0,T]\rightarrow[0,T]$ be the Laplace transform of a probability distribution $f(t)$ on the real line ...
- 654
2
votes
0
answers
191
views
Smoothing property of the heat kernel on the one-dimensional torus
Let $G=G(x,t)$ be the heat kernel on the one-dimensional torus $\mathbb{T}^1,$ with $x \in \mathbb{T}^1$ and $t \in (0,T].$ $G$ is given by \begin{equation}
G(x,t) = (4 \pi t)^{-1/2} \sum_{k \in \...
- 185
2
votes
1
answer
161
views
Is there a name for this nice property of the usual weak incompressible Navier-Stokes equation?
Navier-Stokes is a non-linear PDE, and there is no standard, general theory of weak solutions for nonlinear PDEs. But the literature on weak solutions to the incompressible Navier-Stokes constantly ...
- 11.1k
0
votes
1
answer
231
views
Questions on the compactness of $L_1([0,1]^2)$'s unit sphere
Let $U$ denote the set of functions $f\in L_1([0,1]^2)$ such that $\int f=1$ and $f(x,y)\geq 0: a.e. (x,y)\in [0,1]^2$. Recently in my study I need to study the compactness of $U$. By Riesz's theorem ...
- 349
0
votes
1
answer
101
views
Limit sequence of regular function in $L_1$‘s unit sphere
Let $U$ denote the set of functions $f\in L_1([0,1]^2)$ such that $\int f=1$. For any $f\in U$, we say it is regular if $\int_{x_0\times [0,1]}f=\int_{[0,1]\times y_0}f=1$ for a.e. every $x_0, y_0\in [...
- 349
4
votes
0
answers
147
views
Weakly compact sets forced to contain $0$
Let $E$ be an infinite-dimensional real normed space and let $K\subset E$ be a weakly compact set such that, for each $\varphi\in E^*\setminus \{0\}$, there exists a unique $\tilde x\in K$ such that
$$...
- 283
0
votes
0
answers
121
views
How to find the inverse of this linear integral operator?
Let $f(x): \mathbb{R}^d \rightarrow \mathbb{R}$ be a function that decays ``fastly enough'' at infinity.
We can define the following linear operator
$$L[f](x):= \int_{\mathbb{R}^d} d^d y \, \frac{f(y)}...
- 1
3
votes
1
answer
158
views
Upper and lower bounds for a Rademacher-type expectation
Suppose that $\varepsilon_i$
are independent Rademacher random variables
(that is,
$
\mathbb{P}(\varepsilon_i=-1)
=
\mathbb{P}(\varepsilon_i=1)
=1/2
$.
Fix an $a\in\mathbb{R}^n$
and define the random ...
- 6,541
2
votes
0
answers
56
views
"Symbolic powers" of exterior differential systems
Let $M$ be a smooth manifold, $\mathscr I\subseteq\Omega(M)$ an exterior differential system (i.e. a homogeneous differential ideal in the exterior algebra). We can consider the ordinary ideal powers $...
- 2,792
5
votes
0
answers
160
views
Hartman uniform distribution of means
Background: for a discrete abelian group $G$, a character of $G$ is a homomorphism $\chi:G\to \mathbf S^1$, $\mathbf S^1$ being the circle group $\{z\in \mathbb C:|z|=1\}$ with ordinary multiplication....
- 929
2
votes
0
answers
73
views
On a possible generalization of heat kernel semigroups on Lie groups
Let $G$ be a compact matrix Lie group with Haar measure $\mu$. Then the heat kernel $\rho: G\times (0,\infty) \rightarrow \mathbb{R}$ satisfies
(1) $\rho(g_1g_2,t)=\rho(g_2g_1,t)$ for all positive $t$,...
- 505
-6
votes
1
answer
180
views
An analog of Anderson's result in C* algebra setting [closed]
Let $\mathcal{A}$ be a unital $C^{*}$-algebra and $S(\mathcal{A})$ denote the states space of $\mathcal{A}$.
For $a\in \mathcal{A}$ , define $W(a) =\{\phi(a):\phi\in S(\mathcal{A})\}$
It's known that $...
- 307
2
votes
0
answers
179
views
Analytic continuation of $\int_V (f(x_1,\cdots,x_n))^s dx_i$
Let $V$ be an $n$-dimensional simplex, let $f(\boldsymbol{x}) = f(x_1,\cdots,x_n)\in \mathbb{C}[x_1,\cdots,x_n]$ be a product of linear polynomials that is non-zero in interior of $V$. Also let $E(\...
- 528
1
vote
1
answer
102
views
Does $C^{k,s-k}$ function with lipschitz lower order derivatives give a certain bound on the Taylor remainder?
Let $\Omega \subseteq \mathbb{R}$ be open (not necessarily an interval). Let $ s > 0$ and $k \in \mathbb{N}_0$ be such that $s \in (k, k+1]$. Suppose that
$f \colon \Omega \to \mathbb{R}$ is an ...
- 820
2
votes
1
answer
152
views
Co-locating slowly increasing smooth functions in two different ways
This question is subsequent from my previous one.
I will write everything in detail for the sake of completeness.
Let $g_1$ and $g_2$ be smooth functions on $\mathbb{R}$, whose derivatives of all ...
- 3,477
2
votes
0
answers
76
views
Comparison principle for a type of PDE with Neumann condition on a unbounded domain
We define a domain
$$\Gamma = \{(x_1, x_2, y) \in \mathbf R^3: x_1 < y\}.$$
Consider a PDE with $(x_1, x_2, y) := (x, y)$
$$\frac{1}{2} \Delta_x v(x, y) + b(x) \cdot D_x v(x, y) - v(x, y) + L(x) = ...
- 1,399
5
votes
2
answers
256
views
On the closed convex hull of a weakly compact set
Let $H$ be an infinite-dimensional real Hilbert space and let $B$ be the closed unit ball of $H$. Let $K\subset B$ be a weakly compact set whose closed convex hull agrees with $B$. Question: does $K$ ...
- 283
2
votes
0
answers
102
views
Semiclassical limit of spectral gap of Schrödinger operators with nonsmooth potential
Let $\Omega$ be a connected compact subset of $\mathbb{R}^d$. It is well known that for a smooth potential $V:\Omega \to \mathbb{R}$ that has a unique nondegenerate minimum $V(0) = 0$, the operator $H ...
- 1,551
6
votes
1
answer
168
views
Laplacian is surjective from $\mathcal{C}^{\infty}(B)$ to $\mathcal{C}^{\infty}(B)$
Let $B$ denote the open unit ball in $\mathbb{R}^n$. Let $\mathcal{C}^{\infty}(B)$ represent the space of smooth functions on $B$.
Is the Laplacian operator $\Delta$ surjective as a map from $\mathcal{...
- 63
0
votes
0
answers
121
views
Is there a good or commonly accepted short notation for the set of differentiable, but not necessarily continuously differentiable maps?
Every once in a while I find myself in need of some short notation for the set of differentiable, but not continuously differentiable maps, say, $X \to Y$. Always having to specify "...
- 7,127