All Questions
18,179 questions
2
votes
1
answer
202
views
Strong Liouville property of virtually abelian groups
Let $G$ be a finitely generated group and let $\mu$ be a symmetric non-degenerate measure on $G$. By strong Liouville property for $(G, \mu)$, we mean that every positive $\mu$-harmonic function on $G$...
- 1,407
7
votes
5
answers
514
views
Probability of $\operatorname{Bin}(n,p)=\operatorname{Bin}(n,q)$ is decreasing when $n$ increases
$\newcommand{\Bin}{\operatorname{Bin}}$I would like to show that $\mathbb P(\operatorname{Binomial}(n,p) = \operatorname{Binomial}(n,q))$ decreases when $n$ increases for a fixed pair $(p,q)$. This ...
- 243
3
votes
1
answer
99
views
Intersection of IID fractal sets
Let $A, B \subset \mathbb R$ be IID random closed subset. Suppose that there exists $d \in (1/2, 1]$ such that the Hausdorff dimension of $A$ is equal to $d$ almost surely. Is it true that $\mathbf P\...
- 177
3
votes
0
answers
131
views
Matrix-Gaussian distributions
The point of this question is to ask for references on matrix-variate Gaussian distributions. But I will explain what I mean by a matrix-variate Gaussian with an example (the notion I have in mind is ...
- 193
3
votes
0
answers
353
views
Moments of normalized multivariate Gaussians (and Wick's/Isserlis theorems)
Suppose $x = \begin{bmatrix}x_1 \\ x_2\end{bmatrix}$ is distributed according to the real two-dimensional Gaussian with mean-$0$ and covariance matrix $\Sigma$. I am interested in a closed form for ...
- 193
-1
votes
1
answer
103
views
Convergence in $\mathbb{L}_1$ implies convergence "perturbed" conditional expectations
Consider a sequence of conditional pdf's $p_n(y | x)$ on a Polish space $X \times Y$, endowed with its Borel sigma algebra. Suppose, as $n\rightarrow \infty$, in $\mathbb{L}_1$ (the following ...
- 141
3
votes
1
answer
70
views
Multiplicative approximation for a negative moment of the binomial distribution
Let $X$ be a binomial random variable with parameters $n,p$.
Define the function
$f(n, p, t) = E\frac{1}{1 + t X},
$
where $t > 0$.
Question: Can we find an elementary function $F(n, p, t)$ such ...
- 420
-2
votes
1
answer
43
views
$E(\mathbf{y}|\mathbf{x}+\mathbf{z})=g(\mathbf{x})$ almost surely, if $\mathbf{z}\perp \!\!\! \perp \{\mathbf{y},\mathbf{x}\}$ jointly?
Let $\mathbf{y},\mathbf{x}$ and $\mathbf{z}$ be real-valued random vectors with possibly different dimensions.
If $\mathbf{z} \perp\!\!\!\perp \{\mathbf{y},\mathbf{x}\}$ (i.e., $\mathbf{z}$ is ...
- 193
0
votes
0
answers
85
views
Measurable selection for the mean value theorem
When we use the mean value theorem we come across the problem of measurability of the argument. The problem is somehow like that:
Let $f:\Omega\times [0,1]\to\mathbb{R}$ be a Caratheodory function (i....
- 1,759
2
votes
1
answer
526
views
What are some (popular) references on variants of the classical gambler's ruin problem that exists in literature?
It is fascinating that the gambler's ruin problem which is so ubiquitous in modern probability theory (cf. the Levin-Peres text on Markov chain and Mixing Times) actually dates back to a letter from ...
- 850
3
votes
1
answer
279
views
Bounds on hitting time of sum of i.i.d. random variables
I have a sequence $(X_i)_{i\geq 1}$ of i.i.d. random variables taking values in $\mathbb Z$. I know that each $X_i$ has mean $0$ and finite variance $\sigma^2$. Let $S_n=X_1+\cdots+X_n$. Then I can ...
- 135
2
votes
0
answers
84
views
Question about the Nemytsky operator on $L^p$ space
Let $\Omega\subset\mathbb{R}^N$ be a bounded open set, $f:\Omega\times\mathbb{R}\to\mathbb{R}$ be a Caratheodory function, i.e. $f(x,\cdot)$ is continuous for a.a. $x\in\Omega$ and $f(\cdot,t)$ is ...
- 1,759
3
votes
0
answers
147
views
Embeddings of Bochner-Sobolev spaces with second time derivative
NOTE: I also asked this question here in MSE.
In the weak theory of evolution PDEs, the Bochner-Sobolev spaces are frequently used. For $a,b \in \mathbb{R}$ and $X,Y$ banach spaces, we define these ...
- 91
0
votes
1
answer
123
views
Proving a Fourier transform inequality for functions with mixed variable bounded support
I'm working on a problem involving the Fourier transform and have encountered an inequality that I am unsure how to prove. I would greatly appreciate any help or guidance you can provide.
Let $\gamma\...
- 131
0
votes
0
answers
149
views
Reference book for a probability course
In the next months I am planning to deliver a (more-or-less) advanced course in probability theory. My students will have had already a first encounter with discrete probability theory (discrete ...
- 1,561
1
vote
0
answers
175
views
Solution of recurrence relation with summation
I have the following recurrence relation:
$$b(n,k)=\sum _{\text{i}=0}^{2 n-1} \left(b(n-1,k-\text{i})+\frac{\text{i} (2 n-\text{i}) \binom{2 n-1}{\text{i}} \binom{(n-2)^2}{k-\text{i}}}{2 n-1} \right)$$...
- 47
2
votes
0
answers
70
views
Poisson process subordinated by a gamma process
I am working on a problem and I encountered the following situation:
$(N(t): t \ge 0)$ is a Poisson process with parameter $\lambda t $. If $T_{n} = \sum_{i=1}^n W_i$ represents the $n^\text{th}$ ...
- 21
0
votes
0
answers
63
views
Arrangements of fixed $k$-polyplets in a $n\times n$ matrix
Recently, I asked a question about the number of arrangements of $k$ elements inside a $n\times n$ matrix with certain restrictions. The one I´m actually interested in for this question is in its 2. ...
- 47
0
votes
0
answers
79
views
Is the Bures metric equivalent to the Euclidean one?
Let $K=\mathbb R$ (reall numbers) or $K=\mathbb C$ (complex numbers). Define $\mathcal M_n$ to be the space of $n\times n$ matrices $A=(a_{i,j})_{1\le i,j\le n}$, with $a_{i,j}\in K$. Let $\|\cdot\|$ ...
- 1,334
23
votes
2
answers
1k
views
How large can $\mathbf{P}[X_1 + X_2 + X_3 < 2 X_4]$ get?
Let $\mu$ be a probability measure on $[0,\infty)$ and $X_1, \dots, X_4 \sim \mu$ independent. Then what can be said about the probability that $X_1 + X_2 + X_3 < 2 X_4$?
More precisely, what is ...
- 6,406
1
vote
2
answers
156
views
Numerical evaluation of monomial divided differences
Suppose $f(x)=x^{n+1}$ for some $n\in\mathbb{N}$, and define the divided difference $$f[a,b]=\frac{a^{n+1}-b^{n+1}}{a-b}.$$
I am wondering about the best way to numerically evaluate $f[a,b]$ to high ...
- 45
0
votes
0
answers
65
views
Random covering on rectangles
Let $\mathrm{Rect}$ denote the class of axis-parallel rectangles $r: \mathbb{R}^2 \to \{0,1\}$, assigning $1$ if the point is inside the rectangle and $0$ otherwise. Let $\mathcal{D}$ be a ...
- 159
1
vote
0
answers
134
views
Number of ways to place 4 kings on nxn chessboard
I have a $n\times n$ chessboard and 4 kings inside it. My goal is to count the number of arrangements where some of them are non-attacking or mutually attacking, for example:
In the case where the $4$...
- 47
2
votes
1
answer
193
views
Coin toss stochastic question
Question:
There are $n$ people playing a game. Initially everybody had one dollar at hand. During each round of the game, we randomly pick two people and they will toss a fair coin, to decide who wins ...
- 23
-3
votes
1
answer
144
views
Count arrangements with pairs of attacking kings [closed]
I have a $1\times n$ chessboard and $2$ pairs of kings in it. Both components of each pair of kings must be adjacent in the chessboard, that is, they must be attacking.
Now, I want to calculate the ...
- 47
3
votes
1
answer
227
views
Algebraic and continuous duals of an inverse limit of finite dimensional vector spaces
I have been trying to understand the following section of a paper "Revêtements du demi-plan de Drinfeld et correspondance de Langlands p-adique" by Gabriel Dospinescu and Arthur-César Le ...
- 117
5
votes
1
answer
220
views
How big is the class of all closed range bounded linear operator?
Let $X$ and $Y$ be Banach spaces and let $CR(X,Y)$ denote the set $B(X,Y)$ of all bounded linear maps from $X$ to $Y$ with $T(X)$ closed in $Y$. Certainly $CR(X,Y)$ is not open in $B(X,Y)$ as given ...
- 585
2
votes
1
answer
236
views
A sensible topology on the space of continuous linear maps between Fréchet spaces
Let $V_1$ and $V_2$ be Fréchet spaces. Let $\{ \lVert \cdot \rVert_{1,n} \}_{n \in \mathbb{N}}$ be a family of seminorms for $V_1$ and similarly $\{ \lVert \cdot \rVert_{2,n} \}_{n \in \mathbb{N}}$ ...
- 3,477
1
vote
0
answers
65
views
Bound for the Malliavin derivative
Recently, I read the article Quantitative normal approximations for the stochastic fractional heat equation and I have a question in proof of Lemma 5.3. By using Lemma 5.3, they got
$$||D_{s,y}u(t,x)|...
- 57
2
votes
0
answers
60
views
Semigroup property in SPDEs
In fact, we know that a bounded linear operators on a Banach space $X$ satisfies the semigroup property, i.e. $$S(t+s)=S(t)S(s), \text{for every}\ t,s\geq 0.$$
However, in various literatures, I ...
- 57
1
vote
0
answers
98
views
$(\lambda I-A)^{-1}-(\lambda I-B)^{-1}$ compact implies $\sigma_\text{ess}(A)=\sigma_\text{ess}(B)$
Suppose $H$ is a Hilbert space and $A$, $B$ are two adjoint operators on it (not necessarily bounded), satisfying $D(A)=D(B)$.
Question: If $\exists \lambda\in \rho(A)\cap\rho(B)$ such that $(\lambda ...
- 775
1
vote
1
answer
170
views
Mean of probability distribution
I have a probability distribution defined by the following density function:
$f(k,j,n,m)=\frac{(m n)! \mathcal{S}_k^{(j)}}{(m n)^k (m n-j)!}$ (With $\mathcal{S}_k^{(j)}$ being the Stirling number of ...
- 47
1
vote
1
answer
132
views
Deriving a specific bound for functions in Hardy Space
Reading some article a while ago I read the following: (here $H^2$ represents the Hardy space)
Let $f\in H^2$ be such that $f(0)=1$, and let $0<\lvert\lambda\rvert<1$, then $$\lVert f(\lambda z)\...
2
votes
1
answer
92
views
Skorokhod-like construction for sequences of random probability measures
Let $(X_i)$ be a sequence of i.i.d. random vectors with distribution $P$ on $[0,1]^d$.
Let $D \equiv D([0,1]^d)$ be the multivariate Skorokhod space, equiped with a metric $d$ that makes it Polish. ...
- 195
2
votes
1
answer
199
views
Average cluster size of a n-size vector
Given a vector of $n$ cells and $k$ elements in it, we can define a cluster of elements as a contiguous sequence of elements inside the vector.
My goal is to calculate the average cluster size for all ...
- 47
1
vote
0
answers
66
views
The derivative of semigroup in the weak sense imply strong sense
Suppose $X$ is a Banach space, and $T(t)$ $t\ge0$ is a strongly continuous semigroup with generator $A$. Assume $\frac{T(t)-I}{t}x$ weakly converges to $y\in X$ when $t\to 0$, then I need to prove $x\...
- 775
7
votes
1
answer
184
views
Functional calculus on the Schwartz space instead of $L^2$?
As far as I know, functional calculus is typically carried out on Hilbert spaces with (possibly unbounded) self-adjoint operators.
However, I wonder if there is a way to do it on the space of test ...
- 3,477
0
votes
0
answers
55
views
Counting matrix paths for (n,m>2) matrices
Given a $n\times m$ matrix with $k$ elements inside it, I need to calculate the number of arrangements of those $k$ elements that form at least 1 path from the top to bottom matrix row composed of the ...
- 47
1
vote
0
answers
63
views
Is there any other norms besides cut norm defined on graphon?
Let $\mathcal{W}$ denote the space of all bounded symmetric measurable functions
$W : [0, 1]^2 \rightarrow \mathbb{R}.$ For any $W\in\mathcal{W}$ we say it is a kernel and define its cut norm $\lVert ...
- 349
5
votes
2
answers
432
views
Does closedness of the image of unit sphere imply the closed range of the operator
Let $X$ and $Y$ be Banach spaces and let $T:X\to Y$ be a bounded linear operator such that $T(S_X)$ is closed in $Y$. Does it imply that $T(X)$ is closed? Any hint is appreciated.
- 585
0
votes
0
answers
66
views
convolution of the fundamental solution with the homogeneous solution
I have a question about the convolution of the fundamental solution with the homogeneous solution. Namely if the 2 are convoluble then the homogeneous solution is necessarily zero?
Let $U$ and $E$ ...
-1
votes
2
answers
251
views
$p$-norm of random variables and weighted $L^p$ space resemblance
I noticed a very similar relationship between weighted $L^p$ space (denoted $L_w^p$) and normed vector space of random variables. I want to unify these two spaces but there always seems to be a ...
- 1
7
votes
0
answers
131
views
Approximation of a continuous curve on commuting matrices
I have a continuous curve $A:\mathbf{R}_+\rightarrow \text{M}_N(\mathbf{R})$ such that
$[A(t),A(s)] \operatorname*{\longrightarrow}_{t,s\rightarrow +\infty} 0$, where $[A(t),A(s)] = A(t)A(s)-A(s)A(t)$....
- 3,425
2
votes
0
answers
96
views
Isometric Schröder-Bernstein theorem for injective Banach spaces?
It's known that every injective Banach space is of the form $C(M)$ where $M$ is a compact, Hausdorff, extremally disconnected topological space.
Let $X$, $Y$ be two injective Banach spaces such that,
...
- 2,605
2
votes
0
answers
102
views
Existence of unique-up-to-shift solution of a Volterra equation
Let $\Delta=\{(t,s):\ 0<s\leq t\leq1\}$, and suppose $k:\Delta\to\mathbb R$ and $f:(0,1]\to\mathbb R$ are continuous. Further assume that for every $t\in(0,1]$, the function $k(t,\cdot):(0,t]\to\...
- 537
2
votes
0
answers
71
views
How to naturally define an output space with certain properties
Consider the following regression problem $v=A(u) + \varepsilon$
for some operator $A:\mathcal{U} \rightarrow \mathcal{V}$ and some function spaces $\mathcal{U},\mathcal{V}$, mapping from $\mathcal{X}$...
- 51
7
votes
2
answers
351
views
Can the Banach algebra structure on $B(E)$ be (almost) retrieved from its Banach space structure?
This is basically just out of curiosity. Also, since my research area is in von Neumann algebras and my knowledge of general Banach algebras as well as general Banach spaces is somewhat limited, I ...
- 2,830
1
vote
1
answer
87
views
Convergence in $H^{-2}$ of $L^2$-functions with limit in $L^2$
Assume a sequence $f_n$ in $L^2(\mathbb{R}^d)$ converges in $H^{-2}$ (w.r.t. its norm topology) to a limit $f \in L^2(\mathbb{R}^d)$. In this case, can one improve the convergence, for instance to ...
- 133
5
votes
2
answers
517
views
Functions whose product with every $L^1$ function is $L^1$
Let $\mu$ be a probability measure and $f$ a measurable function whose
product with any integrable function is integrable: $$
\int|g|\,{\rm{d}}\mu<\infty\implies \int|fg|\,{\rm{d}}\mu<\infty. $$
...
- 3,599
2
votes
0
answers
66
views
interchange of integrals and semigroup without the semigroup being an integral operator
In Cazenave's book: BREZIS, HAIM.; CAZENAVE, T. Nonlinear evolution equations. IM-UFRJ, Rio, v. 1, p. 994, 1994. The following corollary appears
The formula (1.5.2) is Duhamel formula:
$$u(t) = T(t)u(...
- 677