All Questions
1,766 questions
14
votes
3
answers
3k
views
Expected value of the minimum with limited independence
Imagine you sample $n$ number with replacement uniformly from the integers $1,\dots, n$. Let $X$ be the minimum of these samples. I am interested in $\mathbb{E}(X)$ but with a twist. All I know is ...
- 3,377
14
votes
1
answer
1k
views
Berry Esseen type result for probability density functions
Let $X_1, X_2, \cdots$ be i.i.d. random variables with $E(X_1) = 0, E(X_1^2) = \sigma^2 >0, E(|X_1|^3) = \rho < \infty$.
Let $Y_n = \frac{1}{n} \sum_{i=1}^n X_i$ and let us note $F_n$ (resp. $\...
14
votes
3
answers
4k
views
How to generate random points in $\ell_p$ balls?
How do I feasibly generate a random sample from an $n$-dimensional $\ell_p$ ball? Specifically, I'm interested in $p=1$ and large $n$. I'm looking for descriptions analogous to the statement for $p=2$:...
- 667
14
votes
3
answers
1k
views
Probability of coprime polynomials
Given positive integer $N$, we choose $m_1, m_2, n_1, n_2$ independently and with equal probabilities from $\{0,1,\ldots,N\}$, and let
$f_1 = x^{m_1} + (1+x)^{n_1}$ and $f_2 = x^{m_2} + (1+x)^{n_2}$ ...
- 54.2k
14
votes
1
answer
1k
views
Normal numbers, Liouville function, and the Riemann Hypothesis
This is a question about whether or not some number $\lambda^*$ is normal in base 2. More specifically, I am wondering if $\lambda^*$ is not normal. Proving it is normal would be next to impossible, ...
- 3,098
14
votes
1
answer
813
views
Large-n limit of the distribution of the normalized sum of Cauchy random variables
What is the large-n limit of a distribution of the following sample statistic:$$x\equiv\displaystyle\frac{\sum^{n}X_{i}}{\,\sqrt{\,\sum^{n}X_{i}^{2}\,}\,}$$ when sampling the Cauchy(0,1) distribution? ...
- 419
14
votes
0
answers
861
views
strong topologies on $C_c^\infty$
UPDATE (27/08/2020): I realized after a comment from Jochen Wengenroth that there was at least one false premise behind my question, owing to the fact that analysts sometimes use the words "...
- 486
14
votes
4
answers
2k
views
Gaussian distributions as fixed points in Some distribution space
I'm taking a course on topology and probabily. Today, the professor remarked something along the lines of:
If you look at the space of probability distributions with $0$ mean and variance $1$, ...
- 935
14
votes
0
answers
633
views
Classes of (non-continuous) functions with the fixed point property
Let $K$ be a convex body in $ R^d$. (Say, a ball, say a cube...) For which classes $ \cal C$ of functions, every function $ f \in {\cal C}$ which takes $K$ into itself admits a fixed point in $K$.
...
- 24.7k
14
votes
1
answer
781
views
Perimeters of random-walk polygons
I have a random walk on $\mathbb{Z}^2$ that takes a step
with equal probability in the three directions that avoid
retracing the previous step.
The walk proceeds until it returns to a lattice point
...
- 151k
14
votes
4
answers
550
views
About the existence of characters on $B(X)$
Let $X$ be a Banach space. Let $B(X)$ be the space of all bounded linear operators on $X$. Does $B(X)$ have an empty character space for any $X$?
I know the proof of the fact that $M_n(\mathbb{C})$ ...
- 355
14
votes
3
answers
8k
views
Analog of Chebyshev's inequality for higher moments
I have a positive random variable $X$ with $E[X] = 1$ and a small number $k$ more moments bounded by constants:
$$E[(X-1)^i] = O(1) \forall i \in \{2, ..., k\}.$$
I'd like to bound the average of $n$...
- 241
14
votes
1
answer
8k
views
Expectation of square root of binomial r.v.
Let $X\sim B(n,p)$ denote a binomial random variable. Is there any approximation available for the quantity $E(\sqrt{X})$? Clearly Jensen's inequality holds, but rudimentary tooling around with ...
14
votes
3
answers
2k
views
Concentration bounds for sums of random variables of permutations
I'm trying to find theorems regarding random variables derived from sampling permutations, specifically concentration bounds.
As an example, let $X_i$ be the $\{0,1\}$-random variable that represents ...
- 539
14
votes
1
answer
3k
views
How is the "conformal prediction" conformal?
The question is clarified by Prof.V.Vovk. See his answer below for discussion.
Recently, early works of Gammerman, Vanpnik and Vovk[4] are rediscovered by Wasserman et.al[1] and proposed it as a ...
- 8,071
14
votes
1
answer
956
views
Partitioning the vertices of an n-cube with random hyperplane cuts
An evolutionary biologist asked me a question which boils down, at least in part, to what seems to me an interesting question of combinatorial/probabilistic geometry.
It is an old chestnut of a ...
- 19.2k
14
votes
4
answers
1k
views
Is every continuous microlocal operator a pseudo-differential operator?
Let $\mathcal S'=\mathcal S'(\mathbb R^n)$ be the Schwartz distribution space.
Suppose $A\colon\mathcal S'\to\mathcal S'$ is linear, continuous and microlocal.
By being microlocal I mean that the wave ...
- 8,086
13
votes
1
answer
808
views
Inner and extendible automorphisms of C*-algebras
If an automorphism $\alpha$ of a C*-algebra $A$ is inner then whenever $A$ is a subalgebra of another C*-algebra $B$, $\alpha$ obviously extends to $B$.
Is the converse true: if an automorphism $\...
- 1,786
13
votes
1
answer
10k
views
KL divergence and mixture of Gaussians
Do we have an exact formula to compute the KL divergence between 2 mixtures of Gaussians (i.e convex combinations of a finite number of Gaussian distributions)?
If not exactly known, are there good ...
- 2,246
13
votes
1
answer
736
views
Idempotent measures on the free binary system?
Let $(S,*)$ be the free (non associative) binary system on one generator (so $S$ is just the set of terms in $*$ and $1$). There is an extension of $*$ to the space $P(S)$ of finitely additive ...
- 3,547
13
votes
4
answers
5k
views
What is known about the Gaussian measure of the unit ball in a Hilbert Space?
Let $X$ be an infinite dimensional separable Hilbert Space with norm $||\cdot||$ and let $\mu$ be a Gaussian measure on $X$ such that $\mu(X) = 1$. What do we know about $\mu(B(0,1))$, where $B(0,1)$ ...
- 617
13
votes
1
answer
675
views
Wavelet-like Schauder basis for standard spaces of test functions?
Edit: A more precise formulation of my question follows the separation line.
The Schwartz space of test functions $\mathcal{S}(\mathbb{R})$ is isomorphic to $\mathfrak{s}$ the space of sequences of ...
13
votes
2
answers
789
views
Geometric characterization of martingales
Recently I've read a paraphrasing from Ito saying that he sometimes thinks of martingales as geodesics in a very large dimensional manifold.
My question is, is there any research studying this idea?
...
- 5,405
13
votes
4
answers
5k
views
Gaussian processes, sample paths and associated Hilbert space.
Given a Gaussian process on some topological space $T$, with a continuous covariance kernel
$C(\cdot,\cdot)\colon T\times T\to R$, we can associate a Hilbert space, which is the reproducing kernel ...
- 2,600
13
votes
1
answer
762
views
If $(a,b,c)$ are the sides of a triangle, then the probability $P(ax + by \ge c) = \frac{4}{\pi^2}\chi_2(x) + \frac{4}{\pi^2}\chi_2(y)$
Posting this question in MO since it is unanswered in MSE
Let $(a,b,c)$ be the side of a triangle. In its most general linear form, the triangle inequality can be expressed as: Does $ax + by \ge c$ ...
- 5,470
13
votes
1
answer
1k
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A generalization of the Powers-Stormer inequality
The well-known Powers-Stormer inequality says the following: for positive semidefinite operators $A, B$, we have that $\mathrm{Tr}((A - B)(A - B)) \leq \| A^2 - B^2 \|_1$, where $\| \cdot \|_1$ ...
- 2,019
13
votes
0
answers
412
views
Transitivity of balanced mass transport in Z
Given two atomic measures $\mu$ and $\nu$ on $\mathbb{Z}$, write $\mu \sim \nu$ iff there exist countable decompositions $\mu = \mu_1 + \mu_2 + \cdots$ and $\nu = \nu_1 + \nu_2 + \cdots$ along with ...
- 19.7k
13
votes
1
answer
724
views
Trace-class operator satisfies $\sum |\lambda_n|<\infty$?
Here's an "exercise" which I thought should be easy, but which I find myself unable to do.
Let $V$ be a Banach space.
Recall that an operator $f:V\to V$ is trace-class if it is in the image of the ...
- 43.2k
13
votes
1
answer
911
views
Are $L^\infty(\Bbb R)$ and $L^2(\Bbb R)$ homeomorphic?
It's easy to see that, for $1\le p,q< \infty$ the spaces $L^p(\Bbb R)$ and $L^q(\Bbb R)$ of $p$-th and $q$-th power integrable functions on the real line are homeomorphic as topological spaces. In ...
- 3,017
13
votes
0
answers
711
views
Minimizing total variation under constraint
For $p\in[0,1]$, we write $\mathrm{Ber}(p)$
to denote the Bernoulli measure on $\{0,1\}$;
that is, $\mathrm{Ber}(p)(0)=1-p$,
$\mathrm{Ber}(p)(1)=p$.
For $n\in\mathbb{N}$ and $p=(p_1,\ldots,p_n)\in[0,1]...
- 6,541
13
votes
1
answer
1k
views
An inequality for the spectral radius of matrices used by J. Bochi
I am interested in the history of an inequality for the spectral radius of a $d\times d$ real or complex matrix, which occurs in Jairo Bochi's 2002 article Inequalities for numerical invariants of ...
- 6,206
13
votes
1
answer
347
views
Existence of a translation-invariant basis of $\ell^2$
This question is heavily inspired by this other one, but is meant to be a hopefully more accessible variant of it (and I think slightly more natural).
I give four equivalent formulations of the same ...
- 32.5k
13
votes
3
answers
933
views
Probability of commutation in a compact group
It is well known that if $G$ is a finite group, then the probability that two elements commutte is either $1$ (if $G$ is abelian) or less than or equal to $\frac58$.
If instead $K$ is a compact group,...
- 52.3k
13
votes
7
answers
10k
views
What is the best reference for Spectral theory?
I'm studying Bernard Aupetit: A Primer on Spectral Theory
but the textbook we are using is a little bit heavy going for me. Is there a best book to learn about these things?
Thank you.
- 823
13
votes
1
answer
1k
views
Between compact and locally uniform: What is the name of this convergence?
Let $X$ be a topological space, $(Y,d)$ a metric space, $f\in Y^X$, and $(f_n)$ a sequence in $Y^X$ with the following property:
For every $x_0\in X$ and every $\varepsilon>0$, there exist a ...
- 802
13
votes
1
answer
3k
views
random walk and Brownian motion on Riemannian manifold
As we know, the random walk on $\mathbb{Z}/n$ will converge(in some sense) to the Brownian motion on $\mathbb{R}$ when $n\to\infty$. I would like to know is there some higher dimensional analogy ...
- 1,111
13
votes
6
answers
2k
views
Interesting examples of non-locally compact topological groups
Harmonic analysis is concentrated mostly on studying locally compact groups. I would like to ask people about examples of non-locally compact topological groups that are interesting in connection with ...
13
votes
2
answers
1k
views
Homotopy groups of Fredholm operators
If $X$ is separable complex Hilbert space and $\mathcal{F}$ the topological space of Fredholm operators on $X$, then it is well-known, that
$$ \pi_0(\mathcal{F}) = \mathbb{Z}\, , $$
i.e. the connected ...
- 173
13
votes
1
answer
791
views
How nearly abelian are nilpotent groups?
It is not uncommon to read that "nilpotent groups are 'close to abelian'."1,2
Can this sentiment be made precise
in the sense of the
Turán and Erdős definition of "the probability that two elements of ...
- 151k
13
votes
2
answers
776
views
Properties of orthogonality-preserving c.p. maps between $C^*$-algebras
Suppose that $A,C$ are $C^*$-algebras and $\phi:A \to C$ is a completely positive, orthogonality-preserving linear map.
(Orthogonality preserving means: if $a,b \in A$ satisfy $ab=0$ then $\phi(a)\phi(...
- 1,786
12
votes
2
answers
3k
views
Does there exist an event independent of a given sigma-algebra?
The following question came up in a discussion with my advisor:
Let $(\Omega, \mathcal F, \mathbb P)$ be a non-trivial probability space, and suppose that $\mathcal G$ is a proper sub-$\sigma$-...
- 8,512
12
votes
1
answer
735
views
Parametrisations for null temperature functions: nonuniqueness of solutions to the heat equation
Disclaimer. I expect this is a highly open problem, but maybe I'm wrong and someone has come up with some answers besides those given here. In any case, all information appreciated, thanks!
Definition....
- 1,990
12
votes
1
answer
885
views
bornological vector spaces over a non-archimedean field
Let $k$ be a complete non-archimedean field. In definitions I have seen of bornological vector spaces over $k$ there are usually some extra assumptions on the non-archimedean field. For instance in '...
- 1,180
12
votes
3
answers
3k
views
Gaussian distribution, maximum entropy and the heat equation
I have asked this question on MathSE, but I got no replies, so I thought of trying here.
Consider the Gaussian distribution on $\mathbb{R}$ with mean $m$ and variance $t=\sigma^2$. This has the ...
- 577
12
votes
3
answers
666
views
An "inchworm-like" random walk on an integer interval
Imagine I place $k$ stones on an infinite one-dimensional integer interval $Z$ s.t. no stone is more than some distance $d$ from any other stone. For example, if $d=1$ and $k = 5$, we might place the ...
- 121
12
votes
2
answers
2k
views
Can we do better than Azuma-Hoeffding when the variance is small?
The Azuma-Hoeffding Inequality says that if $X_1,X_2, \ldots$ is a martingale and the differences are bounded by constants, $\|X_i - X_{i-1}\| \le 1$ say, then we should not expect the difference $\|...
- 1,955
12
votes
1
answer
811
views
'Nonclassical' abstract Wiener space
Is it possible to construct an abstract Wiener space $(W,H,\mu)$ such that $C^{0,\frac{1}{2}}(\Omega)\subset H$ and $W$ is a normed function space such that the convergence in norm implies convergence ...
- 121
12
votes
2
answers
1k
views
Low-degree polynomial approximation of the piecewise-linear function $x \mapsto \max(x, 0)$ on an interval $x \in [-R,R]$
For $R > 0$, consider the piecewise-linear function $\sigma_R: [-R,R] \rightarrow \mathbb R^+$, defined by $\sigma_R(x) := \max(x,0)$.
Question
Given $\epsilon> 0$, find a "low-degree" ...
- 6,853
12
votes
0
answers
284
views
Star-shaped Folner sequence
Fix a (finite) generating set $S$ for $\Gamma$ (discrete) amenable. Given a Følner sequence (i.e. a sequence of finite sets $F_n$ whose boundary $\partial F_n$ in the Cayley graph of $S$ is such that $...
- 4,432
12
votes
1
answer
2k
views
Making sense of "every non-commutative algebra has its own internal time evolution (aka a one-parameter group)"?
I've listened to many interviews and lectures of Alain Connes, in which he says something which goes roughly as follows
"Every non-commutative algebra has its own time (evolution of), by which I ...
- 6,853