All Questions
18,179 questions
4
votes
0
answers
112
views
MGFs of sum of (Rademacher) independent variables and (hyperbolic/spherical) Pythagorean theorem
Consider a set of iid random variables $X_1, X_2, \ldots$ (distribution to-be-specified later). For real numbers $a_1, a_2, \ldots$ (with $\sum_{k} a_k^2 < \infty$) define
$$X = a_1 X_1 + a_2 X_2 +...
- 637
0
votes
0
answers
72
views
Domain of a Jacobi operator with unbounded coefficients
Is it possible to describe the domain of a Jacobi operator explicitly?
Let $J$ be the linear operator acting on a real sequence $(u_{n})_{n\in\mathbb{N}}$ by
$$
J(u_{n}) = a_{n+1} u_{n+1} + a_{n} u_{n-...
- 23
0
votes
1
answer
151
views
Super-reflexivity is separately determined
I've found this result that states that super-reflexivity is separably determined, i.e., if every separable subspace $Y\subset X$ of a Banach space is superreflexive then $X$ itself is superreflexive. ...
- 145
0
votes
1
answer
159
views
Theories for "fuzzy" distributions
When calculating the probability density function for the quotients of adjacent values in an empirical time series, the image of the PDF looked like this:
It seems to resemble a lognormal ...
- 13.2k
1
vote
1
answer
129
views
A martingale puzzle about sum of expected squared bounds
I'm trying to get one of those "with $1-\delta$ probability, the following holds"-style bounds, and the following martingale problem looks solvable by some Freedman or Bernstein-style bound, ...
- 353
0
votes
0
answers
107
views
Does the sequence of bounded symmetric square integrable holomorphic functions have a convergent subsequence?
Let $f$ be a bounded holomorphic function on $\mathbb D^2$ and $s : \mathbb C^2 \longrightarrow \mathbb C^2$ be the symmetrization map given by $s(z) = (z_1 + z_2, z_1 z_2),$ for $z = (z_1, z_2) \in \...
- 41
2
votes
0
answers
111
views
Everywhere-defined unbounded operators between Banach spaces
In this post, it is said that there are no constructive examples of everywhere-defined unbounded operators between Banach spaces; every example furnished must use the axiom of choice. This seems like ...
- 151
5
votes
1
answer
205
views
Continuity dependence and convergence of the renormalized $\Phi^4_2$ model
This question is continuous for the one asked here: Local solutions of renormalized stochastic PDE but it was better to ask it separetely.
Again, we are interested in the local behavior of the $\Phi_2^...
- 573
3
votes
0
answers
318
views
The curse of dimensionality of the Kolmogorov–Arnold neural network
The Kolmogorov–Arnold neural networks (KAN), Ziming Liu et al., KAN: Kolmogorov–Arnold Networks is inspired by the Kolmogorov–Arnold representation theorem (KA theorem). Though it is not proved in the ...
- 2,239
3
votes
1
answer
70
views
A rearrangement majorant of two random variables
$\newcommand{\Om}{\Omega}\newcommand{\F}{\mathcal F} $Let $X$ and $Y$ be random variables (r.v.'s) defined on a non-atomic probability space $(\Om,\F,P)$ such that $P(X<0)>0$ and $P(Y<0)>0$...
- 128k
2
votes
0
answers
88
views
Dependence and $L^2$ projections of functions
tl;dr: Is it possible that the best approximation to a nonnegative function of three variables with a bivariate function is no better than the best univariate function?
Let $w$ be a density on $\...
- 21
2
votes
1
answer
131
views
Almost sure convergence of double averages of IID random variables
Let $ \{X_i\}_{i=1}^{P} $ and $ \{Y_j\}_{j=1}^{Q} $ be two sequences of independent and identically distributed (i.i.d.) random variables. $X_i$ and $Y_j$ are independent between all pairs of $i$ and $...
- 433
3
votes
1
answer
115
views
Expectation of maxima of random functions
I have a question regarded the expected maxima of random functions, but it seems easier to phrase using n-tuples of random variables:
Let $(X_{1}, X_{2}, ..., X_{n})$ and $(Y_{1}, ..., Y_{n})$ be ...
- 85
0
votes
0
answers
49
views
Existence of sequence of regular projections
Reading the book :Krasnosel'skii, M.A.; Pustylnik, E.I.; Sobolevskii, P.E.; Zabreiko, P.P. (1976), Integral Operators in Spaces of Summable Functions, Leyden: Noordhoff International Publishing, 520 p....
3
votes
1
answer
209
views
A few points of clarification on the Martin boundary
Let $\Gamma$ be a finitely generated group, and let $M$ be the Martin boundary of $\Gamma$. I was reading the article on Martin boundary on Encyclopedia of Math, and I have a few questions about what ...
- 1,407
3
votes
0
answers
138
views
What is the probability that the absolute value of the root of a polynomial is greater than $x$?
Note: This question was unanswered in MSE for a month so posting it in MO.
Let $f(x) = 0$ be an equation of degree $n$. WLOG we can assume that the its coefficients are in $(-1,1)$. This is because we ...
- 5,470
6
votes
2
answers
349
views
Mutual metric projection
Given a subset $S\subseteq \mathbb{R}^n$, the metric projection associated with $S$ is a function that maps each point $x\in \mathbb{R}^n$ to the set of nearest elements in $S$, that is $p_S(x) = \arg ...
- 3,549
2
votes
1
answer
148
views
Is projection of a closed subspace Borel?
Specifically, letting $E$ be a separable infinite-dimensional real Banach space, and $D_2$ in $E\times E$ a closed linear subspace, is then $\{\,x:\exists\,y\,;(x,y)\in D_2\}$ a Borel set in $E\,$? ...
- 3,584
0
votes
0
answers
21
views
Unimodality of distribution from Lévy symbol
Also posted in MSE.
Assume that one want to study a distribution $f$ on $\mathbb{R}$ for which the Lévy symboln, i.e.:
$$
\forall u\in\mathbb{R},\quad\psi(u) := \log \mathbb{E}\left[e^{iuX}\right]
$$
...
- 393
10
votes
1
answer
521
views
About Friedrichs historical contribution to QFT cited in Reed and Simon
In the Reed and Simon book, Appendix X.7, they mention that Friedrichs provided the first examples of inequivalent representations of the canonical commutation relations via the Weyl relations in the ...
- 424
2
votes
1
answer
81
views
Rate of convergence of random samples wrt Hausdorff distance
Let $X$ be a compact metric space with a probability measure $\mu$. We can draw random samples $X_n = \{x_1,\cdots, x_n\}$ from $X$ using $\mu$, and I am interested in the rate of convergence of $X_n$ ...
- 305
3
votes
1
answer
81
views
Maximum of exponentially-tailed variables
Suppose that $X$ is a random variable on supported $\mathbb{R}$ and denote $f_X$ its density. Assume also that $f_X$ has "exponential tailed", i.e.:
$$f_X(x)\sim_{x\to+\infty} Ze^{-ax}$$
...
- 393
1
vote
0
answers
45
views
Modifiying a sequence of measures to assign a certain value when integrating a fixed function?
Let $f:\mathbb R ^d\to \mathbb R$ be some continuous function, $|f|\leq A(1+|x|)$, where $|\cdot|$ denotes the usual Euclidean norm. Fix a measure $\mu$ and constant $C$.
Assume that $\mu_n$ is a ...
- 291
2
votes
2
answers
192
views
Behavior of a Wishart quadratic form
Let $X \in \mathbb{R}^{n \times d}$ be a random matrix with iid standard Gaussian entries. Let $e_1$ denote the first canonical basis vector in $\mathbb{R}^d$. Define
$$
P_d(\lambda) = (1-\lambda) e_1 ...
- 420
4
votes
1
answer
187
views
Topology on the space of compactly supported functions
Let $X$ be a locally compact Hausdorff topological space, and let $C_c(X)$ be the space of compactly supported $\mathbf{R}$-valued continuous functions. It is a well-known fact that this space is not ...
- 43
0
votes
0
answers
48
views
Integral functional minimal value problems
\begin{align}
& F_n(\theta)=\int_0^T f_{n}(t,\theta(t)) \, dt \\[6pt]
& f_n(t,\xi)=\int_\Omega\mathcal{L}(X(t) + Z_n(t,\omega),Y(t),\xi (\omega)) + R_n(\xi(\omega)) Pd(\omega)
\end{align}
...
0
votes
0
answers
101
views
Simulation of Markov processes with exponential timestepping
Let $(Y_t)_{t\ge0}$ be a time-homogeneous Markov process with transition semigroup $(\kappa_t)_{t\ge0}$. Numerical simulation of $(Y_t)_{t\ge0}$ can be done in the following way:
Choose an initial ...
- 167
3
votes
1
answer
182
views
Let $\phi : A \to B$ be a surjective $*$-homomorphism of star algebras, is there any good notion of "normal bundle of $B$ in $A$"?
Let $\phi : A \to B$ be a surjective $*$-homomorphism of star algebras (maybe more restricted kind of star algebra), is there any good notion of "normal bundle of $B$ in $A$"? By a "...
- 31
2
votes
1
answer
149
views
Show that $\|P(f\circ\varphi_{\lambda})-\widetilde{f}(\lambda)\|_p=\|P(f\circ\varphi_{\lambda}-\overline{P(\overline{f}\circ\varphi_{\lambda}}))\|_p.$
Let $\Omega = \mathbb B_n,$ the unit ball in $\mathbb C^n$ and $L^2_a(\Omega)$ be the Bergman space endowed with the normalized volume measure on $\Omega.$ Let $k_{\lambda}$ be the associated Bergman ...
- 41
2
votes
1
answer
115
views
Upper bounding a inner product between gaussian Wigner matrix and a rank 2 matrix
Let $W$ be a standard gaussian Wigner matrix, i.e., $W_{ij}=W_{ji}$, $W_{ii}$ is iid standard gaussian. Consider
$$\langle W,QQ^T\rangle$$
where $\langle,\rangle$ is Frobenius inner product, $Q$ is a $...
- 405
0
votes
0
answers
73
views
Operator globally hypoelliptic
An operateor $T$ is globally hypoelliptic if :
$u\in S'(\Bbb R^n),Tu\in S(\Bbb R^n)$ imply $u\in S(\Bbb R^n)$.
My question why if $u\in L^2(\Bbb R^n): Tu =\lambda u$. Then $u\in S(\Bbb R^n)$.
where $\...
- 531
2
votes
1
answer
98
views
Locally compact groupoid with a Haar system such that the range map restricted to isotropy groupoid is open
Can somebody provide an example of a locally compact groupoid $G$ with a Haar system such that the range map restricted to isotropy groupoid of $G$ is open?
I could not find any specific example for ...
3
votes
1
answer
151
views
Is this set $\sigma$-compact in the Wasserstein space?
This is a follow-up to this question.
Fix a finite first moment probability measure $q\in\mathcal{P}_1(\mathbb R ^d)$, and real numbers $K,M,R$. Consider the following set:
$$A:=\left\{p\in\mathcal{P}...
- 291
2
votes
1
answer
237
views
Is the following set compact w.r.t. the Wasserstein distance?
Fix a finite first moment probability measure $q\in\mathcal{P}_1(\mathbb R ^d)$, and real numbers $K,M,R$. Consider the following set:
$$A:=\left\{p\in\mathcal{P}_1(\mathbb R ^d): \int |x|dp\leq K, \...
- 291
3
votes
1
answer
146
views
Orthogonal projection $X X^+$ from random Gaussian matrix $X$
Given a standard Gaussian matrix $X\in\mathbb{R}^{n\times d}$, $d<n$, with entries sampled i.i.d. from $\mathcal{N}(0,1)$, is the corresponding orthogonal projection $X X^+ = X (X^\top X)^{-1} X^\...
4
votes
1
answer
211
views
Local solutions of renormalized stochastic PDE
To illustrate the problem consider the mild formulation of the $\Phi^4_2$ model on $[0,T]\times \mathbb{T}^d$: $$\phi=P_r\phi_0+\int_0^rP_{r-q}(-\phi^3(q))dq+Y_r \ \ \ \ \ \ (1)$$ where $(P_r)_{r \...
- 573
1
vote
1
answer
114
views
Convergence in probability of sample covariance for permutation invariant triangular arrays
Take two triangular arrays $X_{N,i}$ and $Y_{N,i}$ of random variables where $1 \le i \le N$. Suppose that the families $\{X_{N,i}\}$ and $\{Y_{N,i}\}$ are independent, and that the following ...
- 1,124
1
vote
0
answers
176
views
Unitary operators in $\mathcal{U}(L^2(X,\mu))$ not coming from $\operatorname{Aut}(X,\mu)$
$\DeclareMathOperator\Aut{Aut}$Let $(X,\mu)$ be a measured space with probability measure $\mu$ and $\Aut(X,\mu)$ denote the group of measure preserving bijections of $(X,\mu)$. It is easy to see ...
- 105
7
votes
2
answers
178
views
Separating domains in $\mathbb{R}^{2n}$ by a real algebraic variety
Suppose $\Omega_1$ and $\Omega_2$ are two disjoint unbounded domains in $\mathbb{R}^{2n}$, $n \in \mathbb{N}$. Can there be conditions on $\Omega_1$ and $\Omega_2$ so that these two domains can be ...
- 171
-2
votes
1
answer
241
views
Does a group representation being transitive on a basis imply irreducibility?
Let $G$ be an infinite discrete group and $\pi$ a representation of $G$ on the Hilbert space $H$.
Suppose that the group representation is transitive on an orthonormal basis $B = \{e_j\}_{j=1}^{\infty}...
1
vote
0
answers
76
views
Can any point process be thinned into a homogenous Poisson point process?
Let $X$ be a stationary and isotropic point process. Under what sufficient conditions can $X$ be thinned into an (approximation of an) homogenous Poisson point process $Y$ of positive intensity?
What ...
- 290
5
votes
0
answers
180
views
A variant of Schwarz's theorem on generators of smooth $G$-invariant functions
Let $V$ be a finite dimensional euclidean space and let $G\subset O(V)$ be a finite (or compact) group, let $\mathbb{R}[V]$ be the algebra of polynomial functions on $V$. If $E\subset \mathcal{C}^\...
- 4,123
2
votes
1
answer
215
views
Forming real positive semidefinite matrices from complex matrices
I have asked this question on the Mathematics Stack Exchange: https://math.stackexchange.com/questions/4924554/forming-real-symmetric-positive-semidefinite-matrices-from-complex-matrices.
Let $Q \in \...
- 31
0
votes
0
answers
72
views
Probability of being inside a convex n-dimensional polytop
I am currently conducting some post-grad research about wireless transmissions with uncertain transmission delays.
As part of the research, each individual transmission is modelled using a probability ...
2
votes
0
answers
71
views
Complemented subspaces of $\mathcal s$
Crossposted from Math Stack Exchange
It is well known that a nuclear Fréchet space $X$ is isomorphic to a complemented subspace of $\mathcal s$ (the space of rapidly decreasing sequences) if and only ...
- 655
0
votes
0
answers
59
views
Convergence of Liouville correlation functions
A key object in Liouville conformal field theory is the random Liouville measure $M$ defined heuristically as $M(d^2x) = :e^{2bX(x)}: d^2x$, where $X$ is a Gaussian free field and $:e^{2bX}:$ denotes ...
user528837
2
votes
0
answers
137
views
Holder-Besov space and time continuity
Let $\mathbb{T}^d$ be the $d$-dimensional torus, $\mathscr{S}:=C^\infty(\mathbb{T}^d)$ the Schwartz space, $\mathscr{S}'$ the space of tempered distributions.
We consider a dyadic partition of unity $(...
- 573
1
vote
4
answers
423
views
Natural examples of functions $f$ in $L^1([0,1])$ such that any function $g$ in the class $[f]$ is discontinuous everywhere
I need many motivated examples of functions $f$ in $L^1([0,1])$
such that any function $g$ in the equivalence class $[f]$ is discontinuous everywhere.
Thank you in advance!
- 331
1
vote
0
answers
50
views
On an Atiyah-Singer-Patodi like construction of the spectral flow
Let $\hat{\mathfrak{F}}$ be the space of selfadjoint Fredholm operators on a separable infinite-dimensional complex Hilbert space $H$, and let $\hat{\mathfrak{F}}_0\subset\hat{\mathfrak{F}}$ consist ...
4
votes
1
answer
205
views
Existence of an $\alpha$-Hölder continuous function whose graph has positive Hausdorff measure of maximal dimension
It is standard that if $f:[0,1] \rightarrow \mathbb{R}$ is $\alpha$-Hölder continuous, then its graph has Hausdorff dimension at most $2-\alpha$. My naive expectation was that "most" graphs ...
- 45