All Questions
18,180 questions
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
2
votes
0
answers
167
views
How to choose N policemen positions to catch a drunk driver in the most effective way (on a Cayley graph of a finite group)?
Consider a Cayley graph of some big finite group. Consider random walk on such a graph - think of it as drunk driver. Fix some number $N$ which is much smaller than group size.
Question 1: How to ...
- 24.9k
0
votes
0
answers
103
views
Can $L^p([0,1])$ be built up from countably infnite copies of $l^p({F})$ , where $F$ is a finite set or $\mathbb{N}$?
I know that $L^p([0,1])$ is not isometrically isomorphic to $l^p(\mathbb{N})$ when $p\neq 2$? But, there is an isometric copy of $l^p(\mathbb{N})$ inside $L^p([0,1])$. My question is that whether $L^...
- 331
2
votes
0
answers
56
views
Convergence of conformal metrics with prescribed curvature
We know that for any function $K: \mathbb{D} \to \left[-a, -b\right]$, where $a, b > 0$, there is a unique metric $h$ on the disk $\mathbb{D}$ which is conformal to $dz^{2}$, and has curvature ...
- 63
2
votes
1
answer
318
views
Understanding the Schrodinger flow——Symplectic Banach manifold
This question was posted on https://math.stackexchange.com/questions/4925369/understanding-the-schrodinger-flow-symplectic-banach-manifold but recieve nothing. I really want to know the something ...
2
votes
1
answer
177
views
Simple version of fourth moment theorem of Nualart and Peccati
I'm trying to understand this theorem, which gives several conditions for a sequence of random variables in the $n$-th Weiner chaos to converge to a normal law. I am finding even the statements of the ...
- 205
0
votes
0
answers
143
views
A Poincaré inequality holds for $p>2$ but fails for $p\leqslant 2$
I am confused with the following example taken from page 6 of Sobolev Met Poincaré, by Hajłasz and Koskela (MR1683160, Zbl 0954.46022).
Let $(X,d,\mu)$ be a metric measure space and let $\Omega\subset ...
- 69
1
vote
0
answers
205
views
Uniqueness for Volterra equation with initially (linearly) unbounded kernel
Letting $D:=\{(x,y):\ 0\leq x\leq y\leq1 \text{ and } y>0\}$, I have a continuous function $k:D\to[0,\infty)$ that satisfies some properties that I list below. I'm interested in continuous and ...
- 537
2
votes
0
answers
84
views
Mean and variance of Wasserstein 2-distance for sequence of normal distributions obtained from resampling
I am reading this article: The curse of recurssion. At page 8, I dont know how to calculate the mean and variance for the Wassertein distance (the relations 4 and 5), in this context the hypothesis. I ...
3
votes
1
answer
228
views
Is compact-open topology stable with respect to injective limits?
Let $X$ be a locally convex space, and $\{Y_i;\ i\in I\}$ a covariant system of locally convex spaces over a partially ordered set $I$, i.e. a system of linear continuous mappings is given $\sigma^j_i:...
- 7,426
1
vote
0
answers
63
views
Extension of meromorphic distribution
Let $W$ be a topological vector space (e.g. Frechet) with a dense subspace $V$. Let $D_s$ be a distribution on $V$ that is meromorphic in $s\in\mathbb C$ and extends continuously to $W$ with respect ...
- 3,799
0
votes
1
answer
127
views
Why $\int_{S^{n-1}} |\hat{f}(w)|^2d\sigma(w) < \infty$?
Let $f\in L^p(\Bbb R^n)$ and $S^{n-1}$ be the Unit sphere.
Why
$\int_{S^{n-1}} |\hat{f}(w)|^2d\sigma(w)<\infty$ when $1<p<2$.
$\hat{f}$ is the Fourier transform fora function f.
- 9
1
vote
1
answer
345
views
Random walk on $\mathbb{Z}^3$. Expected number of visits and probability of return
I am working with the simple symmetric random walk on $\mathbb{Z}^3$. Using the Fourier identity I have been able to prove:
$$ P(S_n = 0) = \frac{1}{(2\pi)^3} \int_{-\pi}^{\pi} \int_{-\pi}^{\pi} \...
1
vote
0
answers
36
views
Uniform distribution as argument for copula likelihood
I am reading a well-known paper about copulas by Chen and Fan (2006). Specifically, Proposition 4.2 (see attached), in which all the arguments are uniform $U_{t-1}, U_t$. However, when the copula is ...
- 33
2
votes
0
answers
107
views
Finite dimensional manifolds as subspace of $\mathbb{R}^\mathbb{N}$
For embedded submanifold, specifically with ambient space being $\mathbb{R}^{n}$, there are many nice properties and results. Specifically there are many examples of matrix manifolds such as the ...
- 275
0
votes
0
answers
66
views
Equality between operators, on dense subspace, from a quadratic form point of view
Let $L \ge 1$ and consider a finite box $\Omega = [0,L]^{d} \subset \mathbb{R}^{d}$. The set of functions:
$$\psi_{p}(x) = \frac{1}{L^{d/2}}e^{i\langle p,x\rangle} \quad p\in \frac{2\pi}{L}\mathbb{Z}^{...
- 1,305
0
votes
0
answers
125
views
Has anyone seen such a function/quantity?
I am dealing with a problem wherein I encounter the following quantity-
$$
Q_{d, \epsilon}(t_0) = \sup_{t' \notin B(t_0, \epsilon)} \inf_{t \in B(t_0, \epsilon)} \frac{d(t') - d(t)}{t'-t}.
$$
Here,...
- 11
5
votes
2
answers
369
views
Markov process on a torus with prescribed invariant distribution
In Euclidean space, $\mathbb R^d$, the Langevin diffusion $${\rm d}X_t=b(X_t){\rm d}t+\sigma(X_t){\rm d}W_t\tag1,$$ where $\sigma:\mathbb R^d\to\mathbb R^{d\times k}$, $$b:=\frac{\Sigma+U}2\nabla\ln p+...
- 167
1
vote
1
answer
101
views
Unique continuation property of the equation $ -\Delta u=|u|^{p-1}u $ with $ p>2 $
Assume that $ \{u_i\}_{i=1}^{2} $ satisfies $ -\Delta u_i=|u_i|^{p-1}u_i $ in $ B_1 $ with $ p>2 $ and $ u_1=u_2 $ in an open set $ A\subset B_1 $. I want to ask that if $ u_1=u_2 $ in $ B_1 $.
...
- 1,219
0
votes
0
answers
72
views
Sequential compactness via Arzela-Ascoli theorem for uniform state spaces
Let $X$ be a uniform topological space and $C([0,1],X)$ the space of continuous functions from [0,1] to $X$. Assume that for subsets of $X$ sequential compactness and compactness are equivalent. Let $(...
- 133
3
votes
0
answers
60
views
Comparison theorem for SDEs driven by a continuous martingale
Consider the well-known comparison theorem for SDEs, versions of which appear in several textbooks, e.g., Karatzas and Shreve, Proposition 5.2.18, or Revuz and Yor, Theorem IX.3.7.
The result states ...
- 103
4
votes
0
answers
87
views
Colimits of locally convex spaces in the categories of topological vector spaces vs locally convex spaces
Let $S$ be a set and let $V_s$ be a family of locally convex topological vector spaces (LCSs) indexed by $s \in S$. Let $V$ be a vector space (without topology) and let $T_s:V_s \to V$ be a family of ...
- 398
2
votes
1
answer
106
views
Lower bounds for the expectation of log ratio between the posterior and prior Beta densities
The quantity I'm interested in is expressed as follows:
$$
I = \mathbb{E}_{k\sim \text{Binom}(n,p)} \left[\ln \frac{\text{Beta}(p;a+k,b+n-k)}{\text{Beta}(p;a,b)}\right]
$$
The term inside the ...
- 63
1
vote
0
answers
59
views
Gaussian Hypercontractivity of Chaos based on Gaussian with value in Hilbert spaces?
The classical Gaussian hypercontractivity is stated as following: Suppose $\xi$ is a Gaussian variable and $H_n(\xi)$ is the space of n-th homogeneous Wiener chaos constructed from $\xi$, then for any ...
- 253
2
votes
1
answer
104
views
Strong convergence of a sequence in $L^2((0,T); H^{s,2}(\Omega)) \cap C([0,T];H^{-s,2}(\Omega))$, $0<s<1$
Let $u_n$ be a sequence with $u_n \in L^2((0,T);H^{1,2}(\Omega))$ and $\frac{\partial u_n}{\partial t} \in L^2((0,T);H^{1,2}(\Omega)^*)$. Then, how could one get a subsequence of $u_n$ that strongly ...
- 101
0
votes
1
answer
143
views
Gauge invariance issues of YM theories in 2D Euclidean space
In order to be clear, I will write down every component explicitly. Also, I assume Euclidean metric in this post, so that spacetime indices are written as $i,j$ rather than $\mu, \nu$.
Following Wiki, ...
- 3,477
-2
votes
1
answer
118
views
Mismatch between equivalent definitions of the Bohr compactification of the reals
I feel I'm overlooking something very silly.
The Bohr compactification of $\mathbb R$ has two equivalent definitions.
The set of (possibly discontinuous) homomorphisms $\mathbb R \to \mathbb T$ under ...
- 1,955
2
votes
1
answer
103
views
Sufficient conditions for the space of Radon measure to be a Banach space
Let $\mathcal{X}$ be a Hausdorff space and consider the space of Radon measures with bounded total variation $M(\mathcal{X})$ on $\mathcal{X}$.
Usually, the additional assumptions on $\mathcal{X}$ are ...
- 171
3
votes
0
answers
103
views
How wild is the maximal ideal space of the Fourier-Stieltjes algebra of the real line?
The Fourier-Stieltjes algebra of $\mathbb R$ is the set of all sufficiently nice measures on $\mathbb R$. The vector product is convolution of measures. By identifying each measure with its Fourier ...
- 1,955
3
votes
1
answer
181
views
When does a local supermartingale become a proper supermartingale?
This is a cross-post of my question on MSE.
Abstract: When a local supermartingale is bounded from below, is it a proper supermartingale?
Question: In remark 4.2 (p.16) of the lecture notes by Martin ...
- 235
2
votes
1
answer
322
views
Penalty shootout
Two teams are having an intense penalty shootout. The game ends when either team leads by a certain threshold, or once a certain number of rounds has passed, whichever comes first. Currently team $X$ ...
- 6,213
0
votes
0
answers
89
views
Weakly compact set
I want to show that if the set
$$
\big\{u \in L^{q}([0, n] ; X): u(t) \in \phi(t, x(t)), t \in[0, n]\big\}
$$
is weakly compact, then the set
$$
\mathcal{S}_{\phi}(x)=\Big\{u\in L_{loc}^{q}(\mathbb{R}...
- 39
2
votes
1
answer
86
views
Smoothness of resolvent of the infinitesimal generator of an Ito diffusion acting on bounded continuous function
Let $dX_t=\sigma(X_t)\,dW_t+\mu(X_t)\,dt$ be an Ito diffusion with Lipschitz coefficients and $\sigma(x)>0$. Let $f(x)$ be a continuous and bounded and non decreasing function. Can we prove that ...
- 41
2
votes
0
answers
184
views
Example of space which is weak Hahn-Banach smooth but not Hahn-Banach smooth
A Banach space $X$ is said to be Hahn-Banach smooth if every linear functional on $X$ has a unique norm-preserving extension over $X^{**}$. Weak Hahn-Banach smoothness is what if the above condition ...
- 521
2
votes
1
answer
246
views
Inequality with Hermite polynomials
Consider the (physicist's) Hermite polynomials $H_n(x)$ which are divided by
$$\sqrt{\sqrt{\pi} 2^n n!}$$
for the purpose of normalization.
These are orthogonal with respect to the weight function $e^{...
- 43.2k
0
votes
1
answer
78
views
Uniform concentration bound (function-valued random variable / continuous stochastic process)
I'm trying to consider a probability space $\Omega$ and
$f(x,\xi):\mathcal{X}\times\Omega\to\mathbb{R}$ (stochastic process over space? or function-valued random variable?), where $\mathcal{X}\subset\...
- 321
7
votes
1
answer
299
views
Intermediate spaces of test functions between $\mathcal{S}$ and $\mathcal{D}$?
On $\mathbb{R}^n$, let $\mathcal{S}(\mathbb{R}^n)$ be the Schwartz space and $\mathcal{D}(\mathbb{R}^n)$ be the space of smooth, compactly supported functions.
According to p.145 of the book by Reed &...
- 3,477
2
votes
0
answers
97
views
On the second order analog of the upper 1-Lipschitz envelope of a function
Let $u: \mathbb R \to \mathbb R$ be a given function. Then we can consider its upper 1-Lip envelope
$$
\hat u(x) \doteq \inf\{g(x) \, \mid\, g \, \text{has Lipschitz constant 1 and}\, g(y) \geq u(y) \,...
- 355
0
votes
0
answers
55
views
Time regularity vs space regularity for parabolic PDE
Suppose that there exist separable Hilbert spaces $V, H, X$ such that $V\hookrightarrow H\hookrightarrow X\hookrightarrow V'\,$ continuously, where $V'$ denotes the dual of the Hilbert space $V$. Let ...
- 311
0
votes
0
answers
109
views
A Lipschitz function induced by the infimum of the length of curves
Recently I have read a paper, Quasiconformal Images of Hölder Domains, written by S. M. Buckley in 2004, published by Annales Academiæ Scientiarum Fennicæ Mathematica. I am confused about page 33 of ...
- 69
1
vote
0
answers
82
views
Is there a proof of the de Moivre-Laplace central limit theorem along these lines?
Let $X_1, X_2, \dots$ denote independent identically distributed random variable with, say, distribution given by $P(X_i= \pm 1)=1/2$. As usual, set $$S_n=X_1+ \cdots +X_n.$$
It follows from Skorokhod'...
- 6,224
0
votes
1
answer
159
views
Dot product of a randomly orientated vector and a fixed vector
Let us consider a random variable $Z$ with a probability density function $f$ with respect to the Haar measure on $\mathrm{SO}(3)$. Next, we consider two fixed normal vectors $u,v$ in $\mathbb{R}^3$. ...
user528399
4
votes
1
answer
123
views
Borel measures on the Martin boundary and the Poisson-Martin representation theorem
I have been studying the construction of the Martin boundary on a discrete set $X$ admitting an irreducible transient random walk $(X,P)$ from Wolfgang Woess' book titled "Random Walks on Infinte ...
- 101
1
vote
1
answer
144
views
Ornstein Uhlenbeck process with discontinuous drift
This question is a modified version of this unanswered question asked on MSE, which mainly concerns an Ornstein-Uhlenbeck process with discontinuous drift on $\mathbb R^n$(for simplicity let $n=2$ for ...
- 163
0
votes
1
answer
108
views
RMT for modified Wishard matrix $Y'Y$ (where $i$th row of $Y$ is zero if $|x_i^\top u| \le \theta$; else it equals $x_i$)
Let $n$ and $d$ be positive integers tending to infinity such that $d/n \to \phi \in (0,\infty)$. Let $X$ be an $n \times d$ random matrix with iid rows $x_1,\ldots,x_n$ from $N(0, \Sigma)$, where $\...
- 6,853
0
votes
0
answers
120
views
Equality of two measures on functional spaces
It is well known that if $\mu$ and $\nu$ are two measures on the space $C^0([0,1],\mathbb{R}^n)$ of continuous mappings from $[0,1]$ to $\mathbb{R^n}$ endowed with its Borel $\sigma$-algebra satisfy $$...
- 1
1
vote
1
answer
127
views
If $\pi$ is a coupling between $f_*\mu_X, g_*\mu_Y$ and $\pi = (f(x),g(y))_* \sigma$, then $\sigma$ is a coupling between $\mu_X,\mu_Y$
I am trying to read this paper: "The Gromov-Wasserstein distance between networks and stable network invariants" https://arxiv.org/abs/1808.04337. In this paper, they have the following ...
- 305
10
votes
1
answer
518
views
Inverse function theorem for $W^{2,n}\cap W^{1,\infty}$ functions
Let $n\ge 2$, $f:B_1\subset \mathbb R^n\rightarrow \mathbb R^n$, $f\in W^{2,n}\cap W^{1,\infty}(B_1)$, $\text{det}(Df)>c>0$, where $B_1$ is the unit ball. Can we show that $f$ is a homeomorphism ...
- 435
1
vote
2
answers
162
views
Proof that the closed convex hull of a weakly convergent sequence has empty interior using properties of $c_0$?
Let $X$ be an infinite-dimensional Banach space, and $x_n\to 0$ weakly in $X.$ Let $K$ be the closed convex hull of $\{x_n\}.$
I remember a proof that $K$ has empty interior as follows: define a map $...
- 1,755
17
votes
0
answers
677
views
Are dualizable topological vector spaces finite-dimensional?
Consider the symmetric monoidal category TVS of complete Hausdorff topological vector spaces equipped with the completed projective, injective, or inductive tensor product.
Every finite-dimensional ...
- 37.8k