All Questions
18,179 questions
0
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96
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Hilbert spaces that include algebraic polynomials
This question is motivated by a phrase I found in several books/papers about approximation theory, for example, M.J.D.Powell's Approximation Theory and Methods: ''Let $\mathcal{H}$ be a Hilbert space ...
- 1
1
vote
0
answers
105
views
Let $A:=\{f\in C^1(\mathbb{R}): \hat{f}, \hat{f'} \in L^1(\mathbb{R})\}$. Schwartz space is dense in $A$ wrt $\|f\|:= \|\hat{f}\|_1+\|\hat{f'}\|_1$?
Let $A:=\{f\in C^1(\mathbb{R}): \hat{f}, \hat{f'} \in L^1(\mathbb{R})\}$, where $\hat{f}$ is the Fourier transform of $f$. Then is it true that Schwartz space $\mathcal{S}(\mathbb{R})$ is dense in $A$ ...
- 29
0
votes
0
answers
51
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Power expectation involving a Poisson process
Consider a Poisson process $N_t$ with intensity $\lambda>0$ and let $x$ be a real-valued number. In principle, from the properties of the Poisson distribution, we have:
\begin{align}
\mathbb{E}(x^{...
- 171
1
vote
1
answer
121
views
Question on complemented subspaces of a product space
Assume that we have closed subspaces $Y_1$ and $Y_2$ of Banach spaces $X_1$ and $X_2$, respectively. If the product $Y_1\times Y_2$ is complemented in $X_1\times X_2$, does it follow that $Y_i$ is ...
- 19
1
vote
1
answer
114
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Is a $\sigma$-algebra generated by complete independent $\sigma$-algebras also complete?
$
\newcommand{\cA}{\mathcal{A}}
\newcommand{\cB}{\mathcal{B}}
\newcommand{\sP}{\mathscr{P}}
$
Let $(\Omega, \cA, \mu)$ be a probability space and $\cA_1, \cA_2$ sub $\sigma$-algebras of $\cA$. Let $\...
- 825
3
votes
0
answers
141
views
Existence of very weak solution to the elliptic equation $\partial_i(a^{ij}\partial_j u)=\partial_k\partial_l f$
Let $a^{ij}\in W^{1,n}\cap L^\infty (B^1)$ be uniformly elliptic, i.e. $\lambda|\xi|^2\le a_{ij}(x)\xi_i\xi_j\le \Lambda |\xi|^2$ for a.e. $x\in B^1$, $\xi\in\mathbb R^n$, where $B_1\subset \mathbb R^...
- 435
7
votes
0
answers
134
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Why does this oddly nice lognormal shape come out of tree?
I was reading this paper and came across the Euclid tree. For a simple version of this tree, consider an infinite binary tree rooted with the triple $(1,2,3)$. Then for each vertex $(x,y,z)$, its left ...
- 71
0
votes
1
answer
96
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Extracting each field operator as Wightman fields from a set of time-ordered products satisfying Eckmann-Epstein axioms
The paper by Eckmann-Epstein proves that Schwinger functions at "coinciding points" uniquely defines "time-ordered products".
In physics, these "time-ordered products" ...
- 3,477
1
vote
0
answers
93
views
Multivariate polynomial approximation
Let $f$ be a function on $[-1,1]^d$ with some smoothness property, for example, it is in the Sobolev space $W^{k,p}$.
Let $P_n$ is a space of polynomials with degree $n$. My question is what is the ...
- 61
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votes
0
answers
65
views
Talagrand/Bousquet's inequality for U-processes
I have a U-process of the form
$$\left\lbrace Z_n(g) := \frac{1}{n^2} \sum_{1 \leq i,j \leq n} (g(S_i) - E[g(S_i)] )(g(S_j') - E[g(S_j')]) : g \in \mathcal{G} \right\rbrace,$$
where $S_1,\ldots,S_n,...
- 301
2
votes
1
answer
150
views
Can we find background noise for every Følner sequence in a countable amenable group?
Let $G$ be a countable amenable group. We consider sequences $(z_g)_{g\in G}$ of complex numbers with $|z_g|=1$ for all $g\in G$.
I will say $(z_g)_{g\in G}$ is background noise for a (left-)Følner ...
- 10.6k
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votes
0
answers
153
views
Inequalities on the distribution of the maximum of the normalized sum $\max_{k = 1,\dots,n} \frac{|S_k|}{\sqrt{k}}$
Let $\{X_i\}_{i\in\mathbb{N}}$ be i.i.d. random variables with $\mathbb{E}(X) = 0$,$\mathbb{E}(X^2) = \sigma^2$ and finite moments. Let $S_k = \sum_{i = 1}^{k} X_i$ and consider the normalized ...
- 63
4
votes
2
answers
246
views
Rigorous interpretation of the generalized variance
Let $X=(X_1,\ldots,X_d)$ be a $d\text{-}$dimensional, square-integrable random vector, and let $\Sigma$ denote its covariance matrix. The quantity $\det(\Sigma)$ is known in statistics as the ...
- 234
5
votes
1
answer
226
views
A polynomial identity involving Wick ordering of a complex power
The problem is related to the paper 1509.02093 by Oh and Thomann, where the authors considered the 2D Wick ordered NLS.
Let $g=a+ib$ be a complex number. Then it is claimed (see (2.7) in the paper and ...
- 333
0
votes
0
answers
89
views
Stein's Lemma for conditional expectation?
Let $X=(X_1,\ldots,X_d)$ be a standard normal random vector in $\mathbb R^d$, let $m:\mathbb R^d \to \mathbb R$ be a function, and let $E=E_m$ denote the expectation operator conditioned on $m(X) > ...
- 6,853
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0
answers
34
views
Sub-additiviy of the log-Sobolev constant without independence
If two random variables $X$ and $Y$ verify the log-Sobolev inequality, what can we say about the log-Sobolev constant of their sum $X+Y$?
If they are independent, we know that
$$
c_{LS}(X+Y) \leq c_{...
0
votes
0
answers
87
views
Parameter derivative of the confluent hypergeometric function
Let $X$ follow a normal distribution with mean $\mu$ and variance $\sigma^2$. Mathematica gives
$$
E[\log|1+X|]=\frac{1}{2}\biggl(-\gamma-\log 2+2\log\sigma-\frac{\partial}{\partial a}{}_1 F_1\biggl(0,...
- 73
2
votes
0
answers
118
views
the projection distribution induced by integral points on the sphere
Let $A=\{\mathbf{v} \in \mathbb{Z}^{n}: \|\mathbf{v}\|^2= m \}$ and a fixed $\mathbf{y}\in \mathbb{R}^n$, the norm here refers to the Euclidean norm.
Suppose $\mathbf{x}$ is a uniform distribution on ...
- 253
1
vote
0
answers
50
views
Interpolation in convex hull
I'm reading a paper, Learning in High Dimension Always Amounts to Extrapolation, that provides a result I don't understand.
It provides this theorem which I do understand:
Theorem 1: (Bárány and ...
4
votes
2
answers
354
views
Injectivity of a convolution operator
Let $p,\mu,\nu$ be probability density functions on
$\mathbb{R}$ such that
$$
\int_{\mathbb{R}}p(y-x) \nu(y) \, dy=\mu(x).
$$ Now, consider the operator $T:L^2(\mu)\to L^2(\nu)$ such that $$ Tf=f*p.$$ ...
- 407
0
votes
0
answers
106
views
How to prove that $f(x) := |x|^{\frac{\lambda - n}{p}}(1 - \psi(x))$ satisfies a specific property related to its limit at the origin
Disclaimer. I have asked this question a month ago on MSE (click here to access the original post) and even bountied it. I got an answer on MSE, but unfortunately I don't feel like it has enough ...
- 51
3
votes
0
answers
79
views
Continuity of disintegrations in non locally compact spaces
Let $X$ and $Y$ be Radon spaces, $\mu$ a Borel probability measure on $X$, $F\colon X\to Y$ measurable. Then the disintegration theorem gives us a disintegration $\{\mu^y\}_{y\in Y}$ of $\mu$ with ...
- 63
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49
views
ODE satisfied by a special function
Posted on MSE
Context
I would like to estimate the distribution of the difference of two inverse gaussian variables. The convolution doesn't lead to any special functions according to Mathematica . ...
- 393
2
votes
1
answer
246
views
Does $X_t$ with $t>0$ admit a density?
$
\newcommand{\RR}{\mathbb{R}}
\newcommand{\TT}{\mathbb{T}}
\newcommand{\NN}{\mathbb{N}}
\newcommand{\PP}{\mathbb{P}}
\newcommand{\EE}{\mathbb{E}}
\newcommand{\FF}{\mathbb{F}}
\newcommand{\PPP}{\...
- 825
4
votes
0
answers
76
views
Regularity structures-paracontrolled distributions: do they always work for sub-critical SPDE?
Stochastic PDE could be solved using either regularity structures or paracontrolled distributions, as long it's sub-critical.
I was wondering if this was proven, that is every sub-critical SPDE could ...
- 573
1
vote
2
answers
356
views
Reverse Markov inequality
Let $C > c > 0$ and $K > 1$ be constants. Does there exist, for all small enough $\varepsilon > 0$ depending on $c, C, K$, some bound of the following form?
For all random variables $X$ ...
- 6,213
4
votes
0
answers
256
views
Singularity of singularities and second microlocalization: a question that come from the stabilization of damped wave equation
In the paper [2], the Authors introduce a tool called second microlocalization, which is difficult for me. Although I have searched a lot of papers on the internet, nevertheless the material that I ...
15
votes
2
answers
888
views
Hodge decomposition of smooth n-forms: is it an isomorphism of topological vector spaces?
Fix a compact Riemannian manifold $M$ (leaving the metric implicit). What I'd like to know is if the corresponding Hodge decomposition of smooth $n$-forms
$$
\Omega^n(M) \simeq \mathcal{H}^n(M)\oplus ...
- 35.5k
2
votes
0
answers
261
views
When is an unbounded averaging operator on $\mathbb{R}\to \mathbb{R}$ closed?
Let $\{a_n\}_{n=1}^\infty$, $a_n\in \mathbb{R}$. Consider the following linear operator $A$ on functions $f:\mathbb{R}\to \mathbb{R}$:
$$(Af)(x) = \sum_{n=1}^\infty a_n f(x+n)+ \sum_{n=1}^\infty a_n f(...
- 20.2k
3
votes
1
answer
208
views
Density beyond Stone–Weierstrass
$\DeclareMathOperator\tr{tr}$I need density assertions for spaces of polynomials which are not (that I know of) algebras. One goes like this: Fix $n\in\mathbb N$ let $S$ denote the set of self-adjoint ...
- 460
0
votes
0
answers
46
views
Projection onto Shift Invariant Subspaces of $H^2$
Every shift invariant subspace of the Hardy space $H^2(\mathbb{D})$ is either $\{0\}$ or is of the form $\varphi H^2$ for some inner function $\varphi$. I know that if $\varphi(0) \neq 0$, then the ...
- 23
3
votes
1
answer
172
views
1-1 map on the $\{0,1\}^k$
Let integer $k>0$ and let $\{0,1\}^k$ denote the set of all $1\times k$-dim vectors whose every coordinate is eithor 0 or 1, for example, $(0,1,1,0,\dots,1,0,0,1)$. For any such vector $\alpha$, ...
- 349
2
votes
0
answers
81
views
Extension of a tangent vector field
Let $\Omega$ be an open subset of $S^2$ with $\overline{\Omega} \neq S^2$. Suppose a continuous tangent vector field $G$ is defined on $\partial \Omega$ such that $|G(y)| = 1$ for all $y \in \partial \...
- 434
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1
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163
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Is it true that if a random vector has independent coordinates each bounded by $1$ then $P[ \|X\| \leq \epsilon\sqrt{n}] \leq (C\epsilon)^{n}$?
I'm studying Vershynin's well-written book on "High Dimensional Probability" and the third chapter on concentration of random vectors.
Exercise 3.1.7 from the book is the following.
Let $X =...
- 401
1
vote
1
answer
111
views
How to show such result for generalized $ O(|x|^{-1/2}) $ function?
Assuming that $ \chi\in C_c^{\infty}([-2,2]) $ is a cutoff function such that $\text{supp }\chi\subset[-2,2]$, $\chi\equiv 1 $ in $ [-1,1] $, and $ 0\leq\chi\leq 1 $, suppose that $ f\in C^{\infty}(\...
- 1,219
2
votes
1
answer
386
views
A maximal inequality
Let $\{X_i\}_{i\in\mathbb{N}}$ be i.i.d. symmetric random variables, with $-1\leq X_i\leq 1$, $\mathbb{E}(X_i) =0$, $\mathbb{E}(X_i^2) = 1$. We have that:
$$
P\left(\bigcap_{k = 1}^{n}\frac{|\sum_{i = ...
- 63
7
votes
1
answer
185
views
Question on ODE involving mollifiers from Taylor's book on PDEs
In Taylor's third book on PDEs chapter 16, the author discusses quasilinear symmetric hyperbolic systems of the form
$$\partial_{t}u=A^{k}(t,x,u)\partial_{k}u+g(t,x,u)$$
with some initial condition $u(...
- 1,171
89
votes
1
answer
21k
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Is the largest root of a random polynomial more likely to be real than complex?
This question might be hard because it got $35$ upvotes in MSE and also had a $200$ points bounty by Jyrki Lahtonen but it was unanswered. So I am posting it in MO.
The number of real roots of a ...
- 5,470
31
votes
1
answer
2k
views
Topology on space of hyperfunctions
This is a reference request, coming from someone with little knowledge of hyperfunctions:
Which methods have been used to endow the space of hyperfunctions $\mathcal B(\mathbb R)$ with something like ...
- 21.3k
0
votes
1
answer
163
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Counterexample wanted: Banach space but not BK-space
What is an example of a Banach space that is not a BK-space?
A normed sequence space $X$ (with projections $p_n$) is a BK Space if $X$ is Banach space and for all natural numbers $n$, $p_n(\bar{x}) = ...
- 1
0
votes
0
answers
28
views
Show that functional $J$ satisfies Palais-Smale condition iff every $P-S$ sequence is bounded
Let $H$ be a Hilbert space and let $K: H \rightarrow \mathbb{R}$ be $C^1$ and such that $\nabla K: H \rightarrow H$ sends bounded sets into precompact sets. Consider the functional $J: H \rightarrow \...
- 415
2
votes
1
answer
136
views
Concentration bound for a increasingly weighted sum of bernoulli random variables
Given $x_1,x_2,\ldots,x_n$ i.i.d. bernoulli random variables with $P(x_i=1)=\frac1n$. Given a constant $c=1+\frac{1}{m}, m\geq n$. Is there an explicit theorem that can derive a concentration argument ...
- 25
2
votes
1
answer
136
views
Is there a scalar product which makes orthonormal the family of complex functions $ (f_n)_{ n \geq 1 } $?
Let $ (f_n)_{ n \geq 1 } $ be a family of complex functions defined as follow,
$ \forall n \geq 1 $,
$$ f_n (z) = \dfrac{1}{n^{z}} $$
I would like to ask you if it is possible to construct a ( non-...
- 595
0
votes
0
answers
36
views
Sufficient condition for interpolation
If we have a couple of two compatible banach spaces (in this sense) $(X,Y)$ and a sequence of Banach spaces $\{Z\}_{\theta\in[0,1]}$ which are intermediate between $X$ and $Y$ satisfying:
$Z_0=X$, $...
- 101
6
votes
1
answer
252
views
Poisson kernel for the orthogonal groups
For the complex ball $|z|^2\le 1$ in $\mathbb{C}^n$, there is a Poisson kernel proportional to $|x-z|^{-2n}$. This is generalized to the unitary group $U(N)$ so that in the complex matrix ball $Z^\...
- 1,549
2
votes
1
answer
311
views
Conditional expectation w.r.t. filtration of Brownian motion as a continuous map of its paths
Let $(\Omega, \mathcal{F}, \mathbb{P})$ be a probability space on which we define Brownian motion $B$ and let us denote by $\mathcal{F}_t$ its natural filtration. Assume we have Itô process $dX_t = \...
- 21
2
votes
1
answer
155
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Tempered distributions at non-coinciding points and density of Schwartz functions
In the previous question, I find that situation is much less favorable than expected…. So I add more details to focus on the specific case I have in mind.
Let us consider the Schwartz space $\mathcal{...
- 3,477
0
votes
1
answer
80
views
Orthogonal space of polynomials
Let $f \colon [0,+\infty) \to \mathbb R$ be a continuous function. Assume that for any non-negative integer $n$, the function $f(t) t^n$ in integrable in $(0,+\infty)$ and
$$
\int_0^{+\infty} f(t) t^n ...
2
votes
0
answers
74
views
References for a class of Banach space-valued Gaussian processes
Let $E$ be a separable Banach space, consider a centered $E$-valued Gaussian process $\{x_t,t\ge 0\}$ that satisfies
\begin{equation}
\mathbb{E}\phi(x_s)\psi(x_t)=R(s,t)K(\phi,\psi),\quad \phi,\psi\in ...
- 121
0
votes
0
answers
89
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Maximal function on mixed $L^{p}$
Consider $ f_{j,k}$ to be a function in $L^{p}(l^{q}(l^{2}))$, that is
$$
\Vert f_{j,k} \Vert^{p}_{L^{p}(l^{q}(l^{2}))} = \int_{\mathbb{R}^{n}} \left( \sum_{k} \big[ \sum_{j} \vert f_{j,k}(x) \vert^{2}...
- 31