All Questions
18,179 questions
0
votes
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126
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Clarification on the Interpretation of Fourier Coefficients in the Context of Fourier Projections
I am currently studying a paper (Section 3.4.3 of Lanthaler, Mishra, and Karniadakis - Error estimates for DeepONets: a deep learning framework in infinite dimensions) where the authors define an ...
1
vote
0
answers
64
views
embedding spaces of probability measures to function spaces
Let $X, Y$ be Banach spaces. I'm considering a bounded linear functional $g:X\to Y$ and its lift $g_\sharp: \mathcal{P}(X)\to \mathcal{P}(Y)$.
I want to consider the inverse of $g_\sharp$ in some ...
4
votes
2
answers
484
views
Is every closed subspace of the Schwartz space densely embedded into its dual space?
My original question is from this ME post but I think I need a broader understanding for this.
The Schwartz space $\mathcal{S}$ and its subspaces are examples of nuclear spaces. In fact, any closed ...
- 3,477
0
votes
1
answer
89
views
For any $p, q \in [1,\infty]$ and $s \in (0,\infty)$, can we find some $f \in L^q - W^{s,p}$?
Sobolev inequalities show us when we can embed a Sobolev space into another.
However, I wonder if these inclusions are always proper.
More specifically, let $\Omega \subset \mathbb{R}^n$ be a bounded ...
- 3,477
4
votes
1
answer
148
views
Multivariate polynomial approximation of functions in Sobolev space
I found a result of the estimation error of polynomial approximation in page
6 of https://scg.ece.ucsb.edu/publications/theses/ARajagopal_2019_Thesis.pdf
The statement is for $f \in W^{k, p}\left([-1,...
- 61
3
votes
0
answers
100
views
Rate of convergence of mollified distributions in Besov spaces with negative regularity
Given a standard mollifier $\rho_\delta$ and a distribution $ u \in B^\alpha_{ p, p}$ with $\alpha<0$, $p \in [1, \infty]$ and $B^\alpha_{p,p}$ is a not-homogeneous Besov space, I'm trying to prove ...
- 293
4
votes
0
answers
108
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Larger possible chain of closed subspaces in the dual of a Banach space
In this question, is demonstrated that a separable space can have a chain (ordered by inclusion) of closed subspaces with uncountable many subspaces.
My question is the following. If $X$ is an ...
- 153
1
vote
1
answer
146
views
Form of a hereditary subalgebra of $C^*$-algebra $C_0(X)$
I would like to show that:
"every hereditary subalgebra $U$ of a $C^*$-algebra $C_0(X)$ for a locally compact Hausdorff Space $X$ has the form $J_E := \{f \in C_0(X) : f|_E=0 \}$ for a closed ...
- 11
1
vote
0
answers
95
views
A stochastic optimal control problem with filtering-like dynamics
I want to extend the following stochastic optimal control problem with randomized feedback control to the continuous time case
\begin{align}
\text{minimize}\quad \mathbb{E}_{\mathbb{H}}&\bigg[\...
- 303
3
votes
0
answers
96
views
Excising the trace of a $II_1$-factor
Recall that a state $\varphi$ on a $C^*$-algebra $A$ is said to be excised by projections if there exists a net of projections $e_i \in A$ such that $\| e_i a e_i - \varphi(a) e_i\| \to_{i} 0$ for all ...
- 297
4
votes
1
answer
205
views
How probability-rich is the $\sigma$-algebra generated by a sequence of sets? (Sierpiński's theorem on non-atomic measures without using the AoC.)
$\newcommand\F{\mathcal F}\newcommand\si{\sigma}\newcommand\Om{\Omega}\newcommand\ep{\varepsilon}$Let $p\in(0,1)$ and let $(\Om,\F,P)$ be a probability space. Let $(A_n)$ be a sequence in $\F$ such ...
- 128k
4
votes
1
answer
182
views
Extracting a subsequence Cesàro converging to the limsup of the Cesàro sums
Let $X_n$ be a sequence of uniformly bounded random variables — that is, there exists some $K > 0$ such that $|X_n| \leq K$ almost surely for all $n \in \mathbb N$.
Write $\bar X_N := \frac{1}{N} \...
- 6,213
9
votes
1
answer
336
views
Characterizing germs of smooth functions
There's a sheaf of smooth real-valued functions on $\mathbb{R}$, and its germ at $0$ is some vector space $V$. I would like to understand this space. There is a surjective linear map
$$ \phi \colon ...
- 22.3k
3
votes
1
answer
401
views
Probability of finding a prime number between $x-\ln(x)$ and $x+\ln(x)$
Using my computer, I found that in the interval $[1, N]$ the probability of finding a prime number between $x-\ln(x)$ and $x+\ln(x)$ is greater than constant $c$ where $N=10^2, 10^3,...,10^{9}$, $x$ ...
- 1,776
2
votes
1
answer
388
views
De la Vallée Poussin criterion on uniform integrability for infinite measures
The de la Vallée Poussin criterion (which is often used in combination with the Dunford-Pettis theorem) is usually formulated for probability measures/finite measures, for example in [Bogachev: ...
- 185
2
votes
1
answer
126
views
Constructing Wiener process on a given probability space
This is just a short question, and may be to basic, but:
is there a way to construct a sequece of independent wiener processes on a given probability spaces?
- 163
0
votes
0
answers
99
views
Dual of closure
Currently I'm studying about abstract interpolation theory for my research. One of the basic ways to construct new interpolation spaces, given an interpolation space $E$ with respect to a compatible ...
3
votes
2
answers
224
views
Measures with superexponential moments on finitely generated groups
Let $\Gamma$ be an infinite finitely generated group and let $\nu$ be a measure on $\Gamma$ which generates a transient random walk. I was reading this paper, and the authors prove many of their ...
1
vote
1
answer
232
views
When is this operator positive semi-definite?
I have the following operator
$$\Phi(\chi_A)=\int \text{d}\eta\, \text{d}\zeta\,\chi_A(\eta,\zeta)\,e^{i(\eta \hat{P}+\zeta\hat{Q})}.$$
With $\chi_A$ the indicator function associated to a set $A\...
0
votes
1
answer
317
views
A variation of the Riesz Lemma
Given a normed space $X$, a closed proper subspace $Y$ and $\alpha\in (0,1)$, the Riesz Lemma states that there is $x\in X$ such that $\|x\|=1$ and $d(x,Y)>\alpha$. Observe that also $d(-x,Y)=d(x,Y)...
- 153
0
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0
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60
views
The size of super level sets and the symmetry on a sphere
Let $u$ be a smooth function defined on the sphere $\mathbb{S}^2$, and let $R \in \mathrm{SO}(3)$ be a three-dimensional rotation. Define
$$
S_R = \{x \in \mathbb{S}^2 : u(x) \neq u(Rx)\}.
$$
Suppose ...
- 434
4
votes
1
answer
165
views
Dual spaces of Banach-valued $L^{p}$-spaces
Let $(\Omega,\mathcal{F},\mu)$ be a measure space (say complete and $\sigma$-finite, for simplicity). Furthermore, let $(X,\Vert\cdot\Vert_{X})$ be an arbitrary Banach space. I denote by $(L^{p}(\...
- 1,429
3
votes
0
answers
124
views
Estimating a solution to Euler-type ODE #2
This is a similar question to this but with a different ODE.
Let $f$ be a continuous function in $L^2([1,\infty)$ satisfying $\sup_{r\geq 1} r|f(r)| <\infty$. Let $\ell$ be a positive integer, $R&...
- 969
2
votes
1
answer
139
views
Domain of the infinitesimal generator of a composition $C_0$-semigroup
In the paper [1] the following $C_0$-group is presented,
$$
T(t)f(x) = f(e^{-t} x) , \quad x \in (0,\infty) \quad f \in E
$$
where $E$ is an ($L^1,L^\infty$)-interpolation space. In mi case, I'm just ...
1
vote
0
answers
43
views
Definition of "interval of continuity" for function defined on sets
At the beginning of Chapter 8 of Kubilius's Probabilistic Methods in the Theory of Numbers, the author defines $Q=Q(E)$ to be a completely additive nonnegative function defined for all Borel subsets $...
- 12.8k
1
vote
0
answers
54
views
Isoperimetric Inequalities in Annular Regions
Let $\Omega$ be an open set in $\mathbb{R}^2$ whose boundary is a rectifiable Jordan curve. Then an old result by Alfred Huber states that
$$
\left(\int_{\partial \Omega} e^u ds\right)^2 \geq 2 \left(...
- 434
1
vote
1
answer
97
views
Bayes classifiers with cost of misclassification
A minimum ECM classifier disciminate the features $\underline{x}$ to belong to class $t$ ($\delta(\underline{x}) = t$) if $\forall j \ne t$:
$$\sum_{k\ne t} c(t|k) f_k(\underline{x})p_k \le \sum_{k\ne ...
- 31
0
votes
0
answers
37
views
Compatibility of 2-copulas
An $n$-copula is the joint distribution function of a distribution on $[0,1]^n$ with uniform marginals. A family of 2-copulas $(C_{i,j})_{i<j\leq n}$ is compatible if there exists an $n$-copula $\...
- 677
2
votes
0
answers
30
views
Dual of homogeneous Triebel-Lizorkin
Let $ p, q \in (1,\infty)$ and consider the homogeneous Triebel- Lizorkin space $\dot{F}^{s}_{p,q}$ to be the space of all tempered distributions (modulo polynomials) with
$$
[f]^{p}_{\dot{F}^{s}_{p,q}...
- 31
3
votes
0
answers
87
views
Is the probability distribution of a graphon given as a graph limit computable?
Let $G_i$ be a sequence of finite graphs that is Cauchy in the space of graphons. That is, for every $\epsilon \in \mathbb Q_+$ there is a $N \in \mathbb N$ such that $$\forall n, m > N. \delta_\...
- 6,353
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0
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81
views
Measurable Extension
Let $(\Omega, \mathcal{F})$ be a measurable space and $X$ some metric space (probably Polish) with the Borel $\sigma$-algebra and a function $f: \Omega \times X \to \mathbb{R}$. Usually, functions ...
- 136
0
votes
0
answers
34
views
Support of a function acting on an algebra?
Quick: for a measurable function $f$ its support on Euclidean space is clearly just the subset where $f$ does not vanish.
Now, let’s have $f$ acting on an finite Lie algebra, f.e. $\mathfrak{gl}$ as $...
0
votes
0
answers
34
views
Does the definition of mixing time work for general non-Markovian processes?
A definition of the mixing time for Markov chains is given by
\begin{equation}
\tau_{\text{mix}}\equiv\inf{\{t>0: \sup_i\left\vert \frac{\boldsymbol{p}(t|p_j(0)=\delta_{ij})}{\boldsymbol{\pi}}-\...
- 31
3
votes
1
answer
269
views
Does complete and separable Wasserstein space imply a complete base space?
Also asked on math.SE.
Let $(Z,d)$ be a metric space, and for $p\geq 1$, consider a metric space $(W_p,d_{W_p})$ defined by
The Wasserstein Space $\begin{align}W_p = \{\mu|\mu\textrm{ is a Borel ...
- 305
2
votes
0
answers
67
views
Regularity and decay of Fourier-like series on a manifold
Let $D$ be a first-order self-adjoint elliptic differential operator acting on sections of a vector bundle $S$ over a closed manifold $M$. Then it is well-known that the various eigenspaces $E_\lambda$...
- 1,903
9
votes
2
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658
views
Probability that randomly chosen balls have a nonempty common intersection
Fix some $0 < r < 1$. A collection of points $x_1, \dots, x_n$ are chosen independently and uniformly at random from the closed unit ball in $\mathbb R^d$.
What is the probability that the ...
- 6,213
2
votes
0
answers
80
views
Bound from above and from below the probability that a 1-D centered random walk remains at each step inside a square root boundary
Let $W_n = \sum_{i = 1}^{n}X_i$ be a random walk on $\mathbb{R}$, where the increments $X_i$ are i.i.d., symmetric around the origin ($X\sim -X$), such that $-1\leq |X(\omega)| \leq 1$ $\forall\omega\...
- 63
2
votes
0
answers
124
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Generalization of the triangle inequality to complex exponents: What is $P\left(\left| x^{a+bi} + y^{a+bi} \right| \ge \left|z^{a+bi}\right|\right)$?
Let $x \le y \le z$ be the length of the sides of a triangle whose vertices are uniformly random on the circumference of a circle. In this question, it was proved that if $a \ge 1$, then the ...
- 5,470
13
votes
1
answer
484
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A probability involving areas in a random pentagram inscribed in a circle: Is it really just $\frac12$?
This question was posted at MSE but was not answered.
The vertices of a pentagram are five uniformly random points on a circle. The areas of three consecutive triangular "petals" are $a,b,c$...
- 3,547
1
vote
0
answers
53
views
Reference for Density question
Let $ B $ be a reflexive, separable Banach space and $ p \in (1,\infty)$. Then denote by $L^{p}(B)$ the space of all functions $$ f : \mathbb{R}^{n} \to B $$ with
$$
\int_{\mathbb{R}^{n}} \vert f \...
- 31
9
votes
1
answer
497
views
Quantum probabilistic method?
The probabilistic method uses arguments from probability to prove deterministic statements. This has been applied to diverse fields such as combinatorics, topology and number theory. In this method, ...
- 654
2
votes
1
answer
142
views
Estimating a solution to an Euler-type ODE
Let $f$ be a continuous function in $L^2([1,\infty)$ satisfying $\sup_{r\geq 1} r|f(r)| <\infty$. Let $\ell$ be a positive integer and $a$ be a real number.
Let $u(r)$ be a function on $[1,\infty)$ ...
- 969
0
votes
1
answer
182
views
Hidden Markov model with two hidden states?
I am currently studying what Markov models are, and have a question. If we have a hidden Markov model with 2 hidden states or observations, then how do we find the probability of just the main state ...
14
votes
2
answers
1k
views
A random urn problem - do the faster duplicating balls always dominate?
There are $N \geq 1$ white balls and $1$ black ball in an (infinitely big) urn. Every turn, a ball is drawn from the urn uniformly at random. If a white ball is drawn, it is put back into the urn ...
- 6,213
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
6
votes
0
answers
163
views
Wick ordering, probability vs physics
Consider a collection of creation $a^\dagger$and annihilation operators $a$. In physics one defines Wick ordering (also known as normal ordering) as a prescription to place all creation operators ...
- 721
0
votes
1
answer
100
views
Projection on a countable union of linear subspace
For any natural number $n$, $V_n$ denotes a closed linear subspace of a $L_2(m)$ space, which is an Hilbert Space, where $m$ denotes a finite measure. Moreover $(V_n)$ is increasing, that is $V_n$ is ...
- 31
1
vote
0
answers
78
views
Trace theorem for $L^2([0,1]; H^k(S^2))$
Consider a function $u$ in $L^2([0,1]; H^k(S^2))$ where $k$ is a positive integer.
Where would $u(0)$ live (or $u(r)$ for some fixed $r \in [0,1]$)? Is there a version of the trace theorem saying that ...
- 969
0
votes
0
answers
22
views
Approximation of Lipschitz functions by convex combinaison of Lipschitz functions depending on projections
Let $K\subset \mathbb R^2$ be compact. For any $c>0$, denote by ${\rm Lip}_c(K)$ the collection of Lipschitz functions $f:K\to\mathbb R$ whose Lipschitz constant is less than or equal to $c$. Set $...
- 1,334
0
votes
2
answers
167
views
Is a signed measure $\mu$ on $\mathbb{R}^d$ characterized by the transform $\mathcal{L}_\mu (\lambda ):=\int e^{\langle \lambda,x\rangle }\mu (dx)$?
In the book "Probability Theory" by Achim Klenke there's the following theorem: a finite measure $\mu$ on $[0,\infty )$ is characterized by its Laplace transform $\mathcal{L}_\mu(\lambda):=\...
- 15