All Questions
18,178 questions
0
votes
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66
views
Random elliptical potential lemma
Elliptical Potential Lemma: Let $V_0 \in \mathbb{R}^{d \times d}$ be positive definite and $a_1,a_2,...,a_n \in \mathbb{R}^{d}$ be a sequence of vectors with $||a_t ||_2 \leq L < \infty$ for all $t ...
- 61
2
votes
0
answers
75
views
Regularity of solutions to an elliptic boundary value problem
Let $M = [1,\infty)\times S^2$. For an integer $k \geq 2$ and number $\tau<0$, define the space $L^2_{\tau}([1,\infty);H^k(S^2))$ to be all $H^k(S^2)$-valued functions $u$ on $[1,\infty)$ with $\...
- 969
8
votes
1
answer
537
views
Reference request: Expository paper on the use of functional analysis in differential and integral equations
Some textbooks on functional analysis do not hint that a major raison d'être of the subject is its use in the study of differential and integral equations. The reader could go all the way through ...
2
votes
1
answer
123
views
Monotone grand coupling of Markov chains
A stochastic matrix $P$ on a finite poset $(\mathcal X,\preceq)$ is called monotone if $Pf$ is increasing whenever $f$ is. This property ensures the existence of a monotone coupling: specifically, ...
- 234
1
vote
0
answers
56
views
Finding thin plate spline subjected to boundary conditions
I am trying to formulate a problem as a PDE. What I want to know is if my formulation is correct, if it admits solution and what am I missing.
This question is related to : Thin-Plate-Spline ...
- 115
0
votes
1
answer
49
views
Characterizing filtrations generated by a stopping time
Setup
Let $\Omega$ be the set of càdlàg functions $f : [0,\infty) \to \mathbb R^d$ equipped with the Skorokhod topology for any $d \geq 1$, and let $X_t(\omega) = \omega(t)$ for any $\omega \in \Omega,...
6
votes
1
answer
528
views
A functional equation
I am working on some physics problem and got stuck with the following equation: Let $a$ be a very small positive number. Is there a bounded function $F$, $0 \leq F \leq 1$, such that for all $x \in \...
- 63
0
votes
0
answers
44
views
Integral of gradient of a function times a vector fields, null whatever the function, implies null divergence and tangential limits conditions
I'm reposting this question from math.stackexchange, as I haven't got answers so far.
At the beginning of "Brenier, Y. (1987) Décomposition polaire et réarrangement monotone des champs de
...
- 101
11
votes
1
answer
746
views
Find the area of the region enclosed by $\sin^p x+\sin^p y=\sin^p(x+y)$, the $x$-axis and the $y$-axis (comes from a probability question)
Consider the graph of $\sin^p x+\sin^p y=\sin^p(x+y)$, where $x$ and $y$ are acute, and $p>1$.
Here are examples with, from left to right, $p=1.05,\space 1.25,\space 2,\space 4,\space 100$.
Find ...
- 3,567
0
votes
0
answers
33
views
Can the optimal stopping problem be expressed in another form by strong Markov property?
$X_t$ is a strong Markov process in $(\Omega, \mathcal{F},\mathcal{F}_t,\mathbb{P})$. $\tau$ is a stopping time, $T>0, \mathbb{E}_x(\cdot)=\mathbb{E}(\cdot|X_0=x)$. By Markov property, $\mathop{\rm{...
- 11
4
votes
0
answers
158
views
Measurability of $L^{p}(L^{q})$ integrable functions
Let $ F: \mathbb{R}^n \times (0,\infty) \to \mathbb{R}$ be a function with the property that
$
\int_{\mathbb{R}^n} \big[ \int_0^\infty |F(x,r) |^q \, dr \big]^{p/q} \, dx < \infty
$
In addition we ...
- 41
0
votes
0
answers
40
views
Iterating partially-unconstrained optimization with projection
Let $f:H\to \mathbb{R}$ be a strictly convex Fréchet differentiable, coercive function on a separable Hilbert space $H$ and let $C_1,C_2\subseteq H$ be closed and convex.
I want to optimize
$$
\tag{(A)...
- 5,405
0
votes
0
answers
53
views
Vectors of complex exponentials span $\mathbf{C}^N$
Let $Q = [0,1]\times [0,1]$. Let $1\leq k < \infty$ and $\{(x_l,\xi_l)\}_{l=1}^{k}\subseteq Q$ be such that $(x_i,\xi_i)\ne (x_j, \xi_j)$ for $i\ne j$. Additionally, for $1\leq l \leq k$, let $n_l\...
- 171
2
votes
0
answers
55
views
stochastic process and integral
Let $(X_n(t))_{t\in [1,+\infty], n\geqslant 1}$ be a sequence of nonnegative random variables and $(\mathcal{F}_s)$ a filtration ($\mathcal{F}_s \subset \mathcal{F}_r$ for $s\leqslant r$). We assume ...
- 29
0
votes
1
answer
114
views
Ball in separable Banach space has positive Gaussian measure
I have (presumably non-degenerate) Gaussian $\mu$ over separable Banach space $X$. I would like to prove that for any ball of radius $r$ centered at $x$, $\mu(B_r(x))$. I know how to prove this in ...
- 379
1
vote
1
answer
127
views
approximating differentiable functions with double trigonometric polynomials
Let $Q = [0,1]^2$. For sake of notation, let
$$
f^{(i,j)}(x,\xi) = \frac{\partial^{i+j}}{\partial x^i \partial \xi^j}f(x,\xi).
$$
Fix some non-negative integer $k$. Moreover let $f\in C^k(Q)$ if
$$
\|...
- 171
6
votes
0
answers
293
views
Looking for Mackey's PhD thesis, "The subspaces of the conjugate of an abstract linear space"
I'm looking for a copy of George Mackey's PhD thesis, The subspaces of the conjugate of an abstract linear space (Harvard Univ., 1942), but am currently struggling to find one online, with the only ...
- 11.8k
2
votes
0
answers
132
views
Convergence of integral operators' inverses
Let $K$ be a positive definite integral operator with continuous kernel $K(x,y)$ defined by
$$
Kf(x) = \int_0^1 K(x,y) f(y) \, dy.
$$
Let $K_n$ denote the matrix $K(x_i, x_j)$ with $x_i = i /n$ and ...
- 620
3
votes
2
answers
250
views
Existence of a positive measurable set with disjoint preimage under iterated transformation
Let $(X,\mathcal B,\mu)$ be a atomless probability measure space and $T:X\to X$ be a non-singular transformation such that $\mu\left({x\in X: T^n(x)=x}\right)=0$ for every $n\ge 1$. Let $A\in \mathcal ...
- 105
2
votes
1
answer
119
views
Simultaneous Concentration of $\sum_{i = 1}^{n} X_i^2$ and $\sum_{i = 1}^{n} X_i$ with $X_i$ iid. Poisson
Consider $n$ independent Poisson(1)-distributed random variables $(X_i)_{1 \leq i \leq n}$.
This is a (hopefully more interesting) follow-up question to Super-exponential concentration for $\frac{\...
- 578
2
votes
1
answer
138
views
How to lower bound the absolute value of the difference of two Kullback-Leibler divergences given the constrains below?
Given that $\min (D[p_1||p_3],D[p_2||p_4])=a$, how to find a lower bound of the difference $\left \vert D[p_1\parallel p_2]-D[p_3\parallel p_4] \right\vert$ with respect to $a$? If the condition is ...
- 31
2
votes
0
answers
151
views
Does the complex interpolation space $(L^1(\mathbb{R}),W^{2,1}(\mathbb{R}))_{\frac{1}{2}}$ continuously embed into $L^\infty(\mathbb{R})$?
The complex interpolation space between $(L^p(\mathbb{R}),W^{2,p}(\mathbb{R}))_\theta$ with interpolation parameter $\theta=\frac{1}{2}$ is known to be $W^{1,p}(\mathbb{R})$ for $1<p<\infty$. As ...
- 989
1
vote
1
answer
129
views
Small total variation distance between sums of random variables in finite Abelian group implies close to uniform?
Let $\mathbb{G} = \mathbb{Z}/p\mathbb{Z}$ (where $p$ is a prime). Let $X,Y,Z$ be independent random variables in $\mathbb G$.
For a small $\epsilon$ we have $\operatorname{dist}_{TV}(X+Y,Z+Y)<\...
- 23
0
votes
1
answer
65
views
Strict positive definite function gradient tuple
I have a (Gaussian) random function (aka "stochastic process" or "random field") $(f(t))_{t\in \mathbb{R}^d}$. I now want to consider the vector valued random function $g=(f, \...
- 385
2
votes
1
answer
197
views
Prékopa-Leindler style inequality?
Does anyone know a simple proof of the following Prékopa-Leindler style inequality:
If we have $f_1,f_2,g_1,g_2$ strictly positive functions on $\mathbb{R}$ such that, for any $x_1,x_2 \in \mathbb{R}$,...
- 125
1
vote
1
answer
121
views
An asymptotic integral with complex phase
Suppose that $D\subset \mathbb R^2$ is the closed unit disk and that $f\in C^{\infty}(D)$. Assume that for all $\lambda \in (1,\infty)$ there holds
$$ \left|\int_D f(x^1,x^2)\, e^{\lambda (x^1+ix^2)}\,...
- 4,143
0
votes
0
answers
77
views
Wasserstein space isomorphic to original space?
Is there a complete measurable metric space $(X,d)$ for which its $p$-Wasserstein space $W(X)$ is isometrically isomorphic to $(X,d)$ for some $p \in [1,\infty]$?
Note that there is a canonical non-...
0
votes
1
answer
53
views
Rate of convergence of the minimum point over a product space
Let $f(\theta, \epsilon)$ be smooth on $[0,2\pi] \times [0,\infty)$ such that
$f(\theta, \epsilon)$ converges to $f(\theta, 0)$ uniformly as $\epsilon \rightarrow 0$.
$f(\theta, \epsilon) > 0$ for ...
- 434
-1
votes
1
answer
139
views
$L^1$ convergence
Setting
For $i \in \mathbb{N}$, consider two sequences $f_i,g_i \in L^1(\mathbb{R})$ such that $$ f_i \rightarrow_{L^1} f \in L^1(\mathbb{R}) $$ and also $$ g_i \rightarrow_{L^1} g \in L^1(\mathbb{R})...
- 125
3
votes
0
answers
105
views
Maximal-type inequality for a Borel probability measure supported on a subset of $L^2(\mathbb{R}^d)$
Let $\mu$ be a Borel probability measure on $L^2(\mathbb{R}^d)$ for $d\ge 1$ which is moreover supported on the unit sphere
$$S=\{\phi\in L^2(\mathbb{R}^d): \| \phi\|_{ L^2(\mathbb{R}^d)}=1\}.$$
Let ...
- 870
3
votes
1
answer
177
views
Gaussian free field from Liouville quantum gravity?
If $\Sigma$ is a Riemann surface, there are two measures on $\text{H}^s(\Sigma)$:
the Gaussian free field $h(z)$ and
the Gaussian multiplicative chaos $\mu(z)= \lim_{\epsilon\to0} e^{\gamma h_\...
- 5,701
0
votes
1
answer
77
views
Decay rate of minimum point over a product space
Let $f(\theta, \epsilon)$ be smooth on $[0,2\pi] \times [0,\infty)$ such that
$f(\theta, \epsilon)$ converges to $f(\theta, 0)$ uniformly as $\epsilon \rightarrow 0$.
$f(\theta, \epsilon) > 0$ for ...
- 434
3
votes
0
answers
73
views
About the J-method of interpolation
In the classic text of J.Bergh and J.Lofstrom, Interpolation Spaces, the $J$-method of real interpolation defines a functor in the following way: For $0<\theta<1$ and $1\leq q\leq \infty$ we ...
0
votes
0
answers
38
views
Reference on multifractal complex measures?
This is a cross-post of this physicsSE post; I am also posting it here since this question lies at the boundary of both physics and math.
I am learning about multifractal formalism recently. It seems ...
- 715
2
votes
1
answer
79
views
Hausdorff-Lipschitz continuity of cone correspondence
Let $\mathbb{R}_+$ denote the strictly positive real numbers, let $\mathcal{X} \subset \mathbb{R}^n$ and $\mathcal{P} \subset \mathbb{R}^m$ be compact and convex subsets, let
\begin{equation}
f: \...
- 55
2
votes
0
answers
70
views
Schauder Frames in nuclear vector spaces
In recent years, the definition of frame has been extended to locally convex topological vector spaces (lcs) (1). In particular, let $X$ be a lcs and $X'$ its dual. A sequence $\big((x_n,y_n)\big)_{n\...
- 655
11
votes
1
answer
676
views
Entropy arguments used by Jean Bourgain
My question comes from understanding a probabilistic inequality in Bourgain's paper on Erdős simiarilty problem: Construction of sets of positive measure not containing an affine image of a given ...
- 196
25
votes
5
answers
2k
views
Find the area of the region enclosed by $\frac{\sin x}{\sin y}=\frac{\sin x+\sin y}{\sin(x+y)}$ and the $x$-axis (comes from a probability question)
This question resisted attacks at MSE, so I am posting it here.
Here is the graph of $\dfrac{\sin x}{\sin y}=\dfrac{\sin x+\sin y}{\sin(x+y)}$.
Find the area of the region enclosed by the curve and ...
- 3,567
0
votes
0
answers
57
views
Projection measure and an integral formula for Lipschitz functions
Let $n\geq m\geq 0$ be integers and put $k=n-m$. Let $A\subset\mathbb{R}^n$ be Borel measurable, we define the projection measure of $A$ as
$$\mu_k(A):=\underset{P_1, \ldots, P_r}{\sup_{A=A_1\sqcup\...
- 75
2
votes
1
answer
126
views
Subspaces of $C_0$ on which $p$-norm are equivalent?
I have a question concerning the generalization of the following fact.
Let $E = C^0([0,1],\mathbb{R})$ endowed with the $\|.\|_\infty$ norm. One can show that if $F$ is a subspace of $E$ for which ...
- 125
0
votes
0
answers
74
views
Finding a collection of random variables satisfying (exactly or numerically) a given set of moment identities
Let $X_p$ for $p\in \mathbb{Z}$ be a collection random variables that satisfy for all $k>0$, $p\in \mathbb{Z}$:
$$\sum_{p_1+\dots+p_k=p} \mathbb{E}[X_{p_1} \dots X_{p_k}]=\begin{cases}
0 &...
- 133
1
vote
0
answers
92
views
Modulus of Continuity, Heat Flow, and Derivative Estimates
Given $f : \mathbf{R}^d \to \mathbf{R}$, define $P_t f$ by
\begin{align}
(P_t f)(x) = \mathbf{E} \left[ f (x + \sqrt{t} G) \right],
\end{align}
where $G \sim \mathcal{N} (0, I_d)$ is a standard ...
- 801
0
votes
1
answer
102
views
On weighted Fourier transforms
Suppose that $f\in L^{\infty}((0,1))$ and that there exists $c_1,c_2>0$ such that
$$ \left|\int_0^1 e^{i \xi x} e^{-|\xi|^{-1}x}f(x)\,dx \right| \leq c_1 e^{-c_2|\xi|} \quad \forall\, |\xi|>1.$$
...
- 4,143
3
votes
0
answers
128
views
Image of trace operator on $W^{2,1}(\mathbb{R}^2)$
It is known that for a domain $\Omega\subset \mathbb{R}^2$ with $C^1$ boundary $\partial\Omega$, that the trace operator is bounded and surjective from $T:W^{1,1}(\Omega)\to L^1(\partial\Omega)$.
For ...
- 989
0
votes
0
answers
92
views
MDP Average Reward independent of Initial State
Consider a Markov Decision Process where the state space $S$ and the action space $A$ are continuous and compact.
In state $s$, if action $a$ is chosen and the next state becomes $s'$, the ...
- 115
0
votes
0
answers
90
views
What is the direct role of exchangeability in ensuring coverage in conformal prediction?
I was wondering how exchangeability directly relates to the proof of the coverage guarantee in conformal prediction. In most papers I have seen, usually they say that by exchangeability the order of ...
- 21
4
votes
1
answer
234
views
Maximum entropy probability distribution with fixed interval and variance?
What is the maximum entropy probability distribution if the support is a fixed interval (e.g. $[-1,1]$) with an already known variance?
If we know the support is a fixed interval, then the maximum ...
- 43
1
vote
1
answer
99
views
Maximum column norm of random $A^{-1}B$
Suppose that $A$ is an $n$ by $n$ Gaussian matrix (each component i.i.d. normal distributed with mean 0 and variance 1). Let $b$ be a $n$-Gaussian vector. Then it could be easily proven that the ...
- 33
6
votes
0
answers
197
views
Prokhorov's theorem for countably many random measures on a Polish space
I am looking for help to show the following lemma:
Lemma Let $(\Omega,\mathcal A,\mathbb P)$ be a complete, standard Borel probability space and $\mathcal X$ a Polish space. Let $\mathcal P(\mathcal ...
3
votes
1
answer
271
views
Expectation on a Polish space
I was wondering, if given a Polish space $X$, and given some probability measure $p$ on $X$, can the expectation of an $X$-valued function be taken? In particular, would the integral
$\int_X x dp$ ...
- 291