All Questions
1,779 questions
7
votes
2
answers
321
views
Random suborbits of a rotation
Let $u_n = x + n\alpha \pmod 1$ with $\alpha$ irrational. We know that $(u_n)_{n \geq 0}$ is dense in $\mathbb{R}/\mathbb{Z}$ (equivalently $(u_n)_{n \geq 0}$ visits every open interval infinitely ...
- 2,560
7
votes
0
answers
222
views
Projected polar chessboard measure convergence in total variation?
$\newcommand\R{\mathbb R}\newcommand\C{\mathbb C}\newcommand\ga{\gamma}$For natural $n$, let $E_n$ be the set of all points in $\R^2$ with "polar coordinates" $(r,t)$ in the set
$$F_n:=\...
- 128k
7
votes
0
answers
452
views
Does the law of a Feller Process on a non-locally-compact Polish space depend continuously on the initial condition (in Skorohod path-space)?
I am sure this is written down somewhere but cannot find it.
Consider a Polish space $E$ and a strong Markov process $(X_t)_{t\ge 0}$ with values in $E$ and cadlag paths. More precisely, we have a ...
- 888
7
votes
1
answer
390
views
Combinatorial/probabilistic statements having $F_{\text{un}}$/$F_q$ geometric interpetation
$\newcommand{\Fun}{F_\text{un}}$There was lots of "Fun with $\Fun$" (field with one element) in recent years.
One of the points is that it provides bridge between geometrical and ...
- 24.9k
7
votes
1
answer
310
views
Local Lipschitzness of parameterization of Gaussians in Wasserstein space
Fix a positive integer $n$ and consider the $2$-Wasserstein space $\mathcal{P}_2(\mathbb{R}^n)$. Let $X$ be the cone of $n\times n$ symmetric positive semidefinite matrices with Frobenius norm and ...
- 169
7
votes
1
answer
569
views
Singular Fisher information matrix and existence of unbiased estimators
I'm doing some research into the Cramer-Rao bound for time of arrival localization and have come across a rather strange result: the FIM is singular, but there exists an unbiased estimator. My ...
- 75
7
votes
1
answer
627
views
Do there exist three pairwise independent random variables, such that their sum is zero?
Do there exist such three non-constant pairwise independent random variables $X, Y, Z$ such that $X + Y + Z = 0$?
I managed only to prove the following two facts:
If such $X, Y, Z$ exist, they are ...
- 2,618
7
votes
2
answers
530
views
The kernel of all invariant means
Let $G$ be a discrete group which is amenable (i.e. it admits an left-invariant mean, i.e. a continuous positive normalised linear functional $m:\ell^\infty(G) \to \mathbb{R}$ such that $\forall g \in ...
- 4,432
7
votes
0
answers
4k
views
Explicit element of $(\ell^{\infty})^* - \ell^1$? [duplicate]
Possible Duplicate:
What’s an example of a space that needs the Hahn-Banach Theorem?
It is well known that the dual of $\ell^{\infty}$ properly contains $\ell^1$ (over $\mathbb{N}$, say). ...
- 25.6k
7
votes
4
answers
3k
views
Upper bound of the expectation of sum of the absolute value pairs
We have two arrays $A,B$ of length $n$. All values are i.i.d drawn from same distribution on $[0,1]$. If we sort $A,B$ in non-decreasing order and let $A_{(i)},B_{(i)}$ denote the i-th value in the ...
user124861
7
votes
2
answers
649
views
What's the standard name for sets of a given size with maximal probability (or a given probability and minimal size)?
The definition I'm going to give isn't quite the concept I really want, but it's a good approximation. I don't want to make the definition too technical and specific because if there's a standard name ...
- 5,992
7
votes
2
answers
3k
views
The largest Wasserstein distance to uniform distribution among all probability distributions with uniform marginals
I am looking for the largest Wasserstein distance to the uniform distribution among all probability distributions with uniform marginals.
More specifically, let $\Xi=\{1,2,\ldots,N\}^2$, and let $\nu$...
- 422
7
votes
1
answer
220
views
Is $C^{\infty}(E)$ a projective Frechet $C^{\infty}(M)$-module for a $C^{\infty}$-fiber bundle $E\to M$ with compact fiber?
The question is a special case of a previous question.
Let $M$ be a compact smooth manifold, then it is clear that $C^{\infty}(M)$ is a Frechet algebra with pointwise multiplication and a collection ...
- 9,019
7
votes
1
answer
210
views
$GL_1(\mathcal{E}'(\mathbb{R}))$ open in $\mathcal{E}'(\mathbb{R})$?
Let $\mathcal{E}'(\mathbb{R})$ be algebra of all compactly supported distributions on $\mathbb{R}$, equipped with the strong dual topology $\beta(\mathcal{E}',\mathcal{E})$, and with the usual ...
- 73
7
votes
2
answers
2k
views
Method of characteristics for higher order PDEs in more than two variables
I am trying to understand the mathod of characteristics for solving partial differential equations. However, all the examples I found over the internet are for first order PDEs or for second order ...
- 8,998
7
votes
1
answer
509
views
An order statistics problem with some interesting geometry
Let $a_n$ be a given sequence of positive numbers, and $X_n$ a sequence of independent random variables with each $X_n$ uniformly distributed on $[0, a_n]$.
Question: Let $N \geq 2$ be an arbitrary ...
- 6,223
7
votes
1
answer
572
views
What is $\hat{A}=\{[\pi]:\pi$ is a irreducible representation of $A$} ( $A$ is a $C^*$-algebra)?
Let $A=\{f:[0,1]\to M_2(\mathbb{C}): $f continuous and $ f(0)=\begin{pmatrix} f_{11}(0) & 0 \\ 0 & f_{22}(0) \end{pmatrix}\}$ be a $C^*$-algebra with pointwise multiplication, involutions and ...
- 1,188
7
votes
1
answer
429
views
Open projections and Murray-von Neumann equivalence
Let $\mathcal{A}$ be a $C^*$-algebra and $p\in\mathcal{A}^{**}$ be an open projection, that is, $p=p^*=p^2$ and $p\in\overline{(p\mathcal{A}^{**}p\cap\hat{\mathcal{A}})}^{\operatorname{w}^*}$, where $\...
- 619
7
votes
1
answer
756
views
Taylor expansion with remainder on locally convex spaces
It is usual to introduce Fréchet and Gâteaux derivatives in Banach spaces. In this context, the familiar Taylor expansion with remainder is also at hand, as you can see on the picture below taken from ...
- 3,535
7
votes
3
answers
330
views
Quantifying the noninvertibility of a function
Given a function $f$ from a finite set $X$ to itself, it seems natural to consider $\kappa_f := (\sum_{x \in X} |f^{-1}(x)|^2)/|X|$ as a measure of the non-invertibility of $f$: it equals 1 if $f$ is ...
- 19.7k
7
votes
1
answer
499
views
Moments of a random variable and of its conditional expectation
Let $X$ be a bounded random variable with $\mathbb{E}X=0$. Since $X$ is bounded, all its moments exist. Let $\mathcal{G}$ be any $\sigma$-field and let $Y:=\mathbb{E}[X|\mathcal{G}].$ I am interested ...
- 1,269
7
votes
1
answer
545
views
Is the fundamental group of $II_{1}$ factors invariant under a relation?
In order to define the equivalence relation, let's first recall the Tomita-Takesaki modular theory and conditional expectation for von Neumann algebras.
Let $H$ be a separable Hilbert space and $B(H)$...
7
votes
2
answers
2k
views
Arbitrary union of meagre open sets
Let $X$ be a topological space. A subset $M$ of $X$ is called meagre (or of first category) if it is covered by the union of a countable family of closed subsets of $X$ with empty interior.
Can you ...
- 73
7
votes
2
answers
665
views
Non-separable metric probability space
Let us say a metric probability space $(X,\rho,\mu)$ has property (*) if:
the support of $\mu$ is contained in a separable subspace of $X$.
Questions:
1. Is there a standard name for this property?
...
- 6,541
7
votes
0
answers
304
views
Derivation of a stochastic Navier-Stokes equation under the assumption of perturbed particle trajectories
Let
$d\in\left\{2,3\right\}$
$\mathcal V_t\subseteq\mathbb R^d$ be the bounded domain occupied by an incompressible Newtonian fluid at time $t\ge 0$
$\Phi_t:\mathcal V_0\to\mathcal V_t$ such that $\...
- 167
7
votes
2
answers
639
views
Is there an algebraically normal function from $\mathbb{Z}^{n}$ to $\{ 0 , 1\}$?
Definition: Let $h$ be a polynomial in $n$ variables, then :
$\gamma(h,r,R):=\{ v \in \mathbb{Z}^{n} : \vert h(v) \vert \leq r, \Vert v \Vert < R \}$
Let $\omega : \mathbb{Z}^{n} \to \{ 0 , 1\}$...
7
votes
1
answer
789
views
Subadditivity of the square root for matrices
For positive numbers $a$ and $b$ we have the inequality $\sqrt{a+b} \leqslant \sqrt{a} + \sqrt{b}$. Is it true that the same holds if we take $a$ and $b$ to be positive semidefinite matrices?
If not, ...
- 5,005
7
votes
2
answers
614
views
Fractional Brownian motion of Riemann-Liouville type is not a semimartingale
Given a filtered probability space $(\Omega,\mathcal{F},\mathbb{F},\mathbb{P})$ satisfying the usual conditions, $B$ a standard one-dimensional Brownian motion and $H\in(0,1/2)$. Consider the process $...
- 199
7
votes
2
answers
984
views
Brownian motion in $n$ dimensions
Consider a particle starting at the origin in $\mathbb{R}^n$ and undergoing Brownian motion. Is there an expression known for the probability of the particle hitting the sphere $S^{n - 1}_r = \{x \in \...
- 73
7
votes
2
answers
1k
views
Prove that a given distribution is tempered
Suppose I have a distribution $E$ such that $\phi \ast E$ is square-integrable for all $\phi \in C_c^\infty \left( \mathbb{R}^d \right)$. Is it possible to prove that $E$ is tempered? It seems ...
- 651
7
votes
2
answers
837
views
measurable linear functionals are also continuous on separable Banach spaces?
It is well known continuous linear functionals are (Borel) measurable. I have read, as a remark, the converse is also true for separable Banach spaces, but I could not find any references.
- 319
7
votes
2
answers
2k
views
Questions on topologies on space of Radon measures
Consider the space $C_c(\mathbb{R})$ of continuous real-valued functions on $\mathbb{R}$ equipped with the inductive limit topology by $C_c(\mathbb{R}) = \bigcup_{n \in \mathbb{N}} C_c(\mathbb{R}, K_n)...
- 1,773
7
votes
2
answers
449
views
Distribution that vanishes against approximated delta is zero
Suppose we have a Schwartz distribution $\phi$ on $\mathbb{R}^d$ such that $$ \forall x, \ \lim_{\lambda \to 0}| \langle\phi, \psi^{\lambda}_x \rangle| =0$$
where $\psi^{\lambda}_{x}=\lambda^{-d}{\...
- 387
7
votes
2
answers
706
views
Poisson binomial conjecture
Let $X_i\in\{0,1\}$
be mutually independent and distributed according to $\mathrm{Bernoulli}(p_i)$
and similarly, $Y_i\sim\mathrm{Bernoulli}(q_i)$,
for some parameters $p,q\in[0,1]^n$. Put $X:=\sum_{i=...
- 6,541
6
votes
1
answer
264
views
Which orthant probabilities are the largest? (For a multivariate normal distribution)
I have a $k$-dimensional multivariate normal distribution $X∼N(0,\Sigma)$ with covariance matrix $\Sigma$. $\Sigma$ has two distinct eigenvalues, say $\lambda_1 > \lambda_2$, with orthogonal ...
6
votes
1
answer
375
views
Deviation bound for the maximum of the norm of Wiener process
Let $W(t)$ be an $n$-dimensional Wiener process. Denote by $\chi_n^2$ a chi-squared random variable with $n$ degrees of freedom. I have recently found the following inequality given without proof:
$$
{...
- 61
6
votes
0
answers
321
views
extensions of the Nekrasov-Okounkov formula
This post is related to the issues addressed in
A q,t-extension of Plancherel Measure thru Yang-Mills Theory ?
however the generalization/interpolation which John Mangual asks for looks different ...
- 2,137
6
votes
1
answer
837
views
Average minimum number of random k-sparse vectors in GF(2) to span the whole space?
What is the average minimum required number of independent $k$-sparse (having at most $k$ non-zero elements) random vectors belonging to $\mathbb{F}_2^n$ to span the whole space of $\mathbb{F}_2^n$? ...
- 307
6
votes
1
answer
574
views
English translation of Schwartz's papers on vector-valued distributions
I am interested in systematically studying the theory of vector-valued distributions. The original two papers due to Laurent Schwartz entitled Théorie des distributions à valeurs vectorielles. I & ...
- 183
6
votes
2
answers
325
views
Nonvanishing section of infinite-dimensional tautological bundle
Let $H$ be a real or complex Hilbert space. In the case where $H$ is infinite-dimensional, let us define a half-dimensional subspace as a subspace $W \subset H$ such that both $W$ and $W^\perp$ have ...
- 9,853
6
votes
1
answer
642
views
Bochner-Minlos for moment-generating functions?
It is well-known that the Bochner-Minlos theorem characterises measures on duals of nuclear spaces by their characteristic functions. Is there a similar version for moment-generating functions?
I have ...
- 651
6
votes
1
answer
1k
views
Is there a McDiarmid-type inequality for sequences with a finite range of dependence?
Let $X, X_1, X_2, \ldots, X_N$ be a sequence of identically distributed random variables with $0 \leq X \leq 1$.
We do not assume the sequence is iid, but rather allow the random variables to be ...
- 2,155
6
votes
2
answers
539
views
Is there a reasonable notion of spectral theorem on a pre-Hilbert space?
I'm trying to understand how bad things could possibly get without Cauchy completeness as a criterion for Hilbert spaces in quantum mechanics. Obviously, doing calculus on a pre-Hilbert space would be ...
- 269
6
votes
1
answer
294
views
Idempotent functions on Sp(1)
The quaternion group $Sp(1)\simeq S^3$ can be understood as $(z,w)\in\mathbb {C}^2$ with $|z|^2+|w|^2=1$ where multiplication is defined by $(z,w)(t,s)=(zt-\bar{s}w,zs+\bar{t}w)$.
Question: How do ...
- 1,583
6
votes
0
answers
83
views
Are invertible measures strictly dense?
Let $L_1(\mathbb T)$ be considered as a closed ideal of $M(\mathbb T)$, the Banach algebra of measures on the circle. Then $M(\mathbb T)$ can be identified with the multiplier algebra of $L_1(\mathbb ...
- 113
6
votes
1
answer
392
views
Does $E^{x,t}(f(X_T))$ solve a PDE if $f$ is not continuous?
Many books [see below for references] explore the connections between partial differential equations and expectation values.
Assume $X$ is a diffusion with generator $A$, then they conclude, that ...
- 237
6
votes
4
answers
3k
views
Calculating the probability of an event defined by a condition on a Gaussian random process
Although the question itself can be expressed succinctly, I couldn't come up with a nice self-explanatory title - suggestions are welcome.
Motivation/Background
I was investigating whether it would ...
6
votes
2
answers
1k
views
The contractivity of the heat semigroup in $L^p$ spaces
Let $M$ be a Riemannian manifold. By functional calculus, it is immediate to show that the heat semigroup is a contraction in $L^2(M)$. I can also show that it is a contraction in any $L^p(M)$ with $p ...
- 5,407
6
votes
1
answer
883
views
Random walk with positive uniformly distributed steps
Let $U_1,U_2,\ldots$ be iid random variables distributed uniformly on $[0,1]$. I am interested in the random walk $X_i = \sum_{j \leq i} U_j$. In particular,
What is the expected number of points ...
- 1,906
6
votes
3
answers
852
views
Are nuclear operators closed under extensions?
Given $X_i, Y_i$ Banach spaces, $f_j, g_j, T_i$ bounded linear operators for $i=1,2,3$ and $j=1,2$. We have the following diagram
$\require{AMScd}$
\begin{CD}
0 @>>> X_1 @>f_1>> X_2 ...
- 1,338