All Questions
1,766 questions
6
votes
3
answers
447
views
Isoperimetric inequality for $\epsilon$-expansion of a set only along a certain subspace
Let $\gamma_n$ be the standard gaussian distribution on $\mathbb R^n$. Let $V$ be a $k$-dimensional subspace of $\mathbb R^n$. Finally let $A$ be any (nonempty) Borel subset of $A$ with $\gamma_n(A) = ...
- 6,853
6
votes
1
answer
693
views
Do multiplicative Banach limits exist?
Let $(D, \succeq)$ be a directed set, and let $B$ be the space of real-valued bounded functions on $D$. A Banach limit $\ell$ on $D$ is a linear functional that satisfies
$$\sup_{d \in D} \inf_{c \...
- 869
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
2
answers
5k
views
Can I relate the L1 norm of a function to its Fourier expansion?
I would like to express the integral of the absolute value of a real-valued function $f$ (over a finite interval) in terms of the Fourier coefficients of $f$. Failing that, I would like to know of any ...
- 185
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
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
2
answers
497
views
Average distance of the mean of $n$ random complex numbers in a unit disc
Let $z_1,z_2,\dots,z_n$ be $n$ complex numbers distributed uniformly and randomly over the unit disc $x^2+y^2 \leq 1$. Let $z$ be the complex number defined by the mean of the of these numbers,that ...
- 826
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
1
answer
3k
views
Minimum Hamming Distance Distribution in a Random Subset of Binary Vectors+
Select $K$ random binary vectors $Y_i$ of length $m$ uniformly at random.
Let the following collection of random variables be defined: $X_{i,j}=w(Y_i \oplus Y_j)$ where $w(\cdot)$ denotes the Hamming ...
- 10.4k
6
votes
1
answer
798
views
Prohorov's theorem for random elements of Hilbert space: weak convergence
Let $(\Omega,\mathcal{F},P)$ be a probability space and let $(E,\mathcal{E})$ be a separable Hilbert space ($E$) with Borel $\sigma$-algebra $\mathcal{E}$. For concreteness let us set $E=L^{2}[a,b]$ ...
- 61
6
votes
0
answers
241
views
Extension of positive functionals
Let $X$ be a function space as $C(K)$ or $L^p$, with its usual norm and order, that is $f \le g$ if and only if $f(x) \le g(x)$ for a.e. $x$. If $M$ is a subspace of $X$ and $L:M \to \bf R$ is a ...
- 6,035
6
votes
2
answers
293
views
Expectation of the inner product of a subset of two random orthonormal vectors
Setting: Consider sampling two orthonormal vectors $\mathbf{u},\mathbf{v}$ in $\mathbb{R}^p$ (where $p\ge2$) from a "uniform" distribution over the $p$-dimensional sphere (alternatively, ...
- 673
6
votes
1
answer
2k
views
Topological conditions of Kolmogorov Extension Theorem
KET is often used to construct stochastic processes in continuous time when the state space is $\Bbb R^d$. As far as I am familiar with its proof, it uses standard monotonic class-like arguments ...
- 1,655
6
votes
1
answer
236
views
Potential p-norm on tuples of operators
Consider $\left[\begin{matrix}A \\ B\end{matrix}\right] \in B(H)^2$. One can define
$$
\left\|\left[\begin{matrix}A \\ B\end{matrix}\right]\right\|_p = \| |A|^p + |B|^p\|^{1/p}.
$$
Q: Is this a norm?
...
- 3,984
6
votes
3
answers
999
views
Does there exist an almost surely differentiable martingale?
Does there exist a continuous time martingale $X_t$ not a.s. constant in $t$ that is almost surely everywhere differentiable?
- 6,223
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
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
6
votes
2
answers
2k
views
Weak convergence + convergence of the norm implies strong convergence in Orlicz spaces
It is known [1, proposition 3.32] and a classical trick in PDEs that, in any uniformly convex Banach space $X$, weak convergence $x_n\rightharpoonup x$ together with convergence of the norm $\|x_n\|_X\...
- 5,380
6
votes
2
answers
3k
views
Fourier series representing a continuous function?
This is maybe not really research level, but I have not found anything in the literature, and asking on math.stackexchange wasn't successful either.
Fourier series define an isometry $L^2(\mathbb{Z}) ...
- 976
6
votes
1
answer
498
views
A finely open set, not open up to polar set?
I already asked this on M.SE, but get no answers.
Is there a (simple) example of a finely open set (i.e. w.r.t. the fine topology in potential theory) $O$ in $\mathbb R^n$, $n \ge 2$, which is not ...
- 1,724
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
6
votes
1
answer
549
views
Volume doubling, uniform Poincaré, counterexample
The Poincaré inequality and the volume doubling property are important notions related to heat kernel estimates.
Pavel Gyrya and Laurent Saloff-Coste obtain the two sided heat kernel estimate of ...
- 721
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
300
views
A natural fragmentation process
Starting from the length-1 list whose only entry is 1, iterate the process of replacing the last (and largest) entry in the list of length $n$ (call that entry $m$) by the two numbers $mU_n$ and $m(1-...
- 19.7k
6
votes
2
answers
460
views
Terminology: Banach spaces equipped with continuous associative product?
This is admittedly a low-interest question mathematically, and is arguably a question I could resolve if I had time over the next few days to go and look through a large number of the Banach algebra/...
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
0
answers
182
views
Factorization of metric space-valued maps through vector-valued Sobolev spaces
Let $(X,d,m)$ and $(Y,\rho,n)$ be metric measure spaces and let $f:X\rightarrow Y$ be a Borel-measurable function for which there is some $y_0$ and some $p\geq 0$ such that
$$
\int_{x\in X}\,d(y_0,f(x)...
- 5,405
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:
$$
{...
- 61
6
votes
2
answers
2k
views
Is the Binomial Expectation of Convex Function Convex in p?
Suppose $X$ has a binomial distribution with success probability $p$ and $n$ trials and let $h(\cdot)$ be a positive convex real-valued function.
Is the function $g(p)=\mathbb{E}[h(X)\ |\ p]$ convex ...
- 103
6
votes
1
answer
754
views
Banach Manifold
Let $M$ and $N$ be closed manifolds. Is it true that
$C^{k}(N,M)$, which is the space of functions $f: N\to M$ such that $f\in C^{k}$, is a $C^{\infty}$ Banach manifold? If so, can you help me to ...
- 225
6
votes
1
answer
538
views
Growth rate of the infinity norm of Discrete Fourier Transform of +1,-1 vectors
Let $f=(f_0,\ldots,f_{n-1})$ be a vector in $V_n=\{\pm 1\}^n$. Let
$F=(F_0,\ldots,F_{n-1})$
be its (discrete) Fourier transform defined by
$$
F_k=\sum_{x=0}^{n-1} f_x \omega_n^{x k}
$$
where $\...
- 10.4k
6
votes
3
answers
939
views
Uniformly distributed sequence in $\mathbb{R}$
We say that a sequence $(x_n)_{n=1}^\infty \subseteq \mathbb{R}$ is "uniformly distributed in $[a,b]$", with $a < b$, if $(x_n)_{n=1}^\infty \cap [a,b] \neq \varnothing$ and
$$\lim_{N \to \infty} \...
- 61
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
291
views
Analytic maps on Banach spaces: analyticity upgrade
Consider the following problem.
Let $E,F,G$ be real or complex Banach spaces, such that $F\subset G$ with continuous embedding. Let $U\subset E$ an open set and
$$ f:U\to G $$
an analytic map, such ...
- 1,075
6
votes
1
answer
333
views
Lower bound for probability of getting exactly one head with pairwise independence
Say we toss $d$ pairwise independent coins, each with probability $1/d$ of getting a head. What is the highest lower bound one can give for the probability of getting exactly one head?
If they had ...
- 3,377
6
votes
0
answers
295
views
Dimension-free sample complexity for estimating Gaussian covariance
(also asked on math.se, with no answers)
Suppose I have $m$ samples drawn from a Gaussian in $\mathbb{R}^n$, and need sample covariance $\Sigma_m$ to be $\epsilon$-close to true covariance $\Sigma$:
$$...
- 2,252
6
votes
3
answers
1k
views
Orthonormal basis in $W^{1,2}([0,1])$
Consider the Hilbertspace $W^{1,2}([0,1])$ (i.e. Sobolev space) with the standard inner product which is defined by: $(f,g) = (f,g)_{L^{2}([0,1])} + (f',g')_{L^{2}([0,1])}$. Here $[0,1]$ is not ...
- 63
6
votes
2
answers
1k
views
Do binary symmetric channels maximize mutual information?
Consider the following setup: $(X, Y)$ is a doubly symmetric binary source with parameter $0 < p < 1/2$, i.e., $X \sim \text{Bernoulli}(1/2)$, $Z \sim \text{Bernoulli}(p)$ and $Y = X \oplus Z$. ...
6
votes
2
answers
530
views
Schrödinger eigenfunctions are bounded
Let $V:\mathbb{R}\rightarrow \mathbb{R}^{+ *}$ a real positive function such that $\displaystyle \lim_{ x \to \pm\infty} V(x)= +\infty $.
Then the Schrödinger operator $H=-\frac{d^2}{dx^2}+V(x)$ has ...
- 129
6
votes
1
answer
823
views
Variations on the Mellin and Dirichlet transforms
There are a number of variations on the Laplace transform that turn up all over math. Some examples:
$\int_{-\infty}^{\infty} f(t)e^{-st} dt$ - The Laplace transform
$\sum_{-\infty}^{\infty} f(t)z^{-...
- 4,907
6
votes
2
answers
202
views
Bound on the joint distribution of three real random variables with given two dimensional marginals
Let $X,Y,Z$ be real r.v. with $(X,Y)$, $(Y,Z)$ and $(Z,X)$ centered unit normal. How large can $\mathbb E (XYZ)$ be?
- 3,085
6
votes
1
answer
773
views
When do Borel $\sigma$-algebras generated by the total variation norm and the weak* topology coincide?
I am almost certain that I read somewhere that the following is true, but I cannot seem to locate the reference. I would be most appreciative if someone could point me to a reference. The result was ...
user12713
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
1
answer
583
views
Set of w*-continuous operators closed for the weak* topology or not?
Let $X$ be a dual Banach space, i.e. $X=(X_*)^*$ for some Banach space $X_*$. Consider the weak* topology of $B(X)$, i.e. the topology of pointwise convergence on $X$ endowed with the $\sigma(X,X_*)$-...
user64615
6
votes
1
answer
1k
views
About the generating structure of Borel field
This is a graduate-level measure theory problem. I have thought throught it and asked on math.SE but received no satisfying answer.
On P.32 of [P.Billingsley] Probability and Measure, 3ed, 1993, the ...
- 8,071
6
votes
2
answers
571
views
Why are $\Gamma_0$ functions called this
It is very common to indicate with $\Gamma_0(A)$ the set of lower semicontinuous convex functions from $A$ to $(-\infty,+\infty]$ with nonempty domain. An example of usage of this notation can be ...
- 71
6
votes
1
answer
170
views
Probabilities of small balls with convergent center points under Gaussian measure
I'm in the following situation:
Consider a centred Gaussian measure $\mu_0$ on a separable Hilbert space $X$ with covariance operator $Q \in \mathcal{L}(X)$ (positive definite, self-adjoint, trace ...
- 61
6
votes
4
answers
614
views
Number of intervals needed to cross, Brownian motion
Let $B_t$ be a standard Brownian motion. Let $E_{j, n}$ denote the event$$\left\{B_t = 0 \text{ for some }{{j-1}\over{2^n}} \le t \le {j\over{2^n}}\right\},$$and let$$K_n = \sum_{j = 2^n + 1}^{2^{2n}} ...
user80013
6
votes
1
answer
269
views
Algebraization of Bayesian networks?
The algebraization of classical propositional logic is Boolean algebra.
Bayesian networks are a generalization of classical propositional logic with probability truth-values.
What is the ...
- 558
6
votes
3
answers
3k
views
Non-empty resolvent set, then operator closed?
On Hilbert spaces, the following is true:
Let $T$ be a densely-defined linear operator with non-empty resolvent set, then $T$ is closed.
The obvious proof I see to show this uses explicitly the ...
- 115