All Questions
1,779 questions
4
votes
0
answers
266
views
Metrics on finite groups and generalizations of central limit theorems for balls volumes (à la Diaconis-Graham)
In wonderful lectures by P. Diaconis "Group representations in probability and statistics, Chapter 6. Metrics on Groups, and Their Statistical Use" metrics on permutation groups are considered and ...
- 24.9k
4
votes
1
answer
597
views
Meaning of Alberti rank-one theorem
Heuristically what does Alberti's rank-one theorem imply about the structure of a $\mathrm{BV}$ vector field $\boldsymbol{b}$?
Is it rigorously fair to say that the level lines of $\boldsymbol{b}$ ...
user123457
2
votes
1
answer
675
views
Distribution of ratio between complex Gaussian and Chi-square R.V.s
What would be the distribution (p.d.f.) of the following ratio?
$$z = \frac{x_{1}}{|x_{1}|^2 + |x_{2}|^2 + ... + |x_{M}|^2}$$
where $x_{i} \sim \mathcal{CN}(0,a), \forall i$ and $a > 1$. As can ...
191
votes
34
answers
81k
views
What is convolution intuitively?
If random variable $X$ has a probability distribution of $f(x)$ and random variable $Y$ has a probability distribution $g(x)$ then $(f*g)(x)$, the convolution of $f$ and $g$, is the probability ...
106
votes
5
answers
10k
views
integral of a "sin-omial" coefficients=binomial
I find the following averaged-integral amusing and intriguing, to say the least. Is there any proof?
For any pair of integers $n\geq k\geq0$, we have
$$\frac1{\pi}\int_0^{\pi}\frac{\sin^n(x)}{\...
- 43.2k
72
votes
9
answers
30k
views
When are probability distributions completely determined by their moments?
If two different probability distributions have identical moments, are they equal? I suspect not, but I would guess they are "mostly" equal, for example, on everything but a set of measure zero. ...
- 2,649
53
votes
3
answers
13k
views
Pullback measures
Why do all measure theory textbooks present the concept of push-forward measure, but never the concept of pull-back measure? Doesn't the latter exist?
It's true that the naive treatment of such a ...
- 5,407
52
votes
5
answers
2k
views
Tetris-like falling sticky disks
Suppose unit-radius disks fall vertically from $y=+\infty$,
one by one, and create a random jumble of disks above the $x$-axis.
When a falling disk hits another, it stops and sticks there.
Otherwise, ...
- 151k
44
votes
10
answers
47k
views
Is square of Delta function defined somewhere?
I am wondering whether anyone knows if the square of Dirac Delta function is defined somewhere.
In the beginning, this question might look strange. But by restricting the space of the test functions, ...
44
votes
5
answers
7k
views
Heuristically false conjectures
I was very surprised when I first encountered the Mertens conjecture. Define
$$ M(n) = \sum_{k=1}^n \mu(k) $$
The Mertens conjecture was that $|M(n)| < \sqrt{n}$ for $n>1$, in contrast to the ...
36
votes
2
answers
13k
views
Mean minimum distance for N random points on a one-dimensional line
Let's say that I have a one-dimensional line of finite length 'L' that I populate with a set of 'N' random points. I was wondering if there was a simple/straightforward method (not involving long ...
- 811
33
votes
3
answers
3k
views
Reference request for translating from Top to C*-alg
Some recent questions on MO (for example, Do subalgebras of C(X) admit a description in terms of the compact Hausdorff space X?) have been about Gelfand duality — namely, that the categories of ...
- 18.7k
27
votes
2
answers
8k
views
Compact embeddings of Sobolev spaces: a counterexample showing the Rellich-Kondrachov theorem is sharp
Let $U$ be an open bounded subset of $\mathbb{R}^n$ with $C^{1}$ boundary. Let $1 \leq p < n$ and $p^{\ast} = pn/(n-p)$. Then the Sobolev space $W^{1,p}(U)$ is contained $L^{p^{\ast}}(U)$ and ...
- 309
27
votes
1
answer
4k
views
Criteria for boundedness of power series
Consider a power series $\sum_{n=0}^{\infty} a_n x^n$ that is convergent for all real
x, thus defining a function $f: \mathbb{R} \to \mathbb{R}$.
Can one give necessary and sufficient criteria the ...
- 4,014
25
votes
6
answers
6k
views
Proof of Krylov-Bogoliubov theorem
Where can I find a proof (in English) of the Krylov-Bogoliubov theorem, which states if $X$ is a compact metric space and $T\colon X \to X$ is continuous, then there is a $T$-invariant Borel ...
- 897
25
votes
6
answers
10k
views
Metrization of weak convergence of signed measures
Edit: Changed from "Hausdorff" to "metric" spaces.
Let $\mathcal{M}(\Omega)$ denote the space of signed regular Borel measures on a compact metric space $\Omega$. By Riesz-Markov, ...
- 12.7k
24
votes
6
answers
3k
views
Shortest grid-graph paths with random diagonal shortcuts
Suppose you have a network of edges connecting
each integer lattice point
in the 2D square grid $[0,n]^2$
to each of its (at most) four neighbors, {N,S,E,W}.
Within each of the $n^2$ unit cells of ...
- 151k
23
votes
5
answers
6k
views
Hahn-Banach without Choice
The standard proof of the Hahn-Banach theorem makes use of Zorn's lemma. I hear that, however, Hahn-Banach is strictly weaker than Choice. A quick search leads to many sources stating that Hahn-Banach ...
- 1,202
23
votes
1
answer
2k
views
Which Fréchet spaces have a dual that is a Fréchet space?
I've read the claim that Fréchet spaces that are not Banach spaces never have a dual that is a Fréchet space, but have not been able to find a proof of this statement. Is it trivial or does someone ...
- 1,544
23
votes
4
answers
5k
views
Are proper linear subspaces of Banach spaces always meager?
Let X be a Banach space, and let Y be a proper non-meager linear subspace of X. If Y is not dense in X, then it is easy to see that the closure of Y has empty interior, contradicting Y being non-...
- 353
23
votes
3
answers
1k
views
Which $\ast$-algebras are $C^\ast$-algebras?
It's well-known that the norm on a $C^\ast$-algebra is uniquely determined by the underlying $\ast$-algebra by the spectral radius formula. Therefore there should be a way to axiomatize $C^\ast$-...
- 63.9k
22
votes
2
answers
2k
views
Can one view the Independent Product in Probability categorially?
One can construct a category of probability spaces, but this category has no products. Now probability theory relies strongly on the ability to build independent products, the product measure. In a ...
20
votes
2
answers
6k
views
Constants in the Rosenthal inequality
Let $X_1,\ldots,X_n$ be independent with $\mathbf{E}[X_i] = 0$ and $\mathbf{E}[|X_i|^t] < \infty$ for some $t \ge 2$. Write $X = \sum_{i=1}^n X_i$. Then we have the family of "Rosenthal-type ...
- 201
20
votes
6
answers
7k
views
Does the derivative of log have a Dirac delta term?
Dirac writes down the following formula on page 61 of his "Principles of quantum mechanics":
$\frac{d}{dx}\log x = \frac{1}{x} -i\pi\delta(x)$, see http://adsabs.harvard.edu/abs/1947pqm..book.....D ...
- 16.6k
20
votes
2
answers
4k
views
Ideals of the ring of smooth functions
The ring $C^\infty(M)$ of smooth functions on a smooth manifold $M$ is a topological ring with respect to the Whitney topology and the usual ring operations. Is it possible to describe, maybe under ...
- 101
20
votes
1
answer
2k
views
Does every compact metric space have a canonical probability measure?
Edit: Shortly after this post it was rightly pointed out by @AntonPetrunin that the measure $\mu$ may not be unique. @R W then showed how one can construct a metric space where the limiting measure is ...
- 203
19
votes
2
answers
2k
views
Can we take a supremum over all Hilbert spaces?
In my paper On the optimal error bound for the first step in the method of cyclic alternating projections, I defined functions $f_n:[0,1]\to\mathbb{R}$,
$n\geqslant 2$, by
$$
f_n(c)=\sup\{\|P_n\dotsm ...
- 935
18
votes
3
answers
1k
views
Not-lonely runners
The lonely runner conjecture
has several formulations.
They all involve a number $n$ runners running on a circular track,
each with a different speeds, and the conjecture is that each runner is ...
- 151k
18
votes
3
answers
8k
views
Number of invertible {0,1} real matrices?
This question is inspired from here, where it was asked what possible determinants an $n \times n$ matrix with entries in {0,1} can have over $\mathbb{R}$.
My question is: how many such matrices ...
- 32.1k
17
votes
4
answers
2k
views
Good introduction to statistics from a algebraic point of view?
There are already lots of questions on this subject like
Is there an introduction to probability theory from a structuralist/categorical perspective?
Is there a combinatorial/topological treatment ...
- 283
17
votes
1
answer
732
views
Reference request: a conjecture of Rota on positive functions of a random variable
Rota and Shen's On the Combinatorics of Cumulants ends with a conjecture which I'll restate as follows:
Let $p \in \mathbb{R}[x_1, x_2, ...]$ be a polynomial such that, for any sequence $X_1, X_2, ...
- 118k
16
votes
1
answer
2k
views
What (classes of) Banach spaces are known to have Schauder basis?
Motivation:
I am trying to see for what class of Banach spaces the following result is true:
There exists an increasing sequence of finite dimensional subspace {$V_n$} of a Banach space X (with ...
- 365
16
votes
4
answers
2k
views
Is there a maximum to the amount of disjoint non-measurable subsets of the unit interval with full outer measure?
This question arose a few years back when I was an assistant teacher on a course of basic (Lebesgue) measure theory, but I didn't find an answer or anyone able to solve the problem. The setting of the ...
- 588
16
votes
3
answers
2k
views
Integration of a function over 7-sphere
Suppose we have $x_1^2 + y_1^2 + x_2^2 + y_2^2 + x_3^2 + y_3^2 + x_4^2 + y_4^2 = 1$ and we define $z_j = x_j + iy_j$, where $j = 1,\,2,\,3,\,4$.
The problem is finding or approximating the ...
- 163
16
votes
5
answers
3k
views
Measure theory treatment geared toward the Riesz representation theorem
I'm looking for recommendations for books (or lecture notes) that develop measure theory in sufficient detail to state and prove the Riesz representation theorem (which is the characterization of the ...
- 21.5k
15
votes
3
answers
2k
views
Distribution of the spectrum of large non-negative matrices
This question is related to that of Thurston. However, I am not interested in algebraic integers, and I wish to focus on random matrices instead of random polynomials.
When considering (entrywise) ...
- 52.3k
15
votes
4
answers
3k
views
Universal $C^*$-algebra with generators and relations
We say that the $C^*$-algebra $A$ generated by $a_1,...,a_n$ is universal subject to relations $R_1,...,R_m$ if for every $C^*$-algebra $B$ with elements $b_1,...,b_n$ satisfying relations $R_1,...,...
- 9,330
14
votes
1
answer
2k
views
Infinite tensor product of states
Tensor products of finite number of different objects are always well described in the literature. However, the situation of infinite tensor products seems to be much tougher.
Even in the simplest ...
- 143
13
votes
2
answers
1k
views
Calkin Algebra and the embedding
Let $H$ be a separable, infinite dimensional Hilbert Space and $Calk(H):=B(H)/K(H)$ denotes
the Calkin algebra. There is obvious surjection $\pi: B(H) \to Calk(H)$ but I'm interested
in somehow ...
- 9,330
12
votes
6
answers
3k
views
Marginal density of uniform spherical distribution
Suppose that $X$ is distributed uniformly in the scaled $n$-sphere $\sqrt{n} \mathbf{S}^{n-1} \subset \mathbf{R}^n$. Then apparently the distribution of $(X_1, \dots, X_k)$, the first $k < n$ ...
- 410
12
votes
1
answer
883
views
The dance marathon problem
In his book, "The Strange Logic of Random Graphs", Joel Spencer describes the "Dance Marathon" problem:
Imagine $n$ couples at a Dance Marathon. Each dance each couple remains ...
- 3,979
12
votes
2
answers
3k
views
Direct proof of injectivity of $L_\infty$
I would like to know a simple proof of isometric injectivity of $L_\infty$. The proof I've found in Topics in Banach space theory. F. Albiac, N. Kalton uses two deep result.
$L_\infty$ as ...
- 1,697
11
votes
1
answer
626
views
Formula for $U(N)$ integration wanted
Before you jump on the "duplicate" buttom, let me say that I do not want to hear about Weingarten calculus and I do not want to see a character of the symmetric group.
What I would like is a formula ...
11
votes
4
answers
1k
views
Norm continuous infinite dimenisonal representation of a Lie group
Given a Lie group G and an infinite dimensional Hilbert space $\mathcal{H}$. In the literature I have only encountered the two following notions of a representation $\pi$ of G on $\mathcal{H}$ :
1) $\...
- 403
10
votes
3
answers
739
views
Is there a version of Fischer-Riesz theorem for Banach space?
$( \Omega,F, P )$: a measurable space equipped with a finite measure
$(B , \Vert \cdot \Vert) $ : a Banach space with $\mathcal{B}$ as its borelian $\sigma$-algebra
$p$ : a constant bigger than $1$
...
- 406
9
votes
1
answer
2k
views
Density of smooth functions on Hölder spaces
The following result is often cited without reference in the context of PDEs:
Let $\varOmega \subset\mathbb R^n$ be a bounded open set with smooth boundary. If $0<\beta<\alpha<1$ then $C^\...
- 727
9
votes
2
answers
726
views
Return probabilities for random walks on infinite Schreier graphs
Question: Is there a sequence $(\delta_n)_n$ of real numbers with $\delta_n \to 0$ as $n \to \infty$, such that the following holds:
Let $F$ be a free group on two generators, let $F \curvearrowright ...
- 25.5k
9
votes
1
answer
642
views
Twisted random walks
Suppose the points of two random walks in $\mathbb{R}^2$ are given the
step number (or time) as a third coordinate, so that they become paths in $\mathbb{R}^3$.
Here are several pairs of walks of $n=...
- 151k
9
votes
3
answers
2k
views
Generalizations and relative applications of Fekete's subadditive lemma
Fekete's (subadditive) lemma takes its name from a 1923 paper by the Hungarian mathematician Michael Fekete [1]. A historical overview and references to (a couple of) generalizations and applications ...
- 10.5k
8
votes
2
answers
755
views
The Odds 3 (or More) Group Elements Commute
Some time ago I asked about the odds 2 group elements commute. I wonder about the odds that 3 group elements commute. Is there a "closed" formula for the sum
$$ \frac{1}{|G|^3} \sum_{g,h,k} \delta([...
- 22.8k