All Questions
18,176 questions
0
votes
0
answers
77
views
Nice formula for powers of modified Bessel function
Let $K_\nu(z)$ be the modified Bessel function of second kind. I am looking the geometric series
$$1+aK_v+(aK_v)^2+(aK_v)^3...$$
I know there are formula for product of two such functions. I would ...
- 275
0
votes
0
answers
36
views
Contribution of Fisher information near jump points in convolved probability distributions
I am trying to compute the contribution to the Fisher information from jump points $b_i(\theta)$ in the convolved function $f(x; \theta)$ with respect to the parameter $\theta$. I am unsure whether it ...
- 99
9
votes
2
answers
429
views
Hermite–Fourier expansion for the median
Let $n$ be an odd positive integer. Let $M : \mathbb{R}^n \to \mathbb{R}$ be the median function: $M(x_1,\dots,x_n)$ is the median of $x_1,\dots,x_n$. What can be said about the Hermite–Fourier ...
- 24.7k
2
votes
1
answer
65
views
On the stationarity of Gaussian processes
I am trying to understand and prove the statement:
The normal (or Gaussian) process is stationary in the wide sense if and only if it is strictly stationary.
I know the following:
A strictly ...
3
votes
1
answer
219
views
Interpretation of an asymptotic result in probability
A result in asymptotic theory says the following: Let $Y$ be a real random variable with full support and $E(|Y|)<\infty$. Assume that:
$$
(A)\quad \lim_{y\rightarrow \infty} \frac{\Pr(Y\geq y)}{\...
- 108
3
votes
0
answers
157
views
Gowers' dichotomy for quotients
Gowers' dichotomy establishes that every infinite dimensional Banach space contains a closed infinite dimensional subspace that has an unconditional basis or it is hereditarily indecomposable.
A ...
- 4,461
2
votes
0
answers
194
views
Functions such that the *integral* of the Fourier transform is non-negative?
Let $f:\mathbb{R}\to \mathbb{R}$ be in $L^1$, with its Fourier transform $\widehat{f}$ also in $L^1$. What is a necessary and sufficient condition on $f$ so that
$$\int_{-\infty}^x \widehat{f}(t) dt \...
- 20.2k
2
votes
0
answers
52
views
On distributions and kernels
Let $U\subset\mathbb{R}^{d}$ be an open set and consider $X=\mathbb{R}\times U$. Now, lets consider a smooth (regular) kernel $k_{A}\in C^{\infty}(X\times X)$ and corresponding continuous operator $A:...
- 1,429
0
votes
1
answer
169
views
Is the evolution family self-adjoint?
$
\newcommand{\bR}{\mathbb{R}}
\newcommand{\diff}{\mathop{}\!\mathrm{d}}
\newcommand{\qtext}[1]{\quad\text{#1}}
\newcommand{\qtextq}[1]{\quad\text{#1}\quad}
$
I am reading Roland Schnaubelt's survey ...
- 835
1
vote
1
answer
59
views
Embedding of domain of fractional power of Laplacian into Sobolev space for cylindrical domains
On a bounded domain $\Omega \subset \mathbb R^d, d\geq 2$ with smooth boundary, it is well known that for the Dirichlet Laplacian $\Delta_D$, $D((-\Delta_D)^\frac12) = H^1_0(\Omega)$.
I'm interested ...
- 153
1
vote
0
answers
84
views
Does sets of positive capacity rule out constant functions?
Let $U\subset \Bbb R^d$ be bounded with Lipschitz boundary $K\subset \bar{U}$ be compact. The capacity of $K$ in $U$ is defined by
\begin{align*}
\text{Cap}_{p}(K, U) :=
\inf \left\{
\int_U |\...
- 1,101
3
votes
1
answer
128
views
Comparing two different principles of premeasure-to-measure extension
It is well-known that a premeasure $\mu_0$ (possibly taking infinite values) on a ring of subsets $\Omega_0$ of a set $X$ can be extended to a complete measure space $(X, \Omega_C, \mu_C)$ ($C$ for ...
- 133
3
votes
0
answers
81
views
Combinatorial/probabilistic interpretation of a quantity of union closed family
Let $\mathcal{F}\subseteq2^{[n]}$ be a union-closed family of sets. For a set $S\in[n]$ (not necessary belong to $\mathcal{F}$), define $w_{\mathcal{F}}(S)$ to be the number of subset of $S$ which ...
- 1,462
0
votes
1
answer
66
views
Does convergence in probability of iid samples imply convergence in measure of the sampled functions?
Let $g_i: [0, 1] \to \mathbb R$ be $L^1$ functions, equibounded in $L^1$ norm. Let $X_i$ a sequence of iid uniform random variables on $[0, 1]$. Suppose that
$$\frac{1}{n} \sum_{i = 1}^n g_i (X_i) \to ...
- 6,155
3
votes
1
answer
405
views
Moments of a random variable related to uniform distribution on sphere
Let $u$ be taken uniformly from the unit sphere $\mathbb S^{n-1}$ and $D$ be a diagonal matrix. I'd like to find a general formula for
$$
\mathbb E[(u^\top D u)^m]
$$
for $m=1,2,3, \dots$, in terms of ...
- 1,608
2
votes
1
answer
236
views
Self-adjointness of generator and semigroup of an SDE
$
\newcommand{\bR}{\mathbb{R}}
\newcommand{\bE}{\mathbb{E}}
\newcommand{\bT}{\mathbb{T}}
\newcommand{\bP}{\mathbb{P}}
\newcommand{\bF}{\mathbb{F}}
\newcommand{\cF}{\mathcal{F}}
\newcommand{\eps}{\...
- 835
0
votes
0
answers
55
views
Compactness and Leray-Schauder degree
What's the relationship between compactness of solutions in partial differential equations (PDEs) and the Leray-Schauder degree?
- 471
-3
votes
0
answers
135
views
Approximation on Dirichlet's arithmetic progression by means of central limit theorem
In this video lecture on
Number theory over function fields taught by Will Sawin
is presented a 'conceptional' reason for error estimation
$\#\{p \in \Bbb P: p =a \ \text{mod} \ N, p <x \}
=\frac{1}...
- 619
0
votes
2
answers
126
views
Unique coupling
Let $X$ be a Polish metric space, and let $\mu,\nu$ be two Borel probability measures on $X$, when is the product measure the only coupling of $\mu$ and $\nu$. More formally, let $$\Gamma(\mu,\nu):=\{\...
- 245
5
votes
1
answer
206
views
Compactness in trace class operators space
Let $H$ be a separable Hilbert space. Let $L_1$ denote the space of trace class operators on $H$ with the trace-class norm $\|\cdot\|_1$, i.e. $\|K\|_1=Tr|K|$ for all $K\in L_1$.
Are there easy ...
- 59
0
votes
0
answers
113
views
Are measures singular with respect to all representing measures in $\mathbb{D}^n$ always concentrated on null-sets?
Let $\mu$ and $\nu$ be two measures on the $\sigma$-Borel set $\mathcal{B}(\mathbb{D}^n)$.
We say that $\mu$ is a representing measure for some point $z \in \mathbb{D}^n$, if
$$\forall_{u \in A(\...
- 63
1
vote
0
answers
91
views
How to optimize parametric information-theoretic bounds?
I am faced with an information-theoretic upper bound, such as
\begin{align}
\sqrt{\alpha'}2^{I_\alpha(X;Y)},
\end{align}
where $I_\alpha(X;Y)$ is the Rényi mutual information with parameter $\alpha>...
- 287
2
votes
0
answers
70
views
Is the hypothesis "uniformly equivalent" needed?
I am reading S. Shimorin's paper titled Complete Nevanlinna-Pick property of Dirichlet-type spaces. My question concerns Lemma 2.3. which is as follows:
Assume $\mathscr{H}$ is a Hilbert space of ...
- 151
3
votes
1
answer
189
views
Ribe's Theorem: finitely representability between two uniformly homeomorphic Banach spaces
An infinite-dimensional Banach space $X$ is said to be crudely finitely representable (with constant $\lambda$) in an infinite-dimensional Banach space $Y$ if there is a constant $\lambda>1$ such ...
- 33
0
votes
1
answer
119
views
Nonstationary phase method for oscillatory integral
I want to approximate an integral of the form $$\int_a^bf(t)e^{ig(t)}dt,$$where $f(t)$ is smooth, $g(t)$ is real-valued and smooth.
The stationary phase method says that if $t_0\in [a,b]$ is such that ...
- 107
-2
votes
0
answers
52
views
Density of squared bessel process
I was trying to find a transition density function for a squared Bessel process. In the book "Continuous martingale and Brownian motion" by Revuz and Yor, I find a Corollary on page 441 that ...
- 11
3
votes
0
answers
95
views
Commutator of $A\otimes I$ and $I \otimes B$ vanishes?
Consider two Hilbert spaces $H_1$ and $H_2$, and $A$, $B$ unbounded operators on $H_1$, $H_2$ respectively. $(A \otimes I)$ is classically defined as the closure of the operator defined on the set of ...
- 31
6
votes
0
answers
212
views
Hölder's inequality for trace-class maps of $p$-liquid spaces and a related conjecture of Grothendieck
In Condensed Math and Complex Geometry Proposition 8.8, Clausen-Scholze describe trace-class maps between projective objects in the $p$-liquid category as sums of rank 1 operators against ${<}p$-...
- 61
-1
votes
0
answers
27
views
Number variance of random points (and deviations for empirical processes)
Let $X_1, X_2, \dots$ be i.i.d. random variables having uniform distribution on $[0,1]$. Write $I_{t,x}$ for the indicator function of an interval of length $x$ with center $t$. Consider
$$
V(N,x) = \...
- 2,207
1
vote
0
answers
111
views
References on the partial trace
For the Hilbert space $H^N:=L((\mathbb R^{3})^N,\mathbb C)$, consider the projection operator $D: H^N\to H^N$ as follows :
$$D(\Phi):=\left(\int_{(\mathbb R^{3})^N}\overline{\Psi(x_1,\ldots, x_N)}\Phi(...
- 1,389
0
votes
1
answer
188
views
Does the second Bourgain–Delbaen space belong to C_p?
The second Bourgain–Delbaen space $Y$ is a separable $\mathcal{L}_\infty$ space such that $Y$ contains no copy of $c_0$ or $\ell_1$. The dual space is isomorphic to $\ell_1$.
An operator $T:X\to Y$ ...
2
votes
0
answers
43
views
Distributions and time-kernels
Let $U\subset\mathbb{R}^{d}$ be an open subset and set $M:=I\times U$, where $I=(a,b)\subset\mathbb{R}$ is some open subset. Lets consider a linear operator $B:C^{\infty}_{c}(M)\to C^{\infty}(M)$ that ...
- 1,429
-1
votes
0
answers
94
views
Why define Schwartz by supremum rather than limit?
The Schwartz space is defined as the set of all indefinitely differentiable functions such that the supremum over the free variable of any (order) derivative times any (order) power is finite.
However,...
- 107
-1
votes
0
answers
53
views
convergence of convolution in Bochner space
I want to prove a well-known fact in $L^p(R^n)$ namely that, the convolution of an element in $L^p$ with an element of $L^1$ is in $L^p$
let: if $u∈L^p (R;X) , f∈L^1 (R)$ and $X$ is Separable and ...
0
votes
1
answer
72
views
Lower Bound on the Probability for the Sum of IID Random Variables
Let $X_1,\ldots,X_n$ be $n$ iid normalized random variables (with finite variance, possibly sub-Gaussian).
Suppose further that $\mathbb{P}(X_1 > 0 ) > 1/2$, implying a positive skew in the ...
1
vote
1
answer
90
views
Sobolev inequality with weight in the case $1<n\leq p$
Assume that $1<n\leq p$. Does there exist a (non-negative) measure $\mu$ (preferably with some positive density function with respect to the Lebesue measure $dx$) and $q>p$ so that for all $f\in ...
- 459
1
vote
1
answer
117
views
Lower bound for a commutator trace
I have this Hilbert space of square-integrable complex-valued functions on a square, $\mathbb{L}^2([0,1]^2)$. And let $M_x$, $M_y$, and $M_{x+y} = M_x+M_y$ be the operators of multiplication by the ...
- 121
8
votes
1
answer
534
views
The cars problem, again
Consider the following simple problem: We are given $2n$ parking spots, labelled from 0 to $2n-1$. There are $n$ cars on the first $n$ spots, and the remaining $n$ spots are free. At every step, every ...
1
vote
0
answers
58
views
Drift of reverse SDE with Lévy processes ($\alpha$ stable distributions)
Given an SDE with a Lévy process with a drift $b(x,t)$ the reverse SDE will have a drift, $\tilde{b}(x,t)$, given by the relation:
$$\tilde{b}(x,t) = - b(x,t) + \int_{\mathbb{R}} y \left( 1 + \frac{...
- 305
16
votes
1
answer
969
views
Pedagogically intuitive reformulation of Zorn's Lemma for functional analysis
While teaching an applied functional analysis class, I’ve noticed that students often struggle to develop an intuitive understanding of Zorn’s lemma. It’s relatively straightforward to explain why ...
- 5,824
0
votes
1
answer
95
views
On the behaviour of individual random walks of a Markov Chain
My current research (on Probabilistic Automaton) brought me to the following question regarding Markov Chains. I state the definitions for the sake of clarity.
Let $M$ be a discrete-time finite Markov ...
0
votes
1
answer
169
views
Existence of a "universal" measure-preserving transformation on the unit interval
Let $I = [0,1]$ be the unit interval equipped with the Lebesgue measure $\lambda$. Let $\mathcal{M}$ be the set of all Lebesgue measure-preserving transformations $T: I \to I$. We say a transformation ...
user545331
3
votes
0
answers
90
views
Tighter Freedman's inequality for a special martingale difference sequence
Let $X_{1}, \ldots, X_{T} \in \{0, 1\}$ be a sequence of Boolean random variables with
$$
\mathbb{E}[X_{t} | X_{1}, \dots, X_{t - 1}] = p_{t}.
$$
Consider the sequence $Y_{t} := X_{t} - p_{t}$ (which ...
- 41
0
votes
1
answer
51
views
Reconstruction of law of diffusion process from call option values
Let $X_{\cdot}$ be a $1$-dimensional diffusion process. If I know the value of the
$$\big\{\mathbb{E}[\max\{X_t,c\}\big| X_0 =x\big]:\, c\in \mathbb{R} \text{ and } \,\, t\in (0,1] \big\}.$$
Then, ...
- 5,405
3
votes
0
answers
154
views
Colimits in commutative Banach algebras?
Let $K$ be a complete non-Archimedean field. It is known that the category $\mathrm{Ban}_K$ of $K$-Banach spaces with bounded linear maps does not have infinite colimits. The usual argument for $\...
- 426
1
vote
0
answers
42
views
Sub-Gaussian analysis via bounded decomposition?
Let $\psi_\alpha(x) := \exp(x^\alpha)-1$.
The Sub-Gaussian Norm $\lVert X \rVert_{\psi_2}$ of a random variable $X$ is defined as
$$
\lVert X\rVert_{\psi_2} = \inf\{c>0\mid \mathbb{E}[\varphi_2(|X|/...
- 2,183
1
vote
2
answers
117
views
If $f\in C([0,\infty))$, does $\delta>0$ and $g\in C^1((0,\delta))\cap C([0,\delta])$ s.t. $g\geq f$ on $[0,\delta]$ and $g(0)=f(0)$ exist?
The question is the following:
Suppose $f : [0,\infty) \rightarrow \mathbb{R}$ is a continuous function. Can I find $\delta \in (0,\infty)$ and a function $g : [0,\delta] \rightarrow \mathbb{R}$ such ...
- 309
0
votes
2
answers
116
views
Upper bounds on quotients of binomial coefficients
Let $\gamma>1$ be a real number and let $n\in \mathbb{N}$.
Define $f\colon\mathbb{N}\to[0,1]$
$$
f(n_0) = \frac{\binom{n-n_0}{m}}{\binom{n}{m}},
$$
where
$$
m = \Big\lfloor{\frac{n}{\lceil\gamma ...
1
vote
1
answer
51
views
How do the total variation distances of the marginals relate to the total variation distance of the joint under independence?
Suppose there are two sets of random variables $X_1,...,X_n$ and $Y_1,...,Y_n$ with all the variables being defined over the same sample space, but not necessarily being identically distributed. Is ...
2
votes
0
answers
82
views
The support of the functions in the closed span of the Rademacher functions in $L_1(0,1)$
Given a measurable function $f:(0,1)\to \mathbb{R}$, we denote by $M(f)$ the measure of the set $\{t\in (0,1) : f(t)\neq 0\}$.
It is not difficult to prove that if $(f_n)$ is a normalized sequence in $...
- 4,461