All Questions
18,179 questions
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Markov Chain that maximises the entropy creation rate
I am working on MERW (Maximal entropy random walk) for a project.
I want to show that given a graph G, there is $\textbf{only one}$ aperiodic markov chain on G that maximises the entropy creation rate ...
- 11
4
votes
0
answers
116
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Convergence in probability results with still open point-wise versions
In ergodic theory and more generally in stochastic processes, often convergence in probability results precede convergence almost-surely results in quite a few years. Classical examples include the ...
- 41
3
votes
1
answer
128
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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
158
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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
0
votes
1
answer
171
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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 ...
- 825
8
votes
1
answer
534
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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 ...
2
votes
0
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194
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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
$$\int_{-\infty}^x \widehat{f}(t) dt \...
- 20.2k
2
votes
1
answer
65
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On the stationarity of Gaussian processes
I am trying to understand and prove the statement:
The normal (or Gaussian) process is stationary in the wide sense if and only if it is strictly stationary.
I know the following:
A strictly ...
0
votes
0
answers
77
views
Nice formula for powers of modified Bessel function
Let $K_\nu(z)$ be the modified Bessel function of second kind. I am looking the geometric series
$$1+aK_v+(aK_v)^2+(aK_v)^3...$$
I know there are formula for product of two such functions. I would ...
- 275
0
votes
2
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126
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Unique coupling
Let $X$ be a Polish metric space, and let $\mu,\nu$ be two Borel probability measures on $X$, when is the product measure the only coupling of $\mu$ and $\nu$. More formally, let $$\Gamma(\mu,\nu):=\{\...
- 245
3
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1
answer
189
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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
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
votes
0
answers
35
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Different definition of Feller semi-group
(This is a crosspost of a question on MathStackExchange which did not receive any answer.)
Let $E$ be a locally compact metric space, let $C_0(E)$ be the set of real-valued continuous functions of $E$ ...
-3
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0
answers
136
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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
1
answer
188
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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 $T:X\to Y$ ...
14
votes
1
answer
2k
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Expected survival time in Russian Roulette not monotone?
Let $a, n$ be positive integers with $a < n$. A revolver with $n$ chambers is loaded with $a$ bullets, where the distribution is uniform among all $\binom{n}{a}$ possible choices of $a$ objects ...
- 6,215
1
vote
0
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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
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
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0
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36
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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
7
votes
2
answers
394
views
Tangent space to infinite dimensional manifolds
In finite dimensional geometry, there is a single invariant of a vector space - its dimension. This characterizes finite dimensional manifolds as being glued from Euclidean balls.
This situation is ...
- 593
2
votes
0
answers
63
views
Lipschitz retraction constant of $B^+$ into $S^+$ in $L^2([0,1])$
In Hilbert space modeled by $L^2([0,1])$ we can define a set $B^+=\{x\in B(0,1): x(t)\geq0 \quad \forall t\in [0,1] \}$ and $S^+=\{x\in S(0,1): x(t)\geq0 \quad \forall t\in [0,1] \}$ where where $B(...
0
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0
answers
31
views
Looking for a citation for this simple generalization of the Markov bound to non-negative super-martingales
Does anybody know a reference for the following theorem?
Theorem 1. Let $(X_t)_{t=0}^\infty$ be a non-negative supermartingale.
Then, for any constant $c > 0$, the event $(\exists
> t)\, X_t \...
- 183
4
votes
1
answer
195
views
Asymptotic spectrum of a complex Sturm-Liouville differential operator
Let $\varepsilon > 0$ and consider the (complex) Sturm–Liouville differential operator on $[0,1]$ given by
$$
\mathcal{L}_\varepsilon f(x) = \varepsilon^2 f''(x) + i V(x) f(x),
$$
with Neumann ...
- 333
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
19
votes
4
answers
1k
views
Generalization of a mind-boggling box-opening puzzle
Motivation. Suppose we are given $6$ boxes, arranged in the following manner:
$$\left[\begin{array}{ccc} 1 & 2 & 3 \\ 4 & 5 & 6 \end{array}\right]$$
Two of these boxes contain a ...
- 48.9k
1
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91
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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
0
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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
$$\forall_{u \in A(\...
- 63
6
votes
0
answers
214
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Hölder's inequality for trace-class maps of $p$-liquid spaces and a related conjecture of Grothendieck
In Condensed Math and Complex Geometry Proposition 8.8, Clausen-Scholze describe trace-class maps between projective objects in the $p$-liquid category as sums of rank 1 operators against ${<}p$-...
- 61
1
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0
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48
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What makes the generalized projection different than metric on a Banach space?
I have came across the notion of generalized projection in Banach spaces, introduced by Ya. Alber and has seen many iterative algorithms being solved by using this projection. It helps in finding the ...
- 85
0
votes
1
answer
119
views
Nonstationary phase method for oscillatory integral
I want to approximate an integral of the form $$\int_a^bf(t)e^{ig(t)}dt,$$where $f(t)$ is smooth, $g(t)$ is real-valued and smooth.
The stationary phase method says that if $t_0\in [a,b]$ is such that ...
- 107
1
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0
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111
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References on the partial trace
For the Hilbert space $H^N:=L((\mathbb R^{3})^N,\mathbb C)$, consider the projection operator $D: H^N\to H^N$ as follows :
$$D(\Phi):=\left(\int_{(\mathbb R^{3})^N}\overline{\Psi(x_1,\ldots, x_N)}\Phi(...
- 1,399
11
votes
1
answer
500
views
Uncountable families of measurable sets with pairwise positive intersections
Let $(X,\mathcal{B},\mu)$ be an arbitrary finitely additive probability measure space, let $a>0$ and let $(A_i)_{i\in I}$ be an uncountable family of subsets with measure $\geq a$.
Is there an ...
- 10.6k
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 ...
- 6,215
1
vote
2
answers
117
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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
-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
4
votes
2
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389
views
Gaussian mixtures are dense in total variation?
Let $M_{TV}(\mathbb{R}^d)$ denote the set of probability measures on $\mathbb{R}^d$ with finite total variation norm which are absolutely continuous with respect to the Lebesgue measure.
By a Gaussian ...
- 5,405
3
votes
0
answers
155
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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
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
307
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Approximate square root of Dirac delta function on $\mathrm{SL}_2(\mathbb{R})$
$\DeclareMathOperator\SL{SL}\DeclareMathOperator\AdS{AdS}$I hope to find a sequence of complex-valued functions $\{f_i(g)\}$ on the group element $g$ of a locally compact group $\SL(2,\mathbb{R})$ so ...
- 175
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
0
votes
1
answer
169
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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
2
answers
282
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Nash equilibria of a "minority game"
An odd number $N \geq 3$ of players are playing a game - they bet on the outcome of a biased coin that comes up heads $p > \frac{1}{2}$ of the time, where $p$ is known to all of the players in ...
- 6,215
4
votes
1
answer
227
views
Problem in Probability Theory and Functional Analysis
Let's consider the vector space V of bounded scalar functions, which includes the constant function 1. We assume that any uniform limit of a bounded monotonic sequence of functions from V also ...
8
votes
1
answer
585
views
One flip coin game
Nate has $n \geq 2$ coins $\{C_i\}_{0 \leq i \leq n-1}$ that each turn up heads with probability $\frac{i}{n-1}$ each, but he is not sure which ones are which.
He has \$1 with which to bet with. On ...
- 6,215
3
votes
1
answer
158
views
Sub-Gaussian concentration without the sub-Gaussian norm
A random variable $X$ is said to have sub-Gaussian tails with parameter $\sigma>0$ if
$$\Pr[|X|\geq t] \leq 2\exp(-t^2/(2\sigma^2))$$
I am interested if $X_0, X_1$ are independent, and have sub-...
- 2,183
7
votes
0
answers
264
views
$\lim_{n \to \infty} E[V| W +\frac{1}{n}V ]$ where $W$ and $V$ are independent
Let $V$ and $W$ be independent random variables. Assume that $V$ is standard normal.
We are interested in the following limit
\begin{align}
\lim_{n \to \infty} E[V| W +\frac{1}{n}V ]
\end{align}
...
- 671
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 ...
-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
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
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