All Questions
1,779 questions
6
votes
1
answer
455
views
Is the tensor product of distributions a continuous bilinear map with respect to the weak topology?
Let $X$ and $Y$ be smooth manifolds. The map $\mathcal{D}'(X)\times\mathcal{D}'(Y)\to\mathcal{D}'(X\times Y)$ given by $(S,T)\mapsto S\boxtimes T$ is continuous with respect to the strong topology. Is ...
- 387
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
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
760
views
Example of an infinite dimensional reflexive Banach algebra
If a $C^\ast$-algebra is reflexive (as a Banach space) then it is finite dimensional. Can anyone provide (or give a reference to) a nice example of an infinite dimensional non-commutative Banach ...
- 777
6
votes
1
answer
196
views
Simultaneous simulation of all probability measures on a compact metric space
A well known fact in probability is that a uniform random variable on $[0,1]$ can be used to simulate any other probability distribution on $\mathbb{R}$.
A standard way of doing this is to define, ...
- 4,304
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
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
0
answers
529
views
Infinite-dimensional "algebraic varieties"
This question was also formerly posted on MSE but has not received any answer or comment.
Let $H$ be the infinite-dimensional seperable complex Hilbert space, and $P(H)$ denote its projectivization. ...
- 1,543
5
votes
2
answers
310
views
Error estimate in the spectral theorem of compact operators on a Hilbert space
Given a compact self-adjoint operator $K$ mapping $L^2(\mathbb{R}^d) \rightarrow L^2(\mathbb{R}^d)$ as $f \rightarrow \int K(x,y) f(y) d\mu(y)$, let us define its eigenvalues $\lambda_i$ and eigen-...
- 2,246
5
votes
0
answers
374
views
A question about Carleman linearization
Carleman linearization is a technique used to embed a finite dimensional system of analytic ordinary differential equations into an infinite system of linear differential equations:¹⁻²
Let $f$ be ...
- 1,590
5
votes
1
answer
224
views
Conditional expectation of random vectors
$\newcommand{\E}{\mathsf{E}}$
$\newcommand{\P}{\mathsf{P}}$
The following additional question was asked in a comment by user Oleg:
Suppose that $(\Omega,\mathcal F,\P)$ is a probability space, $B$ ...
- 128k
5
votes
2
answers
516
views
Concrete description of lift in Arens-Eells space
Let $X$ be a compact pointed metric subspace of the $d$-dimensional Euclidean space $(\mathbb{R}^d,d_E)$ and let $AE(X)$ denote its Arens-Eells space. Then a result of Nik Weaver shows that for every ...
- 5,405
5
votes
1
answer
410
views
Can a Brownian motion be fast at its extrema?
After pondering this MO question > Location of maximum of Brownian motion with rough drift <, I wonder whether a Brownian motion can be fast (i.e. beats the law of the iterated logarithm) at its ...
- 253
5
votes
1
answer
980
views
"Nice" eigenvectors for (square of) adjacency matrix of a bipartite graph?
Let $G$ be a bipartite graph, and let $A$ be its adjacency matrix.
I was wondering in this case whether $A^2$ will have nice eigenvectors that reflect combinatorial structure of the graph. I'd be ...
- 53
5
votes
1
answer
218
views
Spectral radius for multiple linear operators
Suppose that $X$ is a finite dimensional Hilbert space. Let $A_{1},\dots,A_{r}:X\rightarrow X$ be linear operators. Then define the multi-spectral radius of $(A_{1},\dots,A_{r})$ to be
$$\limsup_{n\...
5
votes
1
answer
602
views
Invariant probability on a unit ball of a Banach space
Let $\Gamma$ be a discrete group acting on an infinite-dimensional Banach space $X$ by linear isometries.
Is there a probability measure (non-atomic, not supported on a finite dimensional subspace) ...
- 53
5
votes
0
answers
350
views
How to calculate the volume of a parallelepiped in a normed space?
Let $E$ be a real normed space, and let $v_1,...,v_n\in E$ be linearly independent. The parallelepiped defined by these vectors is $P=\{\sum_{i=1}^{n}\alpha_i v_i|~0\le\alpha_i\le 1\}$. Since $E$ is a ...
- 5,529
5
votes
1
answer
450
views
Brascamp-Lieb inequalities on the sphere
In the paper [CLL], Carlen, Lieb, and Loss demonstrate a version of the Young inequality on the sphere $S^{N-1}$ in $\mathbb{R}^N$. For positive functions $f_j$ on $[-1,1]$, the following bound holds:...
- 452
5
votes
2
answers
594
views
Taylor $k$-differentiability of a real function at a point
I am interested in the standard name for the following weak form of $k$-differentiability.
Definition. A function $f:\mathbb R\to\mathbb R$ is called Taylor $k$-differentiable at a point $x_0$ if ...
- 42k
5
votes
1
answer
226
views
Does independence of the sequence $f(A_i, B)$ imply the sequence is independent of $B$?
Suppose $B, \{A_i: i \in \omega\}$ are i.i.d. random variables with uniform distributions on $[0,1]$. If $f$ is a map such that $\{f(A_i, B): i \in \omega\}$ are independent, must $\{f(A_i, B): i \in \...
- 2,221
5
votes
1
answer
828
views
Transition semigroup of Ito diffusion on $L^2(\mathbb{R})$
I am considering the transition semigroup $P_t$ associated with the Ito diffusion process
$$dX_t=b(X_t)dt+\sigma(X_t)dB_t,$$
where the coefficients are assumed to be Lipschitz continuous.
I hope to ...
- 503
5
votes
0
answers
797
views
How many balls should we throw into $m$ bins so that at least $k$ bins get at least $r$ balls, with probability $1-\delta$?
Let $m,k,r\in\mathbb N$ and $\delta\in(0,1)$, such that $k\le m$.
Suppose that we throw balls uniformly and independently into $m$ bins.
I am looking for an upper bound $N_{m,k,r,\delta}$ on the ...
- 51
5
votes
1
answer
1k
views
Chain rule in Sobolev space
In the theory of Sobolev space, we have the following chain rule:
For a uniformly Lipschitz function $F : \mathbf{R}\to \mathbf{R}$ such that $F(0)=0$,
and $u\in W^{1,1}(\mathbf{R}^n)$, then we have ...
- 705
5
votes
1
answer
487
views
Fokker-Planck: equivalence between linear spectral gap and nonlinear displacement convexity?
In a smooth, bounded and convex domain $\Omega\subset \mathbb R^d$ consider the usual linear Fokker-Planck equation with Neumann (some would say Robin) boundary conditions
\begin{equation}
\label{FP}
\...
- 5,380
5
votes
0
answers
2k
views
What exactly is the relationship between Donsker-Varadhan variational formula and the Laplace principle?
Given a nice real valued functional $C$ on some probability space $(\Omega, \mathcal F, P_0)$ we have the following Donsker-Varadhan variational representation
$$\log E_{P_0}\left[e^C\right]=\sup_{P\...
- 1,904
5
votes
3
answers
7k
views
Estimate probability( 0 is in the convex hull of N random points ) ?
Can anyone estimate N such that Prob( 0 is in the convex hull of $N$ points ) >= .95
for points uniformly scatterered in $[-1,1]^d$, $d = 2, 3, 4, 10$ ?
The application is nearest-neghbour ...
- 265
5
votes
0
answers
348
views
Discrete groups G whose full C*-algebra C*(G) is not MF?
This is a cheap rip-off of this question, but I am genuinely interested in an answer.
Is there a known example of a countable discrete group G whose full group C*-algebra C*(G) is not MF?
Let us ...
- 1,786
5
votes
1
answer
148
views
A perturbation of an unconditionally convergent series in $\ell_2$
For two functions $x,y:\omega\to\mathbb R$ let $xy:\omega\to\mathbb R$, $xy:n\mapsto x(n)y(n)$, be their pointwise product.
It is clear that for any elements $x,y\in\ell_2$ their pointwise product $xy$...
- 42k
5
votes
3
answers
987
views
Boundedness of Laplacian eigenfunctions
Let $A$ be a bounded domain in $\mathbb R^d$, $d>1$, and $\{u_k\}$ is the set of all $L^2$-normalized Laplacian eigenfunctions on $A$ with Dirichlet boundary condition (i.e., $\|u_k\|_2 = 1$).
Is ...
5
votes
3
answers
1k
views
Constant rank theorem for Banach spaces
Is there a similar statement to the constant rank theorem for finite dimensional real smooth manifolds which holds for a smooth map $F:B \rightarrow M$ where $B$ is an infinite (countable) dimensional ...
- 2,099
5
votes
0
answers
315
views
Schauder basis in the Arens-Eells space
Context
Arens-Eells space. Let $X$ be a separable pointed metric space with base point $e$. An elementary molecule is defined as follows (Nik Weaver, Lipschitz Algebras, 2nd ed.)
$$
m_{pq} := \delta_p ...
- 437
5
votes
1
answer
187
views
Existence of a joint distribution on Bernoulli variables with same probability of being pairwise different
Let $m\in\mathbb{N}$ and $p\in(0,1)$ be arbitrary. Is there a sequence $X_1,\dots,X_m$ of random variables with the following specs on their distribution:
Each $X_i$ is unbiased Bernoulli: $X_i\sim {\...
- 1,096
5
votes
4
answers
917
views
Limit of a sum with binomial coefficients
Let $$A_k = \frac{\sum_{i=1}^ki{2k-i-1 \choose i-1}{i-1 \choose k-i}}{k{2k-1\choose k}}$$
$$B_k = \frac{\sum_{i=1}^ki{2k-i-2 \choose i-1}{i \choose k-i}}{k{2k-1\choose k}}$$
$$C_k = \frac{\sum_{i=1}^k(...
- 155
5
votes
1
answer
512
views
Concentration inequality for Hilbert space valued random variables
I have read in a paper about the following result:
Let $V$ be a separable Hilbert space and $(\Omega,A_{\Omega},P)$ a probability space. Suppose that $Y_1,Y_2,...$ is a sequence of independent $V$-...
- 115
5
votes
2
answers
193
views
Limit of the extremal process of i.i.d. Gaussians see from the tip
I'm trying to calculate the weak limit of $\mathcal{E}_N(x)=\sum_{k=1}^{2^N}\delta_{x-Z_k}$ , with $Z_k=X_k-\max_{k\leq 2^N}X_k$, $\{X_k\}$ being $2^N$ copies of i.i.d. Gaussians with mean zero and ...
- 715
5
votes
2
answers
909
views
Is there an infinite−dimensional Banach subspace in C^∞([0,1]) ?
More specifically, with $I=[0,1]$ let $E=(X,\mathcal T\ )=C^\infty(I)$, where $X$ is the underlying (say real) vector space and $\mathcal T\ $ is the (standard projective limit) topology of uniform ...
- 3,584
5
votes
1
answer
226
views
A polynomial identity involving Wick ordering of a complex power
The problem is related to the paper 1509.02093 by Oh and Thomann, where the authors considered the 2D Wick ordered NLS.
Let $g=a+ib$ be a complex number. Then it is claimed (see (2.7) in the paper and ...
- 333
5
votes
1
answer
263
views
Reference request: Urbanik's work on random integrals and Orlicz spaces
Several important papers on Lévy processes are referring to the following paper:
K. Urbanik and WA Woyczynski, A random integral and Orlicz spaces,
Bulletin de l'Académie Polonaise des Sciences, ...
- 2,306
5
votes
2
answers
529
views
Which coupling of uniform random variables maximises the essential infimum of the sum?
Recall that a coupling of probability measures $\mu_i$ is a set of random variables $X_i$ defined on the same probability space $\Omega$ such that $X_i \sim \mu_i$.
Question: Let $\mu_1, \dots, \mu_n$ ...
- 6,223
5
votes
0
answers
247
views
Involutions on $[0,1]$ given by power series (related to probability generating functions)
Let $A$ be a function from $[0,1]$ to $[0,1]$. $A$ is an involution if $A(A(x))=x$ for all $x\in[0,1]$.
Which involutions $A$ exist such that $A(x)=\sum_{k=0}^\infty a_k x^k$ with $a_0=1$ and $a_k\...
- 3,937
5
votes
1
answer
621
views
On the Riesz representation theorem
Let $V$ be a vector space with inner product $(\phi,\psi)$ antilinear in the second argument - not necessarily a Hilbert space. Let $\Phi$ be an antilinear functional on $V$.
What are the precise (...
- 3,873
5
votes
2
answers
1k
views
How can I prove this special version of the Poincaré inequality?
I am reading a paper, Is $L^2$ Physics-Informed Loss Always Suitable for Training Physics-Informed Neural Network?, which uses an "application" of Poincaré's inequality. The form I know and ...
5
votes
1
answer
1k
views
Orthogonal complements in Hilbert bundles
It's a standard fact that for a finite-dimensional vector bundle with an inner product, the othogonal complement of any subbundle is itself a locally trivial vector bundle.
What is known about the ...
- 8,803
5
votes
1
answer
2k
views
Are piecewise linear functions dense in $W^{1,\infty}$?
Are piecewise linear functions dense in $W^{1,\infty}$ ?
- 393
5
votes
1
answer
2k
views
Mathematics research relating to machine learning
What branch/branches of math are most relevant in enhancing machine learning (mostly in terms of practical use as opposed to theoretical/possible use)? Specifically, I want to know about math research ...
- 173
5
votes
2
answers
4k
views
Does central limit theorem hold for general weakly dependent variables?
Say I have $X_{ij}$, $j \le i$ with the property that $X_{ij}$ are centered and identically distributed and $E(X_{ij} X_{ij'}) = o(\exp(-i)))$. Then does $\sum_j X_{ij}$ have Gaussian domain of ...
- 4,466
5
votes
1
answer
354
views
Optimisation of betting strategy
Consider integers $r \geq 1$ and $k \geq 1$ and consider the following game:
We start with $r$ tokens and at each round we choose $i \in \{1,...,r\}$ tokens to bet (if we have $N<r$ tokens we can'...
5
votes
2
answers
2k
views
Completion of $C_0^{\infty}(\mathbb{R}^N)$ with norm $\|u\|= \Bigg(\int_{{\mathbb{R}}^N} |\Delta u |^2 \, \mathrm{d}x \Bigg)^{\frac{1}{2}}. $
I have a question that I could not find it any where.
Is the completion of $C_0^{\infty}(\mathbb{R}^N)$ with the respect to norm
$$\|u\|= \Bigg(\int_{{\mathbb{R}}^N} |\Delta u |^2 \, \mathrm{d}x \...
- 371
5
votes
1
answer
542
views
If $f$ is bounded, decays fast enough at infinity and $\int f=0$, does this imply that $f$ is in the Hardy space $\mathcal H^1(\mathbb R^n)$?
Let $\mathcal H^1(\mathbb R^n)$ be the real Hardy space (as in Stein's "Harmonic Analysis", Chapter 3). It is well known that $\mathcal H^1(\mathbb R^n)\subset L^1(\mathbb R^n)$ and its ...
- 1,075
5
votes
2
answers
547
views
Existence of a countable linear combination with positive coefficients
Consider a (Hausdorff and complete) locally convex topological vector space $V$ and a countable subset $(v_k)_{k=1}^\infty \subset V$ of non-zero vectors.
$(*)$ Under what conditions on this subset ...
- 21.5k