All Questions
18,181 questions
5
votes
1
answer
246
views
An asymmetric quadrilinear estimate
Fix $1<p<2$ and let $a_{i}=1-\frac{\theta_{i}}{p^{\prime}}$
where $\theta_{i}\in (0,1/2)$, $i=1,2,3,4$, and $p^{\prime}$ is the conjugate exponent of $p$. Note here that $0<a_{i}=1-\theta_{i}+...
- 852
7
votes
0
answers
151
views
Stochastic analysis on nuclear Fréchet spaces
This is a reference request question, so to make it clear what I am after, I will give a quick outline of the area I am thinking in and some questions that arise.
A lot of the time in infinite-...
- 439
0
votes
0
answers
55
views
Strong sub-differentiability of an equivalent strictly convex norm
First, we define the notion of strong sub-differentiability(SSD) of a norm on a Banach space $X$. The norm $\Vert \cdot \Vert$ of $X$ is said to be SSD if the one-sided limit $$\lim_{t \to 0+} \frac{\...
- 85
2
votes
0
answers
54
views
Including fixed-time transitions into a continuous time Markov chain system
I have system which is mostly described by a CTMC (Continuous-time Markov chain) with a single absorbing state and a large but tractable and sparse transition matrix. However, at a fixed set of "...
- 21
1
vote
1
answer
67
views
Norm of differentiation operator with respect to Gaussian norm
Here is a problem from Luenberger's optimization by vector space methods. I would appreciate steps to proceed.
Let $\mathcal{P}_n\subset\mathbb{R}[x]$ be polynomials of degree at most $n\ge0$. Compute ...
- 125
0
votes
1
answer
140
views
Approximating a sequence of tempered distributions "uniformly" by Schwartz functions
This question has been motivated by the post making sense of distributions on the diagonal.
Let $T$ be a tempered distribution on $\mathbb{R}^2$ and $\eta$ be a given mollifier on $\mathbb{R}$. For $f ...
- 3,477
4
votes
1
answer
138
views
Fredholm property of linearization of Floer map
I am reading Audin and Damian's book "Morse theory and Floer homology". In Proposition 8.1.4 which reveals the transversality property of moduli space of solutions of Floer equation, the ...
- 51
1
vote
1
answer
53
views
Zeros of Gram-Schmidt derived polynomials in weighted integral space
This is a problem out of Chapter 3 of Luenberger's Optimization by Vector Space Methods that I have been having trouble with. Any guidance would be appreciated.
Let $w(t)$ be a positive (weight) ...
- 125
3
votes
1
answer
241
views
Anti-concentration of polynomials on Haar measure
Let $X\in\mathbb{R}^n$ follow the Haar measure (i.e. uniformly distributed over the unit sphere), and $P$ be a degree-$d$ polynomial such that $\mathrm{Var}[P(X)]=1$. Are there constants $c(n,d)>0$ ...
- 203
2
votes
0
answers
103
views
What $1$-forms $\theta$ solve $\Delta \theta = f\theta$ for a smooth function $f$?
I have a seemingly basic question that I cannot find any literature on. Let $(M,g)$ be a smooth Riemannian manifold and let $\Delta:\Omega^1(M) \to \Omega^1(M)$ be the Laplace-De Rham operator on $1$-...
- 1,231
9
votes
1
answer
428
views
The cardinality of projections of subsets of the Hilbert cube by inner products
I have three related questions.
Question 1: Is there a subset $X$ of the Hilbert cube $[0,1]^{\Bbb N}$ of cardinality continuum, such that for each sequence $a\in [0,1]^{\Bbb N}$ with $\sum a_n$ ...
- 3,104
9
votes
1
answer
563
views
The drunken blind man’s walk
Consider a drunk, blind man starting in the middle of the two dimensional open unit ball. At each turn, the man chooses a direction to move a step of size $\delta > 0$ in. Unfortunately, he is very ...
- 6,223
2
votes
0
answers
35
views
Continuity of Kernel Mean Embeddings
Given some kernel $k: X \times X \to \mathbb{R}$ with RKHS $H_k$ we say that $k$ is characteristic on the space of signed Radon measures over $X$, denoted by $\mathcal{M}(X)$, if the kernel mean ...
- 161
3
votes
1
answer
556
views
A concentration inequality derived from Freedman’s inequality
Freedman’s inequality is a well-known concentration inequality of martingale difference sequence:
Let $(Z_t)_{t \leq T}$ be a real-valued martingale difference sequence adapted to filtration $\...
- 61
1
vote
1
answer
200
views
Chebyshev's inequality for Poisson distribution
Reading an old Richard Karp paper, in which he mentions this argument "Application of Chebyshev's inequality yields the result that, if $X$ is Poisson distributed with mean $\lambda$, then $E(X\...
- 67
0
votes
0
answers
42
views
Limiting value of trace of resolvent matrix involving two independent Wishart random matrices
Let $n_1$, $n_2$, and $d$ be positive integers tending to infinity such that
$$
d/n_k \to \phi_k \in (0,\infty).
$$
Let $X_1 \in \mathbb R^{n_1 \times d}$ and $X_2^{n_2 \times d}$ be independent ...
- 6,853
2
votes
1
answer
86
views
From convergence of sequences to uniform convergence in probability
For $n=1, 2,\ldots$ consider a sequence of sets of ascending integers $I_n=\{\underline{i}_n,\underline{i}_n+1, \ldots, \overline{i}_n\}$, with $\underline{i}_n \to \infty$ and $\underline{i}_n=o(\...
- 195
2
votes
0
answers
54
views
If a probability measure is a mixture of products of its marginals, does it have finite moments?
Let $\mu$ be a Borel probability measure on $\mathbb{R}^n$. For a linear subspace $E\subset \mathbb{R}^n$, let $\mu_E$ denote the marginal of $\mu$ on $E$. The usual orthogonal complement of $E$ is ...
- 716
1
vote
0
answers
35
views
Deterministic multifractal measure with quadratic singular spectrum?
For a non-negative locally finite measure $\mu$ on a bounded metric space $(\Omega,\mathcal{B})$, its local Holder exponent $f(x)$ is defined as $$f(x)=\lim_{r\downarrow 0}\frac{\mu(B(x,r))}{\log r}$$
...
- 715
2
votes
1
answer
128
views
On the existence of a complicated fractal-like set of finite perimeter
Let $f\in BV(\Bbb R^n)$ be an integer-valued function that maps into $\{0, 1\}$ and is identically $0$ outside some bounded set in $\Bbb R^n$. In particular, $f$ determines a bounded Caccioppoli set $...
- 1,245
4
votes
3
answers
482
views
Does the uniform boundedness principle holds for multilinear maps as well?
This question has been motivated by weak* completeness of distributions.
According to the answer in the above post, any barrelled locally convex topological vector space $E$ satisfies the uniform ...
- 3,477
2
votes
1
answer
131
views
Gradient flows and particle representations
I was looking into gradient flows and their particle representations, mostly in the context of probability.
A simple example of this is the continuity equation. Consider evolving a sample $x \sim \...
- 123
0
votes
0
answers
48
views
Computation of Brown measure of the shift operator on $\ell^2(\mathbb N)$?
This looks an extremely simple question - I am just trying to give an example of Brown measure, https://en.wikipedia.org/wiki/Brown_measure, so I try to compute it for the left/right-shift operator on ...
- 1,755
4
votes
0
answers
80
views
Does this filtration have a name?
In the context of Ethier&Kurtz Markov Processes: Characterization and Convergence (Chapter 4, equation (3.2)) as well as the two papers Martingale problems for conditional distributions of Markov ...
- 183
0
votes
1
answer
126
views
Stationary distribution of AR(1) processes and Lyapunov central limit theorem
Let $X_t$ follow the following AR(1) process:
$$
X_t=\rho X_{t-1}+e_t
$$
in which $|\rho|<1$ and $e_t$ is iid noise term with density $f$, mean $0$ and finite moments up to a certain order.
I am ...
- 157
2
votes
0
answers
138
views
Sufficient initial conditions for "non-local" PDE
I am studying a problem of the form $$i\, \partial_t \psi(t) = L \psi(t) + \int_0^t U(t-r) \psi(r) \, dr, \qquad \psi(0) = \psi_0,$$ where the evolution occurs in some Hilbert space, $L$ is a self-...
- 71
3
votes
0
answers
94
views
Harmonic heat flow, formal and rigorous
Let $ (M,g) $ be a smooth Riemann manifold without boundary, $ S^{n-1} $ is an $ n $-dimensional sphere, and $ T>0 $. Consider a weak solution $ u:M\times[0,T]\to S^{n+1} $ of
$$
\partial_tu-\Delta ...
- 1,219
2
votes
2
answers
155
views
"Completeness" for weak convergence of unbounded closed operators on a separable Hilbert space $H$
Let $H$ be a separable Hilbert space with the inner product $\langle, \rangle$ and $\{ T_n \}$ be a sequence of unbounded closed linear operators with a common dense domain $D \subset H$ such that $...
- 3,477
1
vote
0
answers
124
views
Density of absolutely continuous measures on a Polish Space
Consider the set of all probability measures on a Polish space $X$ (equipped with the Borel $\sigma$-field $\mathcal{B}(X)$). I am wondering if there exist conditions under which a subset of measures ...
- 185
1
vote
3
answers
359
views
For a tempered distribution $F$ on $\mathbb{R}^2$, what exactly does it mean by $\lvert F(x,y) \rvert \leq \lvert x-y \rvert^{-n}$?
Let $F$ be a tempered distribution on $\mathbb{R}^2$ and $n \in \mathbb{N}$ be a fixed natural number. I wonder what exactly it means by
$\lvert F(x,y) \rvert \leq \lvert x-y \rvert^{-n}$ where $x,y \...
- 3,477
2
votes
1
answer
243
views
Concentration inequalities for heavy-tailed distributions
Suppose $X_1,...,X_N$ are $N$ i.i.d random variables with heavy tailed distributions. For example, $E[X_i^p]\leq 1$ for some $p\geq 1$. Are there some concentration inequalities to bound the tail
$$P(\...
- 31
1
vote
0
answers
140
views
Ask assistance for finding K. Sato - Lévy Processes on the Euclidean Spaces
The paper me and my professor want is called K. Sato (1995) Lévy Processes on the Euclidean Spaces, Lecture Notes, Institute of Mathematics, University of Zurich.
I tried to find the paper on the ...
- 19
1
vote
1
answer
133
views
A question about the maximal function
Let $n>4$, $f\in C^{\infty}(\mathbb{R}^{n})$ and 0 denote the origin of $\mathbb{R}^{n}$. We define a weighted maximal function by $$Mf(x)=\sup_{0<r<1}r^{4-n}\int_{B_{r}(x)}|f|$$ which is ...
- 155
3
votes
0
answers
83
views
Is there a way in which "space" of random variables on $\mathbb{R}$ is canonically a coaugmented coalgebra?
Consider the "space" of random variables with finite expectation on $\mathbb{R}$ in the following sense: we fix the Borel $\sigma$-algebra on $\mathbb{R}$, and put random variables in ...
- 491
2
votes
1
answer
232
views
Banach spaces locally having a basis
The $\mathcal{L}_p$-spaces ($1\leq p \leq \infty$) are Banach spaces $X$ such that there exists a constant $\lambda$ so that every finite dimensional subspace $E$ of $X$ is contained in another ...
- 4,461
0
votes
0
answers
90
views
Martingale defined by an integral
Consider a probability space $(\Omega,\mathcal{F},P).$ Let $f \in C^{\infty}_{c}(\mathbb{R}^d,\mathbb{R}),p \geq 2.$ $(X_r^{y})_{(r,y) \in \mathbb{R}_+ \times \mathbb{R}^d}$ is a stochastic process ...
- 573
1
vote
1
answer
115
views
A property of the distribution related to stochastic ordering
Let $X$ be a random variable with a symmetric support $S\subset[-M,M]$ for some $M>0$. (i.e., if x is a point of increase of CDF $F_X(\cdot)$, so is $-x$.)
Has the infimum value of $c$ such that
\...
- 19
0
votes
0
answers
73
views
Asymptotic stochastic ordering for weighted sum of i.i.d. random variables
Are you aware of any literature focusing on the conditions such that for two i.i.d. sequences of discrete r.v.'s $\{X_n\}$ and $\{Y_n\}$,
\begin{equation}
a_1X_1+a_2X_2+\ldots+a_nX_n\geq_1 a_1Y_1+...
- 19
0
votes
1
answer
223
views
Construction of random tempered distributions
Let $(\xi_\phi)_{\phi \in L^2(\mathbb{R}_+ \times \mathbb{R}^d,\lambda_d)}$ be a collection of centered Gaussian processes on a probability space $(\Omega,\mathcal{F},P)$ such that $$\forall \phi \in ...
- 573
13
votes
0
answers
573
views
Classical (i.e. commutative) spaces with quantum symmetry but no classical symmetry
In a recent preprint (arXiv:2311.04889), my coauthors and I constructed a sequence of graphs with no classical symmetry which nevertheless have quantum symmetry.
For graphs this had been an open ...
- 2,339
0
votes
0
answers
28
views
Metric entropy of mixed norm spaces with exponent-free bounds
Suppose $\mathcal{F}\subset L^p([0,1]^d)$ is a subset with the following property: The $L^q$-covering number of $\mathcal{F}$ is independent of $q$, for all $1\le q\le\infty$. An example of $\mathcal{...
- 21
3
votes
0
answers
84
views
About the naturality of Krasnoselskii genus on Variational Methods
I have recently watched a seminar about Variational Methods from Mónica Clapp and she gave a very interesting motivation of why the Lusternik–Schnirelmann category (click on the link for the ...
- 131
4
votes
0
answers
135
views
Automorphism-invariant positive linear functionals on $C*$-algebras
Let $A$ be a $C^*$-algebra. Does there exist a non-trivial positive linear functional $\nu\in A^*$ which is $\mathrm{Aut}(A)$-invariant? That is, $\nu\circ\alpha=\nu$ for all $\alpha\in\mathrm{Aut}(A)$...
- 1,959
4
votes
0
answers
148
views
Is every pointwise-weakly continuous one-parameter group of automorphisms of B(H) given by a Hamiltonian?
Let $\mathcal H$ be a Hilbert space, $\mathscr B(\mathcal H)$ be the von Neumann algebra of all bounded operators on $\mathcal H$, and let $\sigma $ be a one-parameter group
of automorphisms of $\...
- 2,263
3
votes
0
answers
105
views
Finitely generated Banach lattice $C(K)$ and partitions of unity
Let $E$ be a Banach lattice. A Banach sublattice $L$ of $E$ is called finitely generated if there exists a finite subset $F \subseteq E$ such that
$$L = \bigcap \{ \hat{L} \mid F \subseteq \hat L, \, \...
- 467
5
votes
0
answers
94
views
When a compact subset of a TVS can be continuously projected on a closed linear subspace?
Let $V$ be a (Hausdorff) topological vector space, $W\subset V$ a closed linear subspace, $X\subset V $ a compact.
(Q):
When there is a continuous map $P:X\to W$ such that $P(x)=x$ for every $x\in X\...
- 60.6k
1
vote
0
answers
68
views
Gibbs Priors form a Martingale
I am working on adapting variational inference to the recently developed Martingale posterior distributions. The first case, which reduces the VI framework to Gibbs priors, is proving hard to show as ...
- 29
6
votes
0
answers
88
views
Error estimates for projection onto the Wiener chaos expansion for stochastic Sobolev spaces (stochastic Rellich–Kondrachov theorem)
Let $n$ be a positive integer, $s\in \mathbb{R}$, $(\Omega,\mathcal{F},(\mathcal{F}_t)_{t\ge 0},\mathbb{P})$ be a filtered probability space whose filtration supports and is generated by an $n$-...
- 5,405
1
vote
2
answers
306
views
Joint moments like $\tau(XYXYXY)$ in terms of individual moments of free variables $X,Y$
Terry Tao RMT book has the following formula for joint moment of freely independent random variables $X,Y$ in Section 2.5
$$\tau(XYXY)=\tau(X)^2\tau(Y^2)+\tau(X^2)\tau(Y)^2-\tau(X)^2\tau(Y)^2$$
...
- 2,252
3
votes
0
answers
132
views
Is the Schwartz space a tame Frechet space?
I ran into the following definition of tame Frechet spaces and Nash-Moser therem.
It says that the space of smooth functions on a compact manifold is tame Frechet.
However, I wonder if
The Schwartz ...
- 3,477