All Questions
1,779 questions
5
votes
1
answer
385
views
Asymptotics of Fresnel integrals
It is known that
\begin{equation*}
I(p) = \sqrt { \frac {4 \mathrm{i} p} {\pi}}\int \limits _{-\infty} ^{\infty} \mathrm{e}^{- \mathrm{i} p x^2} \varphi (x) \mathrm{d}x
\end{equation*}
is a bounded ...
- 5,407
5
votes
1
answer
319
views
Spherical average of $\frac{1}{x}$
Let $X_1,...,X_n$ be points on $\mathbb S^1.$
We then define the expectation value $E(X)=\frac{1}{n}\sum_{i=1}^n X_i.$
Let $\frac{dS(X_1)}{2\pi}$ be the normalized surface measure of $\mathbb S^1,$ i....
- 124
5
votes
2
answers
679
views
Banach algebra of smooth functions
To fix the ideas, let's work on the flat periodic torus $\mathbf{T}^d:=\mathbf{R}^d/\mathbf{Z}^d$.
My question is the following.
Does there exist an infinite dimensional Banach (sub-)algebra $A \...
- 3,425
5
votes
1
answer
4k
views
When is the limit of Martingales a Martingale?
I have a sequence of continuous time random variables $X_n(t)$ where $t \in [0,1]$. Suppose that there is a filtration $F_t$ such that for each $n$, $X_n$ is a martingale with respect to this ...
- 195
5
votes
1
answer
1k
views
Wildly discontinuous linear functionals
Let $X$ be a Banach space, $H\subseteq X$ be a dense hyperplane, and $f$ be a continuous linear functional defined on $H$. Then $f$ is uniformly continuous and hence it admits a unique continuous ...
- 483
5
votes
2
answers
424
views
Existence of an invariant measure on an infinite dimensional space via Lyapunov functional
Set-up.
Assume that we have a complete separable metric space $\mathcal{X}$ that is not locally compact. Let $V: \mathcal{x} \to [0; +\infty]$ be a functional such that $K_r :=\{x \in \mathcal {X} : V ...
- 724
5
votes
1
answer
1k
views
Is this process strictly positive?
Let $W_t$ is standard Brownian motion under probability measure $P$.
Consider 1-D stochastic differential equation
$$ dY_t = dt + \sigma(Y_t) dW_t, \ Y_0 = y\ge 0.$$
We assume $\sigma(0) = 0$, and $\...
- 1,399
5
votes
1
answer
389
views
Maximizing $\iiint|(x-z)\times(y-z)|d\mu d\mu d\mu$ over probability measures on the unit circle
What probability measure(s) maximize the quantity $\iiint_{\mathbb{S}^1}|(x-z)\times(y-z)|d\mu(x)d\mu(y)d\mu(z)$?
The answer appears to be uniform measure, since informally it appears better to have ...
- 3,209
5
votes
1
answer
552
views
Scattering theory for Coulomb potential
Both physical and mathematical theories of quantum scattering seem to be well developed in the case when the potential (or a more general perturbation of the Laplacian) decays fast enough at infinity ...
- 21.8k
5
votes
3
answers
2k
views
Functional derivatives on Banach spaces
Physicists often use functional integrals and I'm trying to make sense of it in more precise terms. As you can see here, the functional derivative in Physics is defined in terms of Taylor expansions. ...
- 3,535
5
votes
3
answers
675
views
$L^{\infty}$ as colimit
I recently read a result (in Jarchow's book) that any ultrabornological space can be expressed as a colimit (in the category LCS) of Banach spaces. My question is the following.
Let $\mu$ be a ...
- 5,405
5
votes
0
answers
614
views
is there a link with the probabilistic model for prime numbers?
Let $x \in \mathbb{R}_+$ and $k \in \mathbb{N}^{*}$.
Let :
$$\mathcal{A}(x)=\#\{(a_1, a_2, \ldots, a_k) \in \mathbb{P}^k \mid (a_1, a_2, \ldots, a_k \text{ verifying some properties}) \, , a_k \...
- 521
5
votes
2
answers
396
views
Does convergence in law to absolutely continuous limit imply convergence in convex distance?
Let $(X_n)$ be a sequence of $\mathbb{R}^d$-valued random variables converging in distribution to some limiting random variable $X$ whose CDF is absolutely continuous with respect to the Lebesgue ...
- 617
5
votes
2
answers
697
views
Intuition behind Gubinelli derivative
I apologise for the confusion of the following sentences. I'm lazy to give more information about Rough path theory as Is a fairly broad subject.
On page 14 of "A Course on Rough Paths
With an ...
- 232
5
votes
1
answer
1k
views
Explicit constant for Carbery–Wright inequality
The Carbery–Wright inequality is a seminal result about the anti-concentration of polynomials of Gaussian random variables.
See e.g. Meka, Nguyen, and Vu - Anti-concentration for polynomials of ...
- 111
5
votes
2
answers
418
views
A question about Schwartz-type functions used in analytic number theory
In analytic number theory we like to weigh our counting functions with a smooth function $f$, so that we may apply Poisson's summation formula and take advantage of Fourier transforms. Typically the ...
- 26.9k
5
votes
1
answer
361
views
Moment Bounds on Hölder norms of stochastic processes
It is relatively easy to show that a stochastic process is Hölder continuous using Kolmogorov continuity theorem link text. But how does one obtain a bound $\mathbb{E} \left\Vert u\right\Vert _{\gamma}...
- 1,256
5
votes
1
answer
923
views
Existence of injective compact operators
We know that if $X$ is a separable Banach space, then for every infinite dimensional Banach space $Y$, there exists an injective compact operator from $X$ to $Y$.
My query is for every Banach ...
- 585
5
votes
0
answers
266
views
Throwing darts at a barn and putting a bullseye around them in higher dimensions
Let $X \in \mathbb R^d$ be a large domain (a ball of radius $r$ for $r$ large should suffice)
Let $B$ be a ball of radius $1$.
Consider the ratio
$$ \frac{ \left| \left\{ x_1,\dots,x_n \in X \mid ...
- 149k
5
votes
2
answers
358
views
Linear transport equation with unbounded coefficients
Consider the PDE
$$\partial_t f(x,t) = \langle q(x), \nabla \rangle f(t,x) + p(x),$$
with Schwartz initial data $f(0,x) = f_0(x) \in \mathscr S(\mathbb R^n).$
I am wondering then if $q$ and all its ...
- 124
5
votes
1
answer
625
views
How to find the "natural scale function" for more general stochastic processes?
In stochastic analysis, for an Ito diffusion $X_t$ such that $dX_t=\mu(X_t)dt+\sigma(X_t)dB_t$, we can exlpicitly compute a "natural scale function"
$$S(x)=\int^x\exp\left(-\int^y\frac{2\mu(...
- 715
5
votes
4
answers
4k
views
Is there an inequality relation between KL-divergence and $L_2$ norm?
According to the Pinsker inequality, we have the following inequality:
\begin{equation}
\delta_{TV} (p, q)^2 \leq \frac{1}{2} D_{KL}(p,q),
\end{equation}
where $\delta_{TV} (\cdot, \cdot)$ and $D_{KL}...
- 175
5
votes
0
answers
223
views
Right derived contravariant hom-functor
I am interested in additive categories appearing in functional analysis, in particular, the category $LCS$ of locally convex spaces and continuous linear functions. This category is not abelian but ...
- 16.4k
5
votes
0
answers
295
views
inequality in a shape of inclusion exclusion formula
I have two inequalities to show, both of which describe some probabilities. First I know how to handle, and it follows from applying arithmetic-harmonic mean inequality:
consider 9 numbers $a_1,a_2,...
- 341
5
votes
1
answer
523
views
Scaling of First-passage times for Random Walk on integer lattices
Consider simple symmetric random walk $S_{n} = (S_{n}^{(1)},\dots,
S_{n}^{(d)})$ on the d-dimensional integer lattice with starting point the origin.
Let $\tau_{N}$ be the first time $S_{n}$ exits ...
- 61
5
votes
2
answers
202
views
Monotonicity of a parametric integral
For real $x>0$, let
$$f(x):=\frac1{\sqrt x}\,\int_0^\infty\frac{1-\exp\{-x\, (1-\cos t)\}}{t^2}\,dt.$$
How to prove that $f$ is increasing on $(0,\infty)$?
Here is the graph $\{(x,f(x))\colon0<...
- 128k
5
votes
0
answers
287
views
Infinite tridiagonal matrices and a special class of totally positive sequences
Let $\Bbb{y} = \big(y_1, y_2, y_3, \dots \big)$ be an infinite sequence of positive real numbers such that following $\Bbb{N} \times \Bbb{N}$ tridiagonal matrix
\begin{equation}
T(\Bbb{y}) := \,
\...
- 2,137
5
votes
1
answer
333
views
On a certain norm of the identity operator on $\mathbb R^2$
$\newcommand\R{\mathbb R}\newcommand\Q{\mathcal Q}$For mutually orthogonal vectors unit vectors $a=[a_1,\dots,a_n]^T$ and $b=[b_1,\dots,b_n]^T$ in $\R^n=\R^{n\times1}$ (so that $n\ge2$) and for all $x=...
- 128k
5
votes
1
answer
284
views
Malliavin derivative of stopped Brownian motion
Cross-posted from: "https://math.stackexchange.com/questions/3917971/malliavin-derivative-of-stopped-brownian-motion"
I have a small question concerning the Malliavin derivatives. It could ...
- 393
5
votes
1
answer
204
views
The diversity of Riemannian metrics adapted to a given (1 dimensional) foliation, A Krein Millman view point
Let $X$ be a Kronecker vector field on the two dimensional torus $\mathbb{T}^2$. Let $K$ be the space of all 1- forms $\alpha$ of class $C^1$ on $\mathbb{T}^2$ which satisfy $d\alpha=0,\;\alpha(X)=1$...
- 356
5
votes
2
answers
285
views
Existence of a solution for this hypoelliptic-alike PDE
I know that this question may result rater vague and somehow out of context, still I am hoping you could help me.
Assume we have the following equation
\begin{align}
\boxed{\partial_t u(t,x,z)=\...
- 515
5
votes
1
answer
564
views
Convergence of discrete Laplacian to continuous one
I make the following observation:
Let $\Delta^{(n)}$ be the discrete Laplacian on $\mathbb{C}^n$ (ie the $n\times n $ matrix with diagonal $-2$ and upper/lower diagonal $1$.)
This one has eigenvalues ...
- 536
5
votes
1
answer
209
views
Randomized version of Turán's theorem
Turán's theorem says the following.
Take any natural $n$ and $r$. Suppose that
\begin{equation*}
|G|>\Big(1-\frac1r\Big)\frac{n^2}2, \tag{0}
\end{equation*}
where $|G|$ is the number of edges of ...
- 128k
5
votes
1
answer
275
views
Is there a good notion of "random bounded linear map" on a separable Hilbert space?
Let $H$ be a separable Hilbert space and let $\{e_i\}$ be an orthonormal basis. My first question is:
Is there a probability measure on $B(H)$ such that for $T$ chosen uniformly randomly the ...
- 29.2k
5
votes
0
answers
235
views
Riemann theta function inequality for a class of large random matrices
The following is essentially the same question as in this previous post, but since I have completely re-formulated it (hopefully for the better ;-), I decided to post a new question instead of an edit....
- 686
5
votes
1
answer
573
views
Analytic perturbation of eigenfunctions
Consider a domain $\Omega_0 \subset \mathbb{R}^n$, and deformations of $\Omega_0$, called $\Omega_t$, obtained by a one-to-one mapping $x \mapsto x + t\varphi (x)$, where $\varphi$ is smooth. It is ...
- 53
5
votes
1
answer
245
views
Convergence of functionals on compact projections on a separable Hilbert space
Let $H$ be a separable Hilbert space over $\mathbb{C}$, say $\ell_2$ for simplicity. Let $\mathcal{K}(H)$ denote the space of all compact operators on $H$ and $\mathcal{P}(H)$ the set of all finite ...
- 1,151
5
votes
3
answers
1k
views
One can earn nothing on the Brownian motion, true ?
Consider any discrete time stochastic process $p(n)$ (price) with independent increments $\xi_k$ and $E(\xi_k)=0$. E.g. Brownian motion (i.e. $\xi_k = N(0,1)$).
Consider some "trading strategy" ...
- 24.9k
5
votes
1
answer
2k
views
Commuting with self-adjoint operator
Let $T$ be an (unbounded) self-adjoint operator. Assume that there is a bounded operator $S$ such that $TS=ST.$ For which kind of $f$ do we have that $f(T)S=Sf(T)?$
My thought was that using a ...
- 501
5
votes
1
answer
350
views
Set of translations of a real function having a dense linear span
Let $W$ be the space of continuous functions $f:\mathbb{R} \rightarrow \mathbb{R}$ such that $\lim_{x\rightarrow \pm \infty} f(x)=0$, and consider the sup-norm topology on $W$.
Problem. does there ...
- 537
5
votes
2
answers
352
views
Does this equation has a closed-form solution for $t$? ($(1-p)\sum_{i=0}^{n}t^i = p\sum_{i=0}^{n}(1-t)^i)$)
We are given $n\in \mathbb N^+$ and $p\in[\frac{1}{2},\frac{n+1}{n+2}]$.
Our goal is to find $t\in[0,1]$ such that
$$(1-p)\sum_{i=0}^{n}t^i = p\sum_{i=0}^{n}(1-t)^i$$
Is there a closed-form solution $...
- 618
5
votes
0
answers
665
views
Concentration of sums of random vectors under moment conditions on the marginals
Let $X_1,\dots,X_n\in {\bf R}^d$ be $d$-dimensional iid zero mean random vectors with covariance matrix $\Sigma$. I am interested in tail bounds for the Euclidean norm
$$N_n\equiv \frac{1}{\sqrt{n}}\|...
5
votes
4
answers
395
views
Concentration of closed random walks
Consider a random walk $S_n=\sum_{i=1}^n X_i$ where $P(X_i=+1)=P(X_i=-1)=1/2$ with $n$ large. By Chernoff's bound we know that, for example, $\sum_{i=1}^{n/2} X_i=O(\sqrt{n})$ with high probability.
...
- 470
5
votes
2
answers
1k
views
Compactly supported functions and Sobolev spaces on manifolds
It is well-known that if a complete Riemannian manifold has bounded curvature and injectivity radius bounded away from zero, then the space $C^\infty_c(M)$ is dense in the Sobolev spaces $W^{k, p}(M)$ ...
- 9,853
5
votes
1
answer
1k
views
Conditions under which a linear functional on a space of measures must be integration of a function
Let $X$ be a measurable space, and let $M(X)$ be the vector space of finite signed measures on $X$. Are there natural conditions on a linear functional $f:M(X)\rightarrow\mathbb{R}$ that are ...
- 2,130
5
votes
1
answer
139
views
What is the expected value of the submeasure of a random set?
Let $N \in \mathbb N$ and suppose that $\phi$ is a submeasure on $[1,N] = \{1,2,\dots,N\}$, by which I mean that $\phi$ is a function $\mathcal P ([1,N]) \rightarrow \mathbb R$ such that
i. $A \...
- 18.6k
5
votes
1
answer
993
views
Full-rank rectangular matrices over GF(2)
Given positive integers $k$, $m$, $n$, let $A$ be an $m \times n$ matrix over $GF(2)$ constructed as follows. Let $X_1, \ldots, X_m$ be independent random subsets of $\{1,\ldots,n\}$ with cardinality ...
- 54.2k
5
votes
1
answer
456
views
The Bochner integral about a semigroup of bounded linear operators on a Banach space
Let $T(t)$ be a semigroup of bounded linear operators on a Banach space $X$. When does the following hold
$$
\int_0^t T(s)x ds = \Big(\int_0^t T(s) ds\Big)x, \quad x \in X \, ,
$$
where $ t \in (0,1)$?...
- 51
5
votes
1
answer
878
views
About a reparable error discovered in a submitted article
What can I do if I discover a reparable error in an article that I submitted to a journal of mathematics? I want to know the possible solutions so that the article is not rejected. And what happens if ...
5
votes
1
answer
2k
views
Stopping time of two dimensional random walk
Let $U_n=\sum_{i=1}^n X_i,V_n=\sum_{i=1}^n Y_i$, $n\geq 1$, be a two-dimensional random walk with i.i.d. increments $(X_n, Y_n)$, where $X_n, Y_n$ are discrete random variables with joint pmf $P_{X,Y}$...
- 93