All Questions
18,181 questions
0
votes
1
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92
views
Does point process ordering ever imply conditional intensity ordering?
Let $N$ and $N'$ be regular/non-explosive point processes on $[0,\infty)$. I will take the view that these are collections of random arrival times: $N=(t_n)_{n\in\mathbb N}$ and $N'=(t_n')_{n\in\...
- 215
2
votes
1
answer
348
views
If Kolmogorov continuity criterion gives the optimal Hölder regularity then does the process have all moments?
Although very useful in the Gaussian (or other infinite moment) setting, Kolmogorov continuity criterion is non optimal in the finite moment setting. For example, let $X(t)=Zt$ where $Z$ is a random ...
- 1,904
7
votes
0
answers
233
views
Growth of spheres in FINITE nilpotent groups - Gaussian approximation (central limit theorem)?
Standard setup. Consider a group and choose generators. Word-metric (or in the other words - distance on the Cayley graph of the group+generators) - converts a group into a metric space, which is ...
- 24.9k
1
vote
1
answer
171
views
How is interpolation used in the proof of Lemma 4.1 in Tao's article Endpoint Strichartz Estimates?
In the proof of Lemma 4.1, pp. 962–963 in "Endpoint Strichartz Estimates" by Tao and Keel (1997) (see MR1646048 or Zbl 0922.35028), the authors first proved the statements hold for some ...
- 11
6
votes
1
answer
403
views
Do acyclic amenable groups exist?
Is there an example of a nontrivial discrete amenable group with vanishing integral homology?
To put the question in contrapositive. Given arbitrary acyclic group $Q$, is there some reason for the ...
- 4,600
4
votes
2
answers
307
views
Lower bounding a partition-related sum
We say the $\mathbb{N}$-valued, non-increasing, eventually zero sequence $\lambda=(\lambda_1\geq\lambda_2\geq\cdots)$ is a partition of $N$ if $|\lambda|:=\sum_{k\geq 1}\lambda_k=N$, and denote $m_k(\...
- 715
0
votes
1
answer
731
views
Does weak convergence in $L^2$ imply convergence a.e. of a subsequence? [closed]
The title pretty much explains it all. Let $u_n\in L^2(\mathbb{R}^n)$ be a sequence converging weakly in $L^2$ to some $u\in L^2(\mathbb{R}^n)$, that is $\int u_k v \to \int u v$ for all $v\in L^2(\...
- 1,149
0
votes
1
answer
155
views
Limit distribution of the self-normalized sum of Cauchy random variables
This is something that has come up in my research. I originally posted this question on CrossValidated but realized it might be better suited for this site. I have deleted the question there (in case ...
- 103
0
votes
0
answers
91
views
Some new questions on Rademacher complexity
For $A\subset R^n$,$A=(a_1,a_2,\dots, a_n)$, $\sigma_i$ are Rademacher random variable.
Is $|\mathbb{E}_\sigma \inf_{a\in A}\sum_{i=1}^n\sigma_ia_i| \le |\mathbb{E}_\sigma \sup_{a\in A}\sum_{i=1}^n\...
- 185
1
vote
0
answers
56
views
Convergence of slice in an equivalent renorming
Let us consider $\ell_2$ space with $\Vert \cdot \Vert_2$ norm. Let us define a new norm equivalent to $\Vert \cdot \Vert_2$ norm as follows:
$$
\Vert x \Vert_0 = \max \{ \Vert x \Vert_2, \sqrt{2} \...
- 85
2
votes
2
answers
196
views
Random partition of an interval – Dirichlet distributed?
Let $X_1, \ldots, X_N \sim \operatorname{Unif}[0,1]$ and consider the intervals between successive order statistics: $[0, X_{(1)}], [X_{(1)}, X_{(2)}], \ldots, [X_{(N)}, 1]$.
What is the distribution ...
- 57
2
votes
1
answer
213
views
Are projective tensor products left-exact if one considers only maps of norm at most 1?
Consider the category $\mathrm{Ban}$ of Banach spaces and bounded linear maps and the category $\mathrm{Ban}_1$ of Banach spaces and bounded linear maps of operator norm at most 1. Let $\otimes_\pi$ ...
- 843
0
votes
3
answers
278
views
A generalisation of Tchebychev inequality
Let $f,g \in C(\mathbb R)$ with $\exists M \in \mathbb R^*, \forall (x,y) \in \mathbb R^2, M\times (f(x)-f(y))(g(x)-g(y)) \geq 0$.
Is it true that exists $ u$ any real function, and $a,b$ monotone ...
- 4,074
2
votes
2
answers
235
views
$L^p$ domination of mixed partial derivatives of the 3rd order by the unmixed ones?
Is it true that for each real $p>1$ there is some real $C_p$ such that for all smooth real-valued functions $u$ compactly supported on $S:=(0,1)^3$ one has
$$\|D_1D_2D_3u\|_p\le C_p(\|D_1^3u\|_p+\|...
- 128k
2
votes
1
answer
272
views
Decompose a function into a bounded part and a Lipschitz part
Let $f: \mathbb R^d \to \mathbb R^d$ be a measurable function such that
$$
\sup_{x,y \in \mathbb R^d} \frac{|f(x) - f(y)|}{\max \{1, |x-y| \}} < \infty.
$$
Are there functions $g,h: \mathbb R^d \...
- 825
3
votes
0
answers
86
views
Finite dimensional distribution of a stochastic process Lipschitz on every relatively compact set
Let $X_t$ be a Markovian Itô diffusion process, defined by an SDE
\begin{equation}
dX_t = \mu(X_t)\,dt + \sigma(X_t)\,dW_t\,.
\end{equation}
Let $f(x,t|x_0,0)$ denote its transition density function. ...
2
votes
2
answers
197
views
$L^p$ domination of mixed partial derivatives by the unmixed ones?
Is it true that for each real $p\ge1$ there is some real $C_p$ such that for all smooth real-valued functions $u$ compactly supported on $S:=(0,1)^2$ one has
$$\|D_1D_2u\|_p\le C_p(\|D_1^2u\|_p+\|D_2^...
- 128k
2
votes
0
answers
56
views
Fractional powers of Dirichlet-to-Neumann map to derive estimate for PDE
Assume $\Omega$ is an open, bounded subset of $\mathbb R^3$ with smooth boundary $\partial \Omega= \Gamma$. For $u \in
H^{1/2}(\Gamma)$, let $U \in H^1(\Omega)$ denote the weak solution of
the ...
- 93
8
votes
1
answer
307
views
Is the dual of a Fréchet space weakly* separable?
It is known that if $X$ is a separable Banach space with dual $X^\ast$, then $B_{X^\ast}$, the closed the unit ball in $X^\ast$, is compact and metrizable in the weak* or $\sigma(X^\ast, X)$-...
- 34.7k
3
votes
0
answers
228
views
Are 1-Wasserstein and 2-Wasserstein distances between multivariate normal distributions equivalent?
The $p$-Wasserstein between two measures $\nu_1$ and $\nu_2$ on $X$ is given by
$$W^p_p(\nu_{1},\nu_{2})=\underset{\pi\in\Gamma(\nu_{1},\nu_{2})}{\inf}\int_{\mathbf{\mathcal{X}}^{2}}d(x,y)^p\pi(dx,dy)$...
- 1,058
2
votes
1
answer
154
views
Are these two norms on localized versions of $L^p_q$ equivalent?
$\newcommand{\RR}{\mathbb R}\newcommand{\diff}{\, \mathrm d}$ We fix $T \in (0, \infty)$ and $p, q \in [1, \infty)$. Let $\mathbb T$ be the interval $[0, T]$.
Let $E$ be the space of all real-valued ...
- 825
1
vote
0
answers
94
views
positive invertible maps which are not *-automorphisms
Let $A$ be a unital C*-algebra. Is there a unital positive self-map $F:A\to A$ which is invertible (i.e. injective and surjective) but not a $*$-automorphism? If yes, how does appear its Gelfand-...
- 41
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 ...
4
votes
1
answer
279
views
Schroedinger operator in 2 dimensions with singular potential
Consider the Schroedinger operator
$$H = -\Delta + \frac{c}{\vert x \vert^2}$$
in two dimensions with $c >0$
This operator has a self-adjoint realization, since it is a positive symmetric operator ...
0
votes
1
answer
140
views
Singular integral bounded by Dirichlet form?
We define for some fixed $L$
$$\Omega:=\{(x_1,x_2) \in ([-L,L]^2 \times [-L,L]^2) \setminus \{x_1=x_2\}\},$$
in particular $x_1,x_2 \in \mathbb R^2.$
Let $f \in C_c^{\infty}(\Omega)$, then I am ...
2
votes
1
answer
259
views
The probability that iid draws from a mean zero random variable sum to zero
Suppose we have a probability distribution $p(\cdot)$ supported on the integers between $-m$ and $m$ for some positive integer $m$, with $\sum_k kp(k) = 0$. Suppose furthermore that all $p(k)$ are ...
- 19.7k
8
votes
2
answers
572
views
Optimally betting a beta-biased coin
This question is inspired by How to optimally bet on a biased coin? by Nate River but generalized slightly. I decided the generalization might be interesting enough to be its own question.
A number $p$...
- 149k
2
votes
1
answer
173
views
Difference in essential spectrum between Schrodinger operators
I am considering two Schrodinger operators on $\mathbb{Z}^2$ and compare their essential spectrum. The operators are both of the form $H=A+V$ where $A$ is the adjacency operator on the $\mathbb{Z}^2$-...
- 633
3
votes
1
answer
163
views
Rescaling Fourier coefficients of a continuous function by a bounded sequence
This question stems out of: which sequences $(a_n)_{n\in\mathbb{Z}}$ of complex numbers have the property that if there exists a continuous function $f$ on the circle with Fourier coefficients $b_n$, ...
- 404
2
votes
1
answer
205
views
$L^2$ space of Hilbert-Schmidt operator valued functions
Let $\mathscr{S}$ denote the space of all Hilbert-Schmidt operators on $L^2(\mathbb R)$. Consider the Hilbert space $L^2(\mathbb R, \mathscr S)$ of square-integrable $\mathscr S$-valued function, that ...
- 407
0
votes
0
answers
60
views
asymptotic expansions for $C^{1+\epsilon}$operators
I want to understand the asymptotic expansion for $C^{1+\epsilon}$ operators.
More precisely, if a complex operator $T(z)=\sum_{n \ge 1}T_n z^n$ is defined on a closed unit disk, and it is $C^{1+\...
user522705
1
vote
1
answer
83
views
Convexity property of an equivalent norm on $\ell_2$
Let us consider the space $\ell_2$ with an equivalent norm defined by
$$
\Vert x \Vert = \max \{ \Vert x^{'} \Vert_2, \Vert x^{''} \Vert_2 \},
$$
where $x^{'}=(0, x_2, x_3, \cdots)$, $x^{''} = (x_1, 0,...
- 85
6
votes
2
answers
290
views
If a Banach / Fréchet manifold $M$ happens to be a topological vector space, is $M$ just a Banach / Fréchet space?
In finite dimensions, if $M$ is a smooth manifold that happens to be a vector space, then it is indeed just the Euclidean space.
I wonder if the same result holds valid in infinite dimensions. More ...
- 3,477
1
vote
1
answer
301
views
Upper-bound of the tail of a weighted sum of iid random variables
I have a question related to this one. $X_i$ are n iid random variables with CDF $1_{[0,+\infty[}(x) \Phi(x)$, i.e. it is a mixture between a folded Gaussian and a delta in $0$, both with weight $1/2$....
- 65
1
vote
0
answers
67
views
Is the adjoint action of $\mathrm{SU}(2)$ on the Schwartz space proper and free?
$\DeclareMathOperator\SU{SU}$Let $t_1, t_2, t_3$ be generators of the Lie algebra $\mathfrak{su}(2)$.
Let us consider a Schwartz space $\mathcal{S}$ defined as
\begin{equation}
\mathcal{S}:= \Bigl\{ \...
- 3,477
1
vote
1
answer
101
views
Image of a complete topological group under open and surjective map is complete?
A uniform space $X$ is complete if every Cauchy filter in $X$ is convergent. Here we do not require $X$ to be Hausdorff.
Question.
Let $G$ be a complete topological group and let $H$ be a topological ...
- 532
0
votes
0
answers
100
views
Random walks on groups
I recently started reading Wolfgang Woess' book titled "Random Walks on Infinite Groups". In the section where he introduces Markov chains and random walks on a set $X$, he has defined a ...
- 9
1
vote
1
answer
95
views
Maximal element w.r.t. abolute continuity of measures
Suppose that $\mu$ is a $\sigma$-finite measure on $\mathcal{X}\equiv\bigotimes_{i=1}^n\mathcal{X}_i$. Let $\Pi$ denote the set of all $\sigma$-finite product measures on $\mathcal{X}$. Define
$$
\...
- 185
1
vote
1
answer
147
views
Stochastic order on weighted sum of iid random variables
$X_i$ are n iid random variables with CDF $1_{[0,+\infty[}(x) \Phi(x)$, i.e. it is a mixture between a half Gaussian and a delta in $0$, both with weight $1/2$.
I would like to show that, $\forall a \...
- 65
1
vote
1
answer
141
views
Does a random matrix over $\mathbb{Z}_q$ map linearly independent vectors to statistically independent vectors?
Suppose $A \in \mathbb{Z}_q^{n \times m}$ is a random $n \times m$ matrix whose entries are i.i.d. uniform over $\mathbb{Z}_q=\mathbb{Z}/q\mathbb{Z}$, where $q\geq2$. Let $\mathbf{x}_1, \ldots, \...
- 503
6
votes
0
answers
220
views
Energy of harmonic maps from $\mathbb R^2$ to $S^2$ is quantized
Assume that $U:\mathbb R^2\to S^2=\{y\in\mathbb R^3:|y|=1\}$ is a smooth solution of the equation $\Delta U+|\nabla U|^2U=0$ in $\mathbb R^2$ with $\int_{\mathbb R^2}|\nabla U|^2\,dx<+\infty$. ...
- 517
2
votes
1
answer
97
views
A Kolmogorov inequality for sums of contiguous subsequences
If $X_1, \ldots X_n$ are independent real-valued random variables such that $E[X_k] = 0$ and $E[X_k^2]$ is finite for each $k$, Kolmorogov's inequality gives an upper bound on $P[\max_{1\le k \le n}|...
- 879
5
votes
0
answers
313
views
Hunting an invisible target
An invisible target on the integer line starts at $0$. On each round it either stays put, moves to the left or moves to the right by $1$ with probability $\frac{1}{3}$ each. You are then asked to ...
- 6,223
1
vote
1
answer
241
views
Expectation of top-K selection of squared Gaussian random variables
Let us have
$$
Z = [z_1, z_2, \dots, z_n],
$$ where $z_i \sim N(0, \sigma^2)$ and are iid. Additionally, consider
$$
X_k := \{ x \in \{0, 1\}^n : e^T x = k \}
$$ If $Y = \max_{X \in X_k} |Z^T X|^2,$ ...
21
votes
2
answers
3k
views
How to optimally bet on a biased coin?
A number $p$ is drawn uniformly at random from $[0, 1]$. You are then given a biased coin that turns up heads with probability $p$, but the number $p$ is not known to you.
You start with a total ...
- 6,223
0
votes
0
answers
81
views
Ultraproduct reflexive
Hello I have the following construction: Let $(E,\|\cdot\|_E)$ be a Banach space, $E_n:=E^n$ and $\|x_n\|_n:=\frac{1}{n}\sum_{k=1}^n \|x_n(k)\|_E$ for all $x_n=(x_n(1),...,x_n(n))\in E^n$ and $n\in\...
- 1
2
votes
1
answer
140
views
Invertibility of message passing with invertible parametrization
Consider the message passing framework defined by, $$f(\boldsymbol{x}_i)= \boldsymbol{x}_i + \sum_{j \neq i} (\boldsymbol{x}_i -\boldsymbol{x}_j) g(\|\boldsymbol{x}_i -\boldsymbol{x}_j\|^2),$$ for $i=...
7
votes
0
answers
100
views
The uniform odd and even subgraph of $\mathbb{Z}^2$
Given a (first finite and later infinite) graph $G =(V,E)$ the uniform even graph is the uniform probability measure on the set of spanning even subgraphs. That is subgraphs (V, E') with $E' \subset E$...
- 1,054
11
votes
1
answer
309
views
Which closed subsets $Y$ of a compact space $X$ admit a linear extensor $C(Y)\to C(X)$?
In the following $X$ is a Hausdorff compact topological space. Let $Y$ be a closed subset of $X$.
The restriction operator $R_Y:C(X)\to C(Y)$ is surjective (Tietze), so it admits a continuous right ...
- 60.6k
2
votes
1
answer
628
views
Does some published texbook take a particular approach (described here) to the transition from discrete to continuous probability distributions?
(I posted this question at matheducators.stackexchange.com and it seems to be considered an inappropriate question for that site. I don't understand why.)
Imagine an introductory probability course ...
