All Questions
1,778 questions
5
votes
2
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358
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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
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
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
2
answers
285
views
Is $C^{\infty}(M)$ a projective Frechet $C^{\infty}(N)$-module for a smooth map $M\to N$ between compact smooth manifolds?
Let $M$ be a compact smooth manifold, then it is clear that $C^{\infty}(M)$ is a Frechet algebra with pointwise multiplication and a collection of semi-norm defined by $p_{\alpha}(f):=\sup_{\beta\leq\...
- 9,019
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 $\mu_1, \dots, \mu_n$ ...
- 6,233
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
329
views
Reflexive Operator Algebra
It is known that a C*-algebra is finite-dimensional if (and only if) it is reflexive as a Banach space. What is known about the analog of this question for operator algebras? (Here, an operator ...
- 3,497
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
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
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
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0
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348
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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
299
views
If $ F(x,\bullet) \in {L^{\infty}}(G,B) $ for all $ x \in G $, then is $ x \mapsto F(x,\bullet) $ strongly measurable?
Let $ (X,\Sigma,\mu) $ be a $ \sigma $-finite measure space and $ B $ a Banach space. A function $ f: X \to B $ is said to be strongly $ \mu $-measurable iff it is the almost-everywhere pointwise ...
- 1,396
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
460
views
The expectation of two sides of rectangle is equal. Can we deduce that in the expectation the rectangle is not very far from being a square?
Let $T$ be a set of $n\ge 3$ points in the plane such that not all of them lie in a common line. Pick two distinct points $\{a=\left( \begin{array}{c} a_{1} \\a_{2} \end{array} \right) ,b=\left( \...
- 519
5
votes
2
answers
320
views
Uniqueness of solutions to an ODE system
For each $i$ (up to infinity), let $u_i \in C^1(0,T)$ satisfy
$$\frac{d}{dt}u_i(t) + \sum_{j=1}^\infty b(t;w_j,w_i)u_j(t) = 0$$
$$u_i(0) = u_i(T)$$
where $b(t;\cdot,\cdot)$ is an inner product on some ...
- 53
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
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
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0
answers
195
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What are the possible $L^{\infty}$ closures of an integration-invariant linear subspace of $C([0,1],\mathbb{R})$?
Let $S \subset C([0,1],\mathbb{R})$ be an $\mathbb{R}$-linear subspace that is invariant under the $T := \int_0^x$ integration operation: if $g \in S$ then the function $f = Tg$ defined pointwise by $...
- 13.8k
5
votes
3
answers
479
views
Is there a dense subset on closed Jordan curve $C$ which its points make intersections under certain rotations?
Is it true that for any given closed Jordan curve of $C \subset \mathbb{R}^2$ there is a dense subset $A$ such that for every point $p\in A$ we have the following property:
If we rotate $C$ around $p$...
- 289
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
510
views
What is the definition of being smooth for a function from a Lie group to a Fréchet space?
In representation theory of real groups, one is confronted with the notion of smoothness for functions defined on a Lie group with values in a Fréchet space (e.g. see Wallach's Real Reductive Groups I,...
- 486
4
votes
1
answer
197
views
On a double sum involving binomial coefficients
For natural $n$, let
\begin{equation}
p_n:=2^{1-n}\sum_{v=1}^l \binom l{(v+l)/2}1(v\equiv l)
\sum_{u=1-v}^{v-1}\binom k{(u+k)/2}1(u\equiv k), \tag{1}\label{1}
\end{equation}
where $k:=\lfloor(n+1)/...
- 128k
4
votes
1
answer
282
views
Eigenvalue of a convolution and a restriction?
Let $\epsilon>0$ be small. Let $\eta(t) = \frac{2\epsilon}{\epsilon^2+(2\pi t)^2}$ (the Fourier transform of $x\mapsto e^{-\epsilon |x|}$). Let $V$ be the space of integrable, bounded functions $f:\...
- 20.2k
4
votes
1
answer
86
views
Approximation of multipliers by multipliers of a smaller set
Let $X$ be a compact metric space, and let $B$ be a convex balanced bounded set in $C(X)$ such that for every $x\in X$ there is $f\in B$ with $f(x)\ne 0$.
Let $M=\{u\in C(X),~ uf\in B,~\forall f\in B\...
- 5,529
4
votes
1
answer
352
views
Minimality properties of James' space
I am interested in the following question about James' quasi-reflexive Banach space $\mathcal{J}$:
Does there exists a non-Hilbertian subspace $X$ of $\mathcal{J}$ such that $X$ isomorphically ...
- 1,005
4
votes
1
answer
311
views
Examples of Borel probability measures on the Schwartz function space?
Let $\mathcal{S}(\mathbb{R}^d)$ be the Frechet space of Schwartz functions on $\mathbb{R}^n$. Its dual space $\mathcal{S}'(\mathbb{R}^d)$ is the space of tempered distributions.
Minlos Theorem as ...
- 3,477
4
votes
1
answer
447
views
Area enclosed by Brownian motion (without winding number)
The question Average Value of Area Closed by Brownian Motion turned out to be about the Lévy area process, which measures "signed area with multiplicity" enclosed by Brownian motion (e.g. each ...
- 29.8k
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 ...
4
votes
3
answers
161
views
Find distribution that minimises a function of its moments
Imagine a probability density function $f(x)$, defined for positive $x$, and let's note its $n$th non-centred moment $x_{n}$. The mean $x_{1}$ is fixed (and positive).
How can I find $f(x)$ that ...
- 223
4
votes
0
answers
281
views
Dual space of ${\rm Lip}_0(\mathbb R^d)$
This question comes to me when I read this paper : https://arxiv.org/pdf/1702.06049.pdf
Let ${\rm Lip}_0(\mathbb R^d)$ be the space of Lipschitz functions $F$ on $\mathbb R^d$ with $F(0)=0$. Then is $...
user128095
4
votes
1
answer
124
views
The behavior of a uniform order statistic near zero
Let $X_{(k)}$ be the $k$th order statistic out of $n$ uniform $[0,1]$ random variables. Let $q$ be the location of the $p$ quantile of $X_{(k)}$, i.e. $\Pr[X_{(k)}\leq q] = p$. For small $p$, Is it ...
- 43
4
votes
1
answer
235
views
Truncated fixed point and regularity structures
This question arose via the helpful comments on this earlier question.
In Hairer's theory of regularity structures, fixed point problems are first solved in certain spaces $D^\gamma$ which consist of ...
- 447
4
votes
1
answer
637
views
Characterizations of the GOE/GUE family of distributions
This question is somewhat related to this one. Loosely speaking, when should I expect a GOE/GUE distribution? The angle of my approach to this is not through statements such as "there is a natural ...
- 4,952
4
votes
5
answers
3k
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Generalize Fourier transform to other basis than trigonometric function
The Fourier transform of periodic function $f$ yields a $l^2$-series of the functions coefficients when represented as countable linear combination of $\sin$ and $\cos$ functions.
In how far can this ...
- 5,327
4
votes
1
answer
472
views
Is the set of weak*-continuous operators closed in the weak*-operator topology?
I recently came across this unanswered MO question an answer to which I would also be interested in. However the formulation of said question is somewhat imprecise and lacking detail in my opinion so ...
4
votes
2
answers
447
views
Heat equation and evolution of number of critical points
Let $u_0$ be a smooth function on the unit sphere $S^1$ and assume that $u(t,x)$ is a smooth solution of the heat equation with initial data $u(0,x)=u_0(x)$. How one can apply the maximum principle to ...
4
votes
0
answers
1k
views
Number of arrangements that contain at least 1 path from top to bottom of 2D matrix
I have a $n\times n$ matrix of objects. $n'$ objects are black, and the rest $n^2-n'$ are white.
With that information, I can easily calculate the total number of black element arrangements that exist ...
- 47
4
votes
1
answer
211
views
Local solutions of renormalized stochastic PDE
To illustrate the problem consider the mild formulation of the $\Phi^4_2$ model on $[0,T]\times \mathbb{T}^d$: $$\phi=P_r\phi_0+\int_0^rP_{r-q}(-\phi^3(q))dq+Y_r \ \ \ \ \ \ (1)$$ where $(P_r)_{r \...
- 573
4
votes
2
answers
484
views
Is every closed subspace of the Schwartz space densely embedded into its dual space?
My original question is from this ME post but I think I need a broader understanding for this.
The Schwartz space $\mathcal{S}$ and its subspaces are examples of nuclear spaces. In fact, any closed ...
- 3,477
4
votes
2
answers
4k
views
Gaussian kernel eigenfunctions
I'm a newbie and may be this question is bit simple for you but pardon me if it's too simple and provide me some references.
What is the eigenfunction of a multivariate Gaussian kernel:
\begin{...
4
votes
1
answer
308
views
Adjoint of the multiplication operator on a Sobolev space
Let $f\colon\mathbb{R}^n\rightarrow\mathbb{C}$ be a bounded function with a bounded first derivative. Then the multiplication operator $H^1(\mathbb{R}^n)\ni x\mapsto A_f x:=fx\in H^1(\mathbb{R}^n)$ is ...
- 128k
4
votes
0
answers
100
views
Generating $H^{\infty}(X)$
Let $X$ be a domain in $\mathbb{C}^d$ and let $\mathbb{D}$ be the open unit disk in $\mathbb{C}$. Consider the Banach algebra $H^{\infty}(X)$ consisting of bounded holomorphic functions on $X$ with ...
- 5,529
4
votes
0
answers
126
views
Relationship between three different definitions of solutions for ODE with irregular coefficient
What is the difference between the notions of
Regular Lagrangian flow
Filippov solution
Caratheodory solution
of an ODE $\dot \Phi(t,x) = b(t,\Phi(t,x))$, with initial condition $\Phi(0,x) = x$, ...
- 839
4
votes
2
answers
255
views
Are the sublevel sets of Boltzmann entropy compact in Wasserstein distance?
For Lebesgue-absolutely continuous probability measures $\rho\ll \mathcal{L}^d$ in the whole space $\mathbb{R}^d$ with finite second moments (i-e $\rho\in \mathcal{P}^2_{ac}(\mathbb{R}^d)$), let
$$
\...
- 825
4
votes
1
answer
3k
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The only continuous martingales with stationary increments are Brownian motions
I know that the above statement is true, but I can't demonstrate it.
It's a pretty powerful theorem, here is its mathematical formulation:
Theorem: The only continuous martingales with stationary ...
- 41
4
votes
1
answer
228
views
Continuity upgrade for nonlinear maps
Let $E,F,G$ be topological vector spaces such that $F\subset G$ with continuous embedding.
By continuity upgrade I mean the following phenomenon: In some circumstances a continuous linear map $f:E\...
- 779
4
votes
1
answer
275
views
Interesting Grothendieck topologies or coverages on the category Prob
I am currently trying to understand Grothendieck Topologies and coverages and want to endow the category Prob, consisting of finite probability spaces and measure preserving maps, with a Grothendieck ...
- 91
4
votes
2
answers
311
views
Is the space of trace class operators finitely representable in an $L^1$-space?
I am interested in knowing whether the space of trace class operators is (crudely) finitely representable in an $L^1$-space. I suspect that the answer is negative but I am unable to find any argument ...
- 5,005
4
votes
0
answers
582
views
Bounds on the expectation of a function of a hypergeometric random variable: A "Jensen gap"
Main Question
Let $f:[0,1]\to [0,1]$ be continuous, let $B_n(f)$ be the $n$-th degree Bernstein polynomial of $f$, and let $r\ge 3$.
Given certain assumptions on $f$, what is an explicit and tight ...
- 697