All Questions
18,181 questions
0
votes
0
answers
88
views
Intersection of Sobolev Spaces
Suppose $\Omega$ is a bounded open subset of $\mathbb{R}^n$ with a "nice" boundary. We have the Sobolev spaces $W^{k,2}(\Omega)$, which are all contained within each other: $W^{m,2}(\Omega)\...
- 807
3
votes
1
answer
164
views
Simple linear asymptotics for leaving time of particle in open-boundary TASEP
EDIT: It appears the hypothesis may not be true - I am not sure. I therefore changed my question.
ORIGINAL QUESTION:
Consider a system $n$ linked discrete cells numbered $1 \ldots n$. Particles are ...
- 133
3
votes
1
answer
185
views
Concentration for sum of order statistics
Assume we draw $n$ numbers uniform i.i.d. from $[0,1]$, and let the least $k$ of them be $x_1,\dots,x_k$. It is well-known that their expectations are $\frac{1}{n+1},\dots,\frac{k}{n+1}$, so the ...
- 137
2
votes
0
answers
112
views
Embedding a Markov chain in a Markov process
Let $X_{t\ge 0}$ be a Markov process with values in a metric space $(\mathcal{X},d)$ defined on a probabiltiy space $(\Omega,\mathcal{F},\mathbb{P})$ and let $(\tau_n)_{n=1}^{\infty}$ be a sequence of ...
- 21
2
votes
2
answers
102
views
Functional dependence not preserved in the weak limit
Let $M$ be a metric space, $f\colon M \to M$ a measurable function, and $(\mu_n)$ a sequence of probability measures on $M$.
Assume $(\mu_n, f_*\mu_n)$ converges weakly to a measure on $M\times M$ ...
- 141
0
votes
0
answers
39
views
Multivariable local CLT for uncorrelated (but dependent) coordinates?
Let $\vec f, \vec g\sim\mathcal{N}(0, \sigma^2I_n)$ be independent Gaussians.
Define $\mathsf{cyc}^i(\vec f) = (\vec f_i, \vec f_{i+1},\dots, \vec f_{n-1}, \vec f_0, \vec f_1,\dots, \vec f_{i-1})$ to ...
- 2,183
4
votes
3
answers
771
views
Winning game probability
At each round of a game with two players Alice and Bob, Alice can win with a fixed probability $a$ and Bob can win a fixed probability $b$, such that $a+b < 1$, otherwise there is a draw.
The game ...
- 383
0
votes
0
answers
82
views
High probability bound on number of sparse solutions to Gaussian linear system
Suppose we have a random matrix $A \in \mathbb{R}^{m \times n}$ with all entries i.i.d. from the standard Normal distribution $\mathcal{N}(0, 1)$. Suppose $k$ divides $n$, and let $S \subseteq \mathbb{...
- 43
0
votes
0
answers
63
views
Existence of a measurable maximizer
Let $F$ be a continuous cdf with full support on $[0,1].$ Let $A$ be a compact subset of $\mathbb{R}$ and $\mathcal{M}$ be the set of measurable functions $\alpha:[0,1]\rightarrow A.$ Let $\bar \alpha ...
- 1
3
votes
2
answers
280
views
Question about the Bessel operator
For $\nu>-1$ denote by $\{\lambda_{k,\nu}\}_{k\in\mathbb{N}}$ the succesive positive zeros of the Bessel function of the first kind $J_{\nu}$. The Bessel operator is given by
\begin{equation*}
L_\...
- 421
0
votes
1
answer
252
views
Reference request: log Sobolev inequality for uniform measure (uniform distribution over discrete set)
Suppose that $N \in \mathbb N_+$ is fixed and denote by $\mu = (\mu_0,\ldots,\mu_N)$ the uniform distribution on the set $\{0,1,\ldots,N\}$ (i.e., $\mu_n = \frac{1}{N+1}$ for each $0\leq n\leq N$). I ...
- 730
0
votes
1
answer
189
views
Constructing a family of $3$-wise independence functions from $\mathbb{Z}_p^n \rightarrow \mathbb{Z}_p$
A family of function hash functions $\mathcal{H}:\{h:N\rightarrow M\}$ is call $k$-wise independent if whenenver $h$ is drawn uniformly from $\mathcal{H}$, let $x_1,\ldots,x_k$ be distinct elements of ...
- 121
0
votes
0
answers
126
views
A question about associated operator on continuous functions space equiped with L2 norm
For M a connected compact manifold, $T$ is in $C^{1+\nu}(M,M)$ with $\nu\in(0,1)$, i.e., $DT$ is some Hölder continuous function with Hölder exponent $\nu$. Denote by $m$ the Lebesgue measure on $M$ ...
- 39
5
votes
0
answers
899
views
Is such a Banach space $X$ isometrically isomorphic to a Hilbert space or not?
Let $X$ be a real or complex Banach space. $X$ satisfies:There exists real or complex series $\{a_k\}_{k=1}^n,\{b_k\}_{k=1}^n$ (which satisfies that:$\begin{cases}
a_k,b_k\in \mathbb{R}\ \forall k=1,\...
- 181
0
votes
0
answers
157
views
Dependence of functional integral on the function space
In physics, the following functional integral is considered
\begin{gather}
Z[J]= \int Df \exp(-\int d^dx( f\Box f+\lambda f^4 +Jf ))
\end{gather}
It is usually said that the integration is performed ...
- 593
7
votes
2
answers
235
views
Evolution of the empirical mean of a list as we remove elements proportional to their value
Consider a list of $N$ integers $k_1,k_2,\dots k_N$, drawn independently from some distribution $P(k)$ with $k_i \geq 1$. We denote its mean with $\langle k\rangle=\sum_{k=1}kP(k)$. The first two ...
- 274
0
votes
1
answer
418
views
Necessary conditions for convergence of convolution
In math.SE, I've asked a question about the convergence of convolution of two functions which have bilateral Laplace transform and also have disjoint Region Of Convergence (ROC) but the question didn'...
- 61
3
votes
1
answer
211
views
Statistically stationary properties of expectations conditioned on the value of an Ornstein–Uhlenbeck process
Consider the modified Ornstein–Uhlenbeck process
$$\mathop{dx_t}=\theta(y_t-x_t)\, dt+{}\sigma\,dW_t$$
for a standard Brownian motion $W_t$ and $\theta,\sigma\in\mathbb{R}_{>0}$. Let's define the ...
- 41
1
vote
1
answer
101
views
Reference for the 'Brownian Representation Formula'
I am reading a paper ('Hydrodynamics of the N-BBM Process', by De Masi, Ferrari, Presutti, Soprano-Loto) which quotes the 'Brownian representation formula' to represent the solution of a free boundary ...
- 177
7
votes
1
answer
556
views
A variation on the Borel–Cantelli lemma theme
Let $X,X_0,X_1,\dots$ be nonnegative independent identically distributed (i.i.d.) random variables. Let
\begin{equation*}
E:=\bigcap_{n\ge0}B_n,
\end{equation*}
where
\begin{equation*}
B_n:=\...
- 128k
0
votes
0
answers
59
views
Series representation of functions
Let $H$ be a Hilbert space, consisting of functions $f:\mathbb{R} \to \mathbb{R}$. Let
$$
V = \left\{ f_J \in H: f_J= \sum_{j=1}^J c_j^{(J)} g_j, c_j^{(J)}\in\mathbb R, J\in \mathbb N \right\}
$$
...
- 93
2
votes
0
answers
115
views
Mixing for a gas of hard spheres
The gas of hard spheres is a model for a gas in a container, where each particle is a sphere of radius $\epsilon$. The spheres interact with each other and with the container with elastic collisions. ...
- 312
1
vote
1
answer
344
views
Is the Borel-Cantelli Lemma applicable here? [duplicate]
Consider $(X_{n})_{n\in\mathbb{N}}$ a sequence of random variables taking values in the set $\mathbb{Z}_{\geq 0}$ where $\mathbb{P}(X_{n} = i) > 0 $ for every $i\in\mathbb{Z}_{\geq0}$ which are ...
- 161
3
votes
2
answers
358
views
Minimax optimal multiple hypothesis test
Let us consider the following two-player game
between Chooser and Guesser.
There is a finite set $\Omega$
and $k$ probability distributions
on $\Omega$, denoted by $
\mathcal{P}
=\{P_1,\ldots,P_k\}
$.
...
- 6,541
18
votes
1
answer
452
views
Is defining measures as functionals ever insufficiently general in practice?
Crossposting from Math Stack Exchange, as it has yet to receive any answers there; the original question is here.
The way I learned measures was as set functions on a $\sigma$-algebra with certain ...
- 183
2
votes
0
answers
85
views
Faster Convergence in CLT for sums and convolutions of Gaussians?
Let $n\in\mathbb{N}$ and $\sigma>0$ be fixed.
I have a certain class $\mathcal{C}$ of random variables I am interested in analyzing.
This contains
$\vec X\sim \mathcal{N}(0, \sigma^2I_n)$
Sums of (...
- 2,183
1
vote
0
answers
84
views
How can one build a min-2-wise independent small sample space from min-3-wise permutations?
I have been studying a polynomial-size set of permutations from one of my lectures. The below image, taken from the lecture notes PDF, illustrates how to construct min-3-wise permutations.
My ...
- 43
0
votes
1
answer
207
views
Some continuity issues of the optimal transport map (Brenier map)
Let $\mu$ and $\nu$ be two probability measures with finite moments (in $\mathcal{P}_2(\mathbb{R})$) equipped with 2-Wasserstein distance. Let $F_\mu$, $F_\nu$ be their cumulative distribution ...
- 54
2
votes
0
answers
78
views
Array-determined operator ideals
For a Banach space $X$, we, of course, know what it means for a sequence to be weakly null (to converge to zero in the weak topology).
An array in the Banach space $X$ is a sequence of sequences, $(...
- 121
2
votes
1
answer
197
views
Topology of ${\mathcal D}(\Omega)$ (space of test functions)
I have seen two approaches to the topology of ${\mathcal D}(\Omega)$:
(i) Let $K$ be a compact subset of $\Omega$ and consider the subset ${\mathcal D}_K(\Omega)$ of test functions with support ...
- 91
2
votes
1
answer
245
views
Sum of arrival times of Chinese Restaurant Process (CRP)
Suppose that a random sample $X_1, X_2, \ldots$ is drawn from a continuous spectrum of colors, or species, following a Chinese Restaurant Process distribution with parameter $|\alpha|$ (or ...
- 141
3
votes
1
answer
493
views
A strange condition of convexity?
During my research, I come across this question.
Let $f \in C^2(\mathbb R, \mathbb R_+^*)$ with $\forall x \in\mathbb R, f'(x) \geq |f''(x)+f(x)|$.
Is it true that $\forall x \in \mathbb R, f''(x) \...
- 4,074
2
votes
2
answers
328
views
Existence of the limit of periodic measures
Let $T: X \to X$ be a continuous map over a compact metric space. We say that a measure $\mu$ is $T$-invariant if $T_{\ast} \mu= \mu$. We denote by $M(X, T)$ the space of all $T$-invariant Borel ...
- 1,043
2
votes
1
answer
184
views
Prove if the fractional Laplacian of a function is bounded
Take $s\in (0, 1)$. I am trying to understand if $(-\Delta)^s (\log(1+x^2))$ is bounded, that is if there exists $R>0$ such that $|(-\Delta)^s (\log(1+x^2))|\le R$.
Here $(-\Delta)^s$ is the ...
- 123
3
votes
0
answers
87
views
Instances of c-concavity outside of optimal transport?
Let $X$ and $Y$ be metric spaces, and let $c:X\times Y\rightarrow \mathbb{R}$ be a nonnegative function which we refer to as a cost. For any $\phi:X\rightarrow \mathbb{R}$ and $\psi:Y\rightarrow \...
- 232
3
votes
1
answer
108
views
When does the optimal model exist in learning theory?
In the context of learning theory, we usually have: data $(x,y)\sim P(x,y)$, with $x\in\mathcal{X}\subseteq\mathbb{R}^d$ and $y\in\mathcal{Y}\subseteq\mathbb{R}^k$, a hypothesis class $\mathcal{F}\...
- 199
2
votes
0
answers
319
views
What are alternative or equivalent definitions of a positive-definite function on a group?
The standard definition of a positive-definite function on a group goes as follows:
Let $\varphi : G \rightarrow L(H)$, where $G$ is a group (with an involution) and $H$ a Hilbert space. $L(H)$ is the ...
- 63
5
votes
0
answers
272
views
How to play golf in one dimension?
One-dimensional golf is a function $g$ on $\mathbb R$ such that
$g(x)= 1+\min_\mu E[g(x+N(\mu,c\mu^2))]$ if $|x|>1$ and 0 if $|x|\le 1.$
Here $N$ is the normal distribution, whose mean $\mu$ you ...
- 19k
4
votes
0
answers
142
views
Algebraic area of Brownian half-plane excursion
Is anything known about the distribution of the algebraic area, à la Lévy's stochastic area, of a Brownian excursion in the half-plane? To be precise, letting $x>0$, we consider the path $(X_t,Y_t)...
- 3,927
2
votes
0
answers
193
views
If the operators $B_i'$ satisfy an inequality, prove that $B_1'+\dotsb+ B_n'$ also satisfies the same inequality
Related: On a deceptively tricky calculus problem.
The way that Leonard Gross proves the log Sobolev inequality is in the following stages:
He proves that for any operator $B$ that satisfies the log ...
- 90
9
votes
1
answer
789
views
The expected value of product of random variables which have the same distribution but are not independent
Given a positive integer $k$, is there a positive real number $c(k)$ such that $\mathbb{E}\left(\prod_{i=1}^k X_i\right)\geq c(k)$ for any $k$-random variables $X_1,X_2,\ldots,X_k$ which all have the ...
- 99
4
votes
1
answer
374
views
Sufficient condition for a probability distribution on $\mathbb Z_p$ to admit a square-root w.r.t convolution
Let $p \ge 2$ be a positive integer, and let $Q \in \mathcal P(\mathbb Z_p)$ be a probability distribution on $\mathbb Z_p$.
Question. What are necessary and sufficient conditions on $Q$ to ensure ...
- 6,853
6
votes
0
answers
98
views
Conditions for completely positive maps to act homomorphically across multiple subalgebras
For a completely positive (CP) map $u: A \to A'$ of $C^*$-algebras $A, A'$, the concept of multiplicative domains characterizes the largest subalgebra of $A$ on which $u$ behaves as a $*$-homomorphism....
- 61
2
votes
0
answers
45
views
Topology of an orbit space constructed from a Fréchet space under the "local" action of some "smooth" group
Let $G$ be a nontrivial connected compact subgroup of the general linear group $\operatorname{GL}(\mathbb{R}^3)$. For example, we may take $G$ to be $\operatorname{SO}(3)$.
Next, let $\mathcal{S}(\...
- 3,477
3
votes
1
answer
314
views
Laplace transform of Brownian motion functional
Let $(B_r,r\geq 0)$ be a standard Brownian motion on $\mathbb{R}$ started at $0$. I am interested in the quantity
$$g(s,t) = \mathbb{E}_0\left[ \exp \left(- \beta \int_s^t \left\vert \frac{B_r}{r}\...
- 228
3
votes
1
answer
161
views
Equivalent definition for Skorokhod metric
I have a question about the Skorokod distance on the space $\mathcal{D}([0,1],\mathbb{R})$:
$$
d(X,Y):= \inf_{\lambda \in \Lambda}\left( \sup_{t\in [0,1]}|t-\lambda(t)|\vee \sup_{t\in [0,1]}|X(t)-Y(\...
- 177
10
votes
0
answers
422
views
Upper bound Hölder norm of the solution to the non-linear PDE $\partial_t u (t, x) = \Delta_x \{ |\sigma (u (t, x))|^2 u(t, x) \}$
We fix $T>0$ and let $\mathbb T := [0, T]$. Let $\sigma : \mathbb R \to \mathbb R$ belong to the Hölder space $C^{1, \alpha}_b (\mathbb R)$ for some $\alpha \in (0, 1)$. Let $u : \mathbb T \times \...
- 825
1
vote
1
answer
115
views
How does Chernoff-Hoeffding bound with limited independence reduce to the usual generic CH bound with complete independence
As the title might suggest, I am referring to this paper https://www.cs.umd.edu/~srin/PDF/ch-bounds.pdf , titled : Chernoff-Hoeffding Bounds for Application with Limited Independence.
The theorem in ...
- 121
1
vote
1
answer
113
views
An integrable estimate of the Hölder constant of the map $x \mapsto \int_{\mathbb R^d} f(y) \partial_1 \partial_1 g_t (x-y) \, \mathrm d y$
Let $(g_t)_{t>0}$ be the Gaussian heat kernel on $\mathbb R^d$, i.e.,
$$
g_t (x) := (4\pi t)^{-\frac{d}{2}} e^{-\frac{|x|^2}{4t}},
\quad t>0, x \in \mathbb R^d.
$$
Let $f : \mathbb R^d \to \...
- 825
2
votes
2
answers
308
views
Preimage of null sets under a monotone increasing function
Let $I\subseteq \mathbb{R}$ be a closed bounded interval and $f:I \to I$ a monotonic increasing function and $S$ the countable set of points $s$ such that $|f^{-1}(s)| > 1$. Is the following ...
- 113