All Questions
1,766 questions
4
votes
0
answers
119
views
Is the range of a probability-valued random variable with the variation topology (almost) separable?
Let $X$ and $Y$ be uncountable Polish spaces, $\Delta(Y)$ be the space of Borel probability measures on $Y$ endowed with the Borel $\sigma$-algebra induced by the variation distance, and let $g:X\to \...
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
3
answers
491
views
Positivity of the Coulomb energy in two dimensions
In dimensions $d\geq 3$ the Coulomb energy is always non-negative (since the Fourier transform of $\frac{1}{\|\cdot\|^{d-2}}$ is non-negative). What can one say about positivity properties of the ...
- 255
4
votes
1
answer
619
views
Characterization of the Laplace Transform
One of the main properties of the Laplace transform is given by the convolution theorem.
$$\mathcal{L}(f*g)=\mathcal{L}(f)\cdot\mathcal{L}(g)$$
Question: Is there a full characterization of the ...
4
votes
1
answer
695
views
Concurrency related problems in $n$ independent, parallel $M/M/1$ queues
Queueing Model:
Consider $n$ independent, parallel $M/M/1$ queues with identical arrival rate $\lambda$ and service rate $\mu$. For each $M/M/1$ queue, we use the FCFS (First Come First Served) ...
- 139
4
votes
2
answers
659
views
Abstract ODE; PDE; uniqueness of solution
I have a somewhat vague question regarding an abstract ODE in a Banach space.
Suppose $A:D(A) \subset X \rightarrow X$ is some linear operator (let's assume it's closed) and maybe add some other ...
- 539
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
0
answers
182
views
Determine the minimal elements of a Dynkin system generated by a finite set of finite sets
(This is a refined version of https://cs.stackexchange.com/q/144371)
Let $\Omega$ be a finite set. A Dynkin system on $\Omega$ is a subset of the power set of $\Omega$ containing $\Omega$, which is ...
- 5,822
4
votes
1
answer
398
views
Variance of load in maximally loaded bin, if $m$ balls are thrown into $n$ bins
In the paper "Balls and bins a simple and tight analysis" by Raab and Steger, available here strong upper and lower bounds are proved about the number $M$ of balls in a maximally loaded bin when $m$ ...
- 10.4k
4
votes
1
answer
879
views
Commuting with an unbounded operator
Let $H$ be a Hilbert space. Let $A$ be a closed unbounded operator, and let $B\in B(H)$ be a bounded operator.
Definition:
$A$ and $B$ strong-commute if the partial isometry in the polar ...
- 43.2k
4
votes
1
answer
116
views
Distribution of the $pn$ shortest edges out of $n$ uniform points, $p\to 0$
Suppose I sample $n$ points independently and uniformly at random in the unit square, and then I select the $pn$ shortest edges between all pairs of points, for fixed $0<p<1$. For large $n$ and ...
- 4,049
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
317
views
Infinite Tree with Poisson Clocks
Let $\mathcal{T}$ be the infinite countable $3$-regular tree graph. Pick a vertex in this graph, call it the root. Let the root carry the value $0$.
Next, assign $1$ to the neighbours of the root. ...
- 403
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
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
245
views
Probability of a vertex being a "degree-celebrity" in a random graph
If $G(n,p)$ is a random graph of the Erdös-Rényi model,
what is the probability that $\mathrm{deg}(v)\gt\mathrm{deg}(u)\ \forall u\in\mathrm{adj}(v)$
Please feel free to relate answers to other ...
- 13.2k
4
votes
1
answer
1k
views
Does variants of Bernstein and Freedman concentration inequalities exist with NO uniform bound on the range of RV or martingale differences
A classic formulation of the Bernstein inequality (from Wikipedia) is as follow:
Let $X_1, \ldots, X_n$ be independent zero-mean random variables. Suppose that $|X_i|\leq M$ almost surely, for all $i$...
- 53
4
votes
1
answer
174
views
A map into a Hilbert space with prescribed orthogonality
Let $X$ be a locally compact separable metric space, and let $L:X\times X\to \mathbb{C}$ be continuous and such that $L(x,x)=1$ and $L(y,x)=\overline{L(x,y)}$, for every $x,y$.
Does there always ...
- 5,529
4
votes
0
answers
756
views
Tangent space and gradient on subspace of Wasserstein space given by finitely supported measures
Let $\mathcal{P}_2(M)$ be the 2-Wasserstein space over some Riemannian manifold $(M,g)$ (connected, complete, and without boundary). Let $\mathcal{FP}_2(M,n)$ be the subspace of probability measures ...
- 1,675
4
votes
0
answers
414
views
Definition of the Stratonovich integral in Hilbert spaces
Let
$T>0$
$(\Omega,\mathcal A,\operatorname P)$ be a probability space
$\mathcal F=(\mathcal F_t)_{t\in[0,\:T]}$ be a filtration on $(\Omega,\mathcal A,\operatorname P)$
$B$ be a (standard, real-...
- 167
4
votes
1
answer
385
views
Lower-bound for $\Pr[X \geq m]$ subject to $E[X]>m$ where $X$ is a binomial random variable
Given an integer number $m>0$ and a real number $\alpha\in [1, 2]$, I am interested in finding a lower-bound for $\Pr[X\geq m]$ subject to $X \sim \text{Binomial}(n, m\alpha/n)$.
For large values ...
- 189
4
votes
2
answers
667
views
Convergence (topology) for $\sigma$-finite measures
I'm having much trouble finding literature that addresses the questions which I write below. I was wondering if someone could help me out to understand better, either by providing references or by ...
- 361
4
votes
1
answer
912
views
$T$ is tempered distribution that is harmonic,then $T$ is polynomial
QUESTION. How do I show that if $T$ is a tempered distribution that is harmonic, then $T$ is a polynomial?
Any help is greatly appreciated.
4
votes
1
answer
412
views
Is a Gaussian measure on a Hilbert space determined by the coarser topology induced by the covariance operator?
I have a basic question about Gaussian measures on a Hilbert space:
Let $\mu$ be a non-degenerate Gaussian measure on a Hilbert space $(H_0,\left\langle \cdot,\cdot \right\rangle_0)$. Then the ...
- 617
4
votes
1
answer
418
views
Approximation of a $C^{\infty}_c$ function by tensor products
Suppose that $f \in C^{\infty}_c ( \mathbb{R}^2 )$, i.e. $f$ is a $C^{\infty}$ function with compact support defined on $\mathbb{R}^2$. The following link
Approximation of smooth compactly supported ...
- 357
4
votes
1
answer
473
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
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
2
answers
2k
views
Bounds on the mills ratio
How do I show the following bounds on the mills ratio :
$\frac{1}{x}- \frac{1}{x^3} < \frac{1-\Phi(x)}{\phi(x)} < \frac{1}{x}- \frac{1}{x^3} +\frac{3}{x^5} \ \ \ \ \ \ \ $ for $ \ \ \ x>0$ ...
- 183
4
votes
2
answers
367
views
Fokker-Planck equation for a truncated process
Let $X_t = x + bt + \sigma W_t$ be an arithmetic Brownian motion, where $x$ is a random variable independent to $W$, and $\sigma>0$. Suppose the initial distribution is given by $\mathbb P(X_0 \in ...
- 1,399
4
votes
2
answers
434
views
A homeomorphism between the unit interval $[0,1]$ and a linearly independent subset of a Hilbert space
Let $H$ be a infinite dimensional, separable Hilbert space over $\mathbb{C}$
Let $B$ a subset of $H$ such that $B$ is linearly independent and such that exists a homeomorphism $f : [0,1] \to B$ ...
- 433
4
votes
2
answers
4k
views
Expected global clustering coefficient for Erdős–Rényi graph
What is the expected global clustering coefficient $\mathbb{E}[C_{GC}]$ for the Erdős–Rényi random graph (ER-graph) $\mathcal{G}(n,p)$ (expectation is over the ensemble of all ER-graphs) as $n \...
- 151
4
votes
2
answers
278
views
Question on Hessian of a function (probability question)
Let $f(x): \mathbb{R}^n \to \mathbb{R}$ be a real-valued twice continuously differentiable function and $n>1$. I define the function $g(x) = f(x) + x^{\top} A x$ where $A$ is random matrix (say ...
user31317
4
votes
0
answers
143
views
For a martingale $f_0,f_1,\ldots $ how can we bound $P(\frac{1}{n} \|f_n\| \le 1$ for all $ n \ge N)$?
Suppose $f_0,f_1, \ldots$ is a martingale (or i.i.d sequence) in $\mathbb R^d$ with $f_0=0$ and all $\|f_n - f_{n-1}\| \le L$ say. There are many concentration results for the initial segment of the ...
- 1,955
4
votes
0
answers
188
views
Distributions over permutation groups $\mathcal{S}_n$
Partly inspired by recent developments in enumeration of pattern avoiding permutations, which is known to be connected with Brownian excursions [Hoffman&Rizzolo]. The exciting milestone is the ...
- 8,071
4
votes
2
answers
378
views
Basic properties of expectation in non-separable Banach spaces
$\def\E{\hskip.15ex\mathsf{E}\hskip.10ex}$
Let $B$ be a (maybe nonseparable) Banach space equipped with the Borel $\sigma$-algebra $\mathscr{B}(B)$. Let $R:B\to \mathbb{R}$ be a bounded linear ...
- 931
4
votes
1
answer
365
views
Lusin Lipschitz approximation in BV and Sobolev space
Theorem 5.34 in Functions of bounded variation by L. Ambrosio, N. Fusco and D. Pallara states that
Let $u \in [BV(\mathbb{R}^N)]^m$. Then there exists a constant $\kappa>0$ such that for every $...
- 839
4
votes
1
answer
228
views
Haar-null union of dense subsets
Let $\{X_i\}_{i \in \mathbb{R}-\{0\}}$ be a set of subsets of a separable infinite-dimensional Fréchet space $X$ and $I$ be uncountable. Moreover, suppose that
(Dense $G_{\delta}$) $X_i$ is a dense ...
- 63
4
votes
2
answers
410
views
Asymptotic behavior of the solution of the high degree differential equation $(x^{2n}y^{(n)})^{(n)}-x^2y=\lambda \; y$
The following differential equation has two independent solutions, one of the two is decreasing exponentially at infinity (k-Bessel function).
$$(x^2y')'-x^2y=\lambda \;y$$
Now for a higher-degree ...
- 1,199
4
votes
0
answers
589
views
Optimal transport between two distributions in a Markov chain
In a previous question, given an ergodic Markov chain, I'm interesting in sampling as short a path as possible with prescribed distributions for its endpoints. In a comment, I propose that the ...
- 6,853
4
votes
1
answer
309
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
1
answer
521
views
What is the category of algebras for the finitely supported measures monad?
In this post, I was introduced to the monad of finitely supported measures.
$HX$ is the set of finitely supported measures on $X$, with monad structure defined as for the Giry monad.
I have three ...
- 1,313
3
votes
1
answer
197
views
possibility of bounding one functional by another functional
This is a natural follow-up question related to one of my previous questions at here. Assume that $\rho$ is a log-concave probability density function with support $[0,\infty)$ and fixed mean $\mu >...
- 730
3
votes
2
answers
869
views
How do functions operate in a Sobolev space $H^{s}$?
Let $s>\frac{1}{2};$ and define a Sobolev space as follows:
$$H^{s}(\mathbb R)=\{f\in L^{2}(\mathbb R):[\int_{\mathbb R} |\hat{f}(\xi)|^{2}(1+|\xi|^{2})^{s}d\xi]^{1/2}<\infty \}.$$
Fact: Let $m$ ...
- 1,051
3
votes
1
answer
611
views
Inverse of a Borel surjection
Let $X$ and $Y$ be standard Borel spaces, and let $f:X\to Y$ be a surjective Borel map. Does there exist a Borel inverse of $f$, that is a Borel map $g:Y\to X$ such that $f\circ g = \mathrm{id}_Y$.
...
- 1,655
3
votes
2
answers
361
views
${\rm II}_1$-factors with finite commutant and trivial intersection generate $B(H)$?
Let $H$ be an $\infty$-dimensional separable Hilbert space and $B(H)$ the algebra of bounded operators.
Let $\mathcal{A}$, $\mathcal{B} \subset B(H)$ be ${\rm II}_1$-factors such that $\mathcal{A}'$, $...
3
votes
1
answer
303
views
Probability a polynomial $v(t)$ is divisible either by $1-t$ or by $1+t^{2^{j-1}}$, for some $j$
For large and even $n$ consider a random degree $n$ polynomial $v(t)$ with coefficients from $\{-1,0,1\}$. The coefficients are chosen uniformly and independently.
Is it possible to get an ...
- 3,377
3
votes
1
answer
769
views
Strichartz estimates for the heat equation
Consider the heat flow $e^{t\Delta}$, $t>0$, on an Euclidean domain (say $\mathbb{R}^3$). I expect, in analogy with the Strichartz estimates for the Schrodinger equation, that the following ...
- 943
3
votes
1
answer
2k
views
On a reflecting Brownian motion and its boundary local time
I have a question about a reflecting Brownian motion and its boundary local time.
Bass and Hsu studied the existence of Reflecting Brownian motion and boundary local time on a bounded Lipschitz ...
- 721
3
votes
1
answer
658
views
Forgery theorem: the Brownian motion stays close to any curve with positive probability
In a paper I am reading the authors claim that, if $B$ is a standard BM in $\mathbb{R}$ and $f\in C([0,1],\mathbb{R})$, then for any $\epsilon>0$
$$
\mathbb{P}(\sup_{t\in [0,1]}|B_t-f(t)|<\...
- 1,149