All Questions
18,181 questions
2
votes
0
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59
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One challenge encountered when dealing with the convergence of the AdaGrad-norm algorithm
Given $\{X_{n},\mathcal{F}_{n}\}$ is an adapted process satisfying the following conditions:
$X_{n}>0,\ \forall\ n>0.$
There exists $ \epsilon>0,\ \sigma>0,$ such that $\mathbb{E}(X_{n}^...
- 51
5
votes
1
answer
437
views
Elliptic PDEs in Finance
In mathematical finance, one often encounters parabolic PDEs typically through the Feynman-Kac representation theorem/formula. However, I'm curious are there interesting examples of Elliptic boundary ...
- 5,405
1
vote
0
answers
64
views
The operator $D^{p}\colon \mathcal{S}\subset L^{1}(\gamma)\to L^{1}(\gamma)$ is closable for every integer $p =1,2,\dots$
I am reading Nourdin and Peccati’s textbook (Normal Approximations with Malliavin Calculus From Stein’s Method to Universality). My question is about Lemma 1.1.6. Which says
Lemma 1.1.6:
The operator $...
4
votes
1
answer
214
views
Equivalent Littlewood-Paley-type decompositions
The theory of Besov and Triebel-Lizorkin spaces usually proceeds by taking a dyadic decomposition of unity, i.e. some non-negative functions $\psi_0,\psi \in C_c^\infty(\mathbb{R})$ such that
\begin{...
- 989
0
votes
1
answer
91
views
Construct next polynomial from predecessor and resulting GCD
I have a sequence of polynomials built from an interpolation derived in a combinatorial problem. For each integer value of a parameter $n$ there is a different polynomial.
After trying to find a way ...
- 47
2
votes
1
answer
138
views
expectation of the product of Gaussian kernels and their input
I was wondering if anybody knows how to solve: $$\mathbb{E}{\mathbf{z} \sim \mathcal{N}(\mathbf{0}, \mathbf{I})}\left[ (\mathbf{x}{i} - \mathbf{z})(\mathbf{x}{j} - \mathbf{z})^\top \exp\left( - (\...
- 275
7
votes
2
answers
592
views
Prove that the following function is positive
Consider the following function:
$$K(x, y; t) = \sum_{n \geq 0} \frac{e^{-(2n+1)t}}{\sqrt{\pi} 2^n n!} H_n(x) H_n(y) \exp\left(-\frac{(x^2 + y^2)}{2}\right)
$$
This is Mehler's kernel, and can be ...
- 90
10
votes
2
answers
1k
views
Does a conditionally convergent sum with random signs converge almost surely?
Let $\sum a_n$ be a conditionally convergent sum of real numbers, and $\epsilon_n$ a sequence of independent identically distributed Bernoulli random variables with $\epsilon_n = 1$ or $-1$ with ...
- 6,275
2
votes
1
answer
223
views
Sobolev regularity via Laplace spectrum
Fix a positive integer $n$ and let $\mu$ be the uniform measure on the sphere $\mathbb{S}^n$, with respect to its usual Riemannian metric $g$. Let $\nabla$ be the Laplacian on $(\mathbb{S}^n,g)$ and ...
- 5,405
14
votes
1
answer
1k
views
A disc contains many random points. Each point is connected to its nearest neighbor. What is the expectation of average cluster size?
A disc contains $n$ independent uniformly distributed points. Each point is connected by a line segment to its nearest neighbor, forming clusters of connected points.
For example, here are $20$ random ...
- 3,567
5
votes
1
answer
221
views
In what sense does the Laplacian on compact intervals converge to one on all of $\mathbb{R}$?
I guess this topic may have been addressed somewhere but I cannot really find a reference myself, so I ask here.
For each $N \in \mathbb{N}$, consider the Laplacian $\Delta$ on the interval $[-N,N]$ ...
- 3,477
0
votes
0
answers
163
views
Generalization of polynomial coefficients
I'm dealing with a hard combinatorial problem where for every positive integer value of a variable $n$ I have to calculate a list of numbers, specifically $n^2$, that depend on $n$ and its list index ...
- 47
2
votes
0
answers
77
views
Question about the ''crater'' in mountain-pass theorem while reading a paper of solving mean-field equation by mountain-pass theorem
Actually, I'm reading a paper which finds the saddle point of a functional, of course the unbounded below energy functional will suggest a potential saddle, but the structure of mountain pass is the ...
- 809
3
votes
0
answers
41
views
Functional of fully nonlinear equations
Let $\left(\mathcal{M}, g_0\right)$ be a compact Riemannian manifold of dimension $n>2$ and denote by 'Ric' and $R$ respectively the Ricci tensor and the scalar curvature. The $k$-Yamabe problem is ...
- 471
1
vote
0
answers
147
views
Gelfand's representation on matrices: construct maximal ideal in matrix algebra
I would like to see a constructive proof (some algorithm?) of the following statement:
Let $A_1, A_2, \dotsc ,A_k \in M_n(\mathbb C)$ be some commuting matrices, let $B$ be the commutative algebra (...
- 807
1
vote
0
answers
86
views
On a possible group-theoretic generalization of the usual ($O(N)$) probability theory
I wonder if the following idea has any real world, or perhaps mathematical, applications.
For simplicity, suppose you are interested in two different real variables, which we will denote by $X$ and $Y$...
- 5,215
2
votes
1
answer
152
views
Growth rate of elementary sequences
We consider three sequences $(x_n),(y_n),(z_n)$, where $(x_n) \in \ell^1$ is positive and the other two sequences are merely assumed to be positive, i.e. $y_n,z_n \ge 0$ where $0<z_n<z_{n+1}$ is ...
0
votes
0
answers
81
views
Is a bounded measurable convex function above its interior lower semi-continuous convex envelope?
Let $E$ be a locally convex topological vector space, let $C$ be a convex set which matches the closure of its relative interior $\mathring C=\{ x\in C : \forall y\in C,\exists z\in C,~x\in\mathopen]y,...
- 204
0
votes
0
answers
37
views
Finding an element of Gelfand triple with a designated time derivative
Let $V$ be a real separable Banach space and $H$ be a real separable Hilbert space such that
\begin{equation}
V \subset H \subset V'
\end{equation}
where $V'$ is the dual of $V$ and the inclusions are ...
- 3,477
1
vote
0
answers
91
views
Parabolic regularity for weak solution with $L^2$ data
I want to study the regularity of weak solutions $u\in C([0,T];L^2(\Omega))\cap H^1((0,T);L^2(\Omega))\cap L^2(0,T;H^1(\Omega))$ of the heat equation with Neumann boundary conditions:
$$\begin{cases}\...
- 1,759
-1
votes
3
answers
215
views
Proving the uniform distribution maximizes the expected value of the product of a random draw of $m$ elements from discrete distribution
Say I have a discrete probability distribution $p_i$, so $0 \le p_i \le 1$ and $\sum_i{p_i}=1$. We sample $m > 1$ draws $D$ from this distribution proportional to $p_i$ with replacement, and ...
- 109
1
vote
0
answers
115
views
Looking for examples of kernels with scalar Pick property but not the complete Pick property
I am studying Pick Interpolation and Hilbert Function Spaces by Agler and McCarthy.
A kernel $k$ on a set $X$ is said to have $M_{s,t}$ Pick property whenever $x_1,x_2, \ldots , x_n \in X$ and $W_1, ...
- 151
0
votes
0
answers
19
views
Analyzing point distributions in Voronoi tessellations from two probability sources $p$ and $\tilde{p}$
Let's suppose I have a probability distribution $p$ and another distribution $\tilde{p}$. Suppose I sample $K$ points from the distribution $p$ which will be my centroids for my Voronoi tessellation. ...
- 101
9
votes
1
answer
639
views
Prove J.L. Lions’s Lemma without using Fourier transform
When I read the book Linear and Nonlinear Functional Analysis with Applications, I came across J.L. Lions's Lemma (the book doesn't give a proof), which states
Let $\Omega \subset \mathbb R^n$ be a ...
- 807
1
vote
0
answers
70
views
On calculating the second quantization operator $\Gamma(A)$ of the Ornstein-Uhlenbeck operator $A$
Let $A$ be a self-adjoint operator on a Hilbert space , and let $d\Gamma(A)$ be the generator of the second quantization of $A$. Consider the following theorem from Segal's "Non-Linear Quantum ...
- 90
3
votes
0
answers
76
views
Absolute continuity of $t \to \lVert u(t) \rVert^2_{H}$ and Gelfand triple : are they equivalent?
Let $V$ be a separable Banach space and $H$ be a separable Hilbert space such that
\begin{equation}
V \subset H \subset V'
\end{equation}
and the inclusion maps are continuous with dense images. Here $...
- 3,477
0
votes
0
answers
43
views
For a convex body $K\subset R^n$, does the quantity $\min_{t>0} E[t^{-1} \|tg - \pi_K( t g)\|_2]$ have a name? Where has it been studied?
Consider a convex compact set $K\subset R^n$ (with non-empty interior if that helps).
Let $\Pi_K:R^n\to K$ be the projection onto $K$, defined as
$$
\Pi_K(x) = \operatorname{argmin}_{k\in K} \|k-x\|
$$...
- 1,724
-1
votes
1
answer
168
views
A question in functional analysis about selfadjoint operator [closed]
In Hilbert space $u$, Let $T_1$,$T_2$ is selfadjoint operator, if exit $c>0$ such that $cI\le T_1\le T_2$, prove $T_1$,$T_2$ have a bounded inverse operator and $c^{-1}I\ge T_1^{-1}\ge T_2^{-1}$.
I ...
- 1
2
votes
0
answers
71
views
Distance distribution for Cayley graphs of the fintie Heisenberg groups H3(Z/nZ) approaches Gaussian for large "n"?
I wonder several questions about Cayley graphs of finite Heisenberg groups H3(Z/nZ).
Question 1: do we know the diameter dependence on "n", at least for the standard choice of generators ? ...
- 24.9k
1
vote
1
answer
249
views
Sufficient condition such that the set of zeros of an analytic function $f:\mathbb{R}^n \to \mathbb{R}$ contains only isolated points
Consider a real- analytic function $f: \mathbb{R}^n \to \mathbb{R}$. We know that zeros of $f$, roughly speaking, live in the low dimensional manifolds.
My question: Does a 'reasonable' sufficient ...
- 671
7
votes
1
answer
618
views
Is there any categorical version of central limit theorem?
I'm not sure if the question even makes sense, but I wonder if there's any categorical reason that explains importance of Gaussian/normal distribution. In the ordinary probability theory, I guess ...
- 2,215
0
votes
0
answers
50
views
Weak convergence of Gibbs measures with converging energy functions
Let $H$ be a continuous energy function defined on a compact subset $A\subset \mathbf{R}^n$
and let $Q$ be a fixed probability measure on $A$.
For each $\theta>0$, define the probability ...
- 503
0
votes
0
answers
94
views
The asymptotic behaviour of the Fourier transform of a certain class of radially symmetric functions
Fix $\theta\in (-\pi/2,\pi/2)$ and let $a>0$. Suppose that $f:\mathbb{C}\rightarrow \mathbb{C}$ is analytic in $S:=\{z\in \mathbb{C}: |\arg{z}|<\pi/2\}$ and
$$|f(z)|\sim |z|^{-a},\qquad |z|\to \...
- 852
0
votes
0
answers
51
views
Rescaling of cosine families
First of all, the best wishes for 2024. Recently, I got aware of cosine operator families (in the framework of evolution equations). It is well-known, that operator semigroups can be rescaled (see for ...
3
votes
1
answer
134
views
The pseudo-randomness/jumbledness of $G(n, p)$
In his original paper on pseudo-randomness, Thomason defines a graph to be $(p, \alpha)$-jumbled if, for every set of vertices $U$, $|e(U) - p\binom{|U|}{2}| \leqslant \alpha |U|$. The paper states ...
- 41
0
votes
0
answers
50
views
Approximate CDF of integral using the Berry-Esseen theorem
I'm trying to approximate CDF of the integral $$\frac{1}{T}\int_0^T e^{\sigma W_t+\left(r-\frac{\sigma^2}{2}\right)t}dt,$$
where $W_t$ is the Wiener process, i.e. $W_t\sim N(0,t)$.
For this I use ...
- 49
4
votes
0
answers
118
views
Reorganizational matching
Motivation. My friend works in an organization that is re-organizing itself in the following somewhat laborious way: There are $n$ people currently sitting on $n$ jobs in total (everyone has one job). ...
- 48.9k
1
vote
1
answer
99
views
Convergence of ODE with uniform $L^\infty \cap L^1$ bound on nonlinearity
Consider the IVP
$$
\left\{
\begin{aligned}
\frac{d}{dt} \Phi_n(t,x) &= f_n(\Phi_n(t,x)) && \forall t \in \mathbf{R}_+ \\
\Phi_n(0,x) &= x && \forall x \in \mathbf{R}
\end{...
- 73
0
votes
0
answers
77
views
Texts on coalescent theory/probability methods for DNA evolution
I am starting a PhD on mitochondrial evolution modelling with a focus on probabilistic methods and coalescent theory. For this purpose, I am looking for
advanced textbooks on probability methods for ...
- 203
2
votes
1
answer
122
views
Analytical solution for a double integral involving logistic functions and Gaussian distributions
I am working on a mathematical problem involving the evaluation of a double integral, and I am seeking an analytical solution or techniques to solve it. The integral I'm dealing with is as follows:
$$...
- 31
5
votes
1
answer
138
views
Complexity and length
Suppose we define continuous piecewise linear functions $f$ on $[0,1]$ using your favorite programming language, or by finite automata, or by any other suitable machine. Define the complexity $H(f)$ ...
- 2,934
1
vote
2
answers
271
views
An integral inequality?
Let $v \in C^\infty(\mathbb R)$ such that $1 \ge v \ge 0$ and $\int_{\mathbb R} v \, dx = 1$.
I want to show that if
$$\int_{\mathbb R} v |v''|^2 \, dx < + \infty. \tag{$\star$}$$
then
$$ \int_{\...
- 83
1
vote
0
answers
83
views
For any $\beta>0$, there is a constant $c>0$ such that $\left\|(1-\Delta)^{\frac{\beta}{2}} f\right\|_{\infty} \leq c\|f\|_{C_b^\beta}$
For any $n \in \mathbb{Z}^{+}$, let $C_b^n\left(\mathbb{R}^d\right)$ be the class of real functions $f$ on $\mathbb{R}^d$ with continuous derivatives $\left\{\nabla^i f\right\}_{0 \leq i \leq n}$ such ...
- 825
2
votes
0
answers
103
views
Find a function $f\geq 0$ such that $e^{-t[(x-\partial_x)\partial_x]^2} f$ is not non-negative for some $t\geq 0$
Consider the square of the Ornstein-Uhlenbeck operator $$A=[(x-\partial_x)\partial_x]^2=(x-\partial_x)\partial_x (x-\partial_x)\partial_x.$$ We know that $[(x-\partial_x)\partial_x]^2$ cannot be a ...
- 90
1
vote
0
answers
45
views
Characterization of the Picard's condition for integral equation
Picard's condition (Thm. 15.18, Kress et al. 1989) is essential to study the existence of a solution of a Fredholm integral equation of the first kind. Specifically, consider (the univariate case) the ...
- 143
4
votes
0
answers
149
views
Isomorphic copies of $c_0$ in the projective tensor products
There exist Banach spaces $X$ such that the projective tensor product $X\mathbin{\hat{\otimes}}_\pi X$ contains an isomorphic copy of $c_0$ [BourgainPisier1983]. Moreover, $X$ is an $\mathcal{L}_\...
- 2,605
1
vote
1
answer
150
views
Unable to understand an application of Minkowski's inequality
Consider the following exerpt from the paper "Non-linear Quantum Processes" by Segal:
with the norm $\|F\|=\left(\int\|F(x)\|^p \, d x\right)^{1 / p}$, then the operator $T_1^{\prime}: F \...
- 90
7
votes
0
answers
164
views
Nontrivial examples of locally compact quantum groups
What are some families of locally compact quantum groups that are neither groups, duals of groups, compact, nor discrete?
- 3,816
2
votes
0
answers
139
views
Multidimensional weighted Paley-Wiener spaces are Hilbert spaces?
How to rigorously demonstrate that multidimensional weighted Paley-Wiener spaces are Hilbert spaces?
I am utilizing the exponential type definition established by Elias Stein in the book 'Fourier ...
- 21
7
votes
3
answers
909
views
Using the Stone-Weierstrass theorem to solve an integral limit
The following question was posted on math stack exchange here but it got no answers
Let $c\in (1, +\infty)$ and $f \colon [0, c] \to \mathbb{R}$ be a continuous and monotonically increasing function ...
- 331