All Questions
18,184 questions
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
2
votes
0
answers
78
views
Converse of existence of minimizers
Let $(V,\|\cdot\|)$ be a real normed linear space. $V$ has the property that given any nonempty convex, closed subset $K$, there exists a unique $v_0\in K$ such that $\|v_0\| \leq \|v\|, \forall v\in ...
- 131
1
vote
0
answers
93
views
Representation theory for symmetries of probability distribution functions
I would like to parameterize all the possible modifications to a probability density function. Is there a representation theory for this? Something along the lines of, these are all the operators $L$ ...
- 119
3
votes
0
answers
137
views
On the continuity with respect to the increasing convex order
For $p\ge 1$, let $\mathcal P_p(\mathbb R)$ be the set of probability measures on $\mathbb R$ of finite $p^{\rm th}$ moment. Denote by $W_p$ the Wasserstein metric of order $p$ and by $\preceq$ the ...
- 1,399
2
votes
0
answers
946
views
On a deceptively tricky calculus problem
Motivation for this question: If the operators $B_i'$ satisfy an inequality, prove that $B_1'+\dots B_n'$ also satisfies the same inequality
Let $A$ be a non-constant operator acting on $C^...
- 90
3
votes
1
answer
180
views
Are the paths of the Brownian motion contained in a suitable RKHS?
Let $H_B$ be the reproducing kernel Hilbert space (RKHS) of the Brownian Motion $(B_t)$ on $[0,1]$. It is well known that with probability 1 the paths of $(B_t)$ are not contained in $H_B$.
But is ...
- 31
1
vote
1
answer
138
views
Can functions with "big" discontinuities be in $H^1$?
How can I prove that the function:
$$u:\Omega\to\mathbb{R},\ u(x)=\begin{cases} 0, x\in\omega \\[3mm] v(x), x\in\Omega\setminus\omega\end{cases}$$ is not in $H^1(\Omega)$, knowing that $v\geq 1$ is ...
- 1,759
2
votes
0
answers
172
views
AQFT from a Lagrangian
In physics, the fundamental description of physical theories frequently revolves around the concept of a Lagrangian. My expertise encompasses diverse algebraic formulations within the domain of ...
- 424
0
votes
1
answer
184
views
What conditions should be satisfied for a rational function to be a moment generating function?
I have a table of points at which a moment generating function is evaluated (for points $t_0,t_1,t_2,\ldots,t_n$ I know $M(t_0), M(t_1), M(t_2),\ldots,M(t_n)$).
I've approximated these tabular ...
- 49
1
vote
1
answer
128
views
Is a bounded convex function $g$ that is non-negative on this particular convex set also non-negative on the its closure?
Setup :
Let $S$ be the simplex on $\mathbb N$, i.e. the set of probability distribution on the natural numbers. Suppose we have $p\in S$ such that, for all $n\geq 1$, $p_n > 0$. For any $\emptyset\...
- 204
0
votes
0
answers
116
views
Concentration bounds for sum of weighted sampling without replacement
Let $X$ be a collection of $2l$ non-negative numbers $X_1,X_2,\ldots,X_{2l}$. We draw $l$ weighted (proportional to values) samples without replacement from $X$. Let $S$ denote this set of $l$ samples....
- 11
1
vote
0
answers
125
views
Can we construct close discrete martingales if their terminal marginal laws are close?
As no answer or comment to Can we construct close martingales if their terminal marginal laws are close? we consider a simplified version (discrete-time) as below:
Let $M=(M_k)_{0\le k\le n}$ be a ...
- 1,399
7
votes
0
answers
177
views
What is the current status of research on the von Neumann's inequality for $n \ge 3$?
Problem
Let $(T_1, \ldots, T_n)$ be a tuple of commuting contractions in Hilbert space $H$.
Does a constant $C_n \ge 1$ exist, for which it would be true, that:
$$\forall_{p \in \mathbb{C}[x_1, \ldots,...
- 63
1
vote
0
answers
135
views
Piecewise Ornstein-Uhlenbeck process time integral
Let $X_t$ be a piecewise Ornstein-Uhlenbeck process with infinitesimal variance $\sigma^2$ and (piecewise) infinitesimal mean $\theta_1$ for $x<c$ where $c$ is a constant and $\theta_2$ for $x\geq ...
- 11
1
vote
1
answer
141
views
Maximize ratio of Chernoff divergence to Bhattacharya divergence
For probability distributions $P, Q$ with pdfs $p, q$, and a parameter $\alpha \in[0,1]$, define
$$C_\alpha(P, Q) = -\ln\left(\sum_x p(x)^\alpha q(x)^{1-\alpha}\right).$$
Then define $C(P, Q) = \max_\...
- 2,183
1
vote
1
answer
99
views
Asymptotic variance for averages of trajectory functionals of Markov chain
I am looking for references on theory for convergence rates of ergodic averages of a Markov chain in the more general setting where the functional is over multiple states or even a whole trajectory, ...
- 51
1
vote
1
answer
123
views
Properties of the relatively bounded probability distributions on the simplex over the natural numbers
Setup :
Let $S$ be the simplex over $\mathbb N$, i.e. the set of probability distribution over $\mathbb N$. Let $p\in S$ be such that $0 < p_n$ for all $n\in \mathbb N$. Let $H$ be the Hilbert ...
- 204
4
votes
3
answers
869
views
Can these identities for the Euler-Mascheroni constant be proven?
I stumbled upon these 4 limit/integral identities involving Euler's constant aka gamma (~0.5772). They appear to be valid based on inspection but I have no idea how to prove them. In addition, I have ...
- 194
3
votes
0
answers
89
views
Cylindrical Wiener processes or SPDE that can make use of Banach valued rough paths?
Rough paths theory has an often advertised perk that it mostly works for general Banach spaces. I am trying to think of some nice examples that actually use this feature, and am coming up stuck.
The ...
- 193
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
0
answers
156
views
Known relations between mutual information and covering number?
This is a question about statistical learning theory. Consider a hypothesis class $\mathcal{F}$, parameterized by real vectors $w \in \mathbb{R}^p$. Suppose I have a data distribution $D \sim \mu$ and ...
- 141
1
vote
0
answers
102
views
If we have $\mu_{xy}$, why can we only construct the spectral measure if $\| \mu_{xy} \| \le \| x \| \|y \|$?
Definitions
Representation
Let $X \subset \mathbb{C}^N$ and $\mathcal{A}$ be an algebra in $\mathcal{C}(X)$. Also, we denote $L(H)$ as the set of all linear operators on HIlbert space $H$.
We call $\...
- 63
3
votes
0
answers
83
views
Monotone Characteristic Function
Let $X$ be a continuous, symmetric random variable such that its characteristic function $\phi_X$ is real, symmetric and with $\lim_{t\to\infty}\phi_X(t)=0$.
What other properties must $X$ have in ...
- 245
6
votes
1
answer
249
views
Syndetic sets and Banach limits: reference request
First of all, let us give a few definitions. Suppose that $A$ is a subset of natural numbers. We say that $A$ is syndetic if there is a constant $M$ such that every set of $M$ consecutive natural ...
- 7,193
6
votes
1
answer
396
views
Is a martingale conditioned to be large a submartingale?
Let $X$ be a continuous time martingale such that $X_\infty := \lim_{t \to \infty} X_t$ exists almost surely. Let $x \in \mathbb R$ be such that $\mathbb P(X_\infty \geq x) > 0$, and define the ...
- 6,321
4
votes
0
answers
111
views
Flatness of $C_0(S)$-module $L_\infty(S,\mu)$
Let $S$ be a locally compact Hausdorff space. By $C_0(S)$ we denote the space of continuous functions vanishing at infinity. Let $\mu$ be a finite Borel regular measure om $S$, then consider $L_\infty(...
- 1,697
3
votes
2
answers
616
views
A problem about how dominated convergence is used in the analysis of variation
I'm reading Existence of solutions to a higher dimensional mean-field equation on manifolds and get stuck on Lemma6. When $\lambda>\Lambda_1$, with $\Lambda_1=(2 m-1) ! \operatorname{vol}\left(S^{2 ...
- 809
2
votes
0
answers
98
views
Is the Leray projection continuous with respect to the Frechet topology of smooth periodic vector fields in $3$ dimensions?
Let $\mathbb{T}^3:=(\mathbb{R}/\mathbb{Z})^3$ be the $3$-torus and $C^\infty(\mathbb{T}^3,\mathbb{R}^3)$ be the Frechet space of smooth periodic vector fields on $\mathbb{T}^3$.
By Helmholtz ...
- 3,477
0
votes
0
answers
192
views
Reference request: an introduction to nuclear spaces
I am looking for a short introduction to nuclear spaces and nuclear operators. I am interested in these spaces as they often arise in mathematically rigorous quantum field theories. I have read the ...
- 721
0
votes
1
answer
85
views
Conditioned on the expectation and covariance, is the total variation distance maximal for Gaussian distributions?
I want to find two distributions $p_1, p_2$, whose total variation distance is the largest between all pairs of distributions whose expectations $\mu_1, \mu_2\in \mathbb{R}^d$ and covariances $\...
- 265
1
vote
0
answers
87
views
$f \in L^2(X\times Y,\mu \times K)$ for Kernel $K$, is the map $X \ni x \mapsto (f(x,\cdot),x) \in \bigsqcup_{x \in X}L^2(Y,\Sigma_Y,K_x)$ measurable?
Let $(X,\Sigma_X)$ and $(Y,\Sigma_Y)$ be two measurable spaces, let $\mu$ be a measure on $(X,\Sigma_X)$, and let $(K_x)_{x \in X}$ be a transition kernel from $(X,\Sigma_X)$ to $(Y,\Sigma_Y)$, that ...
- 309
4
votes
1
answer
147
views
Embeddings of the maximal domain for the Laplacian
Let $\Omega \subset \mathbb{R}^n$ be a bounded smooth domain and $n \geq 2$. Consider the subspace of $L^2$-functions whose distributional Laplacian is also an $L^2$-function:
$$D = \left\{ f \in L^2(\...
- 41
0
votes
0
answers
56
views
Why is von Neumann inequality important for equivalence of $\forall_j \ T_j^n\rightarrow 0$ in A-topology and abs continuity of $(T_1,\ldots, T_N)$?
The whole theorem goes as follows:
Let $(T_1, \ldots, T_N)$ be a tuple of commuting operators in Hilbert space $H$ satisfying:
$$\exists_{M > 0} \ : \ \forall_{p \in \mathbb{C}[z_1, \ldots, z_N]} \ ...
- 63
1
vote
1
answer
103
views
How to calculate math expectation of recurrent function? [closed]
I try to figure martingale strategy mathematically.
Let us say we start with bet $x$ and designate obtained value as $f(x)$
I come up with the following equation
$$
\mathbb{E}f(x) = \frac{18}{37} x + \...
- 145
8
votes
2
answers
675
views
Question on whether, "An entire function, nowhere zero, has an entire logarithm," holds for matrix-valued entire functions as well
It is known that an entire function that is nowhere zero must be the exponential of another entire function.
Does this hold for matrix-valued functions as well? That is, given a matrix-valued entire ...
- 286
2
votes
1
answer
196
views
Estimate for the operator $A A_D^{-1}$
Let $O\subset\mathbb{R}^d$
be a bounded domain of the class $C^{1,1}$
(or $C^2$
for simplicity). Let the operator $A_D$
be formally given by the differential expression $A=-\operatorname{div}g(x)\...
-1
votes
1
answer
224
views
Why do we define independence for zero-probability events? [closed]
I am learning about probability and the definition of pairwise independence is given as $P(AB) = P(A)P(B)$. My textbook motivates this definition as one to capture the intuition where the knowledge of ...
- 9
4
votes
0
answers
536
views
Is the integer factorization into prime numbers normally distributed?
Edit:
Sorry, for the inconvenience: I have edited the question, since there was a misconception in my thinking.
Let $P_1(n) := 1$ if $n=1$ and $\max_{q\mid n, \text{ } q\text{ prime}} q$ otherwise, ...
- 3,074
3
votes
1
answer
192
views
Does $L^1$ boundedness and convergence in probability imply convergence in probability of the Cesaro sums?
Let $X_n$ be a sequence of random variables with uniformly bounded $L^1$ norm. Suppose $X_n$ converges in probability to $X \in L^1$.
Is it true that the Cesaro sums $Y_n := \frac{1}{n} \sum_{i = 1}^n ...
- 6,321
3
votes
0
answers
140
views
Trace class operators
There is a notion of trace class operator in a Hilbert space.
Is there a notion of trace class operator in arbitrary Banach space? locally convex space?
A reference will be helpful.
- 21.8k
6
votes
0
answers
220
views
Is the Taylor map continuous?
(Skip to the bolded theorem below for my question, if you'd like)
Some context on asymptotic expansions and the Taylor map
In the setting of irregular singularities of meromorphic connections on the ...
- 370
1
vote
0
answers
80
views
Weak$^\ast$ closure of a countably complete sublattice of the unit ball of $L^\infty(\Omega, \mu)$
This is a reframing of my previous question from a Banach lattice perspective: Does weak $L^2$ approximation implies $L^2$ approximation under a condition similar to convexity? The previous question ...
- 2,830
10
votes
1
answer
477
views
Where does the definition of ($\infty$-)groupoid cardinality come from?
The cardinality of a finite set $X$ is the number of its elements. Once you know that, you would define the groupoid cardinality of a $\infty$-groupoid $X$ as the quantity
$$\lvert X\rvert := \sum_{[x]...
- 609
2
votes
1
answer
246
views
Can we construct close martingales if their terminal marginal laws are close?
Let $M=(M_t)_{0\le t\le 1}$ be a real-valued continuous martingale. Let $\mu := {\rm Law}(M_1)$ and $\varepsilon \in (0,1)$. For any $\nu$ satisfying $W_2(\mu,\nu)\le \varepsilon$, can we construct ...
- 1,399
1
vote
1
answer
284
views
A certainty principle?
Let $\mathcal{A}$ be a unital $\mathrm{C}^*$-algebra with $\varphi\in\mathcal{S}(\mathcal{A})$ a state. Where
$$\sigma_\varphi(a):=\sqrt{\varphi((a-\varphi(a)1_{\mathcal{A}})^2)}\qquad (a\in \mathcal{...
- 1,037
0
votes
0
answers
98
views
Does weak $L^2$ approximation implies $L^2$ approximation under a condition similar to convexity?
(Cross posted from Math StackExchange: Does weak $L^2$ approximation implies $L^2$ approximation under a condition similar to convexity?)
Assume $(\Omega, \mu)$ is a probability space. Consider a ...
- 2,830
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
10
votes
2
answers
829
views
On martingale convergence
Let $(X_t)_{t\ge0}$ be a martingale with continuous paths. It was previously shown here and here that then it is impossible that $X_t\to\infty$ almost surely as $t\to\infty$.
Is it possible that there ...
- 128k