All Questions
1,778 questions
3
votes
1
answer
192
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Discrepancy of random bipartite graphs
This is a crosspost from MathStackExchange (original question).
Fix $k>0$ and let $X, Y$ be two vertex sets of size $n$ a positive integer (we're interested in the limit $n\to \infty$).
Define a ...
- 3,446
3
votes
2
answers
271
views
For a SDE with smooth transition densities, if every point is "path-accessible", is every positive-measure set probabilistically accessible?
Suppose we have a $C^\infty$ manifold $M$ and $C^\infty$ vector fields $b,\sigma_1,\ldots,\sigma_k$ on $M$, and for convenience define the set of vector fields
$$ \mathcal{S} = \{b,\sigma_1,-\sigma_1,\...
- 708
3
votes
2
answers
849
views
Integral of fractional Laplacian is zero
Is it true that $$\int_{\mathbb{R}^N}(-\Delta)^su(x) dx = 0,$$
where $(-\Delta)^s$ is the fractional Laplacian?
user60665
3
votes
2
answers
194
views
A Really Simple Stochastic Dynamic Billiard
Consider the following stochastic dynamical system.
Fix $a > 0$, $b > 0$, $c>0$ and $v > 0$, and let $\mathbf{r}(t)=(x(t),y(t),z(t))$ be the position at time $t$ of a point which moves ...
- 642
3
votes
2
answers
361
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${\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
127
views
A Simple Stochastic Dynamic Billiard
Consider the following stochastic dynamical system.
Fix $a > 0$, $b > 0$, and $v > 0$, and let $\mathbf{r}(t)=(x(t),y(t))$ be the position at time $t$ of a point which moves in the ...
- 642
3
votes
1
answer
903
views
Exercise on a hitting time for a Brownian Motion
I'm following Chapter 3 of "Brownian Motion", by Peres and Mörters, about The Dirichlet Problem(DP). As it is known, in order to obtain existence and uniqueness of a solution for DP it is necessary to ...
- 203
3
votes
0
answers
517
views
The distribution of collision stopping time in 2D random walk
Assume two particles A at $(0, 0)$ and B at $(a, b)$ in 2D discrete grid, both of them have the same possibility of $\frac{1}{4}$ for moving up/down/left/right (i.e. 2D random walk). We define the ...
3
votes
1
answer
1k
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Normal approximation to the pointwise/Hadamard/Schur product of two multivariate Gaussian/normal random variables
Let $X \sim \mathcal{N}\left( {{\mu _x},\sigma _x^2} \right)$ and $Y \sim \mathcal{N}\left( {{\mu _y},\sigma _y^2} \right)$ be two univariate and independent Gaussian/normal random variables and let $...
- 1,026
3
votes
3
answers
203
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$\mathbf{y}=f(\mathbf{x},\mathbf{z})=g(\mathbf{x})$ if $\mathbf{z}\perp \!\!\! \perp \{\mathbf{y},\mathbf{x}\}$ jointly?
Let $\mathbf{y},\mathbf{x},\mathbf{z}$ are real-valued random vectors with possibly different dimensions. Assume $\mathbf{y}=f(\mathbf{x},\mathbf{z})$ for some function $f$.
If $\mathbf{z} \perp\!\!\!\...
- 193
3
votes
1
answer
127
views
Conditions for: (local) lipschitz stability of I-projection
The following post builds on this post; I'll begin by quoting the setting.
Background from Previous Question:
$\newcommand\SS{P}\newcommand\TT{Q}$Call a Gaussian probability measure $\SS$ on $\mathbb{...
- 364
3
votes
1
answer
274
views
Function square-integrable
Let $f$ be an arbitrary function in $L^2(0,\infty)$ and consider the function
$$(g_f)(y) = \frac{1}{y-x_0} \int_{0}^{\infty} f(x) \left(\frac{xy}{(x^2+y^2+1)}\right)^2 \ dx$$
where $x_0$ is an ...
3
votes
1
answer
243
views
Independent input feature z can be removed: if y=f(x+z,z), then y=g(x)?
Let $y\in \mathbb{R}$ and $\mathbf{x},\mathbf{z}\in\mathbb{R}^p$ be random variable and random vectors. Assume $y=f(\mathbf{x}+\mathbf{z},\mathbf{z})$ for some function $f$.
Is the following statement ...
- 193
3
votes
1
answer
266
views
Probability that a randomly filled Go board has a set of white stones connected through their von Neumann neighborhoods
I have an $N$ by $M$ grid (a Go board for example), where for every square in the grid, I place a white stone with probability $p$ and a black stone with probability $(1-p)$. We call two white stones ...
- 67
3
votes
1
answer
253
views
Bounds for duplicate finding with limited independence
(This is a follow up to this previous question on math.stackexchange.com.)
Assume a process that samples uniformly at random from the range $[1,\ldots,n]$. I am interested in the time to find a ...
- 33
3
votes
3
answers
5k
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Hoeffding's inequality for vector valued random variables
Is there a version of Hoeffding's inequality for vector valued random variables?
This seems to be hard to find and I wonder why. I suppose it is difficult to show Hoeffding's lemma, since the proof ...
- 619
3
votes
1
answer
602
views
Where does directed random walk hit the boundary of a region?
I have a problem that I more or less know the answer to (in an ad hoc way), but would really like to see it done in a systematic way. In spite of this, I will pose the question in quite a concrete way....
- 23.2k
3
votes
1
answer
383
views
"Nice" functions on infinite-dimensional space of germs of continuous functions at a point
Consider set of all germs of continuous functions at some point.
Question: What are some functions ("any/nice/constructive/whatever") from this set to R (reals) ? (Except evalution at point and made ...
- 24.9k
3
votes
1
answer
1k
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Duality map in strictly convex Banach spaces
Say $(B,\|\cdot\|)$ is a finite dimensional, strictly convex Banach space. Is it true that the map $\phi:B^*\rightarrow B$ which takes a linear functional $f$ with $\|f\|=1$ into the unique unit norm ...
- 39
3
votes
0
answers
78
views
Modify exponential family representation to a semimartingale
Given a filtered space $(\Omega, F,\mathcal{F}_{t})$ with rightcontinous filtration. We have a class of probability measures $P=\{P_{\theta}:\theta \in \Theta\}$ definied on the filtered space.
We ...
3
votes
1
answer
87
views
Optimal linear measurement operator
Let $x\in R^n$ be an unknown vector. Suppose I am allowed to choose any $A\in R^{m\times n}$, under the constraint that each row of $A$ has $\ell_2$ norm at most $1$. Then I carry out a "measurement", ...
- 6,541
3
votes
1
answer
328
views
A numerical radius inequality
Let $E$ be a complex Hilbert space, with inner product $\langle\cdot\;| \;\cdot\rangle$ and the norm $\|\cdot\|$ and let $\mathcal{B}(E)$ the algebra of all bounded linear operators from $E$ to $E$.
...
- 1,154
3
votes
0
answers
240
views
Derandomization barriers in complexity theory applicable as barriers to constructive arguments replacing probabilistic method
The probabilistic method as first pioneered by Erdős (although others used this before) shows existence of a certain object while finding that object may take exponential time.
(1) Is there any ...
- 13.9k
3
votes
2
answers
470
views
If $ F(x,\bullet) \in {L^{2}}(G,B) $ for all $ x \in G $, then is $ x \mapsto F(x,\bullet) $ strongly measurable?
This question is related to something that I asked yesterday: If $ F(x,\bullet) \in {L^{\infty}}(G,B) $ for all $ x \in G $, then is $ x \mapsto F(x,\bullet) $ strongly measurable?
Pietro Majer ...
- 1,396
3
votes
1
answer
395
views
Symmetric distribution optimization problem of distances between points in $[0,1]$
Let $\mathcal{D}$ be a probability distribution with support $[0,1]$. Let $x, y, z$ the outcomes of three i.i.d. random variables $X, Y, Z$ with distribution $\mathcal{D}$, sorted in increasing order, ...
- 1,677
3
votes
2
answers
331
views
Extreme couplings
Let $X,Y$ be Polish spaces, and $\mu$ and $\nu$ are probability measures on $X$ and $Y$ respectively. We say that $M$ is a coupling of $\mu$ and $\nu$ if it is a probability measure on $X\times Y$, ...
- 1,655
3
votes
1
answer
368
views
Is $L(\ell_2,\ell_2)$ dense in $L(\ell_2,c_0)$?
Let $\ell_2:=\{ x:\mathbb{N} \to \mathbb{R}: \sum_{j=1}^\infty x_j^2<\infty\}$ and
$c_0:=\{ x:\mathbb{N} \to \mathbb{R}: \lim_{j\to\infty}x_j=0,\, \sup_{j\in\mathbb{N}}|x_j|<\infty\}$ denote the ...
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 \}.$$
Fact: Let $m$ ...
- 1,051
3
votes
1
answer
1k
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Reference request: interpolation of Hölder spaces
On the Wikipedia page on interpolation space, it is written that the space $C^\theta([0, 1])$ is the (real) interpolation of $C^0([0, 1])$ and $C^1([0, 1])$, where $C^\theta([0, 1])$ denotes the space ...
- 1,263
3
votes
1
answer
902
views
Is the integral always nonzero?
Let
$$I_{n,p,a}:=\int_0^{\infty-} \frac{g_{n,a}(t)}{t^{p+1}} \, dt,$$
where
$$(*)\qquad\qquad\qquad n\in\mathbb N,\quad -\infty<a<\infty,\quad p_{n,a} < p < n,\qquad\qquad\qquad\qquad\...
- 128k
3
votes
1
answer
484
views
What is known about the distribution of the errors in empirical approximation of a CDF?
Let $X_1,X_2,\ldots,X_n$ be i.i.d. random variables in $\mathbb{R}$ with common cumulative distribution function (CDF) $F(x)$. The empirical approximation to $F(x)$ is defined as follows:
$$\hat{F}...
- 917
3
votes
1
answer
607
views
Show that $\sup_{\|g\|\leq \delta_n}\left| \frac{1}{\sqrt{n}}\sum_{i=1}^n g(Z_i)\right|\rightarrow_{\text{a.s.}}0.$ when $\delta_n\rightarrow 0$?
UPDATE: The result below can be understood as an almost sure stochastic equicontinuity condition. I don't know of any result establishing primitives of almost sure stochastic equicontinuity. If you ...
- 59
3
votes
1
answer
518
views
Connection between the Fourier transform of f and |f|
If $f\in L^p(R)$ with $1\leq p\leq 2$, then Hausdorff-Young inequality implies that the Fourier transform $\widehat{f}\in L^{p'}$, $p'$ is the dual exponent of $p$, and
$$
\|\widehat{f}\|_{L^{p'}}\...
- 425
3
votes
2
answers
590
views
On the Fourier inversion formula
For a given function $f\in L^1(\mathbb{R})$, suppose that the
$$\check{f}(x)=\int_\mathbb{R} \hat{f}(\zeta)e^{2\pi i\zeta x}d\zeta$$
almost every where converges in $\mathbb{R}$. Then, can we say that
...
- 4,058
3
votes
3
answers
244
views
Example of a (strictly) proper scoring rule on a general measurable space?
Most of the literature on scoring rules that I know of deals with discrete measurable spaces, but in this paper by Gneiting and Raferty a very general definition of a scoring rule is given. I don't ...
- 869
3
votes
1
answer
845
views
Moser estimates?
Consider $u$, an $L^2$ solution to the uniformly elliptic equation $(\partial_t^2 + L)u = 0$ on a ball $B_1$ of radius 1 centered at $(t_0, x_0)$, say, where $t$ can be treated as a "time" variable. I ...
- 31
3
votes
1
answer
336
views
Expected value of "longest bit / shortest bit" in $n$ uniformly distributed points on $[0,1]$
Let $n\geq 2$ be an integer. We pick $n$ points in $[0,1]$ with uniform distribution. Let $A$ be the minimum distance that two adjacent points have, and let $B$ be the maximum distance that two ...
- 48.9k
3
votes
2
answers
571
views
Inverted harmonic oscillator
I am looking for the spectrum of th inverted oscillator $H=-\frac{d^2}{dx^2}-x^2$.
Thanks in advance.
- 135
3
votes
1
answer
169
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Copy of $\ell_\infty$ inside $\ell_\infty(\Gamma)$ containing given subspace
To complete a proof I need to know if the following is true:
Given a non-empty set $\Gamma$ and a separable subspace $Y$ of $\ell_\infty(\Gamma)$, there exists a subspace $A$ of $\ell_\infty(\Gamma)$ ...
- 271
3
votes
1
answer
207
views
Embedding of a Banach space in $\ell_\infty(\Gamma)$ with a subspace embedded in a copy of $\ell_\infty$
In this question (which I think may be interesting in its own) I was asking if we can find a copy of $\ell_\infty$ between a separable subspace $Y$ contained in $\ell_\infty(\Gamma)$ and the whole ...
- 271
3
votes
5
answers
986
views
Numerical Solution to Inverse Integral (Pseudo Random Number Generation)
If I have an arbitrary positive monotonically decreasing function $f(x), x \in [0,\infty]$, is there an 'efficient' method for finding $y$ in:
$r = \int\limits_0^y f(x) dx $
for a known $r \in [0, \...
- 144
3
votes
1
answer
472
views
Path cardinality for random $(a+b)$-ary infinite trees
Consider a random infinite binary tree $T(a,b)$, so that $a$ denotes the probability of a left edge branching from any root-connected node,and $b$ denotes the probability of a right edge branching ...
- 995
3
votes
1
answer
784
views
Expected number of random binary vectors so that the form a basis
I would like to compute the expected number of vectors in $\mathbb{F}_2^n$ we need to draw (following a uniform distribution) so that they form a basis of $\mathbb{F}_2^n$, i.e., that we have $n$ ...
- 43
3
votes
1
answer
406
views
Exactness of injective tensor products
For (algebraic) tensor products, it is well-known that the functor $A\otimes_R \cdot:Mod_R\rightarrow Mod_R$ is only (left-) exact when $A$ is a flat $R$-module. In particular, all vector spaces are ...
- 5,405
3
votes
0
answers
124
views
Estimating a solution to Euler-type ODE #2
This is a similar question to this but with a different ODE.
Let $f$ be a continuous function in $L^2([1,\infty)$ satisfying $\sup_{r\geq 1} r|f(r)| <\infty$. Let $\ell$ be a positive integer, $R&...
- 969
3
votes
1
answer
229
views
Existence of topologically transitive map on Euclidean space
I was reading this post and wondered. Does there exist a topologically transitive (TT) map $f:\mathbb{R}^n\to\mathbb{R}^n$ when $n\geq 2$? I know that post asks for compactness and topological ...
- 5,405
3
votes
1
answer
225
views
Quotient of weak amenable Banach algebras
Let $A$ be a weak amenable Banach algebra and $I$ be a closed (two-sided) ideal of $A$. In general $\frac{A}{I}$ is not weakly amenable. Is there an example of this type of weak amenable Banach ...
- 565
3
votes
1
answer
3k
views
Is there a tight lower bound for the expectation of the product of two positive valued random variables?
Let $X,Y$ be two (dependent) random variables with $\mathbb{P}(X\ge 0)=\mathbb{P}(Y\ge 0)=1$.
I want to find a tight lower bound of $\mathbb{E}(XY)$ when $X,Y$ are non-negative, almost surely.
...
3
votes
1
answer
476
views
distribution discretization
Let $\mu$ be a distribution on $\mathbb{R}^n$. We partition $\mathbb{R}^n$ into small cubes congruent with $[0,\delta)^n$, parallel to the axes. In each cube, pick a point $x$ (for instance, the ...
- 640
3
votes
1
answer
274
views
Finite codimensional subvector space of $C^{*}$ algebras which contains no invertible elements
Assume that $A$ is a unital $C^{*}$ algebra. Is there a subvector space $Y\subset A$ of finite codimension which does not contain any invertible element?
Let $n(A)$ be the infimum of such ...
- 366