All Questions
18,183 questions
4
votes
2
answers
373
views
Another curious martingale
This is a natural follow up question to A curious martingale.
Does there exist an almost surely continuous martingale that converges in probability to $+\infty$?
Note: We say a process $X_t$ converges ...
- 6,311
0
votes
0
answers
50
views
Kirszbraun-like extension of periodic functions
Let $\Lambda \subset \Lambda' \subset \mathbb{R}^n$ be lattices. Let $f : \Lambda' \rightarrow \mathcal{H}$ be a $a$-Lipschitz function, where $\mathcal{H}$ is a finite-dimensional Hilbert Space. ...
- 1
0
votes
0
answers
272
views
How to prove that the uniform limit of $C^k$ functions is $C^{k-1,1}$?
Already asked in SE but no response, I think it also reasonably belongs here.
https://math.stackexchange.com/questions/4829428/uniform-convergence-of-ck-functions
Basically what the title says, plus ...
0
votes
1
answer
69
views
Correlation for a Sum of random vectors from the sphere multiplied by matrices
Let $A_1,\dots,A_n\in \mathbb{R}^{d\times d}$ be some matrices. Suppose we sample $x_1,\dots,x_n,y\sim \mathcal{U}(\mathbb{S}^{d-1})$, where $\mathcal{U}(\mathbb{S}^{d-1})$ is the uniform distribution ...
- 155
0
votes
0
answers
252
views
Self-adjoint operator with pure point spectrum
Suppose that A is a self-adjoint (possible unbounded) operator from a separable Hilbert space H to itself. I would like to know if the following statement is true:
A has pure point spectrum (i.e., the ...
- 43
1
vote
1
answer
184
views
Will the KL divergence between two distributions decrease after passing the fixed channel?
Suppose there are two continuous distributions whose pdfs are $p_1$ and $p_2$, defined on a common support $\mathcal{X}$. Suppose that there is a conditional pdf (the channel) $M:\mathcal{X}\times \...
- 31
2
votes
1
answer
286
views
Are these conditions regarding products of consecutive terms in a sequence of positive numbers equivalent?
Assume $w_n$ is a bounded (weight) sequence of positive numbers. We want to consider products of consecutive terms in this sequence. For $i,j\in \mathbb{N}$, define $M_i^j = w_i w_{i+1}\cdots w_{i+j-1}...
2
votes
0
answers
144
views
How to prove $\operatorname{Id}-K$ is a proper map when $K$ is a $C^1$ compact operator?
Assume $X$ is a Banach space, $\Omega \subseteq X$ is an open set, $K\in {C}^{1}( \overline{\Omega}, X)$ is a nonlinear compact map, Is $\operatorname{Id}-K$ a proper map? I think maybe it has ...
- 21
3
votes
1
answer
296
views
Weighted Lebesgue space with exponential weights: smoothing effect and properties
I am researching whether there are weighted Lebesgue spaces of the type
$$ \left\{ f\omega(x)\in L^p(\mathbb{R}^n):\|f\|_{L^p_\omega}=\int_{\mathbb{R}^n}|f|^p\omega^p(x)\,dx< \infty,\right\} $$
...
- 677
4
votes
2
answers
188
views
How to diagonalize this tridiagonal difference operator with unbounded coefficients?
Problem: I have a self-adjoint operator in $\ell^2(\mathbb{Z})$ which acts as
$$T g(x)=q^{-2 x -3/2} g(x+1)+(1+q) q^{-2 x-1} g(x)+q^{-2 x +1/2} g(x-1),$$
and I am looking to diagonalize it. The ...
- 1,765
3
votes
1
answer
120
views
Spectra of products variously permutated
Let $x,y$ be elements of a Banach algebra $A$ and $\lambda\in\mathbb C\setminus\{0\}$. If $\lambda-xy $ is invertible, then $\frac1{\lambda}\big[1+y(\lambda-xy)^{-1}x \big]$ is clearly an inverse of $...
- 60.6k
3
votes
0
answers
133
views
An analogue of Kolmogorov's law of the iterated logarithm
Let $X_1,\dots,X_n$ be independent random variables, each with mean zero and finite variance. Let $S_n = \sum\limits_{k=1}^n X_k$ and $s_n^2=ES_n^2$. We say the sequence obey the law of iterated ...
- 153
2
votes
0
answers
83
views
Closed form solutions to polynomial operator equations
To the best of my knowledge the problem at hand is a generalisation of monic matrix polynomials. Can a closed form solution to the following equation be found,
$$u_3A_3X^3B_3 + u_2A_2X^2B_2 + ...
7
votes
2
answers
2k
views
A curious martingale
Does there exist an almost surely continuous martingale $X$ with $X_t \to +\infty$ almost surely?
Remark: Note that such a martingale exists in discrete time, or equivalently in continuous time if the ...
- 6,311
0
votes
0
answers
49
views
Reference needed for powers of semi-group generators
Let $\mathcal{L}$ be the infinitesimal generator of a Markov semi-group. I am looking for references that study powers of $\mathcal{L}$; i.e. $\mathcal{L}^n$, for $n\in\mathbb{N}$.
For example, if the ...
- 90
3
votes
1
answer
243
views
Can a non-free Whitehead group embed as a discrete subgroup of a normed space?
Every countable discrete subgroup of a normed space is isomorphic to the direct sum of the group of integers. I wonder whether it is possible to push this beyond such direct-sum (free abelian) groups ...
- 11.3k
3
votes
1
answer
201
views
Continuity of conditional expectation
Let $X$ be a compact metric space, $\mu$ a Borel probability measure on $X$ and $f: X \to \mathbb{R}$ a continuous function. Consider an increasing sequence of $\sigma$-algebras $A_n$ so that for all $...
- 31
0
votes
0
answers
42
views
Measurability of the weak completion of an orthogonal representation
Let $G$ be a locally compact group and let $\pi$ be a strongly continuous orthogonal representation of $G$ in a real Hilbert space $H$. Denote by $E$ the real Hausdorff locally convex space obtained ...
- 407
0
votes
0
answers
67
views
Constants in the entropy number of the Sobolev space
For a Sobolev space with $W^s(\Omega)$, where $\Omega\subset R^d$ is a compact space with smooth boundary, we know that the entropy number satisfies $e(\delta, W^s(\Omega, 1),\|\cdot\|_{L_\infty})\leq ...
- 39
2
votes
0
answers
177
views
What are the current open problems in dilation theory?
I just started doing my PhD in mathematics. My topic is unitary dilations of operators. I've been reading a lot of papers on that subject so far (especially about the dilation of $n \ge 3$ commuting ...
- 63
1
vote
1
answer
86
views
Is it true that $\xi \in \partial G (v)$ implies $\frac{\xi}{F'(\phi (v))} \in \partial \phi (v)$?
I am reading the introduction of Chapter 10 in the book Gradient Flows by Ambrosio and his coauthors.
As we have seen in Section 1.4, in the classical theory of subdifferential calculus for proper, ...
- 825
1
vote
1
answer
287
views
A representation formula for the expected value of a stochastic process at a random time
Let $X$ be a continuous stochastic process, and $\tau$ an almost surely positive random variable, not necessarily a stopping time with respect to the natural filtration $\mathcal F_t$ of $X$.
We write ...
- 6,311
0
votes
1
answer
116
views
Existence and uniqueness of a posterior distribution
I am wondering about the existence and uniqueness of a posterior distribution.
While Bayes' theorem gives the form of the posterior, perhaps there are pathological cases (over some weird probability ...
1
vote
1
answer
210
views
Does an uncountable convex combination of elements of a set lie in the convex hull of the set in finite dimension?
Suppose that $\mathcal{F}$ is a finite-dimensional vector space and that $C\subseteq\mathcal{F}$ is a convex subset of $\mathcal{F}$.
Is it true that an uncountable convex-combination of elements of $...
- 199
0
votes
0
answers
48
views
Generator of contraction semigroup
Assume $A$ is a symmetric operator in a Hilbert space, which generates a contraction semigroup (a priori it is not known, whether this semigroup is self-adjoint). Is A then self-adjoint?
- 41
1
vote
0
answers
75
views
$T$ trace, then $Tg(u)=g(T(u))$ for all $u$ on $W^{1,p}$
The trace operator $T$ is defined for bounded domain $U$ with $C^1$ boundaries as the linear, continuous operator
$T: W^{1,p}(U) \rightarrow L^p(\partial U)$
such that
$$
Tu=u\;\text{ on }\partial U
$$...
- 11
1
vote
0
answers
75
views
Product of d-dimensional Legendre polynomials
Let $P_n:\mathbb{R}\rightarrow\mathbb{R}$ be the $d$-dimensional Legendre polynomials, that is they are orthonormal polynomials w.r.t the probability measure $\mu_d$ on $[-1,1]$ given by $\mu_d= \...
- 155
3
votes
1
answer
163
views
Operator Semigroup: Resolvent estimates and stabilization, a detail in the paper of Nicoulas Burq and Patrick Gerard
In Appendix A of the paper Stabilization of wave equations on the torus with rough dampings https://msp.org/paa/2020/2-3/p04.xhtml or https://arxiv.org/abs/1801.00983 by Nicoulas Burq and Patrick ...
2
votes
1
answer
102
views
Show $v(x,t) \in L^2([0,T];H^2(\mathbb{R}))$ when $v(x,t)$ is a transformation of a $L^2([0,T];H^2(\mathbb{R}))$ function
Context: I am reading a paper on Long-Time Asymptotics of the thin film equations, in which the authors consider the strong solutions of the thin film equation in 1-D and transform them using a time-...
- 23
10
votes
5
answers
2k
views
Extracting a common convergent indexing from an uncountable family of sequences
Let $\mathcal{A}$ be some uncountable index set and $X$ be some separable reflexive Banach space.
For each $\alpha \in \mathcal{A}$, let
\begin{equation}
\{ x_n^{\alpha} \}_{n=1}^\infty
\end{equation}
...
- 3,477
0
votes
0
answers
63
views
Chapter 2, Section 5 of Chavel's book “Eigenvalue In Riemann Geometry" is about the zero-point distribution of the derivatives of eigenfunctions
In Chapter 2, Section 5 of Chavel's book, regarding the Neumann eigenvalues of the Laplacian in space forms, how did Chavel determine that $T'_{l,j}$ has ($j-1$) zeros? I have consulted books on the ...
- 11
27
votes
5
answers
3k
views
How to show a function converges to 1
Consider the following recurrence relation in two variables:
$$f(a, b) = \frac{a}{a+b} f(a-1,b)+ \frac{b}{a+b}f(a+1,b-1) $$
for positive integers $a$ and $b$,
with the boundary conditions $f(0,b)=0$ ...
- 3,377
1
vote
1
answer
182
views
Inequalities involving entropy: quantum discord and mutual information
My question is inspired by the following paper of Olivier and Żurek but for this question to be self-contained I will recall all the necessary definitions: for a quantum state $\rho$ we define the ...
- 9,340
2
votes
1
answer
272
views
A variant of Hardy's inequality for "convolutions"?
Consider Hardy's inequality on $L^{2}(\mathbb{R}^3)$. This inequality states that:
$$\int_{\mathbb{R}^3} dx \, \frac{|\psi(x)|^2}{|x|^2} \le K \int_{\mathbb{R}^3} dx \, |\nabla \psi(x)|^2.$$
I want to ...
1
vote
3
answers
371
views
Probability that a 1-D zero mean random walk remains at each step inside a square root boundary
Let $W_n = \sum_{i = 1}^{n}X_i$ be a random walk on $\mathbb{R}$, where the increments $X_i$ are i.i.d., symmetric around the origin ($X\sim -X$), such that $-1\leq |X(\omega)| \leq 1$ $\forall\omega\...
- 63
4
votes
1
answer
178
views
Compact-open Topology for Partial Maps?
I asked the same question on MathStackExchange a month ago and received no answer. I feel that this would be more suitable for MathOverflow.
Compact open topology is one of the most common ways of ...
- 1,093
2
votes
2
answers
290
views
Making sense of the limit $\lim\limits_{x \to y} T(x,y) $ for a tempered distribution $T$ on $\mathbb{R}^{2n}$
I already posted a similar question on MO and looked into the references therein.
However, I cannot find a satisfactory answer for my question..So I ask here again in a more refined form.
Let $T \in \...
- 3,477
1
vote
1
answer
131
views
Optimal constant comparing $f(1/2)$ and $\|f\|_2$ when $f$ is $t$-Hölder?
Suppose that $f \colon [0, 1] \to \mathbb{R}$ is $k$ times continuously differentiable and Holder in the sense that for some
$t = k + \beta$, where $\beta \in (0, 1]$ and $k$ is a nonnegative integer ...
- 380
3
votes
0
answers
240
views
Metrizing pointwise convergence of *sequences* of functionals in a dual space
This question was asked by myself on the math stackexchange a few days ago. I thought I'd repeat it here:
Let $X$ be a normed, real vector space of uncountable dimension. Let $X^*$ denote the set of ...
2
votes
2
answers
223
views
Relating function value to $L^2$ norm in Holder space
Suppose that $f \colon [0, 1] \to \mathbb{R}$ is $k$ times continuously differentiable and Holder in the sense that for some
$t = k + \beta$, where $\beta \in (0, 1]$ and $k$ is a nonnegative integer ...
- 380
4
votes
1
answer
286
views
Jordan normal form for compact operators
This question should be standard, but I didn't find it in the books.
For a compact operator $T$ on a Hilbert space $H$, we know that every spectral value $\ne 0$ is an eigenvalue, that each ...
user473423
4
votes
2
answers
274
views
Paper request : “A random integral and Orlicz spaces” from K. Urbanick
I tried all my methods to find the paper :
“K. Urbanik and WA Woyczynski, A random integral and Orlicz spaces, Bulletin de l'Académie Polonaise des Sciences, Série des sciences mathématiques, ...
3
votes
2
answers
387
views
Definition of weak conditional convergence of random variables
I am looking for a definition of conditional convergence. Suppose that $X_1, X_2, \dots, X_n$ are $\mathbb R$-valued random variables with finite second moments, and $W_1, W_2, \dots, W_n$ are iid $\...
- 103
2
votes
0
answers
89
views
On dense subspaces of $L^p$-spaces of finitely additive measures
Let $\mu$ be a finite, finitely additive measure defined on the Borel $\sigma$-algebra of a real separable Hilbert space $\mathcal{H}$ with dual $\mathcal{H}^{*}$. Write $L^{p}(\mathcal{H},\mu)$ for ...
- 557
2
votes
0
answers
95
views
Self adjoint operators from energy functionals
It is known that the equation
$$
\Delta f = 0
$$
on some bounded domain $\Omega$ on $\mathbb{R}^n$ subjected to certain boundary conditions can be derived through the minimization of the Dirichlet ...
- 115
2
votes
1
answer
238
views
Expected norm of a product of Gaussian matrices
Suppose $C_n$ is a product of $n$ $d\times d$ matrices with IID entries coming from standard normal. The following appears to be true. Is there an elementary proof?
$$E[\|C_n\|_F^2]=d^{n+1}$$
This ...
- 2,252
2
votes
1
answer
237
views
On spectral calculus and commutation of operators
Let $\mathcal{H}$ be a Hilbert space, $B\in\mathcal{B}(\mathcal{H})$ be bounded and self-adjoint and $A:\mathcal{D}(A)\to\mathcal{H}$ closed (but not necessarily self-adjoint or bounded). The ...
- 1,171
2
votes
0
answers
102
views
Orthogonal representation of free products of two groups
Suppose $A$ and $B$ are two countable, discrete, amenable groups. One definition of amenability tells us that there is a sequence of finitely supported, positive definite functions that converges to 1 ...
- 301
0
votes
0
answers
97
views
Amenability of $\textrm{w}_0(A)$ for a $C^*$-algebra $A$
Let $A$ be a $C^*$-algebra with only finite dimensional irreducible representations. As in a previous question, let $\textrm{w}_0(A)$ denote the subspace of $\ell^{\infty}(A)$ consisting of all weakly ...
- 2,605
1
vote
1
answer
142
views
Complemented C*-algebras
Let $A$ and $B$ be unital separable commutative $C^*$ algebras, with $A\subset B$. Is it true that $A$ is complemented in $B$?
- 149