All Questions
1,778 questions
3
votes
1
answer
329
views
Survey on functional equations and inequalities
Where can I find a comprehensive survey monograph on functional equations and inequalities from sketch to current research trends with some focus on applications (both inside and outside mathematics)?
user60665
3
votes
1
answer
479
views
Extension of positive functionals II
This is a follow-up to
Extension of positive functionals.
Assume that $X=R^n$ with the canonical order (I indicate with $K$ the positive cone, $x \in K$ iff $x_i \ge 0$ for all $i$) and let $L:M \to R$...
- 6,035
3
votes
1
answer
173
views
Weak Lebesgue spaces and an estimate for BV functions
Let $u \in BV(\Omega \subset \mathbb R^N, \mathbb{R}^N)$. Is it true that there exists a function $f$ in the weak $L^1$ space such that
$$|u(y)-u(x)| \le |x-y|\big|f(y) - f(x)\big|$$
holds for a.e. $...
- 839
3
votes
1
answer
327
views
$L^1_{\mu}$ as limit
Let $(X,\Sigma,\mu)$ be a $\sigma$-finite measure space. Does there exist a countable set of finite measures $\{\mu_n\}_{n \in \mathbb{N}}$ on $(X,\Sigma)$ such that $L^1_{\mu}(\Sigma)$ can be ...
- 5,405
3
votes
1
answer
372
views
Attractors in random dynamics
Let $\Delta$ be the interval $[-1,1]$, then we can consider the probability space $(\Delta , \mathcal{B}(\Delta),\nu)$, where $\mathcal{B}(\Delta)$ is the Borel $\sigma$-algebra and $\nu$ is equal ...
- 333
3
votes
0
answers
256
views
How can we solve this kind of saddle point problem?
I'm trying to solve a saddle point problem of the following form: Let
$(E,\mathcal E,\lambda)$ be a measure space;
$p$ be a probability density on $(E,\mathcal E,\lambda)$ and $\mu:=p\lambda$
$W$ be ...
- 167
3
votes
1
answer
226
views
Mathematical meaning for the (continuous) Sine-Gordon transformation
I've been trying to understand the so-called Sine-Gordon Transformation which occurs in both classical and quantum statistical mechanics. One of the most cited references on this topic seems to be ...
- 3,535
3
votes
2
answers
1k
views
Local coordinates on (infinite dimensional) Lie groups, factorization of Riemann zeta functions
Given a (finite dimensional) Lie group $G$ (real $k=\mathbb{R}$ or complex $k=\mathbb{C}$) and its Lie algebra $\mathfrak{g}$, one can prove (a basis $B=(b_i)_{1\leq i\leq n}$ of $\mathfrak{g}$ being ...
- 3,738
3
votes
1
answer
218
views
Pathwise linearization of diffusion processes
Let $W$ be a standard $n$-dimensional Brownian motion, and $X$ the diffusion process given by the solution to the SDE
$$dX_t = \mu(X_t) \, dt + \sigma(X_t) \, dW_t,$$
with $\mu: \mathbb R^n \to \...
- 6,285
3
votes
1
answer
116
views
Interpretations of analytic continuations of CDFs to complex probabilities
Are there notable cases where analytic continuations of cumulative distribution functions to complex arguments have a meaningful interpretation or are otherwise useful?
If a one dimensional CDF is ...
- 7,545
3
votes
1
answer
222
views
Does convergence in law imply convergence in convex distance?
For two random variables $X$ and $Y$ taking values in $\mathbb{R}^m$, the convex distance $d_c$ is defined as
$$d_c(X,Y) = \sup_{h} \lvert \operatorname{E}(h(X)) - \operatorname{E}(h(Y)) \rvert,$$
...
- 617
3
votes
1
answer
233
views
Brownian level sets and continuous functions
Let $V_t$ and $W_t$ be independent standard Wiener processes ($t\ge 0$, $W_t,V_t\in\mathbb R$).
Let $C$ be the event that there is a continuous function $f$ such that for all $s$, $t$,
$$
W_t=W_s\iff ...
- 24.8k
3
votes
1
answer
788
views
Higher order functional derivatives
Let $E, F$ be Banach spaces. A continuous bilinear functional ${\langle \cdot\,, \cdot \rangle }: E \times F \to \mathbb{R}$ is called $E$-non-degenerate if $\langle x,y\rangle = 0$ for all $y \in F$ ...
- 3,535
3
votes
2
answers
877
views
bound the tail distribution
Suppose that Z_1, ... , Z_n are binomial distributions with E[Z_i]=z_i.
If (Z_i) are pairwise independent, then, It's well known that the Chebyshev inequality can bound the tail distributions.
If (...
- 57
3
votes
1
answer
299
views
Lipschitz functions that saturate the Lipschitz inequality on the average (part 1)
Consider a 1-Lipschitz function $f: \mathbb R^n \to \mathbb R$ satisfying the inequality
\begin{align*}
|f(x) - f(y)| \le \|x-y\|_2, \;\forall x,y \in \mathbb R^n.
\end{align*}
For $n \ge 2$, can we ...
- 1,731
3
votes
1
answer
775
views
Is there some quantitative version of interlacing of eigenvalues of a matrix under rank-1 update?
Given a real symmetric matrix $A$ and a vector $v$ of the same dimension we know that the eigenvalues of $A + vv^T$ are left interlaced by the eigenvalues of $A$.
But do we have any quantitative ...
- 1,893
3
votes
2
answers
809
views
Moment problem for discrete distributions
Let $x_1, \dots, x_N \in \mathbb R$ and consider the discrete distribution $\mu := \frac{1}{N} \sum_{i=1}^N \delta_{x_i}$, where $\delta_x$ denotes the Dirac measure, i.e. for any measurable set $B \...
user45183
3
votes
2
answers
457
views
Integrality of complex infinite series
Let $(a_n)$ be a (double-sided) sequence of complex numbers satisfying
$$\sum_{\mathbb{Z}}\vert n\vert\,\vert a_n\vert^2<\infty, \tag1$$
$$\sum_{\mathbb{Z}}a_n\bar{a}_{n+k}=\delta_0(k), \qquad \...
- 43.2k
3
votes
0
answers
144
views
Transitive closure of balanced bounded mass transport
Given two $\sigma$-finite measures $\mu$ and $\nu$ on $\mathbb{R}^n$, write $\mu \sim \nu$ iff there exist countable decompositions $\mu = \mu_1 + \mu_2 + \cdots$ and $\nu = \nu_1 + \nu_2 + \cdots$ ...
- 19.7k
3
votes
0
answers
160
views
Elements of vector-valued $L^1$-spaces
Let $E$ be a complete locally convex space and let $(X, \Sigma, \mu)$ be a measure space where $\mu$ is a Radon measure. Then the space $L^{1}(X,E)$ is defined as a the completion of the space $S(X,E)$...
- 799
3
votes
1
answer
229
views
Inequality for difference of consecutive atom probabilities for binomial distribution
Edit: This post was originally two questions, the first of which has been answered, but a reference would still be appreciated if existent. The second question has been removed and migrated to its ...
- 2,720
3
votes
1
answer
233
views
Show identity for a norm on Fréchet differentiable functions on a Banach space
Let $E$ be a $\mathbb R$-Banach space, $v:E\to(0,\infty)$ be continuous with $$\inf_{x\in E}v(x)>0\tag1,$$ $r\in(0,1]$ and$^1$ $$\rho(x,y):=\inf_{\substack{c\:\in\:C^1([0,\:1],\:E)\\ c(0)=x\\ c(1)=...
- 167
3
votes
1
answer
695
views
Continuous embedding between parabolic Sobolev spaces
I was wondering whether the following continuous embedding theorem for parabolic Sobolev space is correct?
Let $I=[0,T]$ and $\Omega$ be a sufficiently smooth domain in $\mathbb{R}^n$, we consider ...
- 503
3
votes
0
answers
443
views
Infinite sums with Mobius Inversion : can we have uniform convergence of inversion formula?
My question is on Mobius inversion formula convergence/properties when used with infinite sums of function.
Lets consider (on $\mathbb{R}^{+}$):
$$S(x)= \sum\limits_{n=1}^{\infty} f(nx)$$
We call $...
- 1,199
3
votes
1
answer
348
views
Berry-Esseen bound in 2 dimensions for linear combinations
Let us say have a sequence of $n$ 2-$D$ random variables $X_i=(\varepsilon_i/\sqrt{n},i\varepsilon_{i}\sqrt{6}/n^{3/2})$, where $\varepsilon_{i}$ are independent random variables such that $\mathbb{P}(...
- 2,288
3
votes
1
answer
476
views
Kernel of the Radon transform
Consider the following generalized version of the Radon transform. Let $X,Y,Z$ be compact smooth manifolds. Let $p\colon Z\to X$, $q\colon Z\to Y$ be smooth maps. Let $m$ be a fixed smooth density (...
- 21.8k
3
votes
1
answer
496
views
"Square root" of multiplication operator on Sobolev space
Let $f:\mathbb{R}^n\rightarrow\mathbb{R}$ be a non-negative, smooth, uniformly bounded function with uniformly bounded first derivative. Then $f$ defines a bounded operator on $L^2(\mathbb{R}^n)$ as ...
- 1,913
3
votes
4
answers
2k
views
Suitable references for the the Stone-von Neumann Theorem
Hi all,
I am working on a mathematical physics project now and I need to understand the Stone-von Neumann Theorem properly. Wikipedia says that it is any one of a number of different formulations of ...
- 1,719
3
votes
1
answer
1k
views
How can we define the Stratonovich integral rigorously?
Let
$T>0$
$(\Omega,\mathcal A,\operatorname P)$ be a probability space
$(\mathcal F_t)_{t\in[0,\:T]}$ be a right-continuous filtration on $(\Omega,\mathcal A)$
$B$ be a Brownian motion on $(\Omega,...
- 167
3
votes
0
answers
494
views
Maximization of a total variation distance subject to another total variation distance in Markov chain
Suppose two dependent random variables $X$ and $V$ from finite alphabets $\mathcal{V}$ and $\mathcal{X}$ with known joint and marginal distributions are given. Let $P_{XV}$ and $P_X$ and $P_V$ are the ...
- 1,109
3
votes
1
answer
315
views
Distribution of the first occurrence of a maximum (record) run of zeros in the digits of a normal number (say $\pi$)
If the question was stated to appeal to the general public, it would be something like this. For a number such as $\pi$ or $\sqrt{2}$, the digits in base $b$ appear to be randomly distributed. We are ...
- 3,098
3
votes
1
answer
233
views
A special approximation of the Heaviside function
Is there a $C^m$ approximation $f_\epsilon$ of the Heaviside function such that
$$f_\epsilon(x) = f_1(x/\epsilon) = \begin{cases} 0 & \text{ if } x < 0 \\
1 & \text{ if } x/\epsilon \ge 1
\...
- 131
3
votes
1
answer
162
views
Weak convergence of Dirichlet distributions to a "multi-Bernoulli" distribution
For a positive vector $\alpha\in\mathbb{R}^n$ ($n\geq 1$), denote by $\text{Dir}(\alpha)$ the Dirichlet distribution with parameter $\alpha$. In terms of weak convergence, is it true that, if $\sum\...
- 449
3
votes
0
answers
411
views
Bounded functions dense in Sobolev Spaces
Let $M$ be a complete Riemannian manifold. Is it always true that the subspace $C^2_b(M)\cap W^{2,p}(M)$ is dense in $W^{2, p}(M)$, where $C^2_b(M)$ denotes the space of functions that are uniformly ...
- 9,853
3
votes
1
answer
365
views
Final topology of surjective linear map on Banach space
Let $L:X\rightarrow Y$ be a surjective linear map from Banach space $(X,||\cdot||_X)$ to vector space $Y$ and denote with $\tau_L$ the final topology on $Y$ induced by $T$.
Is $\tau_L$ equivalent ...
- 315
3
votes
1
answer
287
views
Law of the iterated logarithm in Hilbert space
The standard law of the iterated logarithm expresses that if $X_1, X_2, \ldots$ are iid real random variables with mean zero and variance $\sigma^2$,
$$
\limsup_{n \to \infty} \frac {X_1 + \cdots +...
- 31
3
votes
1
answer
949
views
ODE continuous dependence on parameters to PDE
I want to learn how to apply certain ODE theory to PDE. If we have a Banach space ODE $$x'(t) = f(t, x(t), p),$$ $$x(0) = x_0$$ where the equation is over same domain $t \in (a,b)$, then via the ...
- 55
3
votes
1
answer
1k
views
A calculus question related to the nonnegative definite functions
I am looking for some sufficient conditions for an even, continuous, nonnegative, non increasing function $f(x)$ on $R$ such that
$$
\int_0^\infty \cos(xz) f(z) d z \ge 0 \qquad\text{for all $x\ge 0$...
- 1,649
3
votes
1
answer
251
views
Null sets in PDE
Consider the weak formulation: find $u \in L^2(0,T;V)$ with $u' \in L^2(0,T;V')$ such that for all $v \in L^2(0,T;V)$,
$$\langle u'(t), v(t) \rangle_{V',V} + \langle Au(t), v(t) \rangle_{V',V} = \...
- 193
3
votes
1
answer
746
views
Is inverse Laplace Transform of a power of $s$ a positive function?
It's trivial that the Laplace Transform of a positive function is a positive function on $s$ domain. What about the inverse thought? What can we say about the positiveness of the inverse Laplace ...
- 123
3
votes
1
answer
182
views
How tight is the bound $P(\|X\|^2 \ge t |\langle a,X\rangle|) \ge 1 - t\sqrt{\frac{2}{m-1}}$, where $X \sim N(0, I_m)$ and $\|a\| = 1$?
Let $X$ be a random vector in $\mathbb R^m$ with iid $N(0,1)$ coordinates and let $a$ be a fixed unit vector in $\mathbb R^m$. In another post (SE link here https://math.stackexchange.com/a/3792730/...
- 6,853
3
votes
2
answers
265
views
Can one realize this as an ergodic process?
Consider the lattice $\mathbb Z^2$ and take iid random variables $Y_e$ on all edges $e$ of the graph.
We then define random variables $X_i:=\sum_{e \text{ adjacent to } i}Y_e.$
In other words: For ...
user135480
3
votes
2
answers
264
views
Probability of one species reaching zero before the other in a Markov process on a 2d lattice
$\textbf{Background}$: Say we've got a two-variable system of stochastic chemical reactions, with quantities $\vec{x}(t) = (x_1(t),x_2(t)) \in \mathbb{N}^2$ evolving according to the following system, ...
- 41
3
votes
2
answers
254
views
Probability of no $k$ 1's in arithmetic progression in binary sequence of length $n$
It is well known [it's on Wolfram Mathworld, for example] that the probability of no runs of $k$ consecutive $1$'s will occur in a $\{0,1\}$-valued sequence of length $n$ is exactly equal to $$\frac{F^...
- 10.4k
2
votes
3
answers
999
views
Sum of Square of the Eigenvalues of Wishart Matrix
Let $A\in\mathbb{R}^{m\times d}$ matrix with iid standard normal entries, and $m\geqslant d$, and define $S=A^T A$.
I want to have a tight upper bound for $\sum_{k=1}^d \lambda_k^2$, where $\...
- 1,096
2
votes
1
answer
534
views
Time interval of existence of an SDE solution with locally Lipschitz drift
Consider the stochastic ODE $$
dX = F(X) \, dt + dB
$$
where $B$ is Brownian motion. If the drift $F$ is locally Lipschitz, then the solution exists and is unique over $[0,T]$ where $T$ is an "...
- 51
2
votes
0
answers
78
views
Handling sums of correlated random variables with a directed path structure
Recently, I've been seeing random variables with the following correlation structure based on directed paths on a graph. For example, there are $16$ directed paths "directed downwards from the ...
- 524
2
votes
0
answers
71
views
Is there a function $u \in BV_{loc}(\mathbb{R}^2)$ such that $Du$ is an $s$-dimensional Hausdorff measure restricted to the Koch curve?
Motivated by my previous question Alberti rank-one theorem and irregular jump discontinuities, I'd like to ask the following:
Is there a function $u \in BV_{loc}(\mathbb{R}^2)$ such that $Du$ is an ...
- 839
2
votes
2
answers
252
views
When is the Minkowski sum of weighted compact sets $w_1 B_1 + w_2 B_2 + \ldots$ (with $w \in L^1$) closed?
Let $B_1,B_2,\ldots,$ be compact subsets of $\mathbb R^d$ and $w_1,w_2,\ldots$ be nonnegative numbers summing to $1$. Consider the set
$$
A := w_1 B_1 + w_2 B_2 + \ldots = \left\{\sum_{n=1}^\infty w_n ...
- 6,853
2
votes
2
answers
716
views
Dual space of the intersection of locally convex vector spaces
Let $S \neq \emptyset$ and let $\big((E_s,\mathcal{T}_s)\big)_{s \in S}$ be a family of locally convex vector subspaces of the same vector space. Denote by $E_s^*$ the dual space of $(E_s,\mathcal{T}...
- 123