All Questions
18,183 questions
1
vote
1
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150
views
Is the Boltzmann entropy continuous in the supremum norm?
We define $U : [0, +\infty) \to [0, +\infty)$ by $U(0) := 0$ and $U (s) := s \log s$ for $s >0$. Then $U$ is strictly convex. Let $D$ be the set of all bounded non-negative continuous functions $\...
- 825
11
votes
3
answers
1k
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"Simple" integral equation
Let $H(z)$ be a continuous solution of the problem
$$
H(z)=\frac1{1-z}\int_z^1 \frac{2\zeta}{1+\zeta} H(\zeta^2)\,d\zeta,\ \ \ z\in[0,1);\ \ \ H(1)=1.
$$
Is it true that $H(0)=1-\ln2$? The question ...
- 283
4
votes
1
answer
277
views
Limit of distributions
Suppose that $X_1,X_2,\ldots, X_n$ are i.i.d random variables with continuous density $f(x)$, which is defined in the whole $\mathbb{R}$. Consider $$s(x)=\lim_{n\to\infty}\frac{1}{n}\log\mathbb{P}(\...
- 233
2
votes
0
answers
66
views
Iterated chaos expansion
Using the notations from Normal Approximations with Malliavin Calculus, Chapter 2
random variables $F$ in the probability space generated by an iso-normal Gaussian family $X(h)$,
$$E[X(h)X(g)] = \...
- 623
2
votes
0
answers
73
views
Derivative of a functional involving integral and level set
Let $\Omega$ be a bounded smooth domain. For $u\colon \Omega \to \mathbb{R}$, define the functional
$$F(u) = \int_{\{u=0\}}g(x) \; \mathrm{d}x$$
where eg. $u \in H^2(\Omega) \cap C^0(\bar\Omega)$ and ...
- 29
3
votes
0
answers
177
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What is the expected size of the complement of the union of random cosets of the prime ideals of $\mathbb{Z}$?
For each rational prime $p$ let $\mathbf{X}_p$ denote the random variable uniformly distributed in $\{0, 1, ..., p-1\}$, with all the $\mathbf{X}_p$ independent of each other. Define the coset $\...
- 2,858
15
votes
0
answers
398
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Will a unit disk be completely covered by randomly placed disks of area $\pi,\frac{\pi}{2},\frac{\pi}{3},\dots$ with probability $1$?
On a "bottom" disk of area $\pi$, we place "top" disks of area $\pi,\frac{\pi}{2},\frac{\pi}{3},\dots$ such that the centre of each top disk is an independent uniformly random ...
- 3,567
3
votes
0
answers
83
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Embedding theorems for Dini continuous functions
Are there embedding theorems for the space of Dini continuous functions on a Euclidean domain, or even just on an interval? Ideally, I am looking for something like the classical Morrey inequalities ...
- 3,388
0
votes
0
answers
142
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Calculating the expected hitting time of a specific birth and death chain
I am working with a specific birth and death chain, defined as follows.
Consider a set of states $X = \{0,1,2,...,n\}$, where $x^* \in (0,n)$ is a recurrent state. Transition probabilities are defined ...
3
votes
2
answers
360
views
Proof of the Dunford-Pettis theorem in the context of probability spaces
I'd like to know if there's a proof of the Dunford-Pettis theorem without using relatively advanced theorems of functional analysis such as Eberlein–Smulian Theorem. Since I'm only interested in ...
- 649
2
votes
0
answers
164
views
$H^s$-mild solution for Navier–Stokes : why do we restrict attention to the function spaces "without Fourier zero mode"? (Related to Terence Tao blog)
This question has been triggered by the Definition 32 and Remark 33 in the blog of Terence Tao.
There, every function space is restricted to ones without the Fourier zeroth mode. And the Remark 33 ...
- 3,477
6
votes
2
answers
644
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Explicit form of this unitary transformation
Disclaimer: This question has its motivation from physics. It is probably not entirely rigorous at the moment. I just want to clarify some steps and try to make the arguments rigorous afterwards, if ...
- 3,535
2
votes
2
answers
286
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Finding an easy example applying the general Lovász local lemma
Is there any easy application for the general local lemma as follows? If someone knows, please tell me the references or just post an example here. Thanks.
General Lovász local lemma: Consider a set $...
- 1,190
2
votes
1
answer
246
views
What's the lower bound of the correlation coefficient?
Suppose a random variable $X \in \mathbb{R}$ follows a discrete distribution $p$ and takes $n$ values. We assume $E[X]=0$ and $|X|\le M$, where $M$ is a constant. Given a smooth and monotonic ...
- 49
4
votes
0
answers
260
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On the predual of the James tree space $\mathit{JT}$
$\newcommand\JT{\mathit{JT}}$The James tree space $\JT$ was the first example of a separable Banach space containing no copies of $\ell_1$ such that its dual space is non-separable. Since $\JT$ admits ...
- 4,461
0
votes
1
answer
242
views
When do the weak-star and compact convergence (compact-open) topology coincide on the dual of a Banach space?
In Measures Which Agree on Balls by Hoffmann-Jørgenson, it is claimed on page 323 that for an arbitrary Banach space $E$, if $\pi$ is the topology on $E^*$ of uniform convergence on compact subsets of ...
- 297
1
vote
1
answer
119
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weakly separated sequences in RKHS are separated by Gleason metric
I am reading Agler and McCarthy's Pick Interpolation and Hilbert Function spaces. In Chapter 9, the authors ask to observe that weakly separated in a Reproducing kernel hilbert space implies separated ...
- 151
5
votes
0
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184
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Question about $n$ random points in a regular polygon, and a limiting probability
Suppose we choose $n$ uniformly random points in a disk, then draw the smallest circle that encloses all of those points. There is evidence suggesting that the probability that the enclosing circle is ...
- 3,567
0
votes
0
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94
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When can an affine functional on the dual be represented as an element of a Banach space?
In Measures Which Agree on Balls by Hoffmann-Jørgenson, we are given a functional $\varphi: T(x_0)\to (-\infty, \infty]$, which is a lower semicontinuous, affine, Baire function on a subspace $T(x_0)$ ...
- 297
1
vote
0
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148
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conjecture for general form of minimax estimator
I had previously posed an overly ambitious version of this conjecture here,
Form of minimax estimator,
which was quickly shot down by Václav Voráček (on twitter) and Iosif Pinelis (MO answer in the ...
- 6,541
4
votes
2
answers
283
views
Regularity of solution of $(-\Delta + w)f = 0$
I am studying the following Schrödinger equation:
$$(-\Delta + w)f = 0$$
which represents a quantum state with zero energy. Here $w$ and $f$ are defined on $\mathbb{R}^{3}$. For simplicity, let us ...
- 1,305
1
vote
1
answer
172
views
Ratio of the constants of the Marcinkiewicz–Zygmund inequality for p=1
The Marcinkiewicz–Zygmund inequality states that
$$
{\displaystyle A_{p}E\left(\left(\sum _{i=1}^{n}\left\vert X_{i}\right\vert ^{2}\right)_{}^{p/2}\right)\leq E\left(\left\vert \sum _{i=1}^{n}X_{i}\...
- 13
3
votes
0
answers
77
views
Distribution of waiting time conditioned on a fixed time length
FYI, this question is a duplicate from math stack exchange
I ask here again because I got no response.
Suppose, I work in a factory production line. The time for me to finish wrapping product $A$ (or $...
1
vote
2
answers
115
views
Computation of tangent functional
In Measures Which Agree on Balls by Hoffmann-Jørgenson, the tangent functional is defined as follows.
If $x \in S$, we define the tangent functional $\tau(x,\cdot)$ at $x$ as
\begin{equation}
\...
- 297
2
votes
0
answers
203
views
Time reversal of infinite-dimensional SDE
Consider the SDE $${\rm d}X_t=b(t,X_t) \, {\rm d}t+\sigma(t,X_t) \, {\rm d}W_t,\tag1$$ where $b:[0,T]\times V\to H$, $\sigma:[0,T]\times V\to\operatorname{HS}(U_0,H)$, $$V\subseteq H\subseteq V^\ast\...
- 167
2
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0
answers
119
views
Limit of a distribution using Hörmander’s theorem
Let $\alpha \in \mathbb{C}$. I want to prove that
$$ (e^{i2\theta}\xi_1^2 + \xi_2^2 + \dots + \xi_n^2)^{-\alpha} \longrightarrow (Q(\xi)-i0)^{-\alpha}, $$
in $D’(\mathbb{R}^n\setminus \left\{0\right\})...
- 319
1
vote
1
answer
345
views
Gateaux differentiability of the norm in Banach spaces
I'm struggling to understand a particular implication in the proof of Corollary 5 of this paper involving Gateaux differentiability of the norm. The claim is that Gateaux differentiability of the norm ...
- 297
0
votes
0
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145
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$L_\infty([0,1], \mathbb{C})$ is it isomorphic to $\ell_\infty(\mathbb{N}, \mathbb{C})$?
By a result of Pełczyński, $L_\infty([0,1], \mathbb{R})$ is isomorphic to $\ell_\infty(\mathbb{N}, \mathbb{R})$. That is the case of real valued functions and sequences.
A natural question then is: ...
- 141
-2
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1
answer
217
views
If a continuous function is differentiable at a point, is it differentiable in some neighborhood around that point? [closed]
This seems like it should be true but I was wondering if anyone could prove it. Thanks!
- 109
6
votes
1
answer
342
views
If $t \to \lVert f(\cdot,t) \rVert_{L^2_x}^2$ is absolutely continuous, can we interchange the spatial integral and time derivative? (from MSE)
I originally posted this question on MSE. But it seems more nontrivial than expected, so I guess MO is a more appropriate place to ask.
I repeat the question for the sake of completeness:
Let $f(x,t) ...
- 3,477
1
vote
1
answer
341
views
Form of minimax estimator
Let $\Delta$ be the set of all probability distributions over $\mathbb{N}=\{1,2,\ldots\}$ and fix some $\mathcal{P}\subseteq\Delta$.
Suppose additionally that $\Delta$ is endowed with some norm $||\...
- 6,541
2
votes
0
answers
97
views
Lower & upper bound on the maximal component given the system of power sums
Given a non-negative vector $x=(x_1,x_2,\dots,x_n)\in\mathbb{R_{>0}^n}$ and $m\in\mathbb{N}$, construct a system of power sum symmetric polynomials (or norms, if you like)
$$
\begin{cases}
x_1+x_2+\...
- 21
3
votes
1
answer
161
views
Approximating continuous functions from $K\times L$ into $[0,1]$
Let $K$ and $L$ be compact Hausdorff spaces, let $f:K\times L\to [0,1]$ be continuous and let $\varepsilon>0$. Can we find continuous $g_{1},...,g_{n}:K\to[0,+\infty)$ and $h_{1},...,h_{n}:L\to[0,+\...
- 5,529
5
votes
2
answers
342
views
Projections in atomless von Neumann algebras
Let $\varepsilon>0$.
If we consider a sequence $\{f_n\}$ in $L_\infty(0,1)$, then there exists a very small subset $A$ of $(0,1)$ with $m(A)<\varepsilon$ such that $$\|f_n \chi_A\|_\infty =\|...
- 617
8
votes
1
answer
390
views
Order bounded version of monotone complete $C^*$-algebras
Let $A$ be a $C^*$-algebra with self-adjoint part $A_{\operatorname{sa}}$. Then $A$ is called monotone complete if every increasing norm bounded net in $A_{\operatorname{sa}}$ has a supremum (with ...
- 12.6k
0
votes
1
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54
views
How is this interpolating curve well-defined in the minimizing movement scheme?
Let $\Omega$ be a compact domain of $\mathbb R^d$. Let $\mathcal P (\Omega)$ be the space of probability measures on $\Omega$. For each $\tau >0$, let $(\varrho^\tau_{(k)})_{k \in \mathbb N} \...
- 825
-1
votes
1
answer
148
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Weighted sum of zero-mean random variables
Let us say we have two independent random variables $X$ and $Y$, with both $E[X] = E[Y] = 0$.
Is it true that for any random weight variable $0 \le W \le 1$ (e.g., $W$ dependent on $X$ and $Y$) we ...
- 367
1
vote
0
answers
125
views
Interpolating sequences are strongly separated
I am reading Agler and McCarthy's Pick Interpolation and Hilbert Function spaces. In Chapter 9, titled "Interpolating Sequences", the authors say that every interpolating sequence is ...
- 151
2
votes
1
answer
131
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Estimating $\max_{\|u\|=1} \frac{ E\left[\langle u\cdot x\rangle ^4\right]}{E\left[\langle u\cdot x\rangle ^2\right]}$
Suppose we have access to samples of $x$ distributed according to unknown multivariate Gaussian in $\mathbb{R}^d$. Estimate the following quantity:
$$\max_{\|u\|=1} \frac{ E\left[\langle u\cdot x\...
- 2,252
1
vote
0
answers
210
views
Is this a well known space? Perhaps homogeneous Sobolev-like space?
The homogeneous Sobolev space $\dot H^s(\mathbb{R}^n) $ is often defined as the closure of $\mathcal{S}(\mathbb{R}^n)$ under the norm
$$ || |\omega|^s \widehat{f} ||_{L^2(\mathbb{R}^d)} =\int_{\...
- 197
1
vote
1
answer
126
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Function orthogonal to $|y-x|$ on $[0,1]$ for every $y \in [0,1]$?
Does there exist an essentially nonzero function $f:[0,1] \mapsto \mathbb{R}$ so that
$$
\int_0^1 |y-x| f(x) \, dx = 0
$$
for every $y \in [0,1]$? I think I see how to show that any such $f$ can't be ...
- 136
2
votes
0
answers
98
views
Geometric interpretation of uniform convexity condition
I first want to recall the moduli of uniform smoothness (US), uniform convexity (UC), asymptotic uniform smoothness (AUS), and asymptotic uniform convexity (AUC). Throughout, let $X$ be an infinite ...
- 41
1
vote
0
answers
170
views
Generalization of Borel functional calculus
[Repost from https://math.stackexchange.com/questions/4802593/generalization-of-borel-functional-calculus]
Let $A$ be a normal operator on a Hilbert space $V$. The continuous functional calculus gives ...
- 95
0
votes
1
answer
161
views
Does convolution with $(1+|x|)^{-n}$ define an operator $L^p(\mathbb R^n) \to L^p(\mathbb R^n)$
Suppose that $f : \mathbb R^n \to \mathbb R^n$ is a locally integrable function. I am interested in the integral
$$ x \to \int_{\mathbb R^n} ( 1 + |y| )^{-n} f(x-y) \;dy $$
If the decay of the ...
- 641
0
votes
0
answers
101
views
Integration with respect to $B_H(t) B_H(s) - \mathbb{E} \{ B_H ( t ) \, B_H ( s) \}$
The time-derivative $\frac{dB_H}{dt}$ of the fractional Brownian motion may be interpreted as a random Schwartz distribution acting on a test function by
$$
\left\langle \frac{dB_H}{dt}, f \right\...
- 620
0
votes
0
answers
73
views
Computationally efficient solution for the measure of central tendency minimizing Lp loss for p > 1
We know that the measure of central tendency that minimizes the Lp loss is $\min_c \sum_{i=1}^n |x_i - c|^p$
For $p=1$ (L1 loss), this is the median. For $p=2$ (L2 loss), this is the mean. Both of ...
- 109
8
votes
1
answer
423
views
Is there an infinite dimensional Stein's lemma?
Classical Stein's lemma says that if $\mathbf{X}$ is a centered Gaussian random vector and $g$ is a function which is nice enough, we have
$$
\mathbb{E} \, X_i \, g ( \mathbf{X} )
= \sum_k \...
- 620
1
vote
0
answers
146
views
Intuition behind right-inverse of map from Johnson-Lindenstrauss Lemma
The Johnson–Lindenstrauss lemma states that for every $n$-point subset $X$ of $\mathbb{R}^d$ and each $0<\varepsilon\le 1$, there is a linear map $f:\mathbb{R}^d\to\mathbb{R}^{O(\log(n)/\varepsilon^...
- 5,405
2
votes
0
answers
78
views
A question on the convex hull of independent random walks
Consider $m$ independent random walks $X^1_n, \dots, X^m_n$ driven by a probability measure $\mu$ in $ \mathbb{Z}^d$. Assume that the $\mu$ has no drift, that is, the expected value of a $\mu$-...
- 6,224
0
votes
1
answer
88
views
Can we lower bound this entropy by $\int_{\mathbb R^d} \rho^k (x) \, \mathrm d x$ and $\int_{\mathbb R^d} |x|^2\rho (x) \, \mathrm d x$?
We define $U : [0, \infty) \to [0, \infty)$ by $U(0) := 1$ and $U (s) := s \log s + (1-s)$ for $s >0$. Then $U$ is strictly convex. The minimum of $U$ is $0$ and is attained at $s=1$. Let $\mathcal ...
- 825