All Questions
18,184 questions
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
1
vote
0
answers
211
views
Are orbits of a measurable flow always measurable with measure zero?
Let $(X, \mathcal{B})$ be a standard Borel space with a probability measure $\mu$ on $\mathcal{B}$. Let $(T_t)_{t \in \mathbb{R}}$ be a jointly measurable flow (i.e. $(T_t)_{t \in \mathbb{R}}$ is a ...
- 101
0
votes
1
answer
509
views
Possible research directions in analysis? [closed]
I am an undergraduate student who loves basic mathematics in the analysis branch, but I have learned that some directions, for example, harmonic analysis, are already well developed and difficult to ...
- 101
1
vote
0
answers
232
views
Show that $\mathbb{K}\cong M_{n}(\mathbb{K})$ [closed]
I would like to show the following isomorphy but not sure how to go about this:
$\mathbb{K}\cong M_{n}(\mathbb{K})$
Also in Blackadar (Operator Algebras, page 171) he states that this isomorphism ...
- 119
6
votes
1
answer
796
views
A Poincaré-like inequality
Is it true that for some real $K>0$ and all real $u\in C_0^\infty((0,1))$ we have
$$\int_0^1 (u'(x)^2+u(x)^2)\,dx\,\int_0^1 u(x)^2\,dx
\le K\Big(\int_0^1 x\,u'(x)^2\,dx\Big)^2\text{ ?}$$
- 128k
3
votes
1
answer
422
views
How to find partial derivatives of the Beta Function?
I was reading the book (Almost) Impossible Integrals, Sums and Series. The author used a method involving taking partial derivatives of the Beta Function to solve some integrals.
$$B(x,y)=\int_0^1u^{x-...
- 149
8
votes
1
answer
496
views
A fractional weighted Poincaré inequality
Does there exists a constant $C>0$ such that
$$ \int_{-1}^1 \lvert x\rvert\lvert\partial_x u\rvert^2 \,dx \geq C\, \lVert u\rVert^2_{H^{1/2}((-1,1))},$$
for all $u\in C^{\infty}_0((-1,1))$?
- 4,115
1
vote
1
answer
180
views
Definition and properties of tangent functional
I am reading Measures Which Agree on Balls by Hoffmann-Jørgensen and I am somewhat confused. Here, $E$ is a Banach space, $S$ is the unit sphere, and $x \in S$.
We let $\tau(x, \cdot)$ denote the ...
- 297
1
vote
1
answer
208
views
Extreme confusion with the exact meaning of Gaussian measure with "translation-invariant" covariance
In physics literature, the covariance of a Gaussian measure $\mu$ on a function space is denoted as $C(x,y)$. Moreover, they say that if the covariance is translation-invariant, then actually $C(x,y)=\...
- 3,477
4
votes
0
answers
129
views
Trace-class heat semigroups
Let $(M,g)$ be a compact Riemannian manifold and $\Delta_g$ its Laplace operator.
Let $\varphi$ be a test function on $\mathbf{R}_{>0}$. We define the operator on, say, $L^2(M)$
$$T_{\varphi}(u) :=...
user516086
1
vote
1
answer
128
views
Compare the weight of $p\vee q$ and that of $p+q$
Let $M$ be a von Neumann algebra.
If it has a semifinite faithful normal trace $\tau$, then we have $\tau(p\vee q)\le \tau(p)+\tau(q)$.
However, for the weight (even a faithful normal state) $\omega$ ...
- 617
1
vote
0
answers
89
views
Heat kernel and estimates
In the article by Hairer-Labbe (A simple construction of the continuum
parabolic Anderson model on $\mathbb{R}^2$), they used the following "well known" fact (picture below) in holder spaces....
- 573
4
votes
2
answers
274
views
Does strong stochastic ordering exist?
For two probability measure $\mu$ and $\nu$ on $\mathbb{R}$, we call $\mu$ is stochastically smaller than $\nu$ (i.e., $\mu\leq\nu$) , if $\int f \, d\mu\leq\int f \, d\nu$ for any nonnegative bounded ...
- 43
9
votes
3
answers
2k
views
A dice probability question
Suppose you have a die with $n$ sides labeled $1,2,\ldots,n$. Each turn, you roll the die and add the number you get to the running total (which starts at $0$). You do this for an infinite number of ...
- 129
3
votes
2
answers
492
views
SDE driven by fractional Brownian motion
Let $B^H$ be a fraction Brownian motion of Hurst parameter $H$. Consider the SDE driven by $B^H$ as below:
$$dX_t = b(t,X_t)dt + a(t,X_t)dB^H_t,\quad \forall t\ge 0.$$
I am looking for references that ...
- 1,334
2
votes
1
answer
187
views
Law of iterated logarithm for quadratic variation of Brownian motion
Let $(\Omega, \mathcal{F}, \mathbb{P})$ denote a probability space supporting a standard Brownian motion $B$. Let $\Pi=\{\pi_n : n \ge 0\}$ denote the sequence of dyadic uniform partitions of the ...
- 41
0
votes
2
answers
262
views
Is the Boltzmann entropy lower semi-continuous in the weak topology induced by $C_b (\mathbb R^d)$?
For Lebesgue-absolutely continuous probability measures $\rho\ll \mathcal{L}^d$ in the whole space $\mathbb{R}^d$ with finite second moments (i-e $\rho\in \mathcal{P}^2_{ac}(\mathbb{R}^d)$), let
$$
\...
- 825
4
votes
2
answers
255
views
Are the sublevel sets of Boltzmann entropy compact in Wasserstein distance?
For Lebesgue-absolutely continuous probability measures $\rho\ll \mathcal{L}^d$ in the whole space $\mathbb{R}^d$ with finite second moments (i-e $\rho\in \mathcal{P}^2_{ac}(\mathbb{R}^d)$), let
$$
\...
- 825
1
vote
1
answer
88
views
Bounded $C_0$-semigroups on barrelled spaces are equicontinuous
I have the following question: Let $X$ be a barrelled locally convex space (every absolutely convex, absorbing and closed set is a neighborhood of zero) and let $(T(t))_{t\geq0}$ be a $C_0$-semigroup, ...
- 129
1
vote
0
answers
123
views
Dependence of Sobolev embedding theorem constant on smoothness
Assume that $\Omega \subset \mathbb{R}^d$ is "nice" enough and $k$ is a positive real number. Using the Sobolev embedding theorem, we can get that
$$
\|f\|_{W^{0,2d/(d-2k)}\ \ \ \ \ (\Omega)}...
- 11
1
vote
1
answer
118
views
A Gaussian measure $\mu$ on $\mathcal{E}'(S^1)$ by Minlos theorem and its value for Sobolev spaces $H^{\alpha}(S^1)$
I posted this question on ME as "A Gaussian measure on $\mathcal{E}'(S^1)$ by Minlos Theorem and its value for $L^2(S^1)$",
but it seems much more nontrivial than I expected... so, I post an ...
- 3,477
4
votes
0
answers
73
views
Small angles between independent centred random walks in $ \mathbb{Z}^d$
Let $W_n$ and $W'_n$ denote two independent random walks in $ \mathbb{Z}^d$ defined using a finitely supported centred (mean zero) probability measure on $\mathbb{Z}^d$.
For $N \ge 1$, let
$\theta_n$ ...
- 6,224
0
votes
1
answer
154
views
Non-negativity of stochastic integral with indicator, Meyer-Tanaka Local Time
Consider the following stochastic integral:
$$
X_t := \int_0^t \mathbb{I}_{ \{ W_s \geq 0 \}}\, dW_s.
$$
Is $X_t$ almost-surely non-negative?
Using this answer, it seems that
$$
X_t = \max( W_t, 0) - \...
- 109
2
votes
1
answer
189
views
Equivalent characterization of weak derivative in Bochner space
Let $H$ be a hilbert space. A function $v\in L_\text{loc}^1(0,T;H)$ is called the weak derivative of $u \in L_\text{loc}^1(0,T;H)$ iff
$$ \int_0^T u(t) \varphi'(t) \, dt = -\int_0^T v(t) \varphi(t) \, ...
- 75
1
vote
1
answer
125
views
Friedrich's second inequality for functions with zero average
Friedrich's second inequality (or Maxwell Estimates or Gaffney’s inequality in the literature) is referred as follows: for all $\mathbf{u} \in H^1(\Omega)^2$ satisfying either $\mathbf{n} \cdot \...
- 31
3
votes
1
answer
220
views
Conditional expectation as square-loss minimizer over continuous functions
It is well-known that the conditional expectation of a square-integrable random variable $Y$ given another (real) random variable $X$ can be obtained by minimizing the mean square loss between $Y$ and ...
- 463
11
votes
1
answer
341
views
Density of linear subspaces in $C(K)$
Let $K$ be a compact Hausdorff space and denote by $C(K)$ the space of all real valued and continuous functions on $K$. We endow $C(K)$ with the supremum norm topology, making it a Banach space.
...
- 467
4
votes
1
answer
189
views
Sign of error in the central limit theorem
Let $X_n$ and $Y_n$ be independent copies of two random variables $X$ and $Y$ with domain $\{-1,0,1\}$ for $n\in \mathbb{N}$. For a given $k\in \mathbb{N}$, I would like to find conditions on $X$ and $...
- 53
7
votes
2
answers
2k
views
Method of characteristics for higher order PDEs in more than two variables
I am trying to understand the mathod of characteristics for solving partial differential equations. However, all the examples I found over the internet are for first order PDEs or for second order ...
- 8,998
1
vote
0
answers
103
views
Cyclic representation isomorphic to L2 space
This question is also posted on Math Stack Exchange.
I need some help understanding a proof of the following claim: every cyclic representation is isomorphic to some $L^2$ space.
First, formal ...
- 111
19
votes
0
answers
553
views
Talagrand's "Creating convexity" conjecture
We say a subset $A$ of $\mathbb{R}^N$ is balanced if
\begin{equation}
x \in A, \lambda \in [-1,1] \implies \lambda x \in A.
\end{equation}
Given a subset $A$ of $\mathbb{R}^N$, we write
\begin{...
- 484
3
votes
0
answers
74
views
Locally compact rings with reciprocals
A topological field is defined to be a topological ring $F$ with reciprocals such that the reciprocal function $F\setminus\{0\} \to F\setminus\{0\}$ is continuous. Locally compact topological fields ...
- 974
5
votes
0
answers
214
views
Elliptic regularity and Sobolev spaces
Consider a linear partial differential operator $D:C^{\infty}(\mathbb{R}^{d})\to C^{\infty}(\mathbb{R}^{d})$, i.e.
$$D=\sum_{\alpha\in\mathbb{N}^{d}}a^{\alpha}(x)\partial^{\alpha}_{x}$$
where $a$ are ...
- 1,429
0
votes
2
answers
280
views
Bounds tighter than the additive Chernoff
Additive Chernoff
Suppose $X_1, \ldots, X_n$ are i.i.d. random variables, taking values in $\{0,1\}$. Let $p=\mathrm{E}\left[X_i\right]$ and $\varepsilon>0$.
\begin{gather*}
\operatorname{Pr}\left(\...
- 105
7
votes
0
answers
150
views
The space of analytic associative operations
This question is a follow-up to this old one of mine.
Let $\mathcal{A}$ be the set of functions $\star:\mathbb{R}^2\rightarrow\mathbb{R}$ which are associative and $C^\omega$ (real analytic entire) in ...
- 20.5k
1
vote
1
answer
161
views
Generating function of the stopped simple random walk
Let $\varepsilon_i$ be independent random variables such that $\mathbb{P}(\varepsilon_i = \pm 1)= 1/2$ and denote $W_n = \sum_{i=1}^{n}\varepsilon_i$. That is, $W_n$ is the simple random walk on $\...
- 13
2
votes
0
answers
170
views
finite dimensionality of a subspace of a Banach space
Let $H$ be the space of measurable functions on $(0,1)$ such that
$$ \|u\|_{H}^2 = \int_0^1 x^2\,|\partial_x u|^2\,dx + \int_{0}^1 |u|^2\,dx <\infty.$$
Let $C>0$ be a constant. Suppose that $W \...
- 4,115
23
votes
5
answers
2k
views
PDEs and algebraic varieties
Let $P$ be an order $d$ differential operator with constant coefficients and consider a PDE of the form $Pf = \delta$. Taking the Fourier transform of $P$ we get a degree $d$ polynomial whose zero ...
- 8,998
1
vote
0
answers
72
views
Infinite dimensional version of the Laplace transform and Gaussian integrals
This question is somehow related to my previous one Convergence of the Gaussian integral on $\mathcal{E}'$ for a mapping supported on $L^2$
Let $F : L^2(S^1) \to L^2(S^1)$ be a (nonlinear) Borel-...
- 3,477
7
votes
1
answer
509
views
An order statistics problem with some interesting geometry
Let $a_n$ be a given sequence of positive numbers, and $X_n$ a sequence of independent random variables with each $X_n$ uniformly distributed on $[0, a_n]$.
Question: Let $N \geq 2$ be an arbitrary ...
- 6,321
1
vote
0
answers
81
views
Pre-positive definite functions?
A function $f(x,y)$ is positive definite if matrices $( f(x_i, x_j) )_{i, j \in F}$ are positive definite for all finite index sets $F$. This is frequently hard or impossible to check given some ...
- 620
0
votes
1
answer
108
views
Functional CLT with an asymptotically small time change
This question was posted to MathSE but it seems like MathOverflow might be the more appropriate place for it.
Suppose I know that $(\frac{1}{\sqrt{m}}X(mt))_{0\leq t\leq 1}\xrightarrow[m\to\infty]{\...
- 177
2
votes
0
answers
120
views
Closure of Laplacian
Let $(M,g)$ be a complete Riemannian manifold and $\Delta$ the (positive) Laplace-Beltrami operator. Now, consider this operator as an operator
$$\Delta:\mathcal{D}(\Delta)\to L^{2}(M)$$
There are two ...
- 1,171
1
vote
1
answer
211
views
Tensor product of faithful normal states is faithful
I know that given C*-algebras $A, B$ with faithful states $\omega,\varpi$, the tensor product state $\omega\otimes\varpi$ on the minimal tensor product $A\otimes_{\text{min}}B$ is faithful.
I also ...
- 439
4
votes
1
answer
275
views
Interesting Grothendieck topologies or coverages on the category Prob
I am currently trying to understand Grothendieck Topologies and coverages and want to endow the category Prob, consisting of finite probability spaces and measure preserving maps, with a Grothendieck ...
- 91
2
votes
1
answer
194
views
Continuity of Moore-Penrose generalized inversion
Any matrix $A\in\mathbb{C}^{m\times n}$ has a unique generalized inverse $A^{\dagger}\in\mathbb{C}^{n\times m}$ with the properties $$AA^{\dagger}A=A,\qquad A^{\dagger}AA^{\dagger}=A^{\dagger},\qquad (...
- 1,093
1
vote
0
answers
170
views
Asymptotic distribution of L infinity norm of Gaussian random vector
Let $\mathbf{X}_n = (X_{n,1}, \ldots, X_{n,n})$ be a $n$-dimensional random vector with $N_n( \mathbf{0}_n, \boldsymbol{\Sigma}_n )$ distribution. The asymptotic distribution of the $L_\infty$-norm of ...
- 119
2
votes
1
answer
158
views
Definition of average $\langle \langle \cdot \rangle \rangle$
I started reading the paper Some Rigorous Results on the Sherrington-Kirkpatrick Spin Glass Model and I would like to clarify the notation $\langle \langle \cdot \rangle\rangle$ the authors use in ...
- 3,535
1
vote
0
answers
125
views
Transforming nilpotency into diagonalizability [closed]
We designate the $k$-th standard vector as $e_k$ in $\mathbb{C}^n$.
We consider the backward shift operator, denoted as $T: \mathbb{C}^n \to \mathbb{C}^n$, which is defined as follows:
$Te_1=0$ and $...
- 4,058
2
votes
1
answer
173
views
Estimates on perturbation of drift of SDEs
Let $\mu_1,\mu_2:\mathbb{R}^n\rightarrow \mathbb{R}^n$ and $\sigma:\mathbb{R}^n\rightarrow \mathbb{R}^{n\times n}$ be Lipschitz functions, of at-most linear growth; i.e. $\|\sigma(x)\|\lesssim \|x\|,\|...
- 364