All Questions
1,778 questions
8
votes
2
answers
755
views
The Odds 3 (or More) Group Elements Commute
Some time ago I asked about the odds 2 group elements commute. I wonder about the odds that 3 group elements commute. Is there a "closed" formula for the sum
$$ \frac{1}{|G|^3} \sum_{g,h,k} \delta([...
- 22.8k
8
votes
1
answer
380
views
Lavrentiev phenomenon between $C^1$ and Lipschitz
Does there exist a (onedimensional) integral functional of calculus of variations (with $f$ finite everywhere)
$$
F(y)=\int_a^b f(t,y(t),y'(t))\,dt
$$
such that
$$
\inf_{y\in Lip([a,b])}F(y)<\inf_{...
- 1,309
8
votes
1
answer
716
views
A non-hyperfinite type III factor from an action of the free group on the circle
We define below a von Neumann algebra $\mathcal{M}$ from an action of the free group on the circle, and we prove that $\mathcal{M}$ is a non-hyperfinite type ${\rm III}$ factor.
Question : Is $\...
7
votes
3
answers
896
views
A non-degenerate martingale
Let $(\Omega, \mathcal{F}, P)$ be a probability space, on which
$\mathcal{F}_t$ is filtration satisfying general conditions.
$W_t$ is
a standard Brownian motion.
Let $Y_t$ be a martingale given by
$$...
- 1,399
7
votes
1
answer
1k
views
Properties of convolutions
Consider the function
$$f_{n}(x)=e^{-x^2}x^n.$$
and the function
$$h_p(x):=e^{-\vert x \vert^p}.$$
My goal is to analyze
$$ F_p(y):=\frac{(f_2*h_p)(y)}{(f_0*h_p)(y)}- \left(\frac{(f_1*h_p)(y) }{(f_0*...
- 173
7
votes
1
answer
435
views
Can one divide algebraic manifolds ? Make sense: $Gr(2,n)/ Gr(2,n+m) = P^{n-1}/P^{n+m-1} P^{n-2}/P^{n+m-2}$
Let's start from a little bit far.
Basic probability theory - chain rule reads:
$$ P(AB) = P(A)P(B|A)$$
Example: consider n+m balls, where n - white balls, m - black balls,
consider A - first ...
- 24.9k
7
votes
3
answers
2k
views
Convex hulls of families of probability measures
Let $X$ be a standard Borel space, so that the space of Borel probability measures on $X$ is also a standard Borel space. We denote it by $\mathcal P(X)$.
In this paper for any family of probability ...
- 1,655
7
votes
2
answers
1k
views
Conditional Expectation for $\sigma$-finite measures
Someone knows of some definition or reference of how to define conditional expectation for a measure space with $\sigma$-finite measure.
I think it should be as follows:
Let $(X,\mathcal{B},\nu)$ ...
- 193
6
votes
1
answer
2k
views
Comparing norms on tensor products of matrices
Given a Hilbert space $H$, let $S_1(H)$ denote the space of trace-class operators on $H$, with the trace-class norm or Schatten 1-norm. That is
$$ \Vert T \Vert_1 = \sum_{j\geq 1} |s_j| $$
where $(s_1,...
- 209
6
votes
2
answers
2k
views
How to understand the combinatorial Laplacian $\Delta$ which is defined on the graph?
I have a question about the combinatorial Laplacian $\Delta$ which is defined by
$$\Delta(u,v)=c(u)1_{u=v}-c(u,v)$$
where $u, v$ are some vertices in the graph $G=(V, E)$, and $c(u,v)$ is a ...
- 288
6
votes
1
answer
1k
views
Symmetric basis of harmonic homogeneous polynomials
Recently, a question about the beautiful theory of harmonic polynomials made me aware there is something
I've wanted to know for a long time.
As is well known, for any number of variables $n$ and any ...
- 60.5k
6
votes
1
answer
271
views
Spectrum asymptotics for a product of $k$ random matrices?
How does the spectrum of a product of $k$ random matrices behave around 0?
In particular, I'm wondering if the CDF of squared singular values behaves as $x^{\frac{1}{k+1}}$ around 0. The result for $k=...
- 2,442
6
votes
1
answer
474
views
Proof that $L^2(0,T;X)^* = L^2(0,T;X^*)$
How is the proof that
$$[L^2(0,T;X)]' = L^2(0,T;X')$$
looking like, where $X$ is a Hilbert space? I am asking for the proof that the dual space of $L^2(0,T;X)$ is the space $L^2(0,T;X^*)$.
Is the ...
- 83
6
votes
1
answer
696
views
Reference request: optimal $L^p$ regularity for solutions to $-\Delta u=f$ with $f\in L^1(R^d)$
The tilte says it all. Given $f\in L^1(R^d)$ (let me restrict to dimension $d\geq 3$ for convenience), what is the optimal $L^p$ regularity for solutions to
$$
-\Delta u=f\hspace{3cm}(1)?
$$
I'm of ...
- 5,380
5
votes
0
answers
198
views
Heuristic and graphic representation of BV functions and their singularities
This question is about some heuristics and graphs of BV functions.
In 1-dimensional setting, two key examples of $BV$ functions $u: \mathbb R \to \mathbb R$ are
the Heaviside function, whose ...
- 839
5
votes
2
answers
1k
views
Is the space of signed finite measures on a compact set $M([0,1])$ a sequential space?
Let $M([0,1])$ be the set of finite signed measures on $[0,1]$
(with the topology generated by the sets $\left\{ \mu \in M([0,1]) : \left| \int f(x) \mu(dx)- a\right| \leq \delta\right\}$ for all $\...
- 95
5
votes
2
answers
374
views
Brownian motion and hitting a Quadrilateral
I want to compute the hitting probability of a bounded plane by a Brownian motion starting at the origin. In other words, given the coordinates of a quadrilateral A , can we compute $P(T_{A}<\...
- 5,474
5
votes
3
answers
5k
views
Distribution of the individual coordinates of a uniform random vector on a high-dimensional sphere
Let $X=(X_1,\ldots,X_n)$ be a random vector uniformly distributed on the $n$-dimensional sphere of radius $R > 0$. Intuitively, i think that for large $p$ every coordinate $X_i$ is normally ...
- 6,853
5
votes
1
answer
395
views
Universal decay rate of the Fisher information along the heat flow
I'm looking for a reference for the following fact: In the torus $\mathbb T^d$ let me denote by $u_t=u(t,x)$ the (unique, distributional) solution of the heat equation
$$
\partial_t u=\Delta u
$$
...
- 5,380
4
votes
1
answer
626
views
How to get the lower bound of the following $\tau$?
Let $A=\{a_{ij}\}_{1\le i,j\le n}$ be an $n$ by $n$ normalized Gaussian random matrix with $E[a_{ij}]=0$ and $E[a_{ij}^2]=1/n$. Ordering its eigenvalues by $\lambda_1\le \lambda_2\le \cdots \lambda_n$ ...
- 288
3
votes
2
answers
968
views
Can one estimate the distribution of eigenvalues of a matrix by its Cauchy/Stieltje transform?
Given a real symmetric $n$ dimensional matrix $A$, with eigenvalues $\lambda_i$ I am defining its Cauchy transform as the function, $f_A(z) = \sum_i \frac{1}{z-\lambda_i}\,$
Is there any information ...
- 617
3
votes
2
answers
949
views
Reference for proof that $C_b^* = rba$
The following theorem seems to have folk status:
The topological dual of the space $C_b(X)$ of bounded continuous functions on a topological space $X$ is isomorphic to the space $rba(X)$ of finite, ...
- 459
3
votes
2
answers
973
views
Recursive random number generator based on irrational numbers
Here $\{\cdot\}$ and $\lfloor \cdot\rfloor$ denote the fractional part and floor functions respectively. For a negative, non-integer number $x$, we use the following definition: $\{x\}=1-\{-x\}$. If $...
- 3,098
3
votes
0
answers
84
views
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) mapping such that
\begin{equation}
\lVert F(f) \rVert \leq \lVert f \rVert
\end{equation}
for all $f \in L^2(S^1)$. For the space of smooth periodic ...
- 3,477
2
votes
2
answers
351
views
Weak convergence for discrete-time processes using characteristic functions
I am looking for a good reference about the analogues of the Bochner Theorem and the Lévy Continuity Theorem
for probability measures on $\mathbb{R}^{\mathbb{N}}$ with the product topology.
...
2
votes
2
answers
317
views
Concrete example of BV function $u:\mathbb{R}^2 \to \mathbb{R}$ with singular derivative
What are examples of two BV functions $u:\mathbb{R}^2 \to \mathbb{R}$ with singular derivative?
More precisely, I'd like to see an example (and a plot using Mathematica or Matlab) of
a function
$$...
- 839
1
vote
1
answer
386
views
Curious inversion formula in additive combinatorics
Let $S$ be an infinite set of positive integers, and $T=S+S=\{x+y, \mbox{ with } x,y\in S\}$.We definte the following functions:
$N_S(z)$ is asymptotic continuous version of the function counting the ...
- 3,098
1
vote
0
answers
739
views
Finding a unique and finite expected value for almost all measurable functions?
Let $(X,d)$ be a metric space. If set $A\subseteq X$, let $H^{\alpha}$ be the $\alpha$-dimensional Hausdorff measure on $A$, where $\alpha\in[0,+\infty)$ and $\text{dim}_{\text{H}}(A)$ is the ...
- 63
1
vote
0
answers
216
views
Classical and free cumulants, symmetric functions, and inverses (references), related to associahedra, parking functions, noncrossing partitions
Looking for references for one or more of the following four sets of partition polynomials 1a) through 4a), particularly those which present geometric / topological combinatorial interpretations.
...
- 10.5k
113
votes
13
answers
46k
views
What are the big problems in probability theory?
Most branches of mathematics have big, sexy famous open problems. Number theory has the Riemann hypothesis and the Langlands program, among many others. Geometry had the Poincaré conjecture for a long ...
99
votes
28
answers
14k
views
Probabilistic proofs of analytic facts
What are some interesting examples of probabilistic reasoning to establish results that would traditionally be considered analysis? What I mean by "probabilistic reasoning" is that the approach should ...
- 1,695
81
votes
4
answers
8k
views
Did Gelfand's theory of commutative Banach algebras influence algebraic geometers?
Guillemin and Sternberg wrote the following in 1987 in a short article called "Some remarks on I.M. Gelfand's works" accompanying Gelfand's Collected Papers, Volume I:
The theory of commutative ...
- 7,329
81
votes
3
answers
9k
views
Norms of commutators
If an $n$ by $n$ complex matrix $A$ has trace zero, then it is a commutator, which means that there are $n$ by $n$ matrices $B$ and $C$ so that $A= BC-CB$. What is the order of the best constant $\...
- 31.5k
79
votes
11
answers
21k
views
How is it that you can guess if one of a pair of random numbers is larger with probability > 1/2?
My apologies if this is too elementary, but it's been years since I heard of this paradox and I've never heard a satisfactory explanation. I've already tried it on my fair share of math Ph.D.'s, and ...
- 804
73
votes
6
answers
25k
views
What is a cumulant really?
A cumulant is defined via the cumulant generating function
$$ g(t)\stackrel{\tiny def}{=} \sum_{n=1}^\infty \kappa_n \frac{t^n}{n!},$$
where
$$
g(t)\stackrel{\tiny def}{=} \log E(e^{tX}).
$$
Cumulants ...
- 22.1k
66
votes
1
answer
7k
views
Why can't a nonabelian group be 75% abelian?
This question asks for intuition, not a proof.
An earlier question,
Measures of non-abelian-ness
was thoroughly answered by Arturo Magidin.
A paper by Gustafson1
proves that, for a nonabelian group,
...
- 151k
63
votes
5
answers
10k
views
Jean Bourgain's relatively lesser known significant contributions
Jean Bourgain passed away on December 22, 2018.
A great mathematician is no longer with us.
Terry Tao has blogged about Bourgain's death and mentioned some of his more recent significant contributions,...
57
votes
4
answers
15k
views
Connectivity of the Erdős–Rényi random graph
It is well-known that if $\omega=\omega(n)$ is any function such that $\omega \to \infty$ as $n \to \infty$, and if $p \ge (\log{n}+\omega) / n$ then the Erdős–Rényi random graph $G(n,p)$ is ...
- 7,857
51
votes
2
answers
5k
views
A strengthening of the Cauchy-Schwarz inequality
Suppose $\mathbf{v},\mathbf{w} \in \mathbb{R}^n$ (and if it helps, you can assume they each have non-negative entries), and let $\mathbf{v}^2,\mathbf{w}^2$ denote the vectors whose entries are the ...
- 6,351
48
votes
6
answers
7k
views
Is there an "elegant" non-recursive formula for these coefficients? Also, how can one get proofs of these patterns?
Not sure if this is a "good" question for this forum or if it'll get panned, but here goes anyway...
Consider this problem. I've been trying to find a formula to expand the "regular iteration" of "...
47
votes
6
answers
6k
views
Can we actually find any fixed points with Brouwer's theorem?
Background
At the risk of greatly oversimplifying matters, let me state a heuristic from Granas and Dugundji's beautiful book: fixed point theorems fall into two broad categories. The first class is ...
- 15.5k
47
votes
7
answers
5k
views
Intuitive proof that the first $(n-2)$ coordinates on a sphere are uniform in a ball
It is a classical fact that if $(x_1,\ldots,x_n)$ is a random vector uniformly distributed on the sphere $S^{n-1} \subseteq \mathbb{R}^n$, then the random vector $(x_1,\ldots,x_{n-2})$ is uniformly ...
- 11.4k
45
votes
1
answer
6k
views
Anti-concentration bound for permanents of Gaussian matrices?
In a recent paper with Alex Arkhipov on "The Computational Complexity of Linear Optics," we needed to assume a reasonable-sounding probabilistic conjecture: namely, that the permanent of a matrix of i....
- 9,823
43
votes
1
answer
5k
views
Can $L^p(\mathbb{R})$ and $ L^q(\mathbb{R})$ be isomorphic?
Let $p,q \in (1,\infty)$ with $p\neq q$. Are the Banach spaces $L^p(\mathbb{R})$, $L^q(\mathbb{R})$ isomorphic?
- 559
40
votes
5
answers
5k
views
"Entropy" proof of Brunn-Minkowski Inequality?
I read in an information theory textbook the Brunn-Minkowski inequality follows from the Entropy Power inequality.
The first one says that if $A,B$ are convex polygons in $\mathbb{R}^d$, then
$$ m(...
- 22.8k
40
votes
1
answer
5k
views
When should we expect Tracy-Widom?
The Tracy-Widom law describes, among other things, the fluctuations of maximal eigenvalues of many random large matrix models. Because of its universal character, it obtained his position on the ...
- 2,135
39
votes
3
answers
14k
views
Is the Invariant Subspace Problem interesting?
There's an amusing comment in Peter Lax's Functional Analysis book. After a brief description of the Invariant Subspace Problem, he says (paraphrasing) "...this question is still open. It is also an ...
- 1,241
38
votes
2
answers
13k
views
What, exactly, has Louis de Branges proved about the Riemann Hypothesis?
I know this is a dangerous topic which could attract many cranks and nutters, but:
According to Wikipedia [and probably his own website, but I have a hard time seeing exactly what he's claiming] Louis ...
- 1,990
37
votes
4
answers
4k
views
Which differential equations allow for a variational formulation?
Many ODE's and PDE's arising in nature have a variational formulation. An example of what I mean is the following. Classical motions are solutions $q(t)$ to Lagrange's equation
$$
\frac{d}{dt}\frac{\...
- 7,583
35
votes
2
answers
2k
views
Is it consistent with ZF that $V \to V^{\ast \ast}$ is always an isomorphism?
Let $k$ be a field and $V$ a $k$-vector space. Then there is a map $V \to V^{\ast \ast}$, where $V^{\ast}$ is the dual vector space. If we are in ZFC and $\dim V$ is infinite, then this map is not ...
- 156k