All Questions
18,177 questions
2
votes
0
answers
82
views
The support of the functions in the closed span of the Rademacher functions in $L_1(0,1)$
Given a measurable function $f:(0,1)\to \mathbb{R}$, we denote by $M(f)$ the measure of the set $\{t\in (0,1) : f(t)\neq 0\}$.
It is not difficult to prove that if $(f_n)$ is a normalized sequence in $...
- 4,461
0
votes
0
answers
55
views
reference request: conditions for pointwise and operator-norm convergence of kernel projections
At a very high level, I’m interested in the following question. Suppose $X$ is a (separable) Hilbert space, and $T_n : X \rightarrow X$ is a sequence of finite rank self-adjoint maps that converges (...
- 101
3
votes
1
answer
157
views
Sub-Gaussian concentration without the sub-Gaussian norm
A random variable $X$ is said to have sub-Gaussian tails with parameter $\sigma>0$ if
$$\Pr[|X|\geq t] \leq 2\exp(-t^2/(2\sigma^2))$$
I am interested if $X_0, X_1$ are independent, and have sub-...
- 2,183
7
votes
2
answers
394
views
Tangent space to infinite dimensional manifolds
In finite dimensional geometry, there is a single invariant of a vector space - its dimension. This characterizes finite dimensional manifolds as being glued from Euclidean balls.
This situation is ...
- 593
4
votes
1
answer
227
views
Problem in Probability Theory and Functional Analysis
Let's consider the vector space V of bounded scalar functions, which includes the constant function 1. We assume that any uniform limit of a bounded monotonic sequence of functions from V also ...
0
votes
1
answer
53
views
Exponentially weighted norms are not equivalent
Let $\|u\|^2_{L^2_\eta}$ be the exponentially weighted norm of the space of functions $u(x)$ for which $u(x)\mathrm{e}^{\eta\cdot x}$ with $\eta\in \mathbb{R}$ is in $L^2(\mathbb{R})$. How can I show ...
0
votes
0
answers
146
views
On the pointwise limit of a sequence of analytic functions
I have been confused with this problem for weeks now. Suppose I have Banach spaces $E$ and $F$ and a sequence of functions $f_{n}: U \subset E \to F$, where $U$ is open and nonempty. Let $x \in U$ be ...
0
votes
0
answers
50
views
Self-adjoint operators and index of quadratic form associated to it
Let $B$ a bounded self-adjoint operator on a real Hilbert space $H$ with an associated inner product $(\cdot,\cdot).$ Take $V=\operatorname{span}\{f_1, f_2, \ldots, f_n\}$ a finite dimensional ...
- 101
1
vote
0
answers
65
views
Fractional Sobolev embedding
Let $s\in (0,1)$ and $1<p<\infty$. Let $H^{s,p}(\mathbb{R}^n)=H^{s,p}$ the Bessel potential space, defined as the image of $L^p(\mathbb{R^n})$ by the Bessel potential. It is known that these ...
1
vote
1
answer
150
views
Resource request (probability theory, computability theory, algebra)
I'm a first year graduate student trying to explore specific topics I might be interested in researching. Currently, I enjoy algebra, probability theory, and the computability theory side of logic, ...
- 121
3
votes
1
answer
307
views
Approximate square root of Dirac delta function on $\mathrm{SL}_2(\mathbb{R})$
$\DeclareMathOperator\SL{SL}\DeclareMathOperator\AdS{AdS}$I hope to find a sequence of complex-valued functions $\{f_i(g)\}$ on the group element $g$ of a locally compact group $\SL(2,\mathbb{R})$ so ...
- 175
1
vote
0
answers
87
views
Proof mistake of: $M_0A(G) = B(G)$ for a locally compact group
I am posting my question of mathstack exchange here. (see: My post on MSE)
Let $G$ be a locally compact group with Haar measure $\mu$, and $B(G),A(G),C_r^*(G),L(G)$ be its Fourier-Stieltjes algebra, ...
- 261
3
votes
2
answers
282
views
Nash equilibria of a "minority game"
An odd number $N \geq 3$ of players are playing a game - they bet on the outcome of a biased coin that comes up heads $p > \frac{1}{2}$ of the time, where $p$ is known to all of the players in ...
- 6,215
2
votes
0
answers
43
views
A distribution defined via an ODE for its Laplace trnsform
Fix a parameter $0 < c < \infty$.
As the solution to a certain problem,
there is a probability density function $f_c(t)$ on $0 < t < \infty$ with mean $1$ and
whose Laplace transform $L(\...
- 236
7
votes
0
answers
264
views
$\lim_{n \to \infty} E[V| W +\frac{1}{n}V ]$ where $W$ and $V$ are independent
Let $V$ and $W$ be independent random variables. Assume that $V$ is standard normal.
We are interested in the following limit
\begin{align}
\lim_{n \to \infty} E[V| W +\frac{1}{n}V ]
\end{align}
...
- 671
2
votes
1
answer
78
views
Is there a relative projective tensor (cross-)norm for Banach $A$-algebras?
$\newcommand\norm[1]{\lVert#1\rVert}$I am interested in a relative version of the projective tensor product and projective tensor (cross-)norm for Banach algebras. Let $A$, $B$, $C$ be commutative (...
- 7,127
2
votes
0
answers
85
views
Can an SDE be made to follow the flow lines of a vector field?
Let $V: \mathbb R^n \to \mathbb R^n$ be a Lipschitz vector field. Consider a one dimensional Brownian motion $W$ and the SDE
$$dX_t = V(X_t) \, dW_t,$$
where we identify $V(X_t) \in \mathbb R^n$ with ...
- 6,215
0
votes
1
answer
139
views
Existence of infinite rank compact operator
Given any separable Banach space $X$, we know that always there exists a Banach space $Y$ such that there is an injective compact operator from $X$ to $Y$. Can we show that given any infinite ...
- 585
1
vote
0
answers
127
views
Trace type convergence of the Laplacian on the box to the Laplacian on $\mathbb R^d$
Let $-\Delta \colon H^2(\mathbb R^d) \to \mathbb R^d$ be the (negative) Laplacian on the full space and $-\Delta_L$ the Laplacian acting on $L^2([-L,L]^d)$ with some boundary conditions making it self-...
- 61
1
vote
0
answers
150
views
What are alternative mathematical definitions of observers beyond Bennett and Hoffman's framework?
Motivation:
This question is inspired by a talk from Avi Wigderson given on Randomness, where the idea that the randomness is in the eye of the observer is suggested.
In the study of information ...
- 3,064
1
vote
1
answer
183
views
Metric currents on singular measures in $\mathbb R^d$
Unless I am misunderstanding a lot of works, it is my understanding that a finite and non negative measure $\mu=g\mathcal{H}^\alpha$, where $\mathcal{H}^\alpha$ is the $\alpha$-Haudorff measure, ...
- 391
2
votes
0
answers
228
views
Any rigorous construction of $\phi^4$ theories without the mass term in the Lagrangian? (revised)
There are various papers on rigorous construction of massive $\phi^4$ theories in $2$ or $3$ Euclidean dimensions.
In 2D, there are in fact more general results such as this one by Glimm, Jaffe and ...
- 3,477
2
votes
0
answers
90
views
Representation of Dirac-delta distribution in subspace of functions
Suppose I have a subspace $V\subset L^2(\Omega)$ where $\Omega\subset \mathbb{R}^d$ is a bounded and closed set. $V$ is defined by
\begin{align}
V=\text{span}(\{\varphi_i(x): i=1,2,\dots,n\})
\end{...
- 93
4
votes
1
answer
195
views
Asymptotic spectrum of a complex Sturm-Liouville differential operator
Let $\varepsilon > 0$ and consider the (complex) Sturm–Liouville differential operator on $[0,1]$ given by
$$
\mathcal{L}_\varepsilon f(x) = \varepsilon^2 f''(x) + i V(x) f(x),
$$
with Neumann ...
- 333
14
votes
1
answer
2k
views
Expected survival time in Russian Roulette not monotone?
Let $a, n$ be positive integers with $a < n$. A revolver with $n$ chambers is loaded with $a$ bullets, where the distribution is uniform among all $\binom{n}{a}$ possible choices of $a$ objects ...
- 6,215
4
votes
0
answers
62
views
Why optional stopping theorems require continuity conditions of martingales?
If we want to prove some form of optional stopping theorem (with a stopping time $T$) for continuous time martingales $M_t$, a typical strategy is to assume that $\mathbb E[M_{T\wedge n}] = \mathbb E[...
- 1,755
0
votes
2
answers
222
views
Reference to get quickly to modern discrete probability theory
I've had some formal training in Analysis - Functional Analysis, Basic Operator Algebra - and I've started working on probability - specifically Combinatorial Statistical Mechanics and Spin-Glasses. ...
4
votes
2
answers
389
views
Gaussian mixtures are dense in total variation?
Let $M_{TV}(\mathbb{R}^d)$ denote the set of probability measures on $\mathbb{R}^d$ with finite total variation norm which are absolutely continuous with respect to the Lebesgue measure.
By a Gaussian ...
- 5,405
1
vote
0
answers
41
views
Asymptotic mixing time and Euclidean probability distance for path graphs
We are given a simple path graph $P(V,E)$ with vertex set $V$ and edge set $E$, having $n=|V|$ nodes. Given an initial distribution $\mathbf{\mu}$ over $V$, let $d_t(\mathbf{\mu},\pi)$ be defined as $\...
- 1,677
2
votes
0
answers
67
views
The unique weak solution to some SDE yields the unique strong solution?
For some filtered probability space $\big(\Omega,\mathcal F, (\mathcal F_t),\mathbb P\big)$, consider a stochastic differential equation (driven by a real-valued Brownian motion $W$) for $X=(X_t)$, ...
- 1,399
1
vote
0
answers
104
views
Commutative Banach $\mathbb{R}$-algebras without complex structure, but with path-connected group of units
For a finite-dimensional commutative (associative, unital) $\mathbb{R}$-algebra $A$, the condition $\pi_0(A^\times) = 1$ (i.e. the group of units of $A$ being path-connected) is equivalent to $A$ ...
- 7,127
2
votes
3
answers
183
views
Existence and sharpness of Bernstein-type bounds on the moment-generating function
Let $X$ be a centred random variable with variance $\sigma^2$, and whose moment-generating function exists in an open neighbourhood of the origin.
Say that $X$ satisfies a 'Bernstein-type' MGF bound ...
- 801
0
votes
0
answers
66
views
Taking trace of a tensor product of matrix-valued smooth functions on the thin diagonal
Let $V$ be a finite dimensional real / complex vector space and consider the space $L(V,V)$ of linear operators on $V$.
Fix $n \in \mathbb{N}$ and let $\mathcal{M}$ be the real / complex vector space ...
- 3,477
1
vote
0
answers
71
views
Integral formula of quantum dilogarithm
In the paper"Level N Teichmüller TQFT and Complex Chern-Simons Theory" arXiv:1612.06986, the authors study the quantum dilogarithm function:
\begin{equation}
\mathrm{D}_{\rm b}(x,n)=\prod_{...
- 109
2
votes
0
answers
51
views
Subgraphs of random graphs with a given degree sequence
Let $\mathbf{d}=(d_1,\dots, d_n)$ be a given degree sequence with $3\leq d_i\leq \Delta$ for every $i$, where $\Delta$ is constant. Let $G(n,\mathbf{d})$ denote the random graph uniformly distributed ...
- 143
11
votes
1
answer
500
views
Uncountable families of measurable sets with pairwise positive intersections
Let $(X,\mathcal{B},\mu)$ be an arbitrary finitely additive probability measure space, let $a>0$ and let $(A_i)_{i\in I}$ be an uncountable family of subsets with measure $\geq a$.
Is there an ...
- 10.6k
3
votes
0
answers
122
views
Analytic functions and Hyperfunction as TVS
I have several related questions on Analytic functions and Hyperfunction as topological vector spaces (I am mainly interested in questions 4,6,10):
For an open set $U\subset \mathbb C^n$ we can ...
- 2,649
0
votes
0
answers
105
views
Generalizing the property of linear independent set in infinite dimensional TVS
Given a infinite dimensional Hilbert space $H$, and a countable set of vectors $\{v_{i}\}_{i=1}^{\infty}$. I want to study the following property of $\{v_{i}\}_{i=1}^{\infty}$:
There exists sequences $...
- 523
0
votes
0
answers
57
views
Class of covariance matrices invariant under permutations
I am reading a paper on covariance matrix estimation, and in this paper is introduced a class of covariance matrices:
\begin{equation}
U(q, c_0(p),M)=\{\Sigma: \sigma_{ii}\leq M,\quad \max_j\sum_{j=1}^...
- 1
2
votes
1
answer
154
views
strict inequality for Fatou's lemma
It is not the well-known form of Fatou's lemma. It is shown as below:
let $g\ge 0$ be continuous. If $X_n$ weakly converge to $X$ then
$$\lim\inf_{n\rightarrow \infty} Eg(X_n)\ge Eg(X)$$
I'd like to ...
1
vote
0
answers
67
views
A functional equation coming from a distribution function
Currently, I am working on a random series as follows. Let $\{Y_k\}$ be a sequence of i.i.d. Bernoulli random variables with expectation $p$. Then we define
$$
S = \sum_{k=1}^\infty \prod_{\ell=1}^k 2^...
- 33
4
votes
0
answers
52
views
Isomorphism of Wasserstein space implies isomorphism of base spaces?
Assume $(X_i,d_i)$ are polish spaces (or compact metric spaces) for $i=1,2$.
Further assume that the 1- Wasserstein spaces $(P_1(X_1),W_1)$ and $(P_1(X_2),W_1)$ are isometrically isomorphic. Does that ...
4
votes
1
answer
66
views
Expectation bounds on supremum of family of martingales
Suppose I fix a filtered probability space $(\Omega, \mathcal{F}, \mathbb{F}, P)$ and on it a Brownian motion $B$. Let $\tau_\alpha$ denote a set of stopping times which satisfies $\sup_\alpha \tau_\...
- 143
9
votes
0
answers
163
views
Moore-Penrose partial isometries and hermitian elements
Let $A$ be a unital Banach algebra. An element $a \in A$ is hermitian if $\|\mathrm{exp}(ita)\|=1$ for every $t \in \mathbb{R}$. An element $a \in A$ is Moore-Penrose invertible if there exists $b \in ...
- 3,497
2
votes
1
answer
208
views
Proving an exponential sum inequality for symmetric Hamming distance sequences in binary vectors
Background: Let $X = \{0,1\}^k$ represent the set of all binary vectors of length $k$. For two binary vectors $x, y \in X$, the Hamming distance $d_H(x, y)$ is defined as the number of positions where ...
- 349
2
votes
1
answer
111
views
What happens to an SDE conditional on the underlying Brownian motion being close to $f \in C[0, T]$?
The so called forgery theorem for Brownian motion says that for any continuous $f: [0, T] \to \mathbb R^d$, with $f(0) = 0$, the $d$ dimensional Brownian motion $W$ has a nonzero chance of staying $\...
- 6,215
3
votes
1
answer
91
views
Conditional Expectation in Diffusion Process
Consider a $d$-dimensional diffusion process $\mathbf{X}=(\mathbf{X}_t)_{t\in [0,T]}=([X^1_t,...,X^d_t])_{t\in [0,T]}$ that is the unique strong solution of the following SDE:
$$\left\{\begin{matrix}
...
- 143
0
votes
0
answers
57
views
Double-periodic functions with (possible) poles
Consider the set of double-periodic function $f:\mathbb C/(\mathbb Z+i \mathbb Z) \setminus \{z_0\} \to \mathbb C$, where $z_0$ is a fixed point inside $\mathbb C/(\mathbb Z+i \mathbb Z),$ that have a ...
1
vote
1
answer
100
views
Is Nelson-Symanzik positivity compatible with fermionic statistics?
Let $\{ S_n \}_{n =0}^\infty$ be a sequence of tempered distributions where $S_n \in \mathcal{S}'(\mathbb{R}^{nd})$ where $d \in \{2,3,4\}$ is fixed. Moreover, we put three additional conditions:
$...
- 3,477
1
vote
0
answers
38
views
About Carleson measures on the Hardy space on the bidisc
I have been reading the paper "Carleson Measures in Hardy and Weighted Bergman Spaces of Polydiscs" by F. Jafari and there are a few things that going on that I am not entirely convinced of.
...
