All Questions
18,178 questions
2
votes
0
answers
43
views
Distributions and time-kernels
Let $U\subset\mathbb{R}^{d}$ be an open subset and set $M:=I\times U$, where $I=(a,b)\subset\mathbb{R}$ is some open subset. Lets consider a linear operator $B:C^{\infty}_{c}(M)\to C^{\infty}(M)$ that ...
- 1,429
0
votes
1
answer
95
views
On the behaviour of individual random walks of a Markov Chain
My current research (on Probabilistic Automaton) brought me to the following question regarding Markov Chains. I state the definitions for the sake of clarity.
Let $M$ be a discrete-time finite Markov ...
5
votes
1
answer
621
views
Non-atomic probability measures on N
One can intuitively imagine picking a random natural number and ask to what extent the intuition can be axiomatized.
Using the axiom of choice, there is a total finitely additive (monotonic) averaging ...
- 7,545
5
votes
2
answers
528
views
Which coupling of uniform random variables maximises the essential infimum of the sum?
Recall that a coupling of probability measures $\mu_i$ is a set of random variables $X_i$ defined on the same probability space $\Omega$ such that $X_i \sim \mu_i$.
Question: Let $\mu_1, \dots, \mu_n$ ...
- 6,223
7
votes
1
answer
965
views
a claim for a proof of the invariant subspace problem [closed]
Recently four mathematicians claimed to have proven the invariant subspace problem, which is the problem that states
Does every bounded operator on a separable Hilbert space have a non-trivial ...
- 87
7
votes
2
answers
841
views
Why is $\mathbb R^{\mathbb N}$ not high-dimensional enough?
In this paper [1], the authors consider the limiting distribution of $$S_{n,p}:=\frac{1}{\sqrt n}\sum_{k=1}^nX_k$$ for $p\rightarrow\infty$ as $n\rightarrow\infty$, where $X_1, X_2,\dots, X_n$ are ...
- 181
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
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
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
votes
0
answers
53
views
convergence of convolution in Bochner space
I want to prove a well-known fact in $L^p(R^n)$ namely that, the convolution of an element in $L^p$ with an element of $L^1$ is in $L^p$
let: if $u∈L^p (R;X) , f∈L^1 (R)$ and $X$ is Separable and ...
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
0
answers
95
views
Commutator of $A\otimes I$ and $I \otimes B$ vanishes?
Consider two Hilbert spaces $H_1$ and $H_2$, and $A$, $B$ unbounded operators on $H_1$, $H_2$ respectively. $(A \otimes I)$ is classically defined as the closure of the operator defined on the set of ...
- 31
1
vote
0
answers
58
views
Drift of reverse SDE with Lévy processes ($\alpha$ stable distributions)
Given an SDE with a Lévy process with a drift $b(x,t)$ the reverse SDE will have a drift, $\tilde{b}(x,t)$, given by the relation:
$$\tilde{b}(x,t) = - b(x,t) + \int_{\mathbb{R}} y \left( 1 + \frac{...
- 305
0
votes
2
answers
116
views
Upper bounds on quotients of binomial coefficients
Let $\gamma>1$ be a real number and let $n\in \mathbb{N}$.
Define $f\colon\mathbb{N}\to[0,1]$
$$
f(n_0) = \frac{\binom{n-n_0}{m}}{\binom{n}{m}},
$$
where
$$
m = \Big\lfloor{\frac{n}{\lceil\gamma ...
2
votes
0
answers
83
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
1
answer
51
views
Reconstruction of law of diffusion process from call option values
Let $X_{\cdot}$ be a $1$-dimensional diffusion process. If I know the value of the
$$\big\{\mathbb{E}[\max\{X_t,c\}\big| X_0 =x\big]:\, c\in \mathbb{R} \text{ and } \,\, t\in (0,1] \big\}.$$
Then, ...
- 5,405
2
votes
3
answers
184
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
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 ...
5
votes
1
answer
389
views
Is a random circle rotation weak mixing almost surely?
Consider the random circle rotation $x \to x + Z \text{ mod 1}$ on $([0, 1], \text{Lebesgue})$ where at each rotation, $Z$ is uniformly distributed on $[0, 1]$ and independent of previous rotations.
...
- 6,223
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
34
votes
7
answers
3k
views
A hat puzzle question—how to prove the standard solution is optimal?
I am currently writing an essay on hat puzzles, and for the warm-up section I introduce some of the standard finite hat puzzles. One of these proceeds as follows:
You and two friends are each given a ...
- 236k
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
3
votes
0
answers
92
views
Tighter Freedman's inequality for a special martingale difference sequence
Let $X_{1}, \ldots, X_{T} \in \{0, 1\}$ be a sequence of Boolean random variables with
$$
\mathbb{E}[X_{t} | X_{1}, \dots, X_{t - 1}] = p_{t}.
$$
Consider the sequence $Y_{t} := X_{t} - p_{t}$ (which ...
- 41
16
votes
1
answer
397
views
Examples of problems in statistics accessible only using information geometry
I am just curious if there are some examples of problems in statistics that are indeed accessible using information geometry while proofs completely avoiding geometry are unknown. In other words, ...
- 269
1
vote
1
answer
51
views
How do the total variation distances of the marginals relate to the total variation distance of the joint under independence?
Suppose there are two sets of random variables $X_1,...,X_n$ and $Y_1,...,Y_n$ with all the variables being defined over the same sample space, but not necessarily being identically distributed. Is ...
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 ...
- 3,072
2
votes
1
answer
80
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
0
votes
2
answers
223
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. ...
7
votes
1
answer
415
views
Is there a “Closure-of-Range Theorem” for Banach spaces?
The classic Closed Range theorem states that for a linear bounded operator $T:X\to Y$ between Banach spaces, and its transpose $T^*:Y^*\to X^*$, the four conditions:
$T(X)$ is $s$-closed; $T(X)$ is $...
- 60.5k
3
votes
0
answers
130
views
A Talagrand inequality for the supremum of partial sums over function classes under dependence. (Reference request)
As a consequence to the Talagrand concentration inequality, it is well known that for a measurable space $(S,\mathcal{S})$ and an i.i.d. sample $X_1,...,X_n$ of $S$-valued random variables, if $\...
- 141
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 $\...
- 6,223
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, ...
- 271
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
0
answers
42
views
Sub-Gaussian analysis via bounded decomposition?
Let $\psi_\alpha(x) := \exp(x^\alpha)-1$.
The Sub-Gaussian Norm $\lVert X \rVert_{\psi_2}$ of a random variable $X$ is defined as
$$
\lVert X\rVert_{\psi_2} = \inf\{c>0\mid \mathbb{E}[\varphi_2(|X|/...
- 2,183
3
votes
1
answer
158
views
Upper and lower bounds for a Rademacher-type expectation
Suppose that $\varepsilon_i$
are independent Rademacher random variables
(that is,
$
\mathbb{P}(\varepsilon_i=-1)
=
\mathbb{P}(\varepsilon_i=1)
=1/2
$.
Fix an $a\in\mathbb{R}^n$
and define the random ...
- 6,541
0
votes
0
answers
42
views
questions on stochastic kernels and pushforward operator
Let $f:X \rightarrow \Delta (Y)$ and $g:X \rightarrow \Delta (X)$ be two kernels. For any bounded measurable function $h_Y:Y \rightarrow \mathbb{R},$ define $F(h_Y):X \rightarrow \mathbb{R}$ such that ...
- 1
10
votes
1
answer
315
views
Weakly metrizable sets in normed spaces
A similar question was asked on MSE without getting an answer.
In the proof of lemma 1.2 of Asplund operators and holomorphic maps the author (my attempt to contact him failed because the only e-mail ...
- 16.4k
2
votes
0
answers
85
views
Can an SDE be made to follow the flow lines of a vector field?
Let $V: \mathbb R^n \to \mathbb R^n$ be a Lipschitz vector field. Consider a one dimensional Brownian motion $W$ and the SDE
$$dX_t = V(X_t) \, dW_t,$$
where we identify $V(X_t) \in \mathbb R^n$ with ...
- 6,223
-1
votes
0
answers
27
views
Number variance of random points (and deviations for empirical processes)
Let $X_1, X_2, \dots$ be i.i.d. random variables having uniform distribution on $[0,1]$. Write $I_{t,x}$ for the indicator function of an interval of length $x$ with center $t$. Consider
$$
V(N,x) = \...
- 2,207
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
2
votes
2
answers
154
views
Closure of $C([0,1]^2)$ via weak*-topology [closed]
Let $C([0,1]^2)$ denote the set of continuous functions on $[0,1]^2$. Let $L^1([0,1]^2)$ be the set of all Lebesgue integrable functions on $[0,1]^2$.
The dual space of $C([0,1]^2)$, denoted by $C^*([...
- 359
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 ...
- 359
2
votes
1
answer
155
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 ...
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
5
votes
2
answers
557
views
A race to the bottom
Nate has a biased coin that comes up heads $\frac{1}{2} + \delta$ proportion of the time, where $0 < \delta \leq \frac{1}{2}$. He is competing against a large number $N$ people who each have fair ...
- 6,223
6
votes
1
answer
660
views
On the martingale betting scheme
For a fixed probability $0 < p < 1$, let $X^p$ be the martingale that goes up by $1$ with probability $p$, and goes down by $\frac{p}{q}$ with probability $q := 1-p$.
Write $X$ for the ...
- 6,223
1
vote
1
answer
129
views
Is every operator range a Baire space in the relative topology?
Let $X$ be a Banach space and let $U\subseteq X$ be a (not necessarily closed) linear subspace. One says that $U$ is an operator range if there is another Banach space $E$, and a bounded linear map $...
- 483
1
vote
1
answer
197
views
Probability distribution on Python-dictionary-like objects?
I would like to examine information-theoretical properties of random variables that take as values objects which are akin to dictionaries in the Python programing language.
That is, each sample of the ...
- 11
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
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