All Questions
18,184 questions
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Bound the distance between two vectors on the probability simplex
Let $a,b$ be two vectors with strictly positive elements and $\delta = 1 - \frac{\langle a,b \rangle}{\|a\|\|b\|}$. Bound the following optimization problem as a function of $\delta$
$$\sup_{x>0} \...
- 135
0
votes
1
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107
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Bounding $\|X_1/(X_1+X_2) - Y_1/(Y_1+Y_2)\|_p$ by the closeness of $X$ and $Y$
This question is inspired by the answer to this other question, but I have tried to make it self-contained and to zoom in on the counter-example from this answer.
Suppose $\{(X_n, Y_n)\}_{n=1}^2$ are ...
- 15
0
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1
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107
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What's the lower bound for this quantity?
Suppose $p$ is a discrete distribution with $n$ values and the random variable $x$ satisfies $\mathbb{E}_p[x] = 0$ and $|x| < \infty$. Given $\alpha \in (0,1)$, does there exist a lower bound for ...
- 49
5
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1
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615
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Is every character of the algebra of continuous functions on a locally compact space some evaluation?
Given any locally compact Hausdorff space $X$, let $C(X)$ denote the complex algebra of all complex-valued continuous functions on $X$.
Question. Given an arbitrary character (i.e. a non-zero ...
- 960
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134
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Generating realizations from $n$-dimensional geometric Brownian motion where the variables are constrained to sum to 1
Is there a way to simulate an $N$-dimensional geometric Brownian motion i.e. variable $$x_i, i \in [1, N] $$ is diffusing in log-space such that $$\log (x_i)$$ follows a Brownian motion with a given ...
- 21
4
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1
answer
516
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Weak convergence (probability theory) and weak* convergence (functional analysis)
Let $(\mu_n)_{n\in\mathbb N}$ be a sequence of probability measures on $\mathbb R$ with the usual Borel $\sigma$-algebra $\mathcal B(\mathbb R^p)$. That is, $(\mu_n)_{n\in\mathbb N}$ can be considered ...
- 103
4
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1
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291
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Structure of all Wightman QFTs
I have two related questions related to constructive/axiomatic QFT.
Is there a structure on the collection of all QFTs, as defined by the Wightman axioms? Do they form some type of category?
...
- 43
1
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1
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146
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Upper bound on difference of correlated ratios
Suppose $(x_n, y_n)$ are i.i.d. samples (that is, $x_n$ and $y_n$ are not independent, but $(x_n, y_n)$ is i.i.d. with regards to $(x_m, y_m)$ if $n\ne m$) from a joint distribution, with $0 < x_n, ...
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155
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Reducing subspaces of unitary operators
Let $U$ be a unitary operator on a Hilbert space $\mathcal{H}$. We can assume $\mathcal{H}$ is an $L^2$ space and $U$ acts as multiplication by a function $u$ with $|u(x)| = 1$ a.e (by the spectral ...
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1
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1
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120
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Sobolev-type estimate for irrational winding on a torus
Let $\mathbb{T} = \{ (x, y) \in \mathbb{R}^2 \}/_{x \mapsto x + 1, y \mapsto y + 1}$ be a real 2-torus. Let $\mathscr{C}^{\infty}_0(\mathbb{T})$ be the subset of $\mathscr{C}^{\infty}(\mathbb{T})$ of ...
- 227
1
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0
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119
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Continuity of a minimizing measure w.r.t a parameter
Let $V_t(x)=x^2+t\phi(x)$ where $t>0$ and $\phi\in C^\infty_c(\mathbb{R})$.
My question is what can be said about the continuity of the (unique) minimizer (among probability measures) of the ...
- 41
9
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2
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497
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Is there a determinantal point process proof of the Keating-Snaith formula for the cumulants of the log characteristic polynomial of a random matrix?
For $U$ a unitary $N \times N$ matrix, randomly distributed according to Haar measure, we have the complex-valued random variable $\log (\det (1-U))$. The real part and imaginary parts of $\log (\det (...
- 149k
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1
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74
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Distribution of an unordered set of random variables
Suppose we have a set of deterministic points $y_{1}, \dots, y_{m} \in \mathbb{R}^{n}$.
Let $(\Omega, \mathcal{F}, \mathbb{P})$ be a probability space and let
$T : \mathbb{R}^{n} \times \Omega \to \...
2
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1
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74
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Conditions for absorption
Let $X$ be a Markov chain with countable state space $S$ and transition kernel $P$, and let $h \colon S \to [0,1]$ be a sub-harmonic or super-harmonic function. Assume that for all $\varepsilon >0$ ...
user514580
1
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192
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Expected time to absorption for Markov chains
Let $X$ be a Markov chain with countable state space $S$ and transition kernel $P$, and let $ T = [ z \in S : \ P(z,z) = 1 ]$. Let $\tau = \inf [ k \geq 0 : X_k \in T ]$ and assume that $ \mathbb{E}^x ...
user514580
3
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1
answer
118
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Can you metrize "convergence in probability with respect to every probability measure absolutely continuous"
Let $X_n$ be a sequence of real valued (or more general) random variables and let $\mu$ be some Borel measure on $\mathbb R$ - not necessarily finite.
Suppose for every probability measure $P \ll \mu$ ...
- 1,914
2
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0
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188
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Self-adjointness of fractional laplacian
Lets consider the following functional analytic definition of the fractional Laplacian: Consider a (complete, connected, oriented) Riemannian manifold $(M,g)$ with corresponding Laplacian $\Delta_{g}$....
- 1,171
6
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1
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181
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Expected value of the length of the shortest non-zero vector in a lattice?
$\DeclareMathOperator\SL{SL}$What is the expected value of the length of the shortest non-zero vector in a (unimodular) lattice? I.e., let $G=\SL_n(\mathbb{R})$ with Haar measure $\mu$, $\Gamma=\SL_n(...
- 609
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1
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103
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Probabilistic bounds of random polynomials
This is follow-up question to my previous question about the expected number of roots .
I am considering a random polynomial given by $$p(z) = \sum_{i=0}^{n} a_i z^i$$,
where each coefficient } $a_i$ ...
- 826
1
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159
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Do completely bounded maps on an operator space have a completely contractive Banach algebra structure?
Let $X$ be an operator space and $CB(X)$ be the set of all completely bounded linear maps $f: X \to X$. Note that $CB(X)$ becomes a Banach algebra for the composition of operators.
Is the ...
- 175
2
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1
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133
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Expected fraction of roots in the unit disc of random polynomial with Gaussian coefficients
I am trying to find the expected fraction of roots located in the unit disc for a random polynomial with Gaussian coefficients. Given a random polynomial
$$P(z) = a_0 + a_1 z + a_2 z^2 + \dots + a_n z^...
- 826
5
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1
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543
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If $f$ is bounded, decays fast enough at infinity and $\int f=0$, does this imply that $f$ is in the Hardy space $\mathcal H^1(\mathbb R^n)$?
Let $\mathcal H^1(\mathbb R^n)$ be the real Hardy space (as in Stein's "Harmonic Analysis", Chapter 3). It is well known that $\mathcal H^1(\mathbb R^n)\subset L^1(\mathbb R^n)$ and its ...
- 1,075
3
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0
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54
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Multi-type Galton-Watson-like process where only majority-type is allowed to reproduce
Are you aware of any research papers that have explored a multi-type Galton-Watson process in which only particles of the majority type are permitted to reproduce in each generation?
I've been unable ...
- 56
4
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2
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427
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Binomial coefficient asymptotics
What is the probability that the number of heads in $n$ fair coin tosses is exactly $\lfloor n/2 + c\sqrt{n} \rfloor$
for $c \leq O(1)$, $n > \omega(1)$?
Of course the answer is
$$ \frac{1}{2^n} \...
- 359
2
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2
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1k
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Existence of Brownian motion using Kolmogorov's extension theorem
When wishing to prove existence of Brownian motion, most authors take the route of defining the desired finite dimensional distributions, showing the family of defined finite dimensional distributions ...
- 123
1
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1
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191
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Concentration inequality for square roots
Given a sequence of (not-necessarily-iid) real-valued random variables $X_n$ that converge to $a\in\mathbb{R}$ in probability, suppose we have an exponential concentration inequality of the form
$$
P(|...
- 13
3
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2
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429
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Functional equations based on composition
I have asked this question here (*), but there are no answer.
Let $n \in \mathbb N^*$, $\{a_0,\ldots,a_n\} \subset \left] 0,+\infty\right]$. We suppose $Eq : \sum\limits_{k=0}^n a_k f^k(x)=0$ have no ...
- 4,074
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1
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115
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What is the socle of the $2\times 2$ matrix algebra over a Banach algebra?
$\DeclareMathOperator\soc{soc}$Let $\mathcal{A}$ be a unital semisimple Banach algebra. The socle of $\mathcal{A}$, $\soc(\mathcal{A})$ is defined as the sum of the minimal right ideals (which equals ...
- 515
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0
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25
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Maximum sizes of independent sets in (non-uniform) hypergraphs
It is a very well understood problem to compute the size of the maximum independent set in a uniform hypergraph (in terms of extra conditions).
My question is the following: what is known for ...
- 1,561
2
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1
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165
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Continuity of an upper semi-continuous function over periodic points
Let $f: X \to \mathbb{R}$ be an upper semi-continuous function on $X$, which is a compact subspace of a vector space. Let sequence $x_n, n \in \mathbb{N}$, with positive elements - periodic: there ...
- 1,043
2
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2
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823
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Kolmogorov-Smirnov distance and expectation
Let $P$ and $Q$ be two probability measures over $R^n$, with CDF denoted by $F_P,F_Q$, respectively (that is, $F_P(x)=P(\{x'\in R^n:x'\leq x\})$, where $\leq$ is taken componentwise. The Kolmogorov-...
- 333
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1
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450
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A complex question related to a certain convergence of Lévy measures
Consider the sequence of stochastic processes $(X_n, n \geq 1)$, where $X_n = (X_{t;n})_{t\in \mathbb Z}$ and:
\begin{equation}\label{I}\tag{SP}
X_{t;n} = \sum_{j=0}^\infty \theta_{jn} \varepsilon_{t-...
- 13
1
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0
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193
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Stochastic volatility model question
Let suppose that $S_t$ is a process defined as:
$$ \begin{cases}dS_t = \mu S_t\,dt+m(v_t)\,dW^1_t\\ dv_t = \mu_v(v_t)\,dt + \sigma_v(v_t)\,dW^2_t\end{cases}$$
where the two Brownian motions have ...
- 393
4
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2
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1k
views
Wasserstein distance between product measures
For two probability measures $\mu,\nu$ on $\mathbb{R}^n$, let
$$W_p(\mu,\nu)^p=\inf_{\pi}\int\|x-y\|^p_2\ \pi(dx\ dy)$$
denote the $p^\text{th}$ Wasserstein distance between $\mu, \nu$, where the ...
- 407
1
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0
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67
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Random matrix theory: accounting for mean
Assume a random matrix, denoted as $X$, which is an $n$ by $T$ matrix, $T\geq n$. While I understand the typical scenario where the random variables $X_{ij}$ are sampled from a $\mathcal{N}(0,\sigma_{...
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0
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62
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Nonintersecting witnesses of connectivity events in graphs
In my research I stumbled across a following result:
Let $G = (V, E)$ be a multigraph with three chosen vertices $a, b, c \in V$. We color its edges into red and blue colors: $E = R \sqcup S$. Events ...
6
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243
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Global well posedness of $\phi^4_1$
We consider the $\phi^4_1$ model: $\partial_t\phi=\Delta\phi-\phi^3+\xi$ on $[0,T] \times \mathbb{R},$ where $\xi$ is a space time white noise.
I know how to solve this equation locally on the torus, ...
- 573
2
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0
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320
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Why is a certain projective limit of weighted symmetric Fock space, namely $\bigcap\limits_{\tau \in T, p\ge 1 } \mathcal{F}(H_\tau,p)$, separable
I have a question regarding separability of a certain locally convex space.
Let $H_{\tau}:=H^{\tau_1}(\mathbb{R}^n,\tau_2(x)dx)$ the weighted Sobolev Hilbert space with $\tau_1 \in \mathbb{N}, \tau_2(...
3
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0
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125
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Extracting moments of $\max(X_1,\ldots,X_k)$ from asymptotic behavior of $\mathbb{E}[(X_1^n+\cdots+X_k^n)^m]$
For fixed $k$ suppose we have $X_1,\ldots,X_k$ non-negative random variables with density functions.
Setting a): We know $\mathbb{E}[(X_1^n+\cdots+X_k^n)^m]$ exactly for any integers $n,m \in \mathbb{...
- 1,295
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169
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Optimal transport-like problem where the objective depends on conditional probability distribution
$\DeclareMathOperator\marg{marg}$I would like to know if the following problem can be studied as an optimal transport problem, possibly imposing additional assumptions on the data.
Consider two sets $\...
2
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0
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329
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Conditions for an existence of smooth solution to a parabolic PDE
I'm interested to know the conditions of when the parabolic PDE ($U \subset \mathbb{R}^n$ is some bounded open subset):
\begin{equation*}
u_t - \sum_{i,j=1}^n(a^{ij}(x,t)u_{x_i})_{x_j} + \sum_{i=1}^nb^...
- 425
2
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0
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157
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Why do von Neumann algebras possess identity?
My starting point is that a von Neumann algebra is a $C^*$-algebra with a predual. The usual approaches to showing the existence of identity involve spectral theory (for approximate identity), but ...
- 433
1
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0
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245
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A sort of dual to nondegenerate random variables
I was motivated by this classical puzzle/1992 Putnam problem.
Suppose 4 points are independently and uniformly distributed on a sphere in 3d. What is the probability the tetrahedron they form contains ...
- 646
1
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0
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94
views
Is there a way to linearize matrix quadratic forms?
Say $x$ is a random vector in $\mathbb{R}^n$. Then, given a (deterministic) symmetric real positive definite matrix $A$, if we want to calculate the expectation of the quadratic form, we can use the ...
- 380
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1
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166
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Does this inequality hold for the cumulant generating function?
Suppose a random variable $X$ is zero-mean and the cumulant generating function is
$$
K\left( t \right) =\log \mathbb{E}[e^{tX}].
$$
Given any positive constant $\tau > 0$, does this inequality
$$
\...
- 49
3
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1
answer
198
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Do radially bounded sets form a bornology?
We call a subset $A$ in a real vector space $E$ radially bounded if it intersects every ray emanating from $0$ via a bounded set. It is easy to see that radially bounded sets in $E$ form a bornology, ...
- 5,529
2
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1
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275
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Does this KL divergence inequality hold?
Suppose $p$ and $q$ are two discrete distributions. Given a positive constant $\beta\in(0,1)$, we create a new discrete distribution $y$ such that
$$
\frac{y\left( x \right)}{p\left( x \right)}=\frac{\...
- 49
4
votes
1
answer
518
views
Probability to return to the origin for a uniform random walk
Consider a uniform random walk on $\mathbb{R}$, with stepsize chosen uniformly from the interval $(-1,1)$. The random walk start at $x=0$. Denote by $\rho_p dx$ the probability that the random walk ...
- 188k
6
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0
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253
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Are bounded groups of thin operators on Hilbert space similar to groups of unitaries?
QUESTION. Let $G$ be a group of bounded operators on $\ell^2$, satisfying $\sup_{x\in G} \lVert x\rVert <\infty$, whose elements are all of the form "identity+compact" (sometimes called &...
- 25.8k
0
votes
2
answers
239
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Computing the expectation of a quadratic matrix form involving Bernoulli and Gaussian distributed matrices
I am working with two random matrices, $Z$ and $H$:
$Z$ is an $n \times K$ matrix with entries sampled i.i.d. from a Bernoulli distribution: $Z_{ij} \sim \mathrm{Bernoulli}(p)$.
$H$ is a $K \times K$ ...
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