All Questions
18,184 questions
2
votes
1
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150
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Sufficient conditions for the graph measurability of a multivalued function
I am currently working on a problem related to the measurability of multi-functions in the context of mathematical economics. Specifically, I am searching for sufficient conditions regarding the graph ...
- 79
2
votes
0
answers
180
views
Approximating $L^p$ functions by eigenfunctions of Laplacian
I'm reading a paper https://www.sciencedirect.com/science/article/pii/S0022039608004932.
In this paper, the authors assume that $\mathcal{O}$ is a bounded domain of $\mathbb{R}^N$ with $C^m$ boundary ...
- 121
1
vote
0
answers
131
views
Large-deviation inequalities for a class of simple random multivariate polynomials
Let $N$ be a large positive integer and let $[N] := \{1,2,\ldots,N\}$. For any $k$, let $K_{N,k}$ denote the collection of $k$-element subsets of $[N]$. Let $x=(x_1,\ldots,x_N)$ be a uniformly random ...
- 6,853
-1
votes
1
answer
148
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Strong law of large numbers for a sequence of random variables in different probability spaces
Is it known whether the following version of the strong law of large numbers holds?
For each $k\in\mathbb{N}$, let $\Omega_k$ be a finite set and $\mu_k$ be a probability measure on $\Omega_k$. Let $(...
- 1
0
votes
0
answers
161
views
Markov process with time varying transition kernels
I cross post this question from StackExchange as it may be more appropriate.
I am interested in studying the evolution of a variable $\alpha_t\in [0,1]$ governed by the following stochastic dynamical ...
2
votes
1
answer
225
views
Boundary points in $\overline{\operatorname{conv}\{z_i\}_{i\in I}}$
Let $X$ be an infinitely-dimensional Banach space and $\{z_i\}_{i\in I}$ be a set of linearly independent points in $X_{\leq 1}$, the closed unit ball of $X$. $I$ the index set is not necessarily ...
- 307
6
votes
1
answer
310
views
Surjectivity of a class of integrals in dimensions two
Let $\Omega \subset \mathbb{R}^2$ be an open set and $G(x,\theta): \Omega \times [0,2\pi]\rightarrow \mathbb{R}$ be a positive continuous function. Assume $F:\Omega \rightarrow \mathbb{R}^2$ defined ...
- 434
1
vote
1
answer
143
views
$L^1$ error between indicator function and smoothed out version
For a large parameter $r>0$, consider the indicator function $1_{[-r,r]}$ and its convolution with the (normalized) Gaussian $\frac{1}{\sqrt{\pi}}e^{-x^2}$, that is,
$$f_r(x) = \frac{1}{\sqrt{\pi}}\...
- 101
0
votes
1
answer
87
views
Is the $2$-point function translation invariant for general Gaussian meaures?
Let us consider the real Hilbert space $H:=L^2\bigl(\mathbb{R}^n, \mathbb{R}^n\bigr)$ and "any" centered Gaussian measure $d\mu$ on it.
Next, denote a generic element of $H$ by the column ...
- 3,477
1
vote
0
answers
54
views
Minimal F-semi-norms
There are conflicting terminologies in the literature on this subject, so let me define an F-semi-norms on a real vector space $E$ to be a subadditive function $\rho:E\to[0,+\infty)$ such that $\rho\...
- 5,529
1
vote
2
answers
181
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Solution of $\Delta f -\frac{1}{2}hf = 0$ behaves asymptotically as $f(x) = 1 - C/|x|$
Let $f: \mathbb{R}^{3} \to \mathbb{R}$ be the solution of the following PDE:
$$\Delta f -\frac{1}{2}h f = 0$$
where $h \in C_{c}^{\infty}(\mathbb{R}^{3})$ (compactly supported an smooth) and $f$ ...
- 3,535
1
vote
1
answer
310
views
Weak convergence in $H^{1}$ implies different convergence in $L^{p}$?
Suppose I have a sequence $\{f_{n}\}_{n\in \mathbb{N}} \subset H^{1}(\mathbb{R}^{d})$ which converges weakly to $f$ in $H^{1}(\mathbb{R}^{d})$, in the sense that $\langle f_{n},\varphi \rangle_{L^{2}}+...
1
vote
1
answer
84
views
optimization over moving domains
Let $A, B$ be Banach spaces, and for any $a\in A$, $B_a\in B$ is a measurable subset. Consider the following optimization problem:
$$L(a)=\inf_{b\in B_a}\ell(b),$$
where $\ell(b)$ is a infinite-times ...
- 87
3
votes
1
answer
340
views
On a Poincaré inequality with weight
Let $\Omega$ be a bounded convex (non-empty) open subset of $\mathbb{R}^n$ ($\Omega$ can be as smooth as you like). Let also $p, q > 1$ be conjugate exponents.
Is it true that there exists a ...
- 1,263
2
votes
0
answers
164
views
Fractional Brownian motion covariance with a twist
Let $H \in (0, 1)$, $D \in \mathbb{R}$ and assume that the following function
$$
r ( t, s ) = \frac{1}{2} \, \Big[ t^{2H} + s^{2H} - | t - s |^{2H} \Big] + D \, t^H s^H,
\quad t, \, s \geq 0
$$
is ...
- 620
0
votes
0
answers
87
views
coupling method for first hitting times
Consider a Markov process $(X_t: S \to S)_{t \ge 0}$ that begins with two initial probabilities $\mu_1$ and $\mu_2$ defined on the state space $S$. Let's define the first hitting time $\tau$ as $\tau:=...
user513728
0
votes
0
answers
138
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Question about a step in the proof of the min-max principle
I honestly do not think this is a hard question, maybe it is even obvious but I tried MSE and had no success so far, so I am reproducing the question Question about the proof of the min-max principle ...
- 1,305
-2
votes
1
answer
143
views
Relationship between noncommutative torus for different values of theta [closed]
Let $u,v\in B(L_2(\mathbb T))$ defined as $u(f)(z)=zf(z)$ and $v(f)(z)=f(ze^{-2\pi i\theta})$ for $z\in\mathbb T$ where $\theta\in\mathbb R\setminus\mathbb{Q}$. Denote the $C^*$ algebra generated by $...
- 1,879
0
votes
0
answers
80
views
Continuity of linear map on tensor product spaces with different norm properties
I originally asked this question on StackExchange, but I think that it may be more suitable to here.
Let $V$ and $U$ be Banach spaces. I'm considering a linear map $\phi: V \rightarrow U$, and ...
- 177
0
votes
1
answer
154
views
Joint distribution of randomly permuted Poisson random variables
Let $U_1, ..., U_n$ be Poisson random variables with rates $ \lambda_1, ..., \lambda_n$ such that $\lambda =\sum_i \lambda_i = O(1)$ (i.e the sum of the rates is bounded). Suppose we have $n$ buckets. ...
- 662
3
votes
0
answers
245
views
Norm on the space of real analytic functions
The space $C^{\omega}(\Omega)$ of real-valued real analytic functions on the open bounded set $\Omega\subset \mathbb R^n$ does not have any obvious or natural metric which would make it a Fréchet ...
- 203
2
votes
1
answer
223
views
Is the projective limit $\mathcal{D}(\mathbb{R})$ separable?
Let $\mathscr{D}(\mathbb{R})$ be the set $C_0^\infty(\mathbb{R})$ of smooth functions with compact support endowed with the following topology:
The initial topology with respect to the family maps $(\...
0
votes
0
answers
51
views
Reparameterizing a function to be linearly bounded
Trying to find a reparameterization of a function from $f(y, z, \ldots)(x)$ to $f(y(a_1), z(a_2), \ldots)(x)$ so that for all $x \in [r, t]$ we have
$$
|f(y(a_1), z(a_2), \dots)(x) - f(y(b_1), z(b_2), ...
- 101
3
votes
1
answer
165
views
Why is the logistic regression model good? (and its relation with maximizing entropy)
Suppose we're trying to train a classifier $\pi$ for $k$ classes that takes as input a feature vector $x\in\mathbb{R}^n$ and outputs a probability vector $\pi(x)\in\mathbb{R}^k$ such that $\sum_{v=1}^...
- 7,527
2
votes
1
answer
254
views
A question about equivalence of weighted Sobolev space norm in S. Benzoni-Gavage and D. Serre's book
This question may not be at the research level, but it has really bothered me for a long time. The following space is used for handling initial boundary value problem for first order hyperbolic ...
- 187
2
votes
2
answers
167
views
Example of random walk in a random environment (RWRE) saying things on the environment
I was wondering if anyone is aware of works/articles/examples where random walks in a random environment (RWRE) are actually used for obtaining information on the random environment.
To clarify a bit, ...
- 59
3
votes
1
answer
298
views
Pointwise convergence and disjoint sequences in $C(K)$
Let $K$ be a Hausdorff compact space and let $C(K)$ be the space of continuous real-valued functions on $K$. A sequence $(h_n)$ in $C(K)$ is called almost disjoint if there is a sequence $(g_n)$ with ...
- 5,529
4
votes
2
answers
378
views
A possible measure-theoretic pathology
Let $S$ be a nonempty closed subset of the open unit square $(0,1)^2 = X \times Y$
that has the following "shadow property":
For any aligned open square $C = A \times B$ that intersects $S$, ...
- 41
5
votes
2
answers
625
views
Reconstruction of second-order elliptic operator from spectrum
Let $M$ be a compact smooth manifold, $(\lambda_n)_{n=1}^{\infty}$ be a square-summable monotonically increasing sequence of non-negative numbers, and let $(f_k)_{k=1}^{\infty}$ be continuous ...
- 364
1
vote
1
answer
208
views
Weak-star convergence implies trace-norm convergence
By definition, if bounded operators $a_i$ converge to $0$ in the weak*-star topology, then $\operatorname{tr} a_it \to 0$ for any trace-class $t$.
Does this also hold for the trace-norm instead of the ...
- 896
0
votes
1
answer
110
views
Finding first and second moments of (extended) projected normal distribution on a 3D unit sphere
I am interested in understanding the statistics of a specific distribution defined on the 3D unit sphere $\mathbb{S}^2$. The distribution in question arises from taking a 3D vector sampled from a ...
- 1
6
votes
1
answer
249
views
Existence of adjoint operators on manifolds
Let $(M,g)$ be an oriented Riemannian manifold and $V$ a finite-rank vector bundle equipped with a non-degenerate bundle metric $\langle\cdot,\cdot\rangle_{V}$. This bundle metric, in turn, gives rise ...
- 1,429
0
votes
0
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95
views
Prove that $\forall x,y \in \mathbb{R}^d , P_x\{y\in B\mathopen]0,1]\}=0$
I'm folowing the proof of corollary 1.8 page 5 of Mörters - Sample path properties of Brownian motion.
I want to show that $$\forall x,y \in \mathbb{R}^d , P_x\{y\in B\mathopen]0,1]\}=0$$ where $B$ is ...
- 11
7
votes
1
answer
453
views
Strong limits of nilpotent operators
Let $H$ be an infinite-dimensional Hilbert space.
Is it possible that the Identity $H\to H$ is a strong limit of nilpotent compact operators?
user473423
0
votes
1
answer
112
views
Where does this coupling result use independence when bounding total variational distance?
I am reading this paper, which gives the following coupling result:
Throughout this, I'll assume the dimension $k$ is clear. Let $e_i$ be the $i$-th basis in the $k$ dimensional standard basis.
A $k$ ...
- 662
0
votes
0
answers
231
views
Lower bounds for sub-Gaussians?
For a random variable $X$, define
$$\lVert X\rVert_{\psi_2} =\inf \{k>0\mid \mathbb{E}[\exp((X/k)^2)]\leq 2\}$$
and for a random vector $\vec X$, define
$$\lVert \vec X\rVert_{\psi_2} = \sup_{\...
- 2,183
2
votes
0
answers
70
views
Reference request : A SPDE model
Let $\Omega_0\subset\mathbb R^d$ be open and bounded with sufficiently smooth boundary $\partial\Omega_0$. Let $O\subset \Omega_0$ be a random open subset. Set $\Omega:=\Omega_0\setminus O$. Consider ...
- 1,399
2
votes
1
answer
245
views
Markov property for groups?
My question again refers to the following article:
Koji Fujiwara, Zlil Sela, The rates of growth in a hyperbolic group, Invent. math. 233 (2023) pp 1427–1470, doi:10.1007/s00222-023-01200-w, arXiv:...
- 309
1
vote
0
answers
103
views
Freidlin Wentzell for stochastic differential inclusions
Consider the SDI
$$dX^\varepsilon(t)\in b(X^\varepsilon(t))\,dt + \varepsilon \sigma(X^\varepsilon(t)) \, dB(t).$$
Is there any Freidlin-Wentzell large deviations principle for $X^\varepsilon$?
- 1,914
2
votes
0
answers
78
views
Analogy between quasi-injective modules & extensible Banach spaces
Let $X$ be a module. $X$ is said to be quasi-injective if every homomorphism $h:A\to X$ from any submodule $A\subseteq X$ has an extension to an endomorphism $\tilde{h}:X\to X$.
A module $X$ is quasi-...
- 2,605
0
votes
0
answers
137
views
Convexity of an equivalent norm
Let $X=l_2$ with usual norm $\|\cdot\|_2$. We define a subspace of $X$ as $D=conv (B_{l_2} \cup B),$ where $B = \{ (x_n) \in l_2 : \sum_{n=1}^\infty \frac{n}{2} x_n^2 \leq 1\}$, conv is the convex ...
- 85
2
votes
1
answer
99
views
Definite negative functions and length functions
$\DeclareMathOperator\ND{ND}$I am reading E. Bedos paper on heat properties for groups.
Let's denote, for a group G, $$\ND^+_0(G) := \{d : G \to [0,+\infty[\; : \;d \text{ is negative definite and }d(...
- 21
0
votes
0
answers
75
views
Goldstine theorem in quasi-Banach spaces
A classical theorem of Goldstine is the following: Let $X$ be a Banach space and $J \colon X \to X''$ the natural inclusion. Then $J(B_X)$ is $\sigma(X'', X')$-dense in $B_{X''}$, where $B_Y$ is the ...
0
votes
0
answers
46
views
Prove lower collinearity on the tails of Gaussian blob
Let us consider a $n$-dimensional Gaussian blob, i.e. a set of $N$ random vectors $\{\boldsymbol{X}^{(j)}\}_{j=1}^N$, with $n$ independent components, $X_i^{(j)}$, and such that $X_i^{(j)} \sim \...
- 305
2
votes
1
answer
155
views
Variation of concept of a Lusin space
Citing from Wikipedia,
A Hausdorff topological space is a Lusin space if some stronger topology makes it into a Polish space.
Is there a (previously studied) analogous concept of a Hausdorff (...
- 661
8
votes
3
answers
509
views
Free probability: A unitary group heuristic for the relationship between additive free convolution and free compression
From one perspective, free probability is the study of how the eigenvalues of large random matrices interact under the basic matrix operations. The free probability operations of free additive ...
- 484
2
votes
0
answers
124
views
Uniqueness in interpolation of Hilbert spaces
I am wondering under what condition it is true that for Hilbert spaces $H$ and $H_0$ such that $H \hookrightarrow H_0$ there is uniqueness in the existence of a Hilbert space $H_1 \hookrightarrow H$ ...
- 21
2
votes
2
answers
135
views
Directed sets of positive elements in noncommutative $\mathrm L^p$ spaces
Let $\tau$ be a faithful normal semifinite trace on a von Neumann algebra $\mathcal M$.
If $1<p<\infty$ and $E$ is a nonempty subset of $\mathrm L^p(\mathcal M,\tau)_+$ such that
for every $x\...
- 407
3
votes
1
answer
269
views
Trace of product of two Wishart matrices
Let $A,B$ be two independent complex Wishart matrices, $A,B\sim CW_p(\mathbf{I},n)$, that is $A=\frac1n GG^\dagger$& $B=\frac1n QQ^\dagger$ where $G$ and $Q$ are independent $p\times n$ complex ...
- 85
1
vote
1
answer
88
views
Mean values of polynomial and holomorphic matrices
Lemma. Assume $H: \mathbb{R} \to \mathbb{R}^{d \times d}$ is a polynomial of degree $m$, such that for all $x \in \mathbb{R}$, $H(x)$ is a symmetric semidefinite matrix. For all $n \geq 0$ and real ...
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