All Questions
18,179 questions
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404
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When is the median closest nearest-neighbor distance larger than the mean closest nearest-neighbor distance?
Consider a random Poisson process in an $d$-dimensional cube of arbitrary size (alternatively, consider an arbitrarily large $(d-1)$-dimensional sphere in an $d$-dimensional space). If we have a ...
0
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0
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208
views
Brownian particles in a box: the probability that a sphere (of some radius) centered on a particle only contains one particle for a duration of time
Imagine I have a set of $(s_1,...,s_N) \in S$ Brownian particles in a box of sidelength $L$, each with the same coefficient of diffusion $D$. We fix one particle at the center of the box, and draw a ...
0
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0
answers
104
views
Minimum distance larger than a fraction $f$ of the closest nearest-neighbor distances for points placed by a random Poisson process?
Consider a random Poisson process on arbitrarily large volume in $R^d$ enclosed by an $R^{(d-1)}$ dimensional sphere. The process terminates when a density of points $\rho$ is achieved (letting $N$ ...
- 1
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votes
2
answers
168
views
Let f:J→R be an absolutely continuous and f'\in...?
Let $f:J\rightarrow \mathbb{R}$ be an absolutely continuous.
Under what kind of extra condition for $f'$, (not $C$) holds the following relation?
$$
\Big | \frac{1}{|I_{1}|}\int_{I_{1}}f'(x)dx- \...
- 111
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votes
0
answers
405
views
Dual of the space of vector valued Borel measures
What is the dual of the space of all vector valued Borel measures?
- 21
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0
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533
views
Constructing an $\epsilon$-net for a Lipschitz subspace of $L^2$
Let $X$ be a subset of $L^2([0,1])$ which contains only Lipschitz function.
Also, the member of $X$ are uniformly bounded
$$
|x(t)| < M, \text{ for all $x \in X$ and $t \in [0,1]$}.
$$
Let $F: X \...
user24451
0
votes
0
answers
156
views
Can a function be constructed from the direction of its gradient?
Let $\Omega$ be a bounded region in $R^n$ and $J\in (L^2(\Omega))^n$ with $|J| \leq 1$ a.e. in $\Omega$. Under what conditions the equation
$Du=J|Du|$, $u|_{\partial \Omega}=f$
has a solution in a ...
- 23
0
votes
1
answer
2k
views
Second proof of Jordan-Von Neumann theorem
I am looking for a second proof of Jordan-Von Neumann theorem that characterizes inner product in normed spaces. The book "Inner Product Structures: Theory and Applications" talks about a second proof ...
- 113
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362
views
Banach-Mazur distance estimate finite-dimensional $\ell_p$ spaces
Hey my fellow Banach space guys. Sorry for another elementary question, and yes I have looked for the past hour and a half to see if I can find it on Google or in my books at home.
Fix $n\in\mathbb{...
- 1,591
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votes
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68
views
can we say fixed point existance of a set valued map over a compact set is homotopy invariant?
Consider two set valued maps over different compact sets as $F(\mathbf{x}):D\rightarrow\rightarrow D$, $G(\mathbf{x}):E\rightarrow\rightarrow E$ where $D,R\subset Y$. Assume there is a homotopy pair $(...
- 383
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213
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Behavior of the sum of the exponents of chi-squared random variables normalized by their maximum
Let $X_1,X_2,\ldots,X_n$ be a sequence of $n$ i.i.d. chi-squared random variables with $k$ degrees of freedom, and denote by $X_\max$ the maximum of this sequence. Furthermore, let $k=\omega(1)$ ...
- 917
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0
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515
views
If $\phi_n$ is a sequence of mollifier converging to the identity, does $\inf f\ast \phi_n \to \inf f$?
Let $\phi_n$ be a sequence of mollifier converging to the identity
$$
\phi_n(x) \to \delta_{0}(x), \text{pointwise},
$$
with $\delta_{0}(\cdot)$ the delta function at zero, and $\phi_n \in C^\infty_{\...
user24451
0
votes
1
answer
184
views
Can I obtain the limit value of a linear spectral statistics using Stieltjes transform?
I would like to calculate the limit value of a linear functional
\begin{equation}
\lim_{n\rightarrow\infty}\mathcal{I}_n=\lim_{n\rightarrow\infty}\frac{1}{n}\sum_{i=1}^n f(\lambda_i)=\lim_{n\...
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100
views
Two distribution spaces ${\mathcal S}'/{\mathcal P}$ and ${\mathcal S}_\infty'$
Let ${\mathcal S}'$ be the set of all distributions.
Denote by ${\mathcal P}$ the set of all polynomials,
which is embedded into ${\mathcal S}'$ as a closed subspace.
Equip ${\mathcal S'}/{\mathcal P}$...
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0
answers
145
views
multivariate integral calculation in closed form
I am looking for a closed form for the below integral but since I don't have the necessary backgrounds I am not able to solve it: i know the final solution is in the form of modified Bessel functions ...
- 109
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0
answers
151
views
Inequality relating stationary probabilities and transition probabilities
Let $P$ be the transition probability matrix of a aperiodic irreducible DTMC and let $\pi$ be its stationary distribution. I would like to know if there is any literature on types of Markov chains ...
- 23
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0
answers
1k
views
Measure induced by function
It is known that an n-increasing, left-continuous function $f$, on $[0,\infty)^n$ induces a unique positive measure $\mu$ on $[0,\infty)^n$. Say if $f$ was 3-increasing on $[0,\infty)^3$ but also 2-...
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149
views
Does this sequence of H\"older functions have a limit?
Let $\left\{\alpha_{n}\right\}_{n\in \mathbb{N}}$ a sequence of positive real numbers with
$$\alpha_{n}\in (0,1)\quad \textrm{and}\quad \alpha_{n}>\alpha_{n+1}$$
Moreover suppose
$$\lim_{n\...
- 91
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0
answers
68
views
probability P that all circles are connected with each other.
Let N circles with homogeneous radius r are deployed with Poisson distribution in area A. These circles are connected if there euclidean distance is less than r.what is the probability P that all ...
- 1
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113
views
Reference Search for a Functional Minimization Problem
Let $u(x) \ge 0$ be a non-negative, piecewise-differentiable function on the real line. Moreover, let $u(x)$ be integrable with fixed positive mass, that is
$$M \equiv\int_{x=-\infty}^\infty u(x) ~ ...
- 151
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146
views
How to bound Haar coefficients in terms of total variation?
I'm trying to get the basic idea behind the proof of Theorem 8.1 of this paper, but I'm having difficulty. Specifically, it says:
We shall show that there is a set $\Lambda_n\subset\mathcal{D}$ such ...
- 7,633
0
votes
1
answer
347
views
Dual space of Bochner space: is there an easier proof to show they're isometric?
It is known that $[L^p(0,T;H)]^* = L^q(0,T;H^*)$.
If $p=q=2$ and $H$ is a Hilbert space, is there an easier proof to show that the spaces are isometric? The proof that I know for the general case ...
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0
answers
96
views
Finding conditions on unspecified CDF that permit a solution to an equation
[A duplicate thread can also be found at
https://stats.stackexchange.com/questions/59450/finding-conditions-on-unspecified-cdf-that-permit-a-solution-to-an-equation ]
Let $F(\alpha) := \mathbb{P}(\...
- 1
0
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0
answers
347
views
An interesting version of the problem “balls into bins”
Consider n people, each has k identical balls. Each people choose k different bins from m bins, constrained by the condition that there are no two people choose exactly the same k bins. For instance, ...
- 1
0
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0
answers
137
views
$\mathcal{D}(0,T;V)$ is dense in $W(0,T)$
Where can I find a proof that $\mathcal{D}(0,T;V)$ (the space of $V$-valued compactly supported functions on $[0,T]$) is dense in the space $W(0,T)$, where $$W(0,T) := \{ u \in L^2(0,T;V) : u' \in L^2(...
- 113
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0
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93
views
Infinite limit in all points
Do there exist a Banach space (possibly nonseparable) $X$ and a mapping $F: X\to X$ such that
$$
\lim_{x\to a} \|F(x)\| = +\infty \quad \forall a\in X\quad?
$$
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0
answers
91
views
Pruning copies of an element from a multiset via a uniform random selection process - does vigilance matter?
This is an extension of a previous question of mine (nicely answered by Douglas Zare): Filling a bin with one type of element when uniformly selecting from a set of two (with bias)
Say I fill a ...
- 43
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0
answers
152
views
Need help determining whether a certain map is a $C^\ast$ homomorphism
Hello, I need help determining whether the map I defined between two algebras is a well-defined homomorphism of $C^\ast$-algebras. I ran into this problem while trying to define a "rotation map" ...
- 365
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answers
166
views
Harnack's Inequality and (hypo)elliptic PDE
Background: I am aware of the Harnack's Inequality for linear elliptic equations.
My questions are:
(a) Is there a version of Harnack's Inequality for nonlinear elliptic equations, say, of the form ...
- 1
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0
answers
118
views
mathematical expectation of length of dependency well.
We have these assumptions:
$W$ is a finite set
$\mathcal W$ is the set of all functions $f:W\to \mathcal P(W)$.
$p:\mathcal P(\mathcal W)\to [0,1]$ is a probability measure.
For each $w\in W$ and $m\...
- 63
0
votes
1
answer
229
views
Weak convergence in measure for negligible sets.
Let $X$ be a Polish space and $(P_n)$ a sequence of Borel probabilities which converges weakly in measure to a Borel probability $P$. By this i mean that for any $f\in C_b(X)$ which is continuous and ...
- 125
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votes
0
answers
223
views
functional equation, how to solve
Suppose $x_i, y_i \in \mathbb{R}^n$, and $F,G: \mathbb{R}^n \times \mathbb{R}^n \to \mathbb{R}^n$.
$$F(x, y) = \frac{x\circ Ay}{x^TAy}$$
$$G(x, y) = \frac{x\circ By}{x^TBy}$$
where $A$ and $B$ are ...
- 13
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votes
0
answers
160
views
Is this function in the weighted Sobolev space $H^{2,-s}$?
I have the function $$f(x)=\frac{e^{iz|x-y|}}{4\pi|x-y|}$$ with $y\in\mathbb{R}^3$ and $\Im z>0$. Let $s>\frac{1}{2}$. Clearly it is not in $H^{2,-s}(\mathbb{R}^3)$ for the singularity of order $...
- 1
0
votes
0
answers
160
views
Two Different Representations of Multivariate Bernstein Polynomials
In the literature the multivariate Bernstein polynomial of a function $f:[0,1]^m\rightarrow\mathbb{R}$ is often defined as the following:
$$B_{f,n}(x_1,\dots,x_m)=\sum_{\mathbf{k}\in \{0,\dots,n\}^m}...
- 103
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votes
1
answer
656
views
Gel'fand Yaglom functional determinant of non-diagonal operator?
Introduction:
As a quick reminder, the Gel'fand Yaglom theorem uses the generalized zeta-function approach to compute functional determinants of differential operators. Given a differential operator ...
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0
answers
241
views
Continuity of a function
Let $f\in L^2(\mathbb{R}^3)$ with compact suppport and $z\in\mathbb{C}$. Is the following function continuous for $z\in Q = \{ z : \Re z\in [a,b], \Im \sqrt{z} \in (0,1] \}$:
$$ F(z)=\bigg(\alpha-i\...
- 71
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0
answers
189
views
functional maximization
Define a functional space of functions of the form $F(t)=p_1 exp^{-\mu_1(\delta-t)}+p'_1 (1-exp^{-\mu_1(\delta-t)}))$. $p_1,p'_1,\delta,\mu$ are parameters in [0,1] and trivially, variation of these ...
- 221
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0
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214
views
Splitting the action of functionals in duals of Sobolev spaces
Update: After some more thinking and asking I've come to the conclusion that there is no reasonable way to achieve this for all possible $\varphi$ because of the mixed terms. I believe something ...
- 101
0
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0
answers
102
views
Efficient algorithm for computing the mixed moments of sums of random variables
Let $X_1,\dots,X_m$ be dependent random variables. We are interested in efficient algorithms for computing the following quantity:
$$E\Big[\Big(\sum_{i=1}^m X_i\Big)^k\Big],$$
where $k\in\mathbb{N}$ ...
- 1
0
votes
1
answer
302
views
An interpolation inequality.
For all $s>0$ define for $\epsilon\in(0,1)$ the function:
\begin{equation}
g(\epsilon)=\sum_{k=0}^{\infty}(1+k)^s(\sqrt{1-\epsilon})^k.
\end{equation}
Prove that $\exists C>0$ and $\phi(s)$ such ...
- 45
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0
answers
134
views
Hausdorff distance and sum of independent variables
Consider a probability space $(\Omega, \mathcal{F}, P)$, as well as two sub-$\sigma$-fields $\mathcal{A}$ and $\mathcal{B}$. The Hausdorff pseudo-distance between $\mathcal{A}$ and $\mathcal{B}$ is ...
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0
answers
656
views
Extension of probability measure from a finite algebra to sigma-algebra with countable many generators
I apologize for probably trivial question, I am far from this field.
If $\mathcal A$ is a $\sigma$-algebra of subsets of $X$ (for example Borel sets of Cantor space $2^\omega$), can I extend to $\...
- 1
0
votes
0
answers
112
views
Markov renewal process with failure?
I hope this question is not too elementary for this site, and that it contains a sufficient degree of detail.
I have a problem where I want to model sequences of variable length $\boldsymbol{e}_i = (...
- 101
0
votes
1
answer
2k
views
Compute the expected value of the product between a Lebesgue–Stieltjes type integral and an Ito integral
Hi, I have the following expected value to compute
$E[ \int_{o}^{T} f(t) dt \int_{o}^{T} H(s) dW(s)]$,
where $f(t)$ and $H(s)$ are two stochastic processes adapted to the filtration generated by the ...
- 47
0
votes
1
answer
129
views
Probability of summing products of irreducible polynomials in a finite field to zero
Let $f(x), g(x), h(x)$ be randomly chosen irreducible polynomials over the finite field $GF(2^n)$.
What would the probability be for $\sum_{(i,j,k:i,j,k\in\mathbb{N},i+j+k=C)} f^i(x)g^j(x)h^k(x)=0$, ...
- 3
0
votes
0
answers
155
views
Convexity of a Certain Set of Covariance Matrices
Hello,
My question is about a certain set of matrices being convex or not. I'll start with some preliminaries in order to define myself properly. Let $X_1,U,X_2$ be three zero-mean Gaussian random ...
- 155
0
votes
1
answer
124
views
Is there a known asymptotic scaling for the probability of recurrence for a walk on $Z^d$?
I'm curious if there is a known asymptotic scaling for the return-to-origin (i.e. recurrence) probability for a random on $Z^d$ as a function of $d$?
Mathworld gives the recurrence probability:
...
0
votes
0
answers
179
views
Arithmetic properties of erf functions
I was messing around with Benford's law trying a proof to fill up time on a Saturday, and I ran into a problem. I have the equation $\frac{\mathrm{erf}(2x)-\mathrm{erf}(x)}{\mathrm{erf}(10x)-\mathrm{...
- 1
0
votes
0
answers
166
views
Do the Eigenvectors find by use PCA on a set of data point, a good replacement for Random Projection when I later on use L1Magic to reconstruct the sparse vector?
Concretely if I use the first k eigenvectors find by PCA with a point set A,to project another sparse vector b to k dimension subspace, then use L1-magic to recover b. Will this be better than a ...
- 87
0
votes
0
answers
335
views
A basis of the space of continuous function of countable ordinals $C(\alpha) = C [0, \alpha]$
A basis of the space of continuous function of countable ordinals $C({\alpha}) = C [0, {\alpha}]$, which consist of characteristics functions of clopen subsets of $C({\alpha})$, in some order. But can ...
- 1