All Questions
18,178 questions
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relationship between different function classes
I was wondering if there is a survey of relationship between several different well-studied function classes ?
ps - The question may be vague but I am looking for something along the lines of - http:/...
- 1
0
votes
0
answers
218
views
Series of linear maps: on a paper by Evans and Hanche-Olsen
I was reading this paper by Evans and Hanche-Olsen. In theorem 2, there are six equivalent statements given. I write just two of them, which I want to use.
Let $L$ be a bounded self-adjoint
...
- 421
0
votes
0
answers
2k
views
Derivative of the most probable value (of a gaussian variable) VS most probable value of the derivative
Let $x$ be a random variable with gaussian probability distribution $P(x)$. We assume that $x$ depends parametrically on a parameter $t$ so that :
$P(x(t))=\frac{1}{\sqrt{2\pi\sigma^2(t)}}\exp(-\frac{(...
- 1
0
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0
answers
145
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Finding expectation of size of a subgraph
I have been trying to implement a algorithm but got stuck in finding expectation of the size of the subgraph.
n - size of the network.
d - at most number of communities a node could participate ...
- 1
0
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0
answers
231
views
Pure greedy algorithm
I study pure greedy algorithms in different basises. I am interested in 1 one question: is there such a Riesz basis $D$ in Hilbert space and $f\in H$ such that
$\|f-G_m(f,D)\|>Cm^{-1/2}\lvert\{f}\...
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0
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244
views
Checking whether this would be bounded
It may be better to post this question here. Assume that $M$ is an $m$ by $m$ ($m$ is an even number) symmetric
positive-semi-definite matrix with exactly $m/2$ positive eigenvalues
and every entry of ...
- 1
0
votes
1
answer
165
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transition probability convergence for Harris chains - Durrett.
Dear mathoverflow.
This is a question to a proof in a graduate text. I have asked two professors at my university without help, so I hope it suffices in difficulty for this forum otherwise I ...
- 3
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0
answers
303
views
hitting probability for integrated Ornstein-Uhlenbeck process
Consider an Ornstein-Uhlenbeck position process:
$dV_t=dB_t-\lambda V_tdt$
$dX_t=V_tdt$
where $B_t,V_t,X_t$ are all in $R^d$ with $d\geq 3$. Let $X_0\neq0$, $V_0=0$ .
Let $r>0$ and $S_r$ be the ...
0
votes
1
answer
177
views
Laurent series with analytic coefficients
Let $A=H(D(0,1))$ the ring of holomorphic functions on the open unity disc.
I consider the function $f$:
$$f (t)=\sum f_{i}t^{i} \in A[[t]]$$
I suppose that the $t$-adic valuation of it is less or ...
- 3,472
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0
answers
183
views
Continuity of the Shadow of a Nondecreasing Function
So I'm working a lot with monotone nondecreasing functions $f : [0,1] \rightarrow [0,1]$, and I'm defining a certain discrete dynamics on them. Here nondecreasing means $x < y \Rightarrow f(x) \leq ...
- 485
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0
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104
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Proving that a property holds for random sequences with given marginal distribution by rearrangement
I am currently investigating the property of random sequences with a special marginal distribution function $F(x)$. Given any random sequence $X_1, X_2, \cdots, X_n$, supposing their joint ...
- 21
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votes
1
answer
107
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Can one combine (join) probabilities from 2 aspects of a related process?
Consider 2 related aspects of a process for prices in a financial market:
time &
return.
Time
Say I've identified a distribution that reasonably models the occurrence of the lengths of price ...
- 111
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0
answers
135
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expected number of shared 1s between two binary strings from a given set
Let say, I have two binary strings with length N, chosen from a set where there are $2^N-K,(K \ge 0)$ independent strings. What would be the expected number of Ones at the same index from two randomly ...
- 21
0
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1
answer
283
views
Probability and events [closed]
Hi everyone
The question is the following:
A certain event may or may not take place. So we say that if we focus on it one time, it has a probability p of being satisfied (0 <= p < 1)
If we ...
- 3
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0
answers
111
views
Stationarity of an Integral Process
Let $f$ be a continous deterministic function defined on $\left[0,c\right]$ and $(B_{t}^{H})_{t\geq 0}$ be a fBM with $H\in \left(0,1\right)$. We define a Process $\left(X_{t}\right)_{t\geq 0}$ with
$$...
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votes
1
answer
142
views
A special Integral Kernel
Does there exist either one / general class of non-negative definite , symmetric Integral Kernel map satisfying the following properties ??
$f(x)=(Kg)(x)=\int_{\Omega}K(x,y)g(y)dy$
$K:L^2(\...
- 17
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votes
0
answers
186
views
Properties of Eigenfunctions of a Kernel
I'm a newbie and may be this question is bit simple for you but pardon me if it's too simple and provide me some references.
I've and Kernel function $K(x,y)$
$f(x)=(Kg)(x)=\int_{\Omega}K(x,y)g(y)dy$...
- 17
0
votes
0
answers
164
views
Can we separate Toeplitz matrices for negative and positive eigenvalues?
Consider a Toeplitz matrix T which has both positive and negative eigenvalues. Can we prove that there exist two Toeplitz matrix T1 and T2 such that T1+T2=T and T1 has only one positive Eigenvalues ...
- 9
0
votes
1
answer
182
views
How to Rigorize an inequalities argument
Context
I'm working on a problem involving Lovasz Local Lemma, for proving that there exists a graph with a certain property.
What I need to prove:
There exists some constant $c$, and functions $p,...
- 3
0
votes
0
answers
255
views
Convergence of a function in a metric space to its metric.
Given a metric space $(\mathbb{A},d)$ in $\mathbb{R^n}$ with a metric $d$ being the Euclidean metric:
If $\lim_{t \rightarrow \infty}||A_{t+1}-A_t||\rightarrow 0$ is a convergent sequence where $A$ ...
- 101
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0
answers
73
views
A constrained prolongement
Let $\Omega$ be a domain of $R^n$, let $\omega$ be open subset of $\Omega$ and let $\theta \in W^{2,\infty}(\omega).$
I am wondering about the existence of a function $\tilde{\theta} \in W^{2,\infty}...
- 25
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0
answers
352
views
prewhitening (whitening transform) in terms of expected-value-wr-sigma-algebra
I'm trying to understand the mathematics of prewhitening a little better. (See http://en.wikipedia.org/wiki/Whitening_transformation, e.g.)
Taking the conditional expectation of an RV with respect to ...
0
votes
0
answers
161
views
T. Lyons Criterion
Hello all,
I want to prove that any flow on the following tree must have an infinite energy.
The structure of the graph is (taken from R.Lyons and Y.Peres book)
"We’ll construct a tree $T$ embedded ...
- 1
0
votes
0
answers
143
views
description of a convex set of functions
Hi everyone,
I have a question about the characterization of a set of functions.
Let $\Phi$ a set containing all the functions $\phi(x): \mathbb{R}_+\rightarrow \mathbb{R}_{+}$ that satisfy the ...
- 69
0
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0
answers
227
views
Hermite function expansion
Let $f$ be a continuous function on $\mathbb{R}$ with compact support and unique maximum. Form the functions
$$
F_{n,k}(x)=f^n\left(x-\frac{k}{2^n}\right), k \in Z, n>0
$$
I am wondering if one ...
- 71
0
votes
0
answers
150
views
$n$-th derivative of the prolate spheroidal function
For a given real number $c>0$ define functions $\left(\psi_{k,c}(\cdot)\right)_{k\ge0}$, as an eigenfunctions of the Sturm-Liouville operators $L_c$ defined
$$
L_c(\psi)=(1-x^2)\frac{d^2\psi}{dx^2}...
- 71
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0
answers
130
views
span of symmetrically truncated symmetric random variables
If $X_i$ are symmetric independent random variables, is $\vert \sum X_i I_{\vert X_i \vert < N_i}\vert $ stochastically smaller than $\vert \sum X_i \vert$ ? Is it comparable in any way which ...
- 90
0
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0
answers
272
views
L_2-norm representation
Let
$$
f^{\alpha}_+(x)=\frac{1}{\Gamma(\alpha+1)}\sum_{k\ge 0}(-1)^k{\alpha+1 \choose k}(x-k)^{\alpha}_+,
$$
where $\alpha > -\frac 12$.
I am wondering if one can get nice representation of $L^2$-...
- 71
0
votes
0
answers
321
views
Expected value of a logarithm of a Levy process
I have a strictly positive Levy process $(L_t)$ with no Brownian part, drift $\gamma$ and jump measure $\nu$. Is it possible to calculate the expected value of the logarithm of this process, so $\...
- 667
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0
answers
395
views
The ratio of two strictly increasing functions
Given:
\begin{equation}
f_1(a)=\sum_{i=1}^{k^*-1} \left(\begin{array}{c}
K \\\
i \\
\end{array} \right) \left(-1-\frac{1}{ar}\right)^i
\end{equation}
\begin{equation}
f_2(a)=\sum_{i=1}^{k^*-1} ...
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votes
0
answers
606
views
partial differential equations with mixed boundary conditions
hi,
does anyone know some good references (books, papers) on partial differential equations with mixed boundary conditions ?
actually I am intrested in the following: Let $f(x)=(f_{1}(x),...,f_{n}(...
- 89
0
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0
answers
227
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Branching process question
(Cross-posted to math stackexchange question 130154)
I am trying to analyze the following branching process. We start with a root (level 0) node. Each surviving node has two children, each of which ...
- 3,475
0
votes
0
answers
187
views
Sampling when given a set of marginal distributions
There is an unknown joint multivariate distribution P(A_1, A_2, A_3, ..., A_n) (in my scenario, it's a n-dimensional contingency table), which we need to sample from.
Given an arbitrary set of ...
0
votes
2
answers
424
views
Unbounded sequences in Banach spaces
Let $X$ be a Banach space and let $T$ be a bounded operator acting on $X$. Suppose for each linearly independent unbounded sequence $(x_n)$ in $E$, the sequence $(Tx_n)$ is unbounded. Must $T$ be ...
- 181
0
votes
0
answers
127
views
A problem about partial sum of random number composition
Consider the strong random number composition,
$x_1 + x_2 + \cdots + x_n = m$, with $x_i > 0$ and all possible compositions have the same probability.
Let random variable $S_i = \sum_{j=1}^i x_j$...
- 177
0
votes
1
answer
207
views
Copulas and marginals thereof
Hello everyone,
I recently became aware of the existence of the copula concept.
So, I have been reading a few things about copulas lately, but
I cannot seem to find information on the following ...
- 103
0
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0
answers
184
views
Extension of closed linear functionals...
If f is a closed linear functional defined on a dense subspace of a Banach space X, and, consider f1 which is an extension of f to X, is there a way to show that f1 is also closed without invoking the ...
- 55
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0
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165
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Joint Probability that contains a variable and its Fourier Transform
Given the vector $\mathbf{d}$, where $\mathbf{d}\in\mathbb{C}^{N\times 1}$, we have two variables
$X = \mid\mathrm{F}[d]\mid^2,\quad\quad X\ge 0$
$Y = a+b (\mathrm{d}^H\mathrm{d})\quad Y\ge 0$
...
- 447
0
votes
0
answers
104
views
Differential equation with switched parameters and boundary conditions in integral form
Sorry for the title, I didn't find a better description (showing that I have no idea for the solution). Feel free to put in a better title and change the tags if you can grasp a view on the problem.
...
- 43
0
votes
0
answers
138
views
Notion of simplicity of a function(al)
Given a function (functional actually) $f(x,g(x))$, can a notion of simplicity be attached with respect to the function $g(x)$? (all functions and args are real).
Specifically, intuitively one could ...
- 59
0
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0
answers
493
views
Simulating conditional expectations
There is a multidimensional process X defined via its SDE (we can assume that its a diffusion type process), and lets define another process by $g_t = E[G(X_T)|X_t]$ for $t\leq T$.
I would like to ...
- 667
0
votes
1
answer
396
views
Characterization of Measureable Sets [closed]
Every countable union of rectangles in R2 is a Lebesgue measurable set. Is the converse true, too?
Specifically, I wonder whether the following statement is true:
Let A be a set in the unit square ...
- 99
0
votes
1
answer
130
views
Maximal length vector under constraints
Consider a criculant symmetric $M$ an $n \times n$ matrix with $0$ and $1$ entries and $r$ entries of $1$ in each row with the diagonal values taken as $1$. I am looking for a $0-1$ vector $v$ with ...
- 800
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0
answers
337
views
What is the mean-value of a particular exponential sum related to the non-trivial zeros of Riemann's zeta function?
This question arose from an earlier one and the MO user's useful answers there: What are the values of the derivative of Riemann's zeta function at the known non-trivial zeros? (which is not a ...
- 2,480
0
votes
0
answers
436
views
cokernels of semi-Fredholm operators
I did not find a reference for the following question, so I will pose it here. I think the answer should be elementary.
Let $F:X\rightarrow Y$ be a semi-Fredholm operator between Banach spaces, i.e. $...
- 2,935
0
votes
0
answers
479
views
Passage Time Distributions for Poisson processes.
Let $(X_t)_{t \geq 0}$ be a standard Poisson process with intensity $\mu$. Let $\tau_b = \inf ( t>0 : X_t= at + b)$, where $a>0$ and $b<0$, and let $\sigma = \inf (t>0 : X_t \geq at)$. ...
- 943
0
votes
0
answers
155
views
General form of a symplectic map
A symplectic automorphism of a Hilbert space has the form $T=U(\cosh S+J\sinh S)$ for a unitary $U$, an antilinear involution $J$ and a positive operator $S$. In fact a version of this goes through in ...
- 1,411
0
votes
0
answers
298
views
High dimensional beta integral (question following the previous post)
Hello,
This post is a question following the previous post. In one dimensional case, we have
$$
\int_0^x |y|^{1-\alpha} |x-y|^{1-\beta} d y = \frac{\Gamma(\alpha)\Gamma(\beta)}{\Gamma(\alpha+\beta)} |...
- 1,649
0
votes
0
answers
184
views
Integration of discounted normal distribution
Hi
I want to find expectation of integration of normal distribution $\varphi(t)\sim N(0,\sigma\sqrt t)$
but i also want to discount it continuously with parameter $\alpha$.I mean i need to ...
- 1
0
votes
0
answers
388
views
Global index of convexity/concavity of a function
We are looking for a global index of the convexity/concavity of a function.
For concreteness, how can I formalize the intuitive notion that a function $f$ is more convex than $g$ where $f,g:[0,1]\...
- 111