All Questions
18,179 questions
0
votes
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301
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Lifting of product of a Banach algebra
Let $A$ be a non unital Banach algebra. The product induces a bounded linear map $T:A \otimes_{\gamma} A\to A$ where $\otimes_\gamma$ denotes the Banach projective tensor product.
A lifting of $T$ is ...
- 1,222
1
vote
1
answer
340
views
for a natural exponential family, A is the cumulant function of h?
Reading "Monte Carlo Statistical Methods" by Robert and Casella, they mention that if
$f(x) = h(x) \exp(\langle \theta, x \rangle - A(\theta))$
defines a family of distributions for $X$, parametrized ...
- 922
3
votes
0
answers
84
views
Application and relevance of Sobolev gradients
The Sobolev gradient concept has been developed in the 1970s, with a first publication in 1985, and an introduction can be found at: Ranka
I would like to learn how strong the impact of Sobolev ...
- 5,327
4
votes
0
answers
166
views
Relationship between sequential compactness of a convex set and its extremal points
Suppose that $X$ is a compact convex subset of a topological vector space. Suppose also that the extremal points of $X$ have the additional property that any sequence $x_n$ of extremal points has a ...
- 93
0
votes
1
answer
347
views
Where can I learn about master equation?
I am reading a paper by Dorogovstev on structure of growing complex networks with preferential linking. I need to learn master equation for this.
I need a reference for the same.
- 9
2
votes
0
answers
281
views
Is the variance of an eigenfunction of a finite state space aperiodic irreducible markov chain starting at a single state always non-decreasing?
I am reposting a previous question due to incorrect initial formulation.
Given an ergodic (aperiodic and irreducible) finite state space Markov chain $P$. Let $f$ be an eigenfunction, i.e., $P_t f = ...
- 4,466
0
votes
1
answer
297
views
Continuity of cylindrical functions.
Let $C_c^\infty(\mathbb R^n)$ be the functions from $\mathbb R^n$ to $\mathbb R$ with compact support, further let $X$ be a separable Hilbert space with a fixed orthonormal basis $(e_n)_n$. Define the ...
- 455
4
votes
1
answer
221
views
existence of charaterization of amenable groups by complementation?
Recall that we say that a closed space $F$ of a Banach space $E$ is complemented if there exists a contractive projection $P$ from $E$ onto $F$.
Do you know a charaterization of discrete amenable ...
- 1,222
2
votes
1
answer
380
views
Parity, Balls and Boxes
Start with a distribution $\mu$ on [n], and drop m balls into these n+1 slots independently and according to the distribution &mu. That is, we have iid random variables x 1 through x m ...
- 263
11
votes
0
answers
310
views
Combinatorial Hilbert spaces
Any closed subspace $V\subset {\ell}^2(\omega)$ has associated to it a subset ${\cal S}_V$ of ${\cal P}(\omega)$, call it a combinatorial Hilbert space, namely the set of all supports of all vectors ...
- 17.6k
1
vote
0
answers
76
views
h-oscillating function
I need help understanding the following condition:
$u_h\in L^2(\mathbb{T}^d)$, $\|u_h\|_{L^2(\mathbb{T}^d)}=1$, where $h$ is the semiclassical parameter and $\mathbb{T}^d$ is the flat torus, is ...
- 11
2
votes
0
answers
124
views
Does a certain Theorem on Boltzmann Distributions exist?
Suppose $X_n(z)$ is a sequence of random variables with a boltzmann distribution on $\{1,2,\dots n\}.$ That is $$P(X_n(z)=j)=\frac{c_{j,n} z^j}{F_n(z)}$$ where $F_n(z)=\sum_{j=1}^n c_{j,n}z^j$ is a ...
- 1,306
0
votes
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
$$...
2
votes
1
answer
265
views
Multiple ergodic averages with varying number of terms
Hi. I've been stuck on the following question for some time.
Consider a sequence of functions $\left( f_n \right)$ from an ergodic space $\left( \mathsf{X}, \mathsf{S}, \mu \right)$ to $\left[ 0,1 \...
2
votes
0
answers
230
views
Estimating moments of diffusion processes
Hi there,
Suppose I have a diffusion process
$dX_t = a(X_t)dt + b(X_t)dW_t$. Is there a straightforward method for approximating the first few moments of $X_T$ for some time $T$? Clearly, one could ...
- 1,666
0
votes
0
answers
104
views
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
2
votes
0
answers
198
views
Forcing the existence of a Condorcet Winner
Suppose that there is an election with three candidate and an infinite number of voters whose opinion lie in a two-dimensional issue space according to some distribution, and that voter's candidate ...
- 457
1
vote
0
answers
125
views
base change for distributions
For distributions on smooth manifolds one can consider the push-forward which is defined for proper maps, and the pull-back which is defined under certain condition on the wave front set see ...
- 2,649
0
votes
1
answer
284
views
The density of x_1^n+x_2^n where x_i are Gaussian
We define a process $\chi_k^n=\sum _{i=1}^k x_i^n$ where x_i are iid gaussian processes.
I try to find the distribution of $\chi_k^n$. If k=1 then we get $f(x^n=y)=\frac1n y^{\frac{1-n}{n}}\exp(-y^{2/...
- 1
1
vote
1
answer
333
views
Extension of some feature of SDE Ornstein-Uhlenbeck type
Hi everyone,
I am looking for some ideas (or references) in order to get an explicit SDE (if it exists) which would have a stylised property extending in some sense the mean-reversion property of SDE ...
- 1,334
0
votes
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
votes
2
answers
200
views
Good probability measues on $S^1$ reprented by a kernel
I was looking for some good references for properties/theorems/characterizations of 'good/important' probability measures on the unit circle $S^1$ ( and/or on spheres $S^n$ ).In particular, I want ...
- 1,471
3
votes
0
answers
143
views
finding rank-3 tensors compatible with a rank-2 tensor projection
I am interested in the following problem: Consider a rank-3 symmetric tensor $\boldsymbol{\sigma}$ with $\sigma_{ijk}$ where $\sigma_{ijk}$ can be 0 or 1, and the symmetry is with respect to any ...
- 41
0
votes
0
answers
319
views
Estimating a multinomial sum
I have the following sum
\begin{equation}
\sum_{r_1=q+1}^{\tau}\dots\sum_{r_\lambda=q+1}^{\tau}{\tau\choose r_1,\dots,r_\lambda,\tau-r_1-\dots -r_\lambda} (\Lambda-\lambda)^{\tau-r_1-\dots-r_\lambda}
\...
6
votes
0
answers
354
views
Ordering of completely bounded maps
Let A be a C*-algebra, let H be a Hilbert space, and let $T:A\rightarrow B(H)$ be a completely bounded (cb) map (that is, the dilations to maps $M_n(A)\rightarrow M_n(B(H))$ are uniformly bounded). ...
- 18.7k
2
votes
0
answers
351
views
Distribution of transformed multinomial variable?
Suppose we have a uniform multinomial distribution over $2^d$ outcomes. Multinomial coefficients give distribution of vector valued variable $v$ where $v$ is the vector of observed counts.
Is there a ...
- 2,252
2
votes
0
answers
146
views
Subspace where an operator is positive
Given a self-adjoint operator $\hat{T}$ on a Hilbert space $\mathcal{H}$, and assuming it has a basis of eigenvectors $\{\phi_n\}$ such that $\hat{T}\phi_n=\lambda_n\phi_n$, one can consider the ...
- 2,358
2
votes
0
answers
113
views
Does this series stopping times marching forward?
Let $W_t$ is standard Brownian motion under probability measure $P$.
Consider stochastic differential equation
$$ dY_t = dt + Y_t dW_t, \ Y_0 = 0.$$
Note that, the above SDE has a strong non-negative ...
- 1,399
0
votes
1
answer
107
views
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
3
votes
0
answers
146
views
The mean number of vertices in small connected components of random geometric graphs
I place $N$ points on a circular plane of radius $R$, and draw edges to connect points that are less than or equal to some distance $D$ to form a set of graphs or cliques $G_i$. As a function of $N$, ...
3
votes
0
answers
251
views
What is the origin of the metrization problem for compact convex sets?
The following is an ``old question in analysis:''
Is it true that every perfectly normal compact convex subset of a locally convex topological vector space is metrizable?
Here perfectly normal means ...
- 3,547
4
votes
0
answers
114
views
Bounds on the size of a set of strings over an arbitrary alphabet within a fixed Hamming distance of one-another
I pick a set of random strings $S$ of length $L$ over an $P$-letter alphabet. These strings are 'random' in the sense that every character is chosen with uniform random probability over the ...
- 41
0
votes
0
answers
165
views
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
1
vote
0
answers
125
views
Isomorphisms of group extensions arising from antisymmetric forms
Let $V,W$ be topological vector spaces and fix continuous antisymmetric bilinear forms $\omega_1:V\times V\to \mathbb{R}$, $\omega_2:W\times W\to\mathbb{R}$. Since $\omega_1$ is a 2-cocycle (in fact ...
- 1,411
2
votes
0
answers
102
views
More positive pivotal edges than negative ones at critical bond percolation on Z^2?
Consider critical bond percolation on $\mathbb{Z}^2$ inside a fixed rectangle $(0,0) - (an,n), a \geq 1$ and write $A$ for the event that there is an open crossing in the long (left to right) ...
- 960
1
vote
0
answers
130
views
Divisible Random Variables
Suppose I can write a positive, real valued random variable
$$ X = m_1 X_1 + m_2 X_2,$$
where $m_1$ and $m_2$ are i.i.d, $X_1$ and $X_2$ are i.i.d and moreover, the $X_i$ are distributed like $X$. ...
- 195
2
votes
0
answers
114
views
non-closed weak graph limit of symmetric operators
Hi Everyone,
I was recently reading Reed & Simon's functional analysis textbook (the first volume), and it mentions casually on page 294 that weak graph limits of a sequence of symmetric ...
- 21
1
vote
0
answers
131
views
Help with derivation of probability density of {event generation} & {event detection}
I would like to specify a new probability distribution that relates to an event of size M being produced by some process and subsequently detected.
Some assumptions :
1) If the event is detected ...
- 11
0
votes
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
1
vote
0
answers
149
views
Banach spaces with simple best approximate solutions
Let $\langle V,||.||\rangle$ be a Banach space such that:
$\;\;$ for all continuous linear maps $\: L : V\to V \:$ and members $v$ of $V$, there exists a unqiue member $u$ of $V$
$\;\;$ that ...
user5810
1
vote
1
answer
263
views
Need help with references on the status of a "Littlewood Problem"
The "Littlewood Problem" in the title asks for a characterization of finite sequences
n1< ...< nk of integers such that zn1+zn2+...+znk≠0
for any complex number z of unit modulus.
Does ...
3
votes
0
answers
48
views
Number of not self-intersecting closed paths spanning $n$ iid uniform points
Let $X_1,X_2,\dots,X_n$ be independent uniform variables in the square. What is the number of piece-wise linear paths which vertices are all the $X_i$ and that do not self-intersect? In other words, ...
- 1,352
1
vote
0
answers
136
views
Boundedness of Integral
Suppose we operate on the unit simplex $\Delta \subset \mathbb{R}^d$ with $0$ as a corner point.
Define the integral
$$
Iu(x):=\int_0^1 t^{|\beta|-1}x^\beta u(tx)\mathrm{d}t,\quad x\in \Delta
$$
and ...
- 233
2
votes
1
answer
194
views
Is there any result discribing the value of the correlation of a measurable function of `$X$` and itself: `$corr(f(X),X)$` ?
Let $X$ be a random variable, and $f$ a measurable function. Is there any particular relationship between the expression of $f$ and $corr(f(X),X)$?
BACKGROUND
The background of asking the value of $...
- 23
5
votes
0
answers
104
views
Regularity of simplices, part deux
This question is directly inspired by Pietro Majer's question and my answer to it.
One can define a simplex, and the dihedral angles thereof in an infinite dimensional Hilbert space (one has to take ...
- 96.4k
3
votes
0
answers
171
views
Iterated Kumaraswamy distributions
The Kumaraswamy distribution has cdf $F(x;a,b) = 1-(1-x^a)^b$.
Does anyone know any formulas or properties relating to iterations of this on itself, meaning
$$ F_i(x;a,b) = 1-(1-F_{i-1}^a)^b$$
If ...
- 233
1
vote
0
answers
119
views
Particular types of basis on a normed vector space of finite dimension
Is it true that on every normed vector space $V$ of dimension $n$ there exists a basis of norm $1$ vectors $v_i$, such that $\|\sum_{i=1}^n\epsilon_iv_i\|\geq 1$ for all possible combinations of $\...
- 31
1
vote
0
answers
203
views
Probability and information. The burrel-bucket-glass problem.
Suppose we have a barrel with three different kinds of marbles: red, green and blue. The probability to find a red marble in the barrel is R0, analogously the probability for green is G0 and for blue ...
- 19
2
votes
0
answers
140
views
Products for probability theory using zero sets instead of open sets
(For all of this post, at least Countable Choice is assumed to hold.)
For all Tychonoff spaces $\langle X,\mathcal{T}\hspace{.06 in}\rangle$ :
Define $\mathbf{Z}(\langle X,\mathcal{T}\hspace{.06 in}\...
user5810
1
vote
0
answers
141
views
$A \perp B$ and $A+B\perp r\left( 2A+B\right)$ for some continuous function $r$. Is there such a triplet $\left( A,B,r\right) $ with non-constant function $r$?
Let $A$ and $B$ be independent continuous random variables with supports $ \left( -\infty ,\infty \right) $ and $r$ be a continuous function. In addition, $A+B$ and $r\left( 2A+B\right)$ are ...
- 11