All Questions
18,177 questions
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1
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relation between inclusion and embedding [closed]
Assume that $X$ and $Y$ are two Banach spaces, now we have that $X$ is included in $Y$, in the sense that $\forall a\in X$, we have $a\in Y$. Then can we get that $X$ is embedded in $Y$, namely, $\...
- 331
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votes
1
answer
545
views
probability mass function fitting [closed]
I have a probability mass function of some experimental data who's log looks like the following: (please ignore the fact that it is not normalized)
![alt text][1]
[image shack image removed]
(...
- 307
-1
votes
1
answer
502
views
Name for probabilistic version of Pascal's identity and differentiation formula for binomial distribution
I'm trying to find a standard name or standard reference for two simple-to-prove relations involving binomial distributions.
Define:
$b(n,r,p) := \binom{n}{r}p^r(1 - p)^{n-r}$
i.e., it is the ...
- 7,320
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votes
1
answer
93
views
Variance of bins for N balls into M bins [closed]
If I throw N balls independently into M bins with uniform probability, the expected mean of the M bins is N/M balls.
What is the expected variance of the M bins?
I was thinking of what bin size I ...
-1
votes
1
answer
103
views
Convergence in $\mathbb{L}_1$ implies convergence "perturbed" conditional expectations
Consider a sequence of conditional pdf's $p_n(y | x)$ on a Polish space $X \times Y$, endowed with its Borel sigma algebra. Suppose, as $n\rightarrow \infty$, in $\mathbb{L}_1$ (the following ...
- 141
-1
votes
1
answer
286
views
Check an equation on the Heisenberg group $H_1$
The Heisenberg group $H_1$ is the set $\mathbb C\times \mathbb R$ endowed with the group law
$$ (z,t)\cdot(w,s) =\left (z+w, \,t+s+\tfrac{1}{2}\Im m(z \bar{w})\right); \quad \forall z,w \in \mathbb C\,...
- 650
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votes
1
answer
148
views
Strong law of large numbers for a sequence of random variables in different probability spaces
Is it known whether the following version of the strong law of large numbers holds?
For each $k\in\mathbb{N}$, let $\Omega_k$ be a finite set and $\mu_k$ be a probability measure on $\Omega_k$. Let $(...
- 1
-1
votes
1
answer
169
views
joint density of two relevant random variables
It seems that for most of the examples to derive the joint density of two or more random variables, the random variables themselves need to be independent. Is it possible to get the joint density of ...
-1
votes
1
answer
273
views
What does $\mu$ and $\nu$ "dependent" mean? [closed]
On the other hand, if $\mu$ and $\nu$ are completely dependent then $\pi_{x_1}=\delta_{f(x_1)}$ for some function $f$. Then $W(\pi)=1$.
Note that
$$
\pi(dx, dy)=\pi_x(dy)\mu(dx).
$$
If $\pi_x(dy)=\...
- 288
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votes
1
answer
153
views
Sobolev estimates $\|\nabla\phi\|_{\infty}\leq C\|\phi\|_{H^2}$
This is a cross post in continuation to this question on Mathematics Stack Exchange. I wanted to know if this inequality holds true in two or three dimensions,
$\|\nabla\phi\|_{L^{\infty}(\Omega)}\leq ...
- 101
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votes
1
answer
79
views
A question about the commutator $[J^s,u]\partial_x u$
I am studying the use of the commutator for finding the estimate of energy. During my looking through many papers I found that this paper contains a possible typo. Here is the archive version which ...
- 159
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votes
1
answer
164
views
Closure of the point spectrum of an unbounded diagonalizable operator
Given a (separable) Hilbert space H and an unbounded densely defined linear operator $T:{\cal D}(T) \to $H such that ${\cal D}$ is diagonalizable (it means $\exists$ an O.N.B. of H such that all basis ...
- 969
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votes
1
answer
159
views
Poisson distribution and conditional expected value [closed]
I have a task:
Lat's take independent variables $X_{i}$ with Poisson distribution $Poiss(a)$. Distribution of $a$ has density $p(a)=\frac{8}{3}a^3e^{-2a}, a\ge0$.
Calculate:
$E(a|X_1=3, X_2=2, X_3=5, ...
- 101
-1
votes
1
answer
95
views
Multi-variable expansion of $e^{u^T X}$ as a power series in terms of tensors [closed]
I have the following question related to multivariable moment generating functions. Given two vectors $u,X\in\mathbb{R}^d$, I want to characterize the quantity $e^{u^T X}$ in terms of "powers&...
- 9
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votes
1
answer
78
views
Fundamental of a signal
Consider the space $S$ of real functions with the norm $$\|f\|^2 = \frac{1}{\sqrt{2 \pi}} \int_{-\infty}^{\infty} e^{-x^2/2} f^2(x) ~\mathrm{d}x, $$
or any reasonable Euclidean norm such that bounded ...
- 1,902
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votes
1
answer
210
views
A commuting pair of isometries
Let $H$ be a Hilbert space and $B(H)$ be the space of all bounded operators on $H$.
The Wold decomposition says that: an operator $x$ in $B(H)$ is an isometry if and only if $x=x_u\oplus x_s$ where $...
- 4,058
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votes
1
answer
92
views
Is the distribution of a Banach space valued Lévy process uniquely determined by its characteristic function?
Let $E$ be a $\mathbb R$-Banach space. Remember that if $\mu$ is a finite measure on $\mathcal B(E)$ then $$\Phi_\mu:E'\to\mathbb C\;,\;\;\;\varphi\mapsto\int\mu({\rm d}x)e^{{\rm i}\varphi(x)}$$ is ...
- 167
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votes
1
answer
164
views
Covariance inequality with Lipschitz functions
Suppose that $X$ and $Y$ are random variables and suppose that for all Lipschitz functions $f$ and $g$ s.t. $f(X),g(Y)\in L^p$, $p>2$,
$$
|\operatorname{Cov}(f(X),g(Y))|\le \big(\operatorname{Lip}(...
- 99
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votes
1
answer
396
views
Convergence of Radon-Nikodým derivative
Imagine we have a sequence of finite measures $\nu_n << \mu_n$ (on the torus $\mathbb{T}^2\subseteq \mathbb{R}^2$) converging weakly to some measures $\nu << \mu$. Do we automatically have ...
- 183
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1
answer
320
views
Existence of weak limit for bouded sequence $\{y_n\}$ such that for every weak limit point $\{y_n\}$ must equal $y$
Let $X$ be separable Banach space and $\{x_n\}$ be a bounded sequence, relatively weakly compact sequence in $X$. we set $y_n=\frac{1}{n}\sum_{i=1}^{n}{x_i}$, then (together with the Krein and ...
- 199
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votes
1
answer
138
views
On the concentration of Lipschitz functions near its expectation, where the vector has identical but not independent, components
Consider the random vector $X:=(X_1\dots X_1) \in \mathbb{R}^n, X_1 \sim \mathcal{N}(0,1).$ Notice the identical components, they're identically distributed but not independent.
Now, I was wondering ...
- 1,467
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votes
1
answer
323
views
Expressing the sum of two squared inner products more compactly: is it possible to lift the dimension? [closed]
Let $v_1,v_2\in\mathbb{R}^d$ be two fixed vectors, and $\langle \cdot,\cdot\rangle_{\mathbb{R}^d}$ be the usual Euclidean inner product in $\mathbb{R}^d$.
My question is as follows. Is there an (...
- 1,096
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votes
1
answer
96
views
On bounding a certain discrepancy between probability distributions on the symmetric group
Disclaimer. This is a follow up to a question I asked and answered on SE https://math.stackexchange.com/q/3579311/168758. The question was about upper-bounds. Here I'm interested in lower bounds, and ...
- 6,853
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votes
1
answer
119
views
Existence of a function with slow growth on derivatives
Does there exist a smooth compactly supported function $$f \in C^{\infty}_c((0,1))$$
such that
$$ \|D^k f\|_{L^{2}(0,1)} \leq \left\lfloor{\alpha\,k}\right \rfloor! \quad \forall\, k\in \mathbb N$$
...
- 4,145
-1
votes
1
answer
81
views
Closed on generic set implies closed set whole set [closed]
Assume that $f:\mathbb{R}^{2}\rightarrow \mathbb{R}^{2}$ is a continuous on a set $A$. Let $B \subset A$ be a generic set in $\mathbb{R}^{2}$ i.e, the countable intersection of the open and dense ...
- 1,043
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votes
1
answer
349
views
Sequence converging to different limits with respect to two different _complete_ norms
Do there exist a real vector space $X$ complete with respect to norms $|\cdot|$ and $\|\cdot\|$ and a sequence $(x_n)_{n\in \mathbb N} \subset X$ such that there exist $x,y\in X$: $x\ne y$, $|x_n - x|\...
- 1,277
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votes
1
answer
74
views
Invariant ergodic measure Volterra operator
Define the Volterra operator $V$ on $C_0([0,1])\triangleq \{g \in C([0,1]):g(0)=0\}$ by
$$
f \mapsto \int_0^{\cdot} f(s)ds.
$$
Is there an example of an ergodic and $V$-invariant Borel probability ...
- 5,405
-1
votes
1
answer
83
views
Convergence in mean and convergence in distribution
Suppose a sequence of random variables $X_n$ convergence in distribution to $X$, and $Y_n$ convergence in pth-mean (any $p\geq 1$) to $Y$. Moreover, there exist constants $c_0,c_1$ such that
$$
0< ...
- 411
-1
votes
1
answer
265
views
A sequence of Hilbert spaces and a sequence of linear funtionals [closed]
Let $H$ be an Hilbert space over $\mathbb{C}$
Let $\{h_m\}_{m \in \mathbb{N}} \subset H$ be a sequence of linearly independent vectors in $H$
Let $\forall m \in \mathbb{N}: H_m = \overline{\...
- 433
-1
votes
1
answer
102
views
Compactness of a special kind of Integral operators
Let $(S(t))_{t>0}$ be a continuous operator from $L^2(0,1)$ to its self and Let $K$ be the operator $$\eqalign{
& K:{L^2}(0,1) \to {L^2}(0,1) \cr
& f: \to (Kf)(x) = \int\limits_0^1 {k(...
- 617
-1
votes
1
answer
83
views
On probabilistic extension for Bernstein polynomials
Suppose $X_m\sim p_m(x)$ is a discrete distribution on $[0,1]$ where the value takes multipliers of $\frac{1}{m}$ (e.g., $p_m(x=\frac{k}{m})=\frac{1}{m+1})$. Suppose $p(x)=\lim\limits_{m\rightarrow\...
- 101
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votes
1
answer
370
views
What's the probability of two independent events in time domain?
Suppose there are two independent events A and B. The probability that A or ...
- 29
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votes
1
answer
140
views
Question to show the following function in $L^{2}$ [closed]
If $\varphi \in C^{0}(\bar{\Omega}) \cap C^{2}(\bar{\Omega} \setminus \left\{0\right\})$, does it imply that $\varphi \in L^{2}(\Omega)$?
- 19
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votes
1
answer
132
views
About a property in a reflexive Banach space
Let $E$ be a reflexive Banach space. Let $\{x_n\}_n$ be a bounded sequence of linearly independent elements of $E$. Does there exist a sequence $\{\phi_n\}_n$ of elements of $E^*$ (the dual of $E$) ...
- 2,118
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votes
1
answer
199
views
How can one quantify the convergence of relative frequency to probability?
I have already asked this on stackexchange but did not get any answer.
Say I run a simple Bernoulli trial a number of times and compute the relative frequency for success. Clearly the relative ...
-1
votes
1
answer
149
views
Hierarchies of Operator Norms [closed]
Given some linear operator $T: V \mapsto W$, we can talk about the operator norm between the spaces V and W, i.e.
$$
\| T \|_{V \mapsto W} \ = \ \sup_{g} \| Tg \|_W \ , \quad \mbox{ with } \| g \|_V \...
-1
votes
1
answer
136
views
An elementary question about integration by parts! [closed]
Let $f,g: R \rightarrow R$ be two positive increasing functions. Under what (non-trivial) conditions one can guarantee that $\int_{0}^{\infty}f'g dx\geq \int_{0}^{\infty}g'fdx$.
-1
votes
1
answer
159
views
Bounding difference of two mutual information with different distributions on random variables
Let $A$, $B$ and $C$ be three random variables and $p_{A,B,C}=p_Ap_Bp_{C|A,B}$ and $q_{A,B,C}=p_Aq_{B|A}p_{C|A,B}$ be two distributions on them. Then, we can conclude that?
\begin{align*}
\lvert I_p(A,...
- 287
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votes
1
answer
519
views
Poisson kernel is the Cauchy distribution, reference?
Let $d = 2$, and consider the domain $D = \mathbb{H}$, the upper half-plane. Can someone give me a reference to a proof that the Poisson kernel is the Cauchy distribution?
-1
votes
2
answers
187
views
On Bohr-MollerupTheorem [closed]
In http://mathworld.wolfram.com/Bohr-MollerupTheorem.html, Bohr-Mollerup Theorem is given where it is stated that $\Gamma$ function is the unique log convex function that satisfies $\phi(x+1)=x\phi(x)$...
- 13.9k
-1
votes
1
answer
364
views
Basketball shots and stopping rule [closed]
Moved over from StackExchange.
You are taken to play a basketball game where you can shoot basketballs at n slots using a machine that is equally likely to shoot the balls into those n slots. You can ...
- 1
-1
votes
1
answer
159
views
Question about the derivative of a fuctional
I have this lemma+proof and i dont understand why it follows from $J'(u_n)\rightarrow 0$ that $-\Delta_p u_n- f(x,u_n)\rightarrow 0$ such that
$J(u)=\frac1p\int_{\Omega} |\bigtriangledown u|^p dx-\...
- 277
-1
votes
1
answer
75
views
Finiteness of "novel variance" from a kernel on a compact space [closed]
Let $c(i,i')$ be a kernel function on a reasonable index space $I$. Choose a dense sequence of points $\{i_1, i_2, \cdots \} \subseteq I$, and define the one-point kernel functions $k_n := c(\cdot, ...
- 8,512
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votes
1
answer
172
views
Multiplicative version of Novikov inequality for Ito integral
It is clear that Ito isometry
$E(∫^t_0fdW)^2=E(∫^t_0f^2dt)$
can be written in the multiplicative form as
$E(∫^t_0fdW\cdot∫^t_0gdW)=E(∫^t_0f⋅gdt).$
Is it possible to obtain the multiplicative version ...
-1
votes
1
answer
211
views
Stone Cech compactification for exponential map
Recently I met with a problem related to Stone-Cech Compactification theorem
in Furstenberg's famous paper "non-commuting product."
I try my best to understand Stone-Cech compactification theorem by ...
- 1,706
-1
votes
1
answer
259
views
Absolute continuity of probabilities on Polish spaces and open sets. [closed]
On a polish space $\mathcal{X}$ i consider two Borel probabilities $P$ and $Q$ such that for any open set $E$ of $\mathcal{X}$ we have : $P(E) =0$ implies $Q(E)=0$. Does this imply that $Q$ is ...
- 41
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votes
1
answer
934
views
Domain and exponential of self- adjoint operator
Let $A$ be a self - adjoint operator on a Hilbert space $\mathcal{H}$ and let $D(A)$ be its domain. If $\psi \in D(A)$ then $exp(-itA) \psi \in D(A)$ iff $A$ is bounded ?
Thank ...
-1
votes
3
answers
304
views
Distribution under operations
Let $X$, $Y$, $Z$, and $W$ be i.i.d. copies of a standard gaussian variable, that is in distribution $\mathcal{N}\left(0,1\right)$, then what is the distribution of $\left|\frac{XY}{Z}-W\right|$?
...
- 65
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votes
0
answers
26
views
Estimate the value of the PDF $P(f)$ at the minimal $f_0$ of the random-variable function $f(\mathbf{x})$
Let $f(\mathbf{x})=f(x_1,x_2,\dotsc,x_N)$ with $N>2$ be a real and continuous function and $f(\mathbf{x})\ge f_0$ for any $\mathbf{x}\in\mathbb{R}^N$. Now let $x_1,x_2,\dotsc,x_N$ be the i.i.d. ...
- 375
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votes
0
answers
35
views
Different definition of Feller semi-group
(This is a crosspost of a question on MathStackExchange which did not receive any answer.)
Let $E$ be a locally compact metric space, let $C_0(E)$ be the set of real-valued continuous functions of $E$ ...
