All Questions
18,176 questions
4
votes
4
answers
1k
views
Distribution of 1-norm for Gaussian Unitary Ensemble
Suppose I uniformly sample matrices X from the Gaussian Unitary Ensemble (GUE) with variance \sigma^2. Consider the Ky-Fan d norm, i.e. the sum of the singular values, of X. Let's call this Z=||X||...
- 2,649
9
votes
1
answer
611
views
opposite Banach space
I heard this from Haskell Rosenthal many years ago.
If V is a complex vector space, say the opposite of V is the complex vector space with the same elements, the same operations except switch scalar ...
- 41.1k
12
votes
3
answers
1k
views
Expectation of the product of almost independent Gaussians
Let $X_ i$ be copies of the standard real Gaussian random variable $X$. Let $b$ be the expectation of $\log |X|$. Assume that the correlations $EX_ iX_ j$ are bounded by $\delta_ {|i-j|}$ in absolute ...
- 61.9k
6
votes
3
answers
790
views
'Focusing' the mass of the Probability Density Function for a Random Walk
Consider a random walk on a two-dimensional surface with circular reflecting boundary conditions (say, of radius 'R'). Here, for a fixed-size area, one finds a larger fraction of the probability ...
- 811
12
votes
3
answers
530
views
Making an l_2 distance out of l_1 distance
If we think of the l1 distance as a grid-distance between points, then we can think of l2 distance as what we get when we "shortcut" the grid by going "inside" a cell.
Making the grid finer doesn't ...
- 4,462
11
votes
3
answers
5k
views
Strong law of large numbers for weakly dependent random variables
Let $X_i$ be a sequence of identically-distributed random variables with finite-range dependence (i.e. there exists $I$ such that if $|i-i'| \ge I$, then $X_i$ and $X_{i'}$ are independent), and a ...
- 8,512
21
votes
2
answers
2k
views
In a Banach algebra, do ab and ba have almost the same exponential spectrum?
Let $A$ be a complex Banach algebra with identity 1. Define the exponential spectrum $e(x)$ of an element $x\in A$ by $$e(x)= \{\lambda\in\mathbb{C}: x-\lambda1 \notin G_1(A)\},$$ where $G_1(A)$ is ...
- 2,154
3
votes
1
answer
2k
views
Hilbert Space as direct sum of subspaces with cyclic vectors
Ok,so this should be easy, however I havent taken functional analysis for a while. But given a compact self-adjoint operator on a hilbert space H(over the complex numbers), we define v to be a cyclic ...
- 31
9
votes
1
answer
395
views
Is there a coalgebraic characterisation of the hyperfinite II_1 factor?
Peter Freyd showed that the real interval [0, 1] is a final coalgebra for a functor on sets equipped with two points, which sends such a set to the 'wedge' of two copies of itself, identifying the ...
- 5,094
91
votes
13
answers
146k
views
If you break a stick at two points chosen uniformly, the probability the three resulting sticks form a triangle is 1/4. Is there a nice proof of this?
There is a standard problem in elementary probability that goes as follows. Consider a stick of length 1. Pick two points uniformly at random on the stick, and break the stick at those points. What ...
- 14k
3
votes
1
answer
914
views
Range of a Certain Linear Operator
Consider the following hermitian form on the sobolev space H^1(I), of an interval I:
g(u,v):= \int_I (du/dt dv/dt - \rho(t) u v)dt, where \rho is a nice bounded function on I.
Riesz representation ...
- 31
9
votes
1
answer
10k
views
What is the difference between a homogeneous stochastic process and a stationary one?
Hello.
I am studying stochastic process.
here,
I don't know what is difference of
"the process is homogeneous"
and
"the process is stationary"
I feel confusing. It seems to similar to me.
- 117
-1
votes
1
answer
338
views
about Function of Random variables [closed]
Hello,
I am studying random variables.
Question is this:
if rv X & a function g is known, what is the pdf of random variable Y = g(x)?
in the textbook answer is explained as follows.
P[y ≤ Y ≤...
- 117
40
votes
5
answers
10k
views
Is there a natural measures on the space of measurable functions?
Given a set Ω and a σ-algebra F of subsets, is there some natural way to assign something like a "uniform" measure on the space of all measurable functions on this space? (I suppose first ...
- 1,475
21
votes
5
answers
4k
views
Isomorphisms of Banach Spaces
Suppose $X$ and $Y$ are Banach spaces whose dual spaces are isometrically isomorphic. It is certainly true that $X$ and $Y$ need not be isometrically isomorphic, but must it be true that there is a ...
- 629
16
votes
6
answers
3k
views
analog of principle of inclusion-exclusion
When I teach elementary probability to my finite math students, a common error is to mix up the concepts of disjointness and independence. At some point I thought that it might be helpful to some ...
- 2,150
36
votes
2
answers
13k
views
Mean minimum distance for N random points on a one-dimensional line
Let's say that I have a one-dimensional line of finite length 'L' that I populate with a set of 'N' random points. I was wondering if there was a simple/straightforward method (not involving long ...
- 811
8
votes
3
answers
698
views
L_p norm balls for 1<p<2 - is it always similar to an L_q norm ball for some q>2?
The L_1 ball in 2D is shaped like a diamond (L_1 is also known as the Manhattan norm). The L_∞ ball is shaped like a square (L_∞ is also known as the supremum norm). They are similar, i.e. have same ...
- 101
11
votes
3
answers
4k
views
erfc lower bound
I've seen the following lower bound for the complementary error function (erfc) but I haven't been able to prove it. Does anyone know how to establish the following?
$$erfc(x) > \frac{ x \exp(-x^...
- 5,227
9
votes
6
answers
3k
views
Primes are pseudorandom?
I've been reading the wonderful slides by Terry Tao and thought about this question.
Primes appear to be quite random, and the formal statement should be that there are some characteristics of primes ...
- 15.1k
9
votes
4
answers
850
views
easy(?) probability/diff eq. question
I've been wondering about this ever since I was a little kid and I used to ride in the back of the car and my mom would speed like hell towards a green light, only to slam on the brakes when she ...
- 6,069
10
votes
4
answers
966
views
What m minimizes E(|m-X|^3) for a random variable X?
Let X be a random variable. Then E(|m-X|^1) is minimized when (as a function of m) when m is the median of X, and E(|m-X|^2) is minimized when m is the mean of x.
A couple weeks ago in a technical ...
- 14k
49
votes
13
answers
24k
views
Why is it so cool to square numbers (in terms of finding the standard deviation)?
When we want to find the standard deviation of $\{1,2,2,3,5\}$ we do
$$\sigma = \sqrt{ {1 \over 5-1} \left( (1-2.6)^2 + (2-2.6)^2 + (2-2.6)^2 + (3-2.6)^2 + (5 - 2.6)^2 \right) } \approx 1.52$$.
Why ...
- 673
2
votes
2
answers
372
views
Limit of sequence involving gamma functions
Let G be the gamma function, and b be a constant in (-2,inf). Let
H(n, i) = G(i+1+b) * G(n-i+1+b) / [G(i+1) * G(n-i+1)]
for integers n > i > 0. Let
S(n) = \sum_{i=1}^{i=n-1} H(n, i).
Let x_ n = H(...
- 23
2
votes
1
answer
493
views
Convergence of Affine Transformations
Hi,
I was wondering if anyone could point me to any sources regarding the convergence of iterated affine transformation, i.e. sequences where {a_n} is a set of affine transforms and the sequence:
...
- 690
12
votes
4
answers
877
views
Can you describe the image of the exponential map $B(H)\to B(H)$?
James Tener asks at the 20-questions seminar:
The exponential map $\exp:B(H)\to B(H)$ is just defined by its Taylor series. Can you describe its image?
- 1,059