All Questions
18,178 questions
5
votes
0
answers
77
views
What is the maximal advantage of randomized over deterministic algorithms for approximation in the worst-case?
Let $X\subset Y$ be Banach spaces and $B_X:=\{x\in X: \|x\|_X\le1\}$ be the unit ball of $X$.
The goal is to find an approximation of every element from $B_X$ with error measured in $Y$ by using at ...
0
votes
0
answers
57
views
Double-periodic functions with (possible) poles
Consider the set of double-periodic function $f:\mathbb C/(\mathbb Z+i \mathbb Z) \setminus \{z_0\} \to \mathbb C$, where $z_0$ is a fixed point inside $\mathbb C/(\mathbb Z+i \mathbb Z),$ that have a ...
6
votes
1
answer
133
views
Coupling/Ordering of Brownian bridges
Suppose I have two 1D Brownian bridges $(B^{(1)}_t,t\in [0,1]),(B^{(2)}_t,t\in [0,1])$, one from $0$ to $0$ and one from $x$ to $y$ where $x,y \geq 0$. Is there a neat way to show that there exists a ...
- 228
5
votes
1
answer
184
views
What is a natural interpretation of the commutator of the conditional expectation operator?
Notation: We denote by $\mathbb E_{\mathcal F} X$ the conditional expectation of the random variable $X$ with respect to the $\sigma$-algebra $\mathcal F$.
Given two $\sigma$-algebras $\mathcal G, \...
- 6,223
-1
votes
1
answer
168
views
Space of distributions on $[0,1]^2$: weakly compact or not?
Let $X_1,X_2$ be distributions on $[0,1]$ and let $X=(X_1,X_2)$ be the joint distribution of $X_1,X_2$. Let $\mathcal{X}$ be the set of all such joint distribution $X$.
Question 1: Does $\mathcal{X}$ ...
- 359
23
votes
2
answers
1k
views
How large can $\mathbf{P}[X_1 + X_2 + X_3 < 2 X_4]$ get?
Let $\mu$ be a probability measure on $[0,\infty)$ and $X_1, \dots, X_4 \sim \mu$ independent. Then what can be said about the probability that $X_1 + X_2 + X_3 < 2 X_4$?
More precisely, what is ...
- 6,406
4
votes
0
answers
148
views
Weakly compact sets forced to contain $0$
Let $E$ be an infinite-dimensional real normed space and let $K\subset E$ be a weakly compact set such that, for each $\varphi\in E^*\setminus \{0\}$, there exists a unique $\tilde x\in K$ such that
$$...
- 293
2
votes
0
answers
124
views
dimensionality reduction of Markov chains
Suppose that $M$ is a time-homogeneous (and, for simplicity, stationary) Markov chain on $d$ states, which induces the probability measure $P$ on paths of length $n$. I seek a Markov chain $M'$ on $d'&...
- 6,541
4
votes
0
answers
133
views
Absolute Continuity of the Karhunen-Loeve expansion coefficients
The Karhunen-Loeve theorem (see these notes or the wikipedia page, for example) states the following:
Theorem: For a continuous, square-integrable, centered stochastic process $(X_t)_{t \in T}$ (with ...
- 73
1
vote
0
answers
45
views
Existence of optimal entropic weights for empirical modeling
Let $\mathcal{X} = [0,1]^n$ be the input space and $\mathcal{Y} = \{1, ..., n_c\}$ be a discrete output space. Let $D = \{(x_i, y_i)\}_{i=1}^N \subset \mathcal{X} \times \mathcal{Y}$ be a training ...
- 111
5
votes
0
answers
160
views
Hartman uniform distribution of means
Background: for a discrete abelian group $G$, a character of $G$ is a homomorphism $\chi:G\to \mathbf S^1$, $\mathbf S^1$ being the circle group $\{z\in \mathbb C:|z|=1\}$ with ordinary multiplication....
- 929
1
vote
1
answer
102
views
Does $C^{k,s-k}$ function with lipschitz lower order derivatives give a certain bound on the Taylor remainder?
Let $\Omega \subseteq \mathbb{R}$ be open (not necessarily an interval). Let $ s > 0$ and $k \in \mathbb{N}_0$ be such that $s \in (k, k+1]$. Suppose that
$f \colon \Omega \to \mathbb{R}$ is an ...
- 820
4
votes
1
answer
150
views
Convex order between Gamma distributions and Exponential distributions
Let $ (b_1, \dots, b_n) $ be a tuple of positive integers. Define independent random variables $ Y_i \sim \text{Gamma}(b_i, b_i) $ (shape and rate parameter both equal to $ b_i $) for $( i = 1, \dots, ...
- 55
2
votes
0
answers
179
views
Analytic continuation of $\int_V (f(x_1,\cdots,x_n))^s dx_i$
Let $V$ be an $n$-dimensional simplex, let $f(\boldsymbol{x}) = f(x_1,\cdots,x_n)\in \mathbb{C}[x_1,\cdots,x_n]$ be a product of linear polynomials that is non-zero in interior of $V$. Also let $E(\...
- 528
1
vote
0
answers
87
views
Supremum of sums of functions in $L^1$ taking random signs
Consider the Banach space $X=L^1([0,1])$, and let $n\gg1$ and $x_1, ..., x_n$ be any points in the unit sphere of $X$.
Is there any reasonable lower bound for $$\sup_{(\epsilon_i)_{i=1}^n \in \{-1,+1\}...
- 393
6
votes
2
answers
607
views
Whence “uniform distribution”?
The “Earliest Uses” site suggests that the expression “uniform distribution” first appeared in Uspensky (1937), and “uniformly distributed” in Sakamoto (1943). Is that true?
- 31.5k
3
votes
1
answer
74
views
Strong law of large numbers indexed by a directed set
Let $\xi_{1},\xi_{2},\ldots$ be a sequence of independent random variables with mean 0. For simplicity, assume that each $\xi_{i}$ only takes two values in $[-1,1]$.
Let $\mathscr{F}$ denote the ...
0
votes
0
answers
53
views
Spectral theory of compact operator for quasi-Banach spaces
Let $X$ be a Banach space and let $Y\subset X$ be a quasi-Banach space (with compact inclusion). Suppose $T:X\to X$ is a compact operator such that $1$ is not its eigenvalue and $T|_{Y}:Y\to Y$ is ...
- 938
1
vote
0
answers
38
views
About Carleson measures on the Hardy space on the bidisc
I have been reading the paper "Carleson Measures in Hardy and Weighted Bergman Spaces of Polydiscs" by F. Jafari and there are a few things that going on that I am not entirely convinced of.
...
2
votes
2
answers
88
views
Can the solution to a controlled SDE with additive noise have non full support?
Let $W$ be a standard $d$-dimensional Brownian motion. Consider the following SDE
$$dX_t = b(X_t, u_t) \, dt + dW_t$$
with initial condition $X_0 = 0$ a.s., $b: \mathbb R^d \times \mathbb R^n \to \...
- 6,223
13
votes
2
answers
1k
views
Probability vector $p$ majorizes its normalized entropy vector $\small \frac{-p\log p}{H(p)}$
I guess the following inequality
$$ \sum_{i=1}^n g \left (\frac{-p_i \log p_i}{H(\boldsymbol{p})} \right ) \le \sum_{i=1}^n g (p_i)$$
holds for any continuous convex function $g$ and any probability ...
- 303
5
votes
1
answer
164
views
Does quadratic asymptotic growth imply log-Sobolev inequality?
Let $f : \mathbb{R}^n \rightarrow [0,\infty)$ be a smooth function and consider $h$ s.t $h(\vec{x}) = f(\vec{x}) + \lambda \Vert \vec{x} \Vert^2$.
Does this imply that irrespective of any other ...
- 617
0
votes
0
answers
78
views
What properties does representing measure $\mu$ for $z\in\mathbb{D}^n$ has to satisfy so that $\nu=0$ is the only measure singular with respect to it?
Let $\mu$ and $\nu$ be two measures on the $\sigma$-Borel set $\mathcal{B}(\mathbb{D}^n)$.
We say that $\mu$ is a representing measure for some point $z \in \mathbb{D}^n$, if
$$\forall_{u \in A(\...
- 63
11
votes
1
answer
1k
views
Choosing a relative large density subsequence from a low density sequence
My question is somewhere in the interface of combinatorics, probability, and measure theory. It is quite ad-hoc, and I wonder if there is a counter example.
Consider for example the unit interval $[0,...
- 502
1
vote
0
answers
98
views
Equivalence of Sobolev norms for smooth functions with compact support
Let $f\in C^\infty_c([0,1]^n)$, then we can extend it to a $1$-periodic smooth function $\tilde f$. We define the fourier transform (series) of $f$ ($\tilde f$):$$
\hat f(\xi):=\int e^{2\pi i x\cdot \...
- 435
6
votes
1
answer
170
views
Do projections in an $AW^\ast$-algebra form an orthomodular lattice?
I’m currently studying orthomodular lattices arising out of operator algebras. One of the most standard examples is the projection lattice of a von Neumann algebra - if $M$ acts on a Hilbert space $H$,...
- 2,830
2
votes
0
answers
75
views
Pullback by surjective submersion is injective?
Denote by $\mathcal{D}'_X$ the sheaf of distributions on a smooth manifold $X$.
Let $M$ and $N$ be smooth manifolds and $\Phi: M \to N$ a submersion. Then $\Phi$ defines a unique morphism of sheaves $\...
- 311
1
vote
1
answer
107
views
Iterated optimal transport
Suppose we are interested in two consecutive transport plans (in the Kantorovich formulation). That is, we are given finite sets $X$, $Y$ and $Z$, endowed with probability measures $\mu_X$, $\mu_Y$ ...
- 13
1
vote
1
answer
75
views
Probability of correctly guessing the maximum event probability of a multinomial distribution
I have a sample from multinomial distribution with $n$ trials, and $k=3$ options. I know that one of the event probabilities $p_i$ is larger than the two others (who are equal). I'm trying to guess ...
- 267
3
votes
1
answer
98
views
Error bound for MonteCarlo estimate of elements in Gram-Matrix
Suppose I have a $n\times n$-symmetric positive-definite matrix $A$ with elements:
\begin{align}
[A]_{ij}=\int_{\Omega}f_i(x)f_j(x) \, dx, \quad i,j=1,\ldots,n
\end{align}
where $\Omega\subset \mathbb{...
- 93
3
votes
1
answer
116
views
Does a bounded positive modular sesquilinear form on a $C^\ast$-algebra induces an element of its multiplier algebra?
This is a question that originates from my attempt at this question. Specifically, for a $C^\ast$-algebra $A$, I am attempting to construct a map $\phi: A \times A \to A$ s.t.,
$\phi$ is sesquilinear,...
- 2,830
-1
votes
1
answer
80
views
Seating assignment inspired question
Motivation. Recently I stayed at a hotel which had the curious custom to ask their $n$ parties (group of guests, most parties a married couple) which of the $n$ tables they wanted to take. Of course ...
- 48.9k
2
votes
0
answers
114
views
Echoes of the chord
Just a fun problem I thought of.
A man is playing a magical pipe organ - every chord is an integer number of decibals (dB) loud. The softest chord is $0$ dB. Every chord of $N > 0$ dB creates a ...
- 6,223
3
votes
1
answer
116
views
Interpretations of analytic continuations of CDFs to complex probabilities
Are there notable cases where analytic continuations of cumulative distribution functions to complex arguments have a meaningful interpretation or are otherwise useful?
If a one dimensional CDF is ...
- 7,545
3
votes
0
answers
196
views
Parabolic smoothing for semilinear PDE
Consider the semilinear energy-critical parabolic PDE in $\mathbb{R}^3$
\begin{align}
\partial_t u &= \Delta u + |u|^{4/(n-2)}u = \Delta u + u^5\\
u(0,x) &= u_0\in \smash{\dot{H}}^1(\mathbb{R}^...
- 537
9
votes
3
answers
448
views
All stationary martingales are constant?
Suppose $(X_{n})_{n\geq{1}}$ is a stationary process that is a martingale with respect to some filtration. Suppose also that $\mathbb{E}X_{0}^{2}<\infty$ so that $\mathbb{E}X_{n}^{2}<\infty$ for ...
- 662
0
votes
0
answers
122
views
Is there a good or commonly accepted short notation for the set of differentiable, but not necessarily continuously differentiable maps?
Every once in a while I find myself in need of some short notation for the set of differentiable, but not continuously differentiable maps, say, $X \to Y$. Always having to specify "...
- 7,127
2
votes
0
answers
104
views
Existence of Dirac measures in the context of joint and marginal distributions
Let $\pi$ be the joint law of $(X, Y)$ with marginal distributions $\mu$ and $\nu$. We assume that we have: for all $A \in \mathcal{B}(\mathbb{R})$ such that $\mu(A) > 0$
$$
\nu\left(\{y \in \...
0
votes
1
answer
86
views
Analytical approaches to approximate probability density functions of multivariate random functions
Given a random multivariate function $f(x, y, z)$, where $x, y, z$ are independent and identically distributed random variables with a probability distribution $\rho(X)$, I aim to approximate the ...
- 375
2
votes
0
answers
102
views
Semiclassical limit of spectral gap of Schrödinger operators with nonsmooth potential
Let $\Omega$ be a connected compact subset of $\mathbb{R}^d$. It is well known that for a smooth potential $V:\Omega \to \mathbb{R}$ that has a unique nondegenerate minimum $V(0) = 0$, the operator $H ...
- 1,551
3
votes
1
answer
218
views
Pathwise linearization of diffusion processes
Let $W$ be a standard $n$-dimensional Brownian motion, and $X$ the diffusion process given by the solution to the SDE
$$dX_t = \mu(X_t) \, dt + \sigma(X_t) \, dW_t,$$
with $\mu: \mathbb R^n \to \...
- 6,223
4
votes
1
answer
143
views
When does an Itô diffusion give a semigroup on $L^2$
I would like a reference for when an Itô diffusion generates a strongly continuous semigroup on $L^2(\mathbb{R}^n)$.
I have a time-homogeneous Itô diffusion of the form
$$dX_t=b(X_t)dt+\sigma(X_t)dB_t$...
- 263
1
vote
0
answers
74
views
Asymptotically small submatrices of random matrices
Consider an ensemble of $N \times N$ random Hermitian matrices distributed according to some unitarily invariant measure
$$P(M) \mathrm{d}M = \frac{1}{Z_{N}} e^{-\mathrm{tr}[ Q(M)]}\mathrm{d}M,$$
for ...
- 131
5
votes
0
answers
412
views
Is it really interesting to prove well-posedness of unsolved SPDE?
Lots of nonlinear SPDE remained open for decades (especially the non-deterministic ones in higher dimensions because of the regularity of the noise) until Hairer's breakthrough (regularity structures),...
- 573
3
votes
1
answer
195
views
Probability of sum of i.i.d. random variables being positive
Let $g,l \in (0,1)$ and $p\in [0,1]$. Let $X(k,1-p)$ be a random variable with binomial distribution with parameters $k$ and $1-p$. Let $Y(k,p)$ be a random variable with binomial distribution with ...
- 63
7
votes
2
answers
706
views
Poisson binomial conjecture
Let $X_i\in\{0,1\}$
be mutually independent and distributed according to $\mathrm{Bernoulli}(p_i)$
and similarly, $Y_i\sim\mathrm{Bernoulli}(q_i)$,
for some parameters $p,q\in[0,1]^n$. Put $X:=\sum_{i=...
- 6,541
16
votes
0
answers
310
views
Randomized Pascal's triangle: What is the average of all the numbers?
This question was posted on MSE. It received some interesting responses, but no definite answer.
Let's build a variation of Pascal's triangle. We write $1$'s going down the sides, as usual. Then for ...
- 3,567
1
vote
1
answer
215
views
Compactness with respect to topology induced by total-variation distance
I've been working on a problem and at some point in the proof I need to show that the following set $$\left\{\mu \in \mathcal{P}_{ac}(\mathbb R^d): \int \varphi(x)\mu(\mathrm{d}x)\leq C\right\}$$
is ...
- 21
25
votes
5
answers
2k
views
Find the area of the region enclosed by $\frac{\sin x}{\sin y}=\frac{\sin x+\sin y}{\sin(x+y)}$ and the $x$-axis (comes from a probability question)
This question resisted attacks at MSE, so I am posting it here.
Here is the graph of $\dfrac{\sin x}{\sin y}=\dfrac{\sin x+\sin y}{\sin(x+y)}$.
Find the area of the region enclosed by the curve and ...
- 3,567
1
vote
0
answers
68
views
Bialgebras in 1/Kl(D)
$1/Kl(D)$ is the comma category of the one element set in the Kleisli category of the distribution monad. There is mention of it here. The objects are probability distributions called states and the ...
- 331