All Questions
1,778 questions
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The Wiener measure of an open set
There is so much written about the Brownian motion and I suspect the answers to the questions below are hidden in somewhere in the literature but I cannot find them
Denote by $E$ the Banach space ...
- 34.7k
8
votes
2
answers
2k
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Moment matching: construction of a mixture of Gaussian distribution with lower moments identical to Gaussian
This is a question related to the statistical model behind independent component analysis (ICA).
We assume that $Z \sim N(0,1)$. Our goal is to construct a random variable $X$ that follows a ...
- 1,127
8
votes
2
answers
1k
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VC dimension, fat-shattering dimension, and other complexity measures, of a class BV functions
I wish to show that a function which is "essentially constant" (defined shortly) can't be a good classifier (machine learning). For this i need to estimate the "complexity" of such a class of ...
- 6,853
8
votes
1
answer
1k
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Location of maximum of Brownian motion with rough drift
I am interested in the distribution of the $\text{argmax}_{t \in [0,1]} \{B(t) + f(t)\}$, where $B$ is a Brownian motion (or Brownian bridge) and $f:[0,1] \to \mathbb{R}$ is a continuous function. ...
- 93
7
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2
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Integral of the product of Normal density and cdf
I am struggling with an integral pretty similar to one already resolved in MO (link: Integration of the product of pdf & cdf of normal distribution ). I will reproduce the calculus bellow for the ...
- 81
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3
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Prove that a sub-Gaussian random vector over a finite set $S \subset\mathbb R^n$ implies that $|S|$ is exponentially large
Let $X$ be an isotropic random vector (i.e. $E[XX^T]=I_n$) and $X$ takes value in a finite set $S \subset\mathbb R^n$. If $X$ is a sub-Gaussian random vector and the norm $\|X\|_{\psi_2}\le C$ where $...
- 601
7
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1
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907
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Lebesgue differentiation theorem holds on locally doubling space?
It's known that for a metric space with doubling measure $(X,\mu)$, the Lebesgue differentiation theorem holds , i.e. If $f:X\to \mathbb{R}$ is a locally integrable function, then $\mu$-a.e. points ...
- 471
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1
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430
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What makes Gaussian distributions special? Local field version?
This question is inspired by the recent one about Gaussian measures over the reals:
What makes Gaussian distributions special?
I would be interested in a similar list of characterizations for the ...
7
votes
3
answers
2k
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A question on fractional derivatives
I know practically nothing about fractional calculus so I apologize in advance if the following is a silly question. I already tried on math.stackexchange.
I just wanted to ask if there is a notion of ...
user168611
7
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4
answers
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Invariant means on the integers
Let $A\subseteq\mathbb Z$, as usual we define the lower Beurling density $d^{-}(A)=\lim\inf_{n\rightarrow\infty}\frac{|A\cap[-n,n]|}{2n+1}$ and the upper Beurling density $d^+(A)=\lim\sup_{n\...
- 6,034
7
votes
1
answer
606
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Weak* continuity of positive parts, again
Bill Johnson pointed out to me yesterday that the map $$f \mapsto f^+ = \max(f,0)$$ is not weak* continuous on $l^\infty$. Nonetheless, I think I can prove that if $V$ is a linear subspace of $l^\...
- 42.8k
7
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2
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A curious martingale
Does there exist an almost surely continuous martingale $X$ with $X_t \to +\infty$ almost surely?
Remark: Note that such a martingale exists in discrete time, or equivalently in continuous time if the ...
- 6,215
7
votes
0
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233
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Growth of spheres in FINITE nilpotent groups - Gaussian approximation (central limit theorem)?
Standard setup. Consider a group and choose generators. Word-metric (or in the other words - distance on the Cayley graph of the group+generators) - converts a group into a metric space, which is ...
- 24.9k
7
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2
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2k
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Uniform bound on the eigenfunctions of the Laplacian
Is it possibly to have $L_\infty$ bounds on the eigenfunctions of the Laplacian operator on bounded regular domains with Dirichlet condition? I found several papers by Sogge but these are pretty ...
- 73
7
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1
answer
334
views
Extremal problem for 2-dimensional lattices
Given a lattice $L$ in a Banach space $(B,\|\;\|)$, one denotes by $\lambda_1(L)$ the least norm of a nonzero element in $L$, and by $\lambda_k$ the least $\lambda$ such that there is a linearly ...
- 16.6k
7
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1
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246
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A notion of restricted injectivity for Banach spaces
I apologize in advance if this is well-known.
Let $X$ be a Banach space. Let's call only for this post that $X$ is self-injective if for every closed subspaces
\begin{equation}
A\subseteq B\subseteq X ...
- 2,605
7
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1
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Orthonormal bases on Reproducing Kernel Hilbert Spaces
Recall that a Hilbert space $\mathcal{H}$ is a reproducing kernel Hilbert space (RKHS) if the elements of $\mathcal{H}$ are functions on a certain set $X$ and for any $a\in X$, the linear functional $...
- 577
7
votes
1
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754
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Closed convex hull in infinite dimensions vs. continuous convex combinations
tl;dr: When is the closed convex hull of a set $K$ equal to the set of "continuous" convex combinations of $K$?
I am essentially asking for the most general, infinite-dimensional analogue of ...
- 71
7
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1
answer
186
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$d$-ball approximation for $d\gg 1$ with a convex hull of random points on its boundary
Given a $d$-ball $\mathcal{S}^{d}$, let $P_n$ a set of $n$ points selected uniformly at random on the boundary $\mathcal{S}^{d-1}$ of $\mathcal{S}^{d}$. Let $\mathcal{C}_n$ the convex hull of $P_n$. ...
- 1,677
6
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2
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What's the probability distribution of a deterministic signal or how to marginalize dynamical systems? (functional integrals in probability theory)
Because I still have no idea how it is possible for me to write down seemingly important equations ... that don't make any sense (at least for me) and because I haven't got any helpful comment so far, ...
- 1,026
6
votes
1
answer
680
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Is there an operator algebraic reformulation of the invariant subspace problem?
Let $H$ be an infinite dimensional separable Hilbert space and $B(H)$ the algebra of bounded operators.
Invariant subspace problem: Let $T \in B(H)$. Is there a non-trivial closed $T$-invariant ...
6
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1
answer
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Prove that the flow of a divergence-free vector field is measure preserving
On page 3 of this preprint, after recalling the definition of flow generated by a vector field, the authors remark that "a necessary condition for a flow $\varphi_t(\cdot)$ generated by $a(t, \cdot)$ ...
- 839
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1
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Lipschitz function of independent subgaussian random variables
This question was asked here, but I have reason to believe that it's a serious research question appropriate for this forum (also, the answers given at the link aren't satisfactory).
If $X\in\mathbb{...
- 6,541
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2
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274
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Expectation of period length of functions $f:\{1,\ldots,n\}\to \{1,\ldots,n\}$
For $n\in\mathbb{N}$, let $[n]:= \{1,\ldots,n\}$. Let $\text{Fun}(n)$ denote the set of all functions $f:[n]\to[n]$. To $f\in\text{Fun}(n)$ associate a sequence $\text{seq}(f))$ defined recursively by
...
- 48.9k
6
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0
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339
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What is the algebraic equivalent of independent elements?
The definition/notion of independence is always a bit odd in measure theoretic probability theory.
Definition Given a probability space $(\Omega,\mathcal{F},P)$, two sets $A,B\in\mathcal{F}$ are ...
- 8,071
6
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1
answer
385
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Map from the Multiset Monad to the Giry Monad: From Data to Probabilities
The Mulitiset monad, aka the free commutative monoid monad or "Bag" monad, takes a set to the set of all Multisets for that set. A Multiset is like a set, but can have duplicates. It is used in ...
- 1,313
6
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1
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227
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Quantum group representations from (convolution) matrix units?
Let $A=F(\mathbb{G})$ be the algebra of functions on a finite quantum group with a Haar state $$h=:\int_\mathbb{G}:F(\mathbb{G})\rightarrow \mathbb{C}.$$
There is a convolution product on $A=F(\...
- 1,037
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2
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1k
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Vector Fields in a Riemannian Manifold
Suppose $(M,g)$ is a Riemannian manifold.
Is there a way to classify manifolds where there exists a vector field that commutes with the laplace beltrami operator?
Thanks
- 4,143
6
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1
answer
765
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An equivalence relation on the space of polynomials in one complex variable
Let $P(z)$ be a polynomial with complex variable $z$. We consider the following distribution for the roots of $P(z)=0$: the distribution is a triple $(n_{1},n_{2},n_{3})$
where these integers are ...
- 356
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2
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Probability of general Brownian (or non) bridge to be higher than given parameter?
Consider general Brownian bridge W(0)=0; W(T) = a. (Here "general" means: $W(T)\ne 0$).
What is the probability W(t) >= b, for all $ t \in [0, T] $ ?
Is there close simple formula in terms of a,...
- 24.9k
5
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2
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516
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Anticoncentration of the convolution of two characteristic functions
Edit: This is a question related to my other post, stated in a much more concrete way I think.
I am interested in anything (ideas, references) related to the following problem:
Suppose that $A \...
- 696
5
votes
1
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Inner product of linear bounded operators between Hilbert spaces
Let $X$ and $Y$ be Hilbert spaces, and let $L(X,Y)$ be the set of bounded linear operators between Hilbert spaces.
Can we equip $L(X,Y)$ with a natural inner product? I think it should look like
$\...
- 5,327
5
votes
2
answers
459
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Backward heat equation and forward perturbed heat equation well posed?
I consider the following scenario. Let $I$ be a compact interval in space and $f$ a nice function in the space $C^{\infty}(I)$. In the following we consider a self-adjoint realization of our operators ...
- 536
5
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1
answer
493
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Modulus of continuity of flow for non-Lipschitz vector fields satisfies Osgood condition
An Osgood modulus of continuity is an increasing function $\omega:(0,1]\to(0,1]$ such that $\int_0^1\frac{dt}{\omega(t)}=\infty$.
We say a vector field $X$ satisfies Osgood condition with modulus $\...
- 938
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0
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228
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What is the smallest number of hyperplanes covering $\ell_2$?
For a Banach space $X\ne \{0\}$, let $\mathrm{cov}_H(X)$ be the smallest number of hyperplanes covering $X$.
By a hyperplane in a Banach space I understand any closed affine subspace of codimension ...
- 41.9k
5
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1
answer
294
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Regularity of the Radon transform with respect to the original function
Consider a function $f: \mathbb{R}^{d} \rightarrow \mathbb{R}$ (whose properties are to be specified). I note $\mathbb{S}^{d-1}$ the hypersphere and the Radon transform of $f$ defined for $(t,\theta) \...
- 407
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0
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352
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0-1 matrix combinatorial problem
Let $M \in \{0,1\}^{n \times n}$ and let $r_i$ be its $i$-th row. Given constant $p \in (0,1/2]$, let the number of $1$s in each row be at least $p\,n$. Given constant $c \in (0,1)$, what is the ...
- 1,677
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2
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688
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Endpoint of Brownian motion conditional on high maxima
Note: This question is closely related to an earlier question: A large noise limit.
Let $W$ be a standard one dimensional Brownian motion.
For every $\varepsilon > 0$, let $A_\varepsilon$ denote ...
- 6,215
5
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1
answer
356
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Are the polyhedral cones the only examples of cones that remains closed when they are added to vector subspaces?
Let $C \subset \mathbb{R}^{n}$ be a closed convex cone. If one wants to know whether the linear map $T:\mathbb{R}^{n} \to\mathbb{R}^m$ sends the closed set $C$ to another closed one, $T(C)$, it is ...
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1
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Is every distribution a linear combination of Dirac deltas?
My question is whether Dirac-type distributions over an Abelian group define a basis of the Schwartz-Bruhat space $\mathcal{S}(G)^\times$ of tempered distributions on $G$, so that any distribution $f\...
4
votes
1
answer
414
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A question on an argument in Woronowicz’s paper on the compact quantum group $ {\text{SU}_{q}}(2) $
Let $ q \in [0,1) $. The compact quantum group $ {\text{SU}_{q}}(2) $ is defined to be the universal unital $ C^{*} $-algebra that is generated by two elements $ \alpha $ and $ \beta $ satisfying the ...
- 1,396
4
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2
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558
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Is a specific sequentially closed subset of $M([0,1])$ closed?
Let $M([0,1])$ be the set of finite signed measures on $[0,1]$
(with the topology generated by the sets $\left\{ \mu \in M([0,1]) : \left| \int f(x) \mu(dx)- a\right| \leq \delta\right\}$ for all $\...
- 95
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1
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Quotients of standard Borel spaces
Let $X$ and $Y$ be standard Borel spaces: topological spaces homeomorphic to Borel subsets of complete metric spaces. Given a surjective Borel map $f:X\to Y$, we get an equivalence relation $\sim_f\...
- 1,655
4
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1
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771
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Maximal component of a multivariate Gaussian distribution
Suppose you have a general random Gaussian vector $\mathbf{X}\sim\mathcal{N}\left(\boldsymbol{\mu},\boldsymbol{\Sigma}\right)$. I'm looking for the simple way to calculate the distribution of the ...
- 968
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0
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2k
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metric entropy for Lipschitz functions
Suppose $(X,d)$ is a metric space of unit diameer and let $F$ be the collection of all $1$-Lipschitz functions mapping $X$ to $[-1,1]$, equipped with the sup-norm $||\cdot||_\infty$.
I am interested ...
- 6,541
4
votes
1
answer
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Asymptotic behavior of max of chi-squared distribution
Suppose $X_{\max}$ is the maximum in a sequence $X_1,X_2,\ldots,X_n$ where each $X_i\sim\chi^2_k$ is an i.i.d. chi-squared random variable with $k$ degrees of freedom.
Since chi squared distribution ...
- 907
4
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3
answers
1k
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Arcsine law for Brownian motion with drift
Let
$$X_t = m \cdot t + W_t$$
where $W_t$ is a Brownian motion. Let
$$Z = \sup \{ t\in [0,1] : X_t = 0\}.$$
It is known that if $m = 0$ then the distribution of $z$ is given by
$$\mathbb{P}[Z \leq y ]...
- 1,322
4
votes
1
answer
786
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What is the dual space of $L^p$(conservative vector fields on a bounded set)?
First, some background: I wanted to prove that, if $f$ is a measurable function such that $\nabla f\in L^p_\text{loc}(\mathbb R^n)$, then $f\in L^p_\text{loc}(\mathbb R^n)$, $p\in(1,\infty)$. This is ...
- 391
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6
answers
2k
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Real functions with finitely many zeroes
I am looking for as general a class as possible of real functions defined on $\mathbb{R}^+$ that are guaranteed to have a finite number of zeroes - no, polynomials are not enough :).
Specifically, ...
- 392
4
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0
answers
220
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improved regularization for $\lambda$-convex gradient flows
It is well-known that gradient-flows of convex functionals are "parabolic" in some vague sense, and accordingly solutions tend to regularize instataneously. In the abstract context of gradient flows ...
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