All Questions
18,177 questions
0
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100
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Expressing a multivariate normal distribution as a mixture of uniform distributions?
Context: Given a scalar normal distribution $X\sim \mathrm{N}(\mu, \sigma^2)$, it is possible to express $X$ as a mixture of uniform distributions over intervals (compound probability distributions), ...
5
votes
1
answer
379
views
Nuclear vs Banach spaces: compactness properties
A question about the meaning from following excerpt from german wikipedia adressing interesting crucial feature of nuclear spaces opposing them from Banach spaces (transl.):
While normed spaces, ...
- 6,028
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
2
votes
0
answers
77
views
Inequalities concerning cummulative distributions of binomials
For random variable $Z$, let $F_Z$ denote its cdf, i.e., $F_Z(t)=\mathbb{P}(Z\leq t)$. Let $X$ be a binomial distribution with parameters $(n,p)$ and $Y$ a binomial distribution with parameters $(m,p)$...
- 121
2
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0
answers
47
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Norm density of evaluation functionals in the space of weak$^*$ continuous multilinear functionals on products of dual Banach spaces
Let $K$ be a compact (metrizable) space and let $C(K)$ be the Banach space of continuous real-valued functions on $K$, equipped with the supremum norm. It is then well known that the dual space $C(K)^*...
- 56
-1
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1
answer
61
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Asking for some references on correlations of joint optimization problems
Here are two problems that I am trying to understand, and it would be nice if someone could provide references on whether there is some structure theorem for these problems that have been studied in ...
0
votes
0
answers
141
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The tensor product of two Fredholm operators
What can be said about the tensor product $T\otimes S$ of two Fredholm operators $T:X_1\to Y_1$ and $S:X_2 \to Y_2$ where $X_1,X_2,Y_1, Y_2$ are Banach spaces and tensor product of ...
- 356
0
votes
2
answers
135
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Expectation of supremum of sub gaussians
I am trying to prove Lemma 2.3 of ON THE SPECTRAL NORM OF
GAUSSIAN RANDOM MATRICES, which states that
Let $X_1,\cdots,X_n$ be not necessarily independent random variables with $\mathbb{P}[X_i > x] ...
- 150
1
vote
0
answers
64
views
Convergence of iterated average Bayesian posterior to high entropy distribution
Setup
Assume $p_Y \in \Delta^n$ is a probability vector obtained by $p_Y=L_{Y|X}p_X$, where $L_{Y|X} \in \mathbb{R}^{n \times m}$ is an arbitrary likelihood (i.e, a column stochastic matrix) and $p_X \...
- 11
1
vote
0
answers
61
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Bound on $\int_0^1\sqrt{\log N_{[]}(\varepsilon,\mathcal{F},d)} \, d\varepsilon$ over the class of half-spaces $\mathcal{F}$ on $\mathbb{R}^d$?
For a class of functions $\mathcal{F}$ and a pair $f,g\in\mathcal{F}$ with $f\leq g$, the interval $[f,g]=\{h:f(x)\leq h(x)\leq g(x),\forall x\in\mathbb{R}^d\}$ is called a bracket for $\mathcal{F}$. ...
- 141
1
vote
0
answers
40
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relatively weakly compact sets in the projective tensor product of $\ell_p $ and a Banach space $X$
We will use the notation in [1].
A sequence $(x_n)$ in $X$ is called weakly $p$-summable ($p\ge 1$) if $(x^*(x_n))\in \ell_p$ for each $x^*\in X^*$. Equivalently, a sequence $(x_n)$ in $X$ is ...
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
4
votes
1
answer
180
views
Analytic function with values in $L^1$
Suppose that $(\Omega, \Sigma, \mu)$ is a measure space.
Let $D$ be the unit open disk and $F : D \rightarrow L^1(\mu)$ be an analytic function. Is it true that for a.e. $w \in \Omega$ the function $F(...
- 565
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votes
0
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46
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What's the problem in using spanning Bessel sequences that are not frames to decompose vectors?
This is related to a question I recently asked on math.SE.
Consider a subset $G\equiv \{g_k\}_{k\in\mathbb{N} }\subseteq\mathcal H$ in a separable Hilbert space $\mathcal H$, and suppose $G$ spans the ...
- 342
16
votes
0
answers
309
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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 ...
- 3,527
0
votes
0
answers
50
views
About extreme case on complex interpolation
I'm trying to prove some equality of spaces via complex interpolation with the usual Calderon functor $[,]_\theta$. If $(E_0,E_1)$ is a compatible couple, it is known that $$[E_0,E_1]_j, j=0,1,$$ is a ...
1
vote
0
answers
86
views
Gamma convergence via density argument: Looking for references
I am looking for a reference or result dealing with Gamma via density argument.
Let me elaborate more my wish. I am actually trying to establish the Gamma convergence (precisely only the liminf) of a ...
- 1,101
2
votes
0
answers
83
views
3/2 Sobolev Norm on the boundary of a bounded open subset of $\Bbb R^n$
Let $\Omega\subset\mathbb{R}^{n}$ be a open bounded set and $\partial\Omega$ be the boundary of $\Omega$.
Following the reference text by Alois Kufner, Oldřich John and Svatopluk Fučík, Function ...
0
votes
1
answer
114
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Geometric interpretation of a Grammian-like function
Let $\mathbf{v}, \mathbf{w} \in \mathbb{R}^n$ and consider the following function $f : \mathbb{R}^n \times \mathbb{R}^n \rightarrow \mathbb{R}$:
$$
f(\mathbf{v},\mathbf{w}) = \|\mathbf{v}\|\|\mathbf{w}...
- 6,351
2
votes
0
answers
92
views
Existence of ergodic subgroup invariant to a product measure
Let $X=\{0, 1\}^{\mathbb{N}}$ and $G$ be the group of permutations, each of which only permutes finitely many coordinates of $X$. Fix a sequence $(\lambda_n)_{n\in \mathbb{N}} \subseteq (0, 1]$ and ...
- 307
1
vote
0
answers
174
views
Interpolation of Sobolev spaces with constraints
Let us consider a real interval $[0, L]$, with $a\in (0, L)$, and let $I_1=(0, a)$ and $I_2=(a, L)$. We denote by $H^k(I_1)$ and $H^k(I_2)$ the usual Sobolev spaces, defined for $k\in \mathbb{N}$. Now,...
- 81
5
votes
0
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412
views
Is it really interesting to prove well-posedness of unsolved SPDE?
Lots of nonlinear SPDE remained open for decades (especially the non-deterministic ones in higher dimensions because of the regularity of the noise) until Hairer's breakthrough (regularity structures),...
- 573
3
votes
1
answer
67
views
Infinite direct sum decomposition of the heat semigroup on $\mathbb R$
This question is based on a very similar question posted by me yesterday. A very nice solution was provided by Aleksei Kulikov. Here I modify my question slightly.
Let $Q_t$ be the heat semigroup on $...
- 407
2
votes
3
answers
338
views
Sum of RVs satisfying Bernstein condition on moments
Let us say that a RV $X$ with mean $\mu$ and variance $\sigma^2$ satisfies Bernstein condition with a parameter $\beta>0$, if for all $k \ge 2$, it holds that
$$
|\mathbb{E}[(X - \mu)^k]| \le \frac ...
- 367
0
votes
0
answers
16
views
Representing a periodic strip operator as a tensor product of operators
I hope this question is not trivial, but here goes. I want to consider a bounded operator on $\mathcal{H}=\ell^2(\mathbb{Z}\times \{0,...,N-1\})$ that is a discrete Schrodinger like operator.
...
- 633
1
vote
1
answer
128
views
Infinite direct sum decomposition of the heat semigroup on $\mathbb{R}^n$
Consider the heat semigroup $Q_t$ on $L^2(\mathbb{R}^n)$ generated by the Laplace operator $\Delta=\sum_{i=1}^n\frac{\partial^2}{\partial x^2_i}$. Does there exist a direct sum decomposition
$$\oplus_{...
- 407
5
votes
0
answers
68
views
Distribution of this integral of Fourier multiplier
In Barashkov and Gubinelli (2019) section 2, the authors make the claim that the distribution of $$Y_t = \int_0^t \langle D \rangle^{-1}\sigma_s(D)dX_s$$ is given by the pushforward $(\rho_t(D))_*\...
- 51
3
votes
1
answer
218
views
Pathwise linearization of diffusion processes
Let $W$ be a standard $n$-dimensional Brownian motion, and $X$ the diffusion process given by the solution to the SDE
$$dX_t = \mu(X_t) \, dt + \sigma(X_t) \, dW_t,$$
with $\mu: \mathbb R^n \to \...
- 6,215
5
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0
answers
112
views
Discrete random walk in an expanding cage (i.e. in a growing domain)
In the book "A guide to First-Passage Processes" by Sidney Redner, a section is dedicated to the survival probability of a random walker in a growing domain.
For a fixed-length interval $[0,...
- 274
0
votes
1
answer
117
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Validity of approximation method for von Mangoldt function
I'm working on a problem involving the pointwise almost everywhere convergence of multilinear ergodic averages with the von Mangoldt function inspired by this paper. Specifically, I'm looking at ...
1
vote
1
answer
215
views
Compactness with respect to topology induced by total-variation distance
I've been working on a problem and at some point in the proof I need to show that the following set $$\left\{\mu \in \mathcal{P}_{ac}(\mathbb R^d): \int \varphi(x)\mu(\mathrm{d}x)\leq C\right\}$$
is ...
- 21
2
votes
0
answers
331
views
What is the spectrum of this differential operator?
My self-adjount differential operator $L$ is defined by $$L f(x) \equiv u(x) \frac{\partial^2}{\partial x^2} \left( u(x) f(x) \right)$$ where $u(x)$ is a known but arbitrary smooth function that ...
- 151
2
votes
0
answers
93
views
$\Phi_d^3$ SPDE
One of the first prototypes of a singular stochastic PDE is the $\Phi_d^4$ SPDE
$$\partial_t u=\Delta u-u^3+\xi,$$
where $\xi$ is space-time white noise. It is difficult to study because $u$ is ...
- 1,904
2
votes
0
answers
58
views
Inclusion-Exclusion formulae for number of SAWs on $\mathbb{Z}^d$ of length $n$ [closed]
Here is my attempt at lower bounding the number of SAWs on $\mathbb{Z}^d$ of length $n$: In $\mathbb{Z}^d$, consider the $2^{d-1}$ lines of the form $\epsilon_1 x_1 = \epsilon_2 x_2 = \epsilon_3 x_3 \...
- 21
3
votes
1
answer
79
views
Closed linear span of the range of $\boldsymbol f$ and Pettis integrals of $\boldsymbol f$
Let $X$ be a noncompact locally compact topological space, let $H$ by a complex Hilbert space and let $\boldsymbol f:X\to H$ be a continuous function vanishing at infinity whose support is equal to $X$...
- 407
0
votes
0
answers
102
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Formalizing the "pseudorandomness" of primes
Many conjectures about primes seem to revolve around the idea of "primes are random". So I thought about how this "randomness" may be formally defined, and came up with the ...
- 1
3
votes
1
answer
136
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Concentration of sample median for iid Gaussians
Let $X_1, \dots, X_n$ be iid according to $\mathcal{N}(0, 1)$, and let $M_n$ be the median of the $X_1, \dots, X_n$. I recall reading a concentration inequality for $M_n$ that was (roughly) as follows:...
- 75
1
vote
1
answer
122
views
distance in the matrix algebra w.r.t. the nuclear norm
Let $\varphi\in\mathcal{M}_n(\mathbb{C})$ and let $Z:=\mathbb{C}\cdot I=\{zI\colon\,z\in\mathbb{C}\}$ be the one-dimensional subspace spanned by the identity matrix $I$. Let moreover $\|\cdot\|_{\...
- 375
2
votes
1
answer
204
views
A continuous analogue of the notion of Hilbert basis
Let $X$ be a locally compact space, let $H$ be a Hilbert space and let $\beta:X\to H$ be a continuous function such that the linear subspace of $H$ spanned by $\beta(X)$ is dense in $H$. I would like ...
- 407
8
votes
0
answers
115
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optimal regularity for the Neumann heat equation on Lipschitz domains
$\newcommand{\R}{\mathbb R}$Let $\Omega\subset\R^d$ be a bounded Lipschitz domain, possibly non-convex (but not too nasty either, whatever that means). I am looking for well-posedness and optimal ...
- 5,380
2
votes
0
answers
83
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Random time change and ergodicity
I guess it is a standard question in ergodic theory but I failed to find any reference to similar problems and I have no clue on how to tackle it.
Let $(B_{t})_{t\in \mathbb{R}}$ be a standard ...
- 21
1
vote
0
answers
72
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How to understand "sparse graph limits"
For an $n$-vertex graph $G$, we say it is a sparse graph if $e(G)=o(n^2)$. Otherwise if $e(G)=\theta (n^2)$, we say it is a dense graph.
For a sequence of dense graphs $G_1,G_2,\dots,$ we know that it ...
- 349
1
vote
0
answers
66
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Confusion about central limit theorem by Chandrasekhar et al
In this paper by Chandrasekhar et al. (General Covariance-Based Conditions for Central Limit Theorems with Dependent Triangular Arrays) we can find the following CLT (for simplicity paraphrased in ...
- 677
0
votes
0
answers
96
views
Sufficient condition for weak convergence in Banach spaces
The question is quite elementary but nonetheless no proof or counter example comes to mind immediately.
Suppose that $X$ is a Banach space and $\{x_n\}$ is a sequence in $X$ such that $(x_n,y)$ ...
1
vote
0
answers
55
views
Characterizing one-sided M-projections on real C*-algebras
Let $A$ be a real C*-algebra, and let $P: A \to A$ be a bounded linear projection. We say that $P$ is a left M-projection if the map
$$
v_P: A \to C_2(A), \quad x \mapsto \begin{pmatrix} P(x) \\ x - P(...
- 11
4
votes
1
answer
111
views
Scaling of stopped Hölder norm of Brownian motion
I'm interested in the behaviour of the stopped $\alpha$-Hölder norm of a one-dimensional real-valued Brownian motion $(B_t)_{t \geq 0}$ for $\alpha < 1/2$.
For fixed $T>0$, self similarity ...
- 153
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
0
votes
0
answers
159
views
How to express the expectation and variance of a truncated binomial distribution without summation?
Given a binomial distribution with parameters $ n $ and $ p $, where $ n $ is an odd integer greater than or equal to 3, I am interested in the truncated binomial distribution where we truncate at $ k ...
- 1
2
votes
1
answer
75
views
How to show $\lVert\Delta u_n- \Delta u\rVert_{L^2(0,T; \,H^2(\Omega))} \to 0$ ? $(\Omega \subset \mathbb{R}^2)$
Let $u_n, \nabla u_n, \Delta u_n, \nabla \Delta u_n, \Delta^2 u_n$ be uniformly bounded in $L^2((0,T) \times \Omega)$ where $\Omega \subset \mathbb{R}^2, u=\Delta u =0$ on $\partial \Omega$.
Assume ...
- 101
2
votes
0
answers
58
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$L^2$ approximation of delta functions on real algebraic varieties and asymptotic bounds
Let $X$ be a smooth projective variety over $\mathbb{C}$ of dimension $n$. Consider a probability measure $\mu$ on $X(\mathbb{R})$, absolutely continuous with respect to the Lebesgue measure induced ...
