All Questions
1,779 questions
4
votes
1
answer
262
views
Bounded density for diffusions with diffusion coefficients bounded away from $0$
Consider a diffusion given by
$$X_t=\int_0^t a(s,X_s)\,dW_s$$
for $t\ge 0$, where $W_\cdot$ is a standard Wiener process/Brownian motion and $a$ is a smooth enough positive function bounded away from $...
- 128k
4
votes
2
answers
558
views
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
4
votes
1
answer
773
views
*Full proof* references for Markov generators with various boundary conditions
(Note: I've migrated this question from math.stackexchange, as the lack of answers there made me believe it was perhaps too advanced for that forum.)
Consider the one-dimensional heat equation
$$\...
- 891
4
votes
1
answer
414
views
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
votes
1
answer
786
views
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
4
votes
1
answer
1k
views
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
votes
1
answer
213
views
Mapping properties of backward and forward heat equation
In a previous question on mathoverflow, I asked about the following:
Let $\Delta$ be the Laplacian on some compact interval $I$ of the real line with let's say Dirichlet boundary conditions.
The ...
- 536
4
votes
1
answer
812
views
On the largest and smallest spacings for the uniform distribution
Let $Z_1,\dots,Z_n$ be iid random variables (r.v.'s) each uniformly distributed on $[0,1]$. Let $Z_{n:1}\le\cdots\le Z_{n:n}$ be the corresponding order statistics. For $i=1,\dots,n-1$, let $G_i:=Z_{n:...
- 128k
4
votes
6
answers
2k
views
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
votes
2
answers
274
views
Paper request : “A random integral and Orlicz spaces” from K. Urbanick
I tried all my methods to find the paper :
“K. Urbanik and WA Woyczynski, A random integral and Orlicz spaces, Bulletin de l'Académie Polonaise des Sciences, Série des sciences mathématiques, ...
3
votes
1
answer
256
views
On construction of a $\mathbb{Q}$ periodic function with Fourier series
Taking $f$ a function decreasing exponentially at infinity we can consider the periodic function given by following Fourier series:
$$F(x)= \sum\limits_{n =1}^{\infty} f(n) e^{2 i \pi n x}$$
Using ...
- 1,199
3
votes
1
answer
396
views
A convergence problem
I have a math/stat problem where I need to show the convergence of the average of a sequence of experiments to an interval. The sequence of experiments is not i.i.d., hence the standard law of large ...
- 108
3
votes
1
answer
6k
views
About eigen-functions of the Gaussian kernel
If I look at the Guassian kernel function $e^{- \frac {\vert x - y\vert_2^2 }{2 w^2 } }$ for $x, y \in \mathbb{R}$. Then w.r.t the Gaussian measure $N(\mu,\sigma)$ I believe it is true that this has a ...
- 2,246
3
votes
1
answer
655
views
Forgery theorem: the Brownian motion stays close to any curve with positive probability
In a paper I am reading the authors claim that, if $B$ is a standard BM in $\mathbb{R}$ and $f\in C([0,1],\mathbb{R})$, then for any $\epsilon>0$
$$
\mathbb{P}(\sup_{t\in [0,1]}|B_t-f(t)|<\...
- 1,149
3
votes
2
answers
210
views
Bounding integral expression with total variation of integrand
Consider the following integral expression:
$$\mathcal I :=\iint_{\epsilon \leq|x-y| \leq 1/2} f(x) f(y) \frac{(g(x)-g(y))(x-y)}{|x-y|^{3}} d x d y $$
for $\epsilon>0$, $f \in L^\infty(\mathbb R)$,...
user139844
3
votes
1
answer
182
views
Tensor product of a slowly increasing smooth function and a tempered distribution converging to a co-located product
Let $T$ be a tempered distribution on $\mathbb{R}$ and $g$ be a smooth function on $\mathbb{R}$ whose derivatives of all orders are all polynomially bounded (a.k.a. slowly increasing).
For any pair of ...
- 3,477
3
votes
2
answers
706
views
Birthday inequality for non-uniform distributions for fixed collision probability (random allocation, collision probability)
Question: Consider a distribution $D$, and $n$ i.i.d. random variables $X_i$, all distributed according to $D$. Let $p^D_2:=\Pr[X_1=X_2]$. What is a lower bound for $p^D_n:=\Pr[\exists i\neq j. X_i=...
- 896
3
votes
1
answer
8k
views
Expected value of logarithm of a binomial random variable
Suppose $X\sim \mathrm{Binomial}(n,p),$ i.e. $X$ takes values in $\{0,1,2,\ldots, n\}$ and $P(X=i) = {n\choose i} p^i(1-p)^{n-i}.$
I am looking for a good estimate for $\mathbb{E}\log(X+\alpha).$ I ...
- 1,269
3
votes
0
answers
76
views
Absolute continuity of $t \to \lVert u(t) \rVert^2_{H}$ and Gelfand triple : are they equivalent?
Let $V$ be a separable Banach space and $H$ be a separable Hilbert space such that
\begin{equation}
V \subset H \subset V'
\end{equation}
and the inclusion maps are continuous with dense images. Here $...
- 3,477
3
votes
0
answers
646
views
On properties on a certain functional
Consider the following function:
$$F(z) = \omega(z)\sin^2\left(\frac{c\Gamma(z)}{z}\right)$$
Here, $\omega(z)$ is a weight we have to construct and $c$ is a constant.
The following three conditions ...
- 375
3
votes
1
answer
561
views
Construction of an infinitely Fréchet differentiable function with given set of zeros in a Banach space
After looking at this question, I am now wondering if the following is true.
Let $X$ be a separable Banach space over $\mathbb R$ or $\mathbb C$, and $A\subseteq X$ a closed set. Then there exists ...
- 1,755
3
votes
2
answers
651
views
Express Dirichlet energy $E_\mu(f) := \int \|\nabla f(x)\|^2 d\mu(x)$ in terms of Fourier information alone
Let $\mathbb R^d$ and let $\mu = p(dx)$ be a probability distribution thereupon, with density $p$ (which maybe assumed bounded, etc.). For a continuously differentiable function $f:\mathbb R^d \to \...
- 6,853
3
votes
3
answers
666
views
Is the space of all borel measures on $\mathbb R^n$ isomorphic to the tensor product of spaces of borel measures on $\mathbb R$?
Similarly to the decomposition $L_2(\mathbb R^n) = L_2(\mathbb{R})^{\otimes n}$ as vector spaces (and even as Hilbert spaces) , do we have $bm(\mathbb{R^n}) = bm(\mathbb{R})^{\otimes n}$
where $bm(\...
- 41
3
votes
1
answer
685
views
Finding a norm on $ \mathbb{R}^X $ such that the "natural" embedding of a metric space $ X $ in $ \mathbb{R}^X $ becomes an isometry
Let $ (X,d) $ be a metric space and consider the function $ T:X \to \mathbb{R}^X$ such that $ T(x)(y) = 1$ if $ y = x $ and $ 0 $ for all other $ y $. Is there a norm on $ \mathbb{R}^X$ such that $ T $...
- 133
3
votes
0
answers
200
views
What are the first non-maximal non-group-subgroup simple irreducible subfactors?
Definition: For an irreducible (finite index) subfactor $(\mathcal{N} \subset \mathcal{M})$, an intermediate $(\mathcal{N} \subset \mathcal{P} \subset \mathcal{M})$
is normal if the biprojections $e_{\...
3
votes
2
answers
564
views
Investigation of $\sum \limits_{k=-\infty}^\infty \frac{x^{k+n}}{ \Gamma(k+n+1)}$ where $n \in C$? [closed]
$$e^x=\sum \limits_{k=0}^\infty \frac{x^k}{k!}$$
We can rewrite the equation as
$$e^x=\sum \limits_{k=0}^\infty \frac{x^k}{ \Gamma(k+1)} \tag{1}$$
because $x!=\Gamma(x+1)$ where $x$ is non-negative ...
- 302
3
votes
1
answer
499
views
Thin-Plate-Spline understanding and solution
This is a migrated question from: Thin-Plate-Spline understanding and solution.
If I need to delete one of the questions let me know. I was suggested to post it here as well.
As I understand it a Thin-...
- 115
3
votes
1
answer
328
views
Typical elements of the space $\mathring {L^k_p}(\Omega)$
In the book Sobolev Spaces with Application of Maz'ya, $\mathring {L^k_p}(\Omega)$ is defined to be the completion of $\mathcal D(\Bbb R^n)$ under the norm $||\nabla^ku||_{L_p(\Omega)}$.
For nice ...
- 1,245
3
votes
1
answer
308
views
$f: [0,1]\rightarrow L^1(\Omega)$ as a (measurable?) function from $[0,1]\times \Omega\rightarrow \mathbb{R}$
Given a map from $\big([0,1], \mathcal{B}[0,1], m\big)$ to a Banach space $(X, \|\cdot \|)$. There are strong measurable functions (they are the point wise a.e. limit of simple functions) and weak ...
- 485
3
votes
1
answer
3k
views
Singular value decomposition of random rectangular matrices
Let $A$ be a $m\times n$ real matrix, whose entries are independent, identically distributed random variables, following standard normal distributions (mean zero and unit variance).
What is the ...
- 884
2
votes
2
answers
511
views
Geometry interpretation of any continuous random variable
Given a continuous random variable $X$ with the cdf $F_X(x)$, I want to know whether there exists a random vector $\mathbf{Z}$ uniformly distributed in a geometry region $\mathscr{Z}_n$ in $\mathbb{R}^...
- 550
2
votes
2
answers
667
views
Computing Bochner integrals with values in L^p-spaces by Lebesgue integrals?
Let $f: \mathbb{R}^n \to L^2(\mathbb{R}^d) $ be a Bochner-integrable function (all measures are the Lebesgue measure). Does then $ \int_{\mathbb{R}^n} f(x) d\lambda^n (y) = \int_{\mathbb{R}^n} f(x)(y) ...
- 403
2
votes
1
answer
452
views
Can we choose an element from a class?
Let $H$ be a complex Hilbert space and $H_1,...,H_n$ be closed subspaces of $H$.
Set $H_0:=H_1\cap H_2\cap...\cap H_n$ and let
$P_i$ be the orthogonal projection onto $H_i$, $i=0,1,2,...,n$.
I study ...
- 935
2
votes
1
answer
246
views
Does $X_t$ with $t>0$ admit a density?
$
\newcommand{\RR}{\mathbb{R}}
\newcommand{\TT}{\mathbb{T}}
\newcommand{\NN}{\mathbb{N}}
\newcommand{\PP}{\mathbb{P}}
\newcommand{\EE}{\mathbb{E}}
\newcommand{\FF}{\mathbb{F}}
\newcommand{\PPP}{\...
- 835
2
votes
2
answers
357
views
Is the Erdős–Rényi giant component result applicable here?
Consider a matrix whose elements are independently assigned a value $1$ with probability $p$ and a value $0$ with probability $1-p$.
Define a cluster of cells as a maximal connected component in the ...
- 41
2
votes
1
answer
233
views
${\rm II}_1$-factors with finite commutant: $\mathcal{A} \cap \mathcal{B} = \mathbb{C} \Rightarrow \mathcal{A}' \cap \mathcal{B}'$ hyperfinite?
Let $\mathcal{A} , \mathcal{B} \subset B(H)$ be ${\rm II}_1$-factors such that $\mathcal{A}', \mathcal{B}' $ are also a ${\rm II}_1$-factors.
Question: $\mathcal{A} \cap \mathcal{B} = \mathbb{...
2
votes
2
answers
197
views
$L^p$ domination of mixed partial derivatives by the unmixed ones?
Is it true that for each real $p\ge1$ there is some real $C_p$ such that for all smooth real-valued functions $u$ compactly supported on $S:=(0,1)^2$ one has
$$\|D_1D_2u\|_p\le C_p(\|D_1^2u\|_p+\|D_2^...
- 128k
2
votes
0
answers
946
views
On a deceptively tricky calculus problem
Motivation for this question: If the operators $B_i'$ satisfy an inequality, prove that $B_1'+\dots B_n'$ also satisfies the same inequality
Let $A$ be a non-constant operator acting on $C^...
- 90
2
votes
1
answer
997
views
Derivative and Jacobian determinant of solution of ODE [closed]
Let $\Phi$ be the unique solution of
$$\begin{cases}
\frac{d}{dt}\Phi(x,t) = f(\Phi(x,t),t) \quad t >0 \\
\Phi(x,0) = x \quad x \in \mathbb{R}^N
\end{cases}$$
where we have assumed $f$ smooth.
...
user124345
2
votes
1
answer
586
views
Inverse Problem for Pullback
Let $M$ and $N$ be smooth manifolds and $T: M \to N$ be a smooth map. Let $ \mathcal{F}(M,\mathbb{R})$ (resp.$ \mathcal{F}(N,\mathbb{R})$) denote the space of smooth functions from $M$ (resp. $N$) ...
- 61
2
votes
0
answers
73
views
Alberti rank-one theorem and irregular jump discontinuities
Is it fair to say that Alberti rank one theorem means that a BV functions $u \in BV(\mathbb{R}^2)$ has $Du = D^{cantor}u$ if and only if it has a jump discontinuity across a curve that is not smooth (...
- 839
2
votes
1
answer
949
views
Hereditarily indecomposable Banach spaces and Separable Quotient problem
A Banach space $X$ is called indecomposable if there exists no infinite-dimensional subspaces $M$ and $N$ such that $X = M \bigoplus N$. If every infinite-dimensional closed subspace
of $X$ is ...
- 515
2
votes
0
answers
96
views
Is the Leray projection continuous with respect to the Frechet topology of smooth periodic vector fields in $3$ dimensions?
Let $\mathbb{T}^3:=(\mathbb{R}/\mathbb{Z})^3$ be the $3$-torus and $C^\infty(\mathbb{T}^3,\mathbb{R}^3)$ be the Frechet space of smooth periodic vector fields on $\mathbb{T}^3$.
By Helmholtz ...
- 3,477
2
votes
1
answer
508
views
Proof and interpretation of the following percolation theory result for $n\times n$ square grid
While I was discussing this question with @JamesMartin, he mentioned a result here that:
In a $n\times n$ finite square grid, if $p\geq p_c+\epsilon$, such
that $\epsilon>0$ and $p_c$ is the ...
user123818
2
votes
0
answers
117
views
Bounding integral expression with BV norm of integrand
Consider the following integral expression:
$$\mathcal I :=\iint_{\epsilon \leq|x-y| \leq 1/2} f(x) f(y) \frac{\langle g(x)-g(y), x-y\rangle}{|x-y|^{n+2}} d x d y $$
for $\epsilon>0$, $f \in L^\...
user139844
2
votes
1
answer
361
views
Is $g(t)=\mathbb P[\inf_{0\le s\le t}X_s>0]$ differentiable with respect to $t$?
Consider the SDE
$$dX_t =b(t)dt + a(t)dW_t,\quad \forall t>0,$$
with $X_0>0$ has a density function $\rho:\mathbb R_+\to\mathbb R_+$. Consider the probability $g(t):=\mathbb P[\inf_{0\le s\le t}...
user478492
2
votes
0
answers
104
views
Stochastic stability of "open" continuous-time stochastic systems: reference request
I'm looking for results on the stability of stochastic systems, e.g. SDEs, whose coefficients depend on a different process that is not necessarily stable. I'm calling those systems "open" here, but ...
- 1,675
2
votes
1
answer
755
views
Existence of a solution to an infinite dimensional Stratonovich SDE
Let
$U,H$ be separable $\mathbb R$-Hilbert spaces
$Q\in\mathfrak L(U)$ be nonnegative and self-adjoint with finite trace
$U_0:=Q^{1/2}U$
$(\Omega,\mathcal A,(\mathcal F_t)_{t\ge 0},\operatorname P)$ ...
- 167
2
votes
1
answer
756
views
General strategy for studying the decay of eigenvalues of kernel integral operators
Disclaimer. Please, be patient, I'm here to learn functional analysis...
Let $X$ be the unit sphere in $\mathbb R^n$ and let $\sigma$ be the uniform measure on $X$. Consider a positive definite ...
- 6,853
2
votes
0
answers
198
views
Optimal transport: how is the use of disintegration theorem valid in this construction of $\widetilde{\phi}$?
Let $X,Y$ be Polish spaces and $\mathcal P(X)$ the space of all Borel probability measures on $X$.
Fix $\mu\in \mathcal P(X), \nu \in \mathcal P(Y)$. Let $\pi \in \Pi(\mu, \nu)$, i.e., $\pi \in \...
- 835