All Questions
1,779 questions
2
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301
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Density of continuous functions to interior in set of all continuous functions
Let $M$ be an $m$-dimensional manifold and $N$ be an $n$-dimensional manifold with boundary. Suppose also that the topology on $N$ can be described by a metric. Thus, the set $C(M,N)$ can be endowed ...
- 5,405
2
votes
2
answers
200
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If $K *g_n$ converges in the Fréchet topology of smooth functions and $K$ approximates $\delta(x)$, is $g_n$ itself convergent? - revised
Let us consider the Fréchet space $C^\infty\Bigl([0,1],\mathbb{R} \Bigr)$ of real-valued, periodic smooth functions.
That is, $f_n \to f$ in $C^\infty\Bigl([0,1],\mathbb{R} \Bigr)$ if $f^{(m)}_n$ ...
- 3,477
2
votes
1
answer
649
views
distribution on the inverse Wishart matrix eigenvalues summation
Let $\lambda_1>\lambda_2>....>\lambda_N$ be the ordered eigenvalues of Wishart matrix my objective is to find if it is possible the distribution of:
\begin{align}
s = \sum\limits_{i = 1}^...
- 377
2
votes
2
answers
485
views
Dual space of the completion of the space of Lipschitz functions
This question is a continuation of this post : Metrization of a topological vector space
Let $C_{lip}(\mathbb R^d)$ be the space of Lipschitz functions on $\mathbb R^d$. We endow $C_{lip}(\mathbb R^...
user128095
2
votes
2
answers
447
views
Reconciling some result about the exponential map, the Chow-Rashevskii theorem, and $\mathrm{Diff}_0(M)$
Let $M$ be a $C^{\infty}$ manifold $C^{\infty}$-diffeomorphic to $\mathbb{R}^d$. I've recently come across some results which I'm trying to reconcile. Let $\mathfrak{X}(M)$ denote the set of ...
- 5,405
2
votes
2
answers
322
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If $(\exp(\mu_n))_{n\in\mathbb N}$ is weakly convergent, is the normalized sequence convergent as well?
Let $E$ be a metric space and $\mathcal M(E)$ denoote the space of finite signed measures on $\mathcal B(E)$ equipped with the total variation norm $\left\|\;\cdot\;\right\|$.
I would like to know ...
- 167
2
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0
answers
216
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Is $f$ defined by $f(x) = t\mapsto G(t , x(t))$ differentiable?
Let us consider $X = AC([0 , 1] , \mathbb{R}^n)$, and $Y=L^{1} ([0,1] , \mathbb{R}^n )$ as Banach spaces with their usual norms. Let $G: \mathbb{R} \times \mathbb{R}^n \to \mathbb{R}^n$ be a ...
- 369
2
votes
2
answers
336
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Metrization of a topological vector space
Let $C(\mathbb R^d)$ be the space of continuous functions on $\mathbb R^d$, and $C_{lip}(\mathbb R^d)\subset C(\mathbb R^d)$ be the subspace of Lipschitz functions. We endow $C_{lip}(\mathbb R^d)$ ...
user128095
2
votes
1
answer
152
views
Computationally random bitstreams and normalcy
Let $\mathbb{N}$ denote the set of non-negative integers. We can identify every bitstream, i.e. a function $s:\mathbb{N}\to \{0,1\}$, with some $A\in{\cal P}(\mathbb{N})$: take $A = s^{-1}(\{1\})$.
...
- 48.9k
1
vote
1
answer
263
views
Does global boundedness ruin Stone-Weierstrass denseness?
Let $X$ be any topological space and denote by $\tau_X$ the topology on $C_b(X;\mathbb{R})$ that is induced by the family of seminorms $(\|\cdot\|_\psi\mid\psi\in B_0(X))$ with $\|f\|_\psi:=\sup_{x\in ...
- 463
1
vote
1
answer
654
views
Properties of the trace term in the Itō formula
Let's consider the SDE $${\rm d}X_t=u_t(X_t){\rm d}t+\xi_t(X_t){\rm d}W_t\;\;\;\text{for all }t\ge 0\tag 1$$ where
$U,H$ are separable $\mathbb R$-Hilbert spaces
$Q\in\mathfrak L(U)$ is nonnegative ...
- 167
1
vote
2
answers
194
views
Continuity of the densities of a stochastic process
Let $X=(X_t)_{t\in I}$ ($I\subset\mathbb{R}$ an interval) be a stochastic process with continuous sample paths and such that $X_t$ admits a continuous Lebesgue density $\chi_t\in C(\mathbb{R}^d)$ for ...
- 463
1
vote
1
answer
184
views
Measure, volume and cardinality on Minlos' book on statistical physics
The following content was based on Minlos' book on statistical physics. Let $\Lambda \subset \mathbb{R}^{d}$ be fixed (Minlos takes $d=3$ but I think the ideas follow without change to $d \ge 1$). We ...
- 1,305
1
vote
1
answer
247
views
Elliptic interface problem without conditions on the interface
Consider an open domain $U$ split in two non-overlapping subdomains: $U = U_1 \cup U_2$.
For a model case, consider a ball split in a smaller ball and an anulus.
Consider the following elliptic ...
user60665
1
vote
1
answer
154
views
BV function with absolutely continuous divergence
Let $f:\Omega \subset \mathbb{R}^N \to \mathbb{R}^N$ be a vector field such that $f \in BV(\Omega)$.
Suppose that $\mathrm{div} f$ is absolutely continuous with respect to the Lebesgue measure and ...
- 839
1
vote
1
answer
146
views
Upper bound on difference of correlated ratios
Suppose $(x_n, y_n)$ are i.i.d. samples (that is, $x_n$ and $y_n$ are not independent, but $(x_n, y_n)$ is i.i.d. with regards to $(x_m, y_m)$ if $n\ne m$) from a joint distribution, with $0 < x_n, ...
- 15
1
vote
0
answers
75
views
Derivation of the vortex filament equation from Euler equation
How can the vortex filament equation
$$\partial_t \chi = \partial_s \chi \wedge \partial_{ss} \chi,$$
where $\chi(t,s)$ is a curve in $\mathbb R^3$,
be derived from the Euler equation
$$\partial_t \...
- 277
1
vote
1
answer
143
views
Comparison of hitting probability of two Markov chains both with only one absorbing state version 2 under stronger condition
Let $N_n:=\{1,2,\cdots,n\}$. Given two finite states Markov chains $\big(X^{(j)}_i\in N_n\}\big)_{i=0}^\infty$ for $j\in\{1,2\}$, both of which have two absorbing states at $1$ and $n$.
$\text{Pr}\...
- 2,239
1
vote
2
answers
535
views
Non-closed range space of Laplace operators?
Set $ -\Delta: H^2(\mathbb{R}^3) \subseteq L^2(\mathbb{R}^3) \to L^2(\mathbb{R}^3) $. Then $ \mathcal{R}(-\Delta) $ is non-closed?
Sorry if this question is trivial. I am not familiar with theory of ...
- 269
1
vote
1
answer
148
views
How can we calculate the generalized gradient of $L^2\ni x\mapsto a\min(x(s),by(t))$?
Let $(T,\mathcal T,\tau)$ be a measure space, $a,b\ge0$, $s,t\in T$ and $$f(x):=a\min(x(s),bx(t))\;\;\;\text{for }x\in L^2(\tau).$$
How can we calculate the generalized gradient $\partial_Cf(x)$ of ...
- 167
1
vote
2
answers
1k
views
Sum of digits iterated
Original version.
I believe that it is an elementary question, already discussed somewhere. But I just have no idea of how to start it properly. Take a positive integer $n=n_1$ and compute its sum of ...
- 13.5k
1
vote
2
answers
234
views
Find $\inf_{P_{X_1,X_2}}P_{X_1,X_2}(\|X_1-X_2\| > 2\alpha)$ , where $\alpha > 0$ and inf is over couplings
Let $\mathcal X$ be a seperable Banach space with norm $\|\cdot\|$, and let $X_1$ and $X_2$ be random vectors on $\mathcal X$ with finite means.
Question. Given $\alpha > 0$, what is value of, ...
- 6,853
1
vote
1
answer
93
views
On the marginal distributions of an absorbed diffusion
This question can be seen as a variant of the post Bounded density for diffusions with diffusion coefficients bounded away from $0$ by Iosif Pinelis. Namely, consider the diffusion
$$X_t=\int_0^t a(s,...
- 1,334
1
vote
3
answers
345
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Under what general conditions is the set $S := \left\{\int_{X}v(x)\pi(x)\,\mathrm{d}P(x) \mid \pi: X \to A\right\}$ closed?
Let $X$ be a compact subset of $\mathbb R^n$ and let $A$ be a compact subset of $\mathbb R^k$. Let $P$ be a probability distribution on $X$ and $v$ be a $P$-measurable function from $X$ to $\mathbb R^{...
- 6,853
0
votes
1
answer
181
views
Bound on queries to a tree with unusual probabilties -- follow-up
This question follows up on Bound on queries to a tree with unusual probabilities, where @fedja was able to disprove my conjecture under only constraints (1-4) below. I restate the relevant facts here ...
- 209
0
votes
1
answer
159
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Approximation of a random sum of random variables (infinitely divisible distribution) by a triangular array
We know that a Poisson distribution can be approximated by a binomial distribution. More exactly, let $(X_{jn})_{1\leq j \leq n}$ be a i.i.d. triangular array such that
$$P[X_{jn}= 1 ] = p_n = 1- P[X_{...
- 135
0
votes
1
answer
557
views
Is the limsup or liminf of n-wise independent events independent?
Let $(\Omega, \mathscr F, \mathbb P)$ be a probability space.
Consider events indexed by $m, n \in \mathbb N$:
$ \ \ \ \ \ \ \ \ \ \ \ A_{1,n}, A_{2,n}, A_{3,n} ...$ are n-wise independent.
$A_{m,1}...
- 247
0
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1
answer
186
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Poisson kernel, $E^{(x, y)}\text{exp}\{i\theta X_t - \theta Y_t\} = e^{i\theta x - \theta y}$
Let $d = 2$, and consider the domain $D = \mathbb{H}$, the upper half-plane. Let $W_t = (X_t, Y_t)$. How do I see that for any $\theta \in \mathbb{R}$ and any $t \ge 0$, we have$$E^{(x, y)}\text{exp}\{...
user76167
0
votes
2
answers
494
views
Semifinite measure and spectral theorem
Let $H$ be a complex Hilbert space (not necessary separable).
Spectral Theorem: Let $A_1$ and $A_2$ be two commuting normal operators, then there exists a measure space $(X,\mathcal{E},\mu)$,
two ...
- 1,154
0
votes
2
answers
125
views
Is there a modification of $f$ on a null set such that $F: [0, T] \to L^p ({\mathbb R}^d), t \mapsto f(t,\cdot)$ is Bochner measurable?
Let $T>0$ and $p \in [1, \infty)$. Let $f \in L^p ([0, T] \times {\mathbb R}^d)$. By a theorem in this thread, there is a Lebesgue null subset $N$ of $[0, T]$ such that $f(t, \cdot)$ is Lebesgue ...
- 835
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votes
2
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1k
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Question on Hartogs's Extension Theorem
Does Hartogs's extension theorem hold if one replaces the word holomorphic by analytic (of course still in several variables)?
For Hartogs's Extension Theorem see here:
http://en.wikipedia.org/wiki/...
- 53
0
votes
2
answers
403
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Application of uniform boundedness principle
$\DeclareMathOperator\Lip{Lip}$Let $\Lip_0(\mathbb R^d)$ be the space of Lipschitz functions $f:\mathbb R^d\to\mathbb R$ vanishing at zero, i.e., $f(0)=0$, and equipped with the norm $\|f\|:=\|\nabla ...
user128095
178
votes
8
answers
31k
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Why do probabilists take random variables to be Borel (and not Lebesgue) measurable?
I've been studying a bit of probability theory lately and noticed that there seems to be a universal agreement that random variables should be defined as Borel measurable functions on the probability ...
- 4,874
98
votes
17
answers
123k
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Google question: In a country in which people only want boys [closed]
Hi all!
Google published recently questions that are asked to candidates on interviews. One of them caused very very hot debates in our company and we're unsure where the truth is. The question is:
...
- 1,107
94
votes
1
answer
11k
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The mathematical theory of Feynman integrals
It is well known that Feynman integrals are one of the tools that physicists have and mathematicians haven't, sadly.
Arguably, they are the most important such tool. Briefly, the question I'd like to ...
- 23.5k
75
votes
11
answers
28k
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Does War have infinite expected length?
My question concerns the (completely deterministic) card game known as War, played by seven-year-olds everywhere, such as my son Horatio, and sometimes also by others, such as their fathers.
The ...
- 236k
71
votes
2
answers
6k
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Barrelled, bornological, ultrabornological, semi-reflexive, ... how are these used?
I'm not a functional analyst (though I like to pretend that I am from time to time) but I use it and I think it's a great subject. But whenever I read about locally convex topological vector spaces, ...
- 26.8k
66
votes
4
answers
4k
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Perron number distribution
A Perron number is a real algebraic integer $\lambda$ that is larger than the absolute value of any of its Galois conjugates. The Perron-Frobenius theorem says that any
non-negative integer matrix $M$ ...
- 25.1k
65
votes
9
answers
12k
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Polish spaces in probability
Probabilists often work with Polish spaces, though it is not always very clear where this assumption is needed.
Question: What can go wrong when doing probability on non-Polish spaces?
- 651
59
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9
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10k
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Motivation for and history of pseudo-differential operators
Suppose you start from partial differential equations and functional analysis (on $\mathbb R^n$ and on real manifolds). Which prominent example problems lead you to work with pseudo-differential ...
- 5,327
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votes
5
answers
5k
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Random manifolds
In the world of real algebraic geometry there are natural probabilistic questions one can ask: you can make sense of a random hypersurface of degree d in some projective space and ask about its ...
- 7,005
54
votes
4
answers
9k
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Why is Quantum Field Theory so topological?
I understand that my question suffers from my lack of knowledge about the field, but as a mathematician without much knowledge of physics I have been wondering much about the following and I always ...
51
votes
3
answers
4k
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What is the sandpile torsor?
Let G be a finite undirected connected graph. A divisor on G is an element of the free abelian group Div(G) on the vertices of G (or an integer-valued function on the vertices.) Summing over all ...
- 19.2k
48
votes
7
answers
12k
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What's the use of a complete measure?
A complete measure space is one in which any subset of a measure-zero set is measurable.
For what reasons would I want a complete measure space? The only reason I can think of is in the context of ...
- 481
45
votes
7
answers
16k
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What is an intuitive view of adjoints? (version 2: functional analysis)
After realising that I don't have an intuitive understanding of adjoint functors, I then realised that I don't have an intuitive understanding of adjoint linear transformations!
Again, I can use 'em, ...
- 26.8k
43
votes
8
answers
3k
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How to quantify noncommutativity?
If I have two operators or finite-dimensional matrices $A$ and $B$, how can I quantify the amount to which they commute or don't commute? (I would consider it a big plus if it is computable easily for ...
- 1,890
41
votes
4
answers
2k
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What is the probability two random maps on n symbols commute?
It is well known that two randomly chosen permutations of $n$ symbols commute with probability $p_n/n!$ where $p_n$ is the number of partitions of $n$. This is a special case of the fact that in a ...
- 38.6k
40
votes
4
answers
4k
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Polynomials on the Unit Circle
I asked this question in math.stackexchange but I didn't have much luck. It might be more appropiate for this forum. Let $z_1,z_2,…,z_n$ be i.i.d random points on the unit circle ($|z_i|=1$) with ...
- 3,626
39
votes
3
answers
4k
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Manifold of probability measures: connections between two types of metrics
The space of probability measures could be viewed as an infinite-dimensional manifold, equipped with two possible types of metrics — (1) Wasserstein and (2) Fisher-Rao. Metric (1) is connected with ...
- 1,127
37
votes
2
answers
2k
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Moving one family of commuting self-adjoint operators to another without losing commutativity on the way
This is actually not a question of mine, so I'll be short on motivation and say nothing beyond that if this were true, a few fancy harmonic analysis techniques that a colleague of mine used in proving ...
- 61.9k