All Questions
18,178 questions
4
votes
1
answer
175
views
Looking for J.-C. Deville technical report from 2000
Yves Tillé's book Sampling Algorithms mentions several times a technical report by J.-C. Deville:
J.-C. Deville (2000), Note sur l’algorithme de Chen, Dempster et Liu, Tech.
rept. CREST-ENSAI, Rennes....
- 82.7k
3
votes
0
answers
101
views
Divergent/Unbounded random walks techniques
I want to prove the following biased random walk will be diverge. Suppose I have a random walk $S_n = X_1 + ... + X_n$, but $X_1,...,X_n$ are dependent variables. $X_1 \sim$ Bernoulli($\sigma(\theta_1)...
- 31
0
votes
0
answers
80
views
Relationship between two minimization problems
Let $1 \le p < n$ and $p^* = np/(n - p)$. Let $B \subset \mathbb{R}^n$ be a closed ball and let $\Omega \subset \mathbb{R}^n$ be an open set containing $B$. We denote by $W^{1, p}_{B}(\Omega)$ the ...
0
votes
1
answer
164
views
Which coupling minimises the following cyclic sum?
We recall that a coupling of probability distributions $\mu_1, \dots, \mu_n$ on $\mathbb R$ is a set of random variables $X_1, \dots, X_n$ defined on the same probability space such that $X_i$ is ...
- 6,215
0
votes
1
answer
62
views
Probability of random walk on confined lattice with reflective boundaries
Consider a simple random walk in one dimension with reflective boundaries at $n=1$ and $n=N$. We can express it via the master equation:
\begin{equation}
P(n,t) = \frac{1}{2}P(n-1,t-1) + \frac{1}{2}P(...
- 274
2
votes
1
answer
106
views
Dual space and conditions for weak convergence in Orlicz Space not having $\Delta_{2}$ property
I am interested in conditions for weak convergence on Orlicz spaces where the corresponding Young function, $\Phi:[0,\infty) \rightarrow [0,\infty)$, does not have the $\Delta_{2}$ condition, i.e. ...
- 21
2
votes
1
answer
49
views
Is any submetrizable linear topology linearly submetrizable?
Let $E$ be a vector space. A topology $\tau$ on $E$ is called (linearly) submetrizable if there is a (linear) metrizable topology $\pi$ on $E$ which is weaker than $\tau$, i.e. $\pi\subset\tau$.
Is ...
- 5,529
3
votes
1
answer
187
views
Is this property preserved under weak$^*$ convergence?
Let $1 \le p < n$ and let $p^*$ be the Sobolev conjugate of $p$, i.e. $p^* = np/(n - p)$. Let $(\Omega_m)$ be an increasing sequence of bounded, convex and open sets such that $$ \lim_{m \to \infty}...
9
votes
3
answers
448
views
All stationary martingales are constant?
Suppose $(X_{n})_{n\geq{1}}$ is a stationary process that is a martingale with respect to some filtration. Suppose also that $\mathbb{E}X_{0}^{2}<\infty$ so that $\mathbb{E}X_{n}^{2}<\infty$ for ...
- 662
2
votes
1
answer
89
views
Upper bound on the Levy-Prokhorov distance between the distributions of continuous Gaussian processes in terms of their covariances
Denote by $d$ the supremum metric on the space $C[0,T]$ of continuous real-valued functions on $[0,T]$:
$$
d(f,g) = \sup_{t \in [0,T]} |f(t)-g(t)|.
$$
Let $\rho$ be the Levy-Prokhorov metric on the ...
- 177
0
votes
1
answer
96
views
Existence of a complemented basic sequence
Let $X$ be an infinite-dimensional Banach space (complex or real). A subspace of $X$ means a closed linear submanifold. If $S$ is a non-empty subset of $X$, then $[S]$ denotes the closed linear span ...
- 391
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
176
views
Are measurable maps with countably separated image in a Banach space always strongly measurable?
Let $(E,\|.\|)$ be a (not necessarily separable) Banach space and $\Sigma_E$ the Borel $\sigma$-algebra (w.r.t. the norm topology). Let $(\Omega,\Sigma_\Omega)$ be a measurable space (which we can ...
- 285
1
vote
0
answers
87
views
Convergence and sequential compactness for nonlinear operators
I have a family of operators $T_n\colon X \to Y$ where $X,Y$ are Hilbert spaces. These operators are nonlinear.
What kind of notions of convergence does one have for such operators? I'm specifically ...
- 251
3
votes
1
answer
130
views
Does a DKW-type inequality hold for the empirical CDF of a random vector on the sphere?
I've begun to study concentration of measure because of its relevance to statistical mechanics. In recent decades concentration inequalities have played a role in elucidating foundational conceptual ...
- 131
2
votes
2
answers
122
views
Convergence of conditional expectations in $L_p$ for non-negative adapted processes
Given an adapted processes $(X_n, \mathscr{F}_n)$ that satisfies $X_n \geq 0$ for all $n > 0$ and $\sum\limits_{n=1}^{+\infty} X_n = 1$, can we conclude that $\sum\limits_{n=1}^{+\infty} \mathbb{E}(...
- 21
3
votes
0
answers
90
views
Sobolev embedding on a compact manifold without boundary
I am reading M. E. Taylor, "Partial Differential Equations III", Second Edition, Springer-Verlag, New York, (1996).
In chapter 13, section 2, in Prop. 2.3 and Prop. 2.4, one finds the ...
- 311
3
votes
1
answer
104
views
From Wightman to HK axioms for "non-neutral (charged?)" fields
Wightman axioms deal with operator-valued distributions (Wightman fields) whose values are unbounded operators in general.
On the other hand, the Haag-Kastler axioms deal with net of observables, ...
- 3,477
2
votes
1
answer
474
views
Polynomial $f(x)$ has positive coefficients and only real roots. How many polynomials formed from terms of $f(x)$ also have only real roots?
Let
$$f(x)=a_n \ x^n+a_{n-1} \ x^{n-1}+\cdots+a_1 \ x+a_0$$
be a $n$-th degree polynomial with positive coefficients such that all of its roots are real. Choose any number terms from this expression ($...
0
votes
0
answers
49
views
Kadec-Klee property of an equivalent norm on a Hilbert space
Let us consider the space $\ell_2$ with the Hilbert norm $\Vert \cdot \Vert$ and consider the following eqivalent norm:
$$
\Vert (r,x) \Vert_A^2 = \Vert (r, Tx)\Vert^2 + \max \{ \Vert x \Vert, \vert r ...
- 85
3
votes
1
answer
139
views
On the permutation consistency condition in the Kolmogorov extension theorem
I am trying to understand the Kolmogorov extension theorem (KET). Wikipedia states the following two necessary consistency conditions for the probability measures $\nu_{t_1,\cdots,t_k}$:
$$\nu_{t_{\pi(...
- 133
2
votes
0
answers
103
views
A question from a proof of an inequality in Sobolev space $W^{1,1}$
I try to understand the proof the lemma given at page 54 in Ladyzhenskaya et al (1968) - Linear and Quasilinear Elliptic Equations. Here it is a screenshot:
Here is what I did:
$$-u(x)=u(y)-u(x)=\...
- 1,759
3
votes
1
answer
327
views
Derivative norm estimates
Assume $\Phi$ is some diffeomorphism of a certain manifold. Let $\Phi^{-1}$ denote the inverse map and let $(D\Phi)^{-1}$ denote the matrix inverse of $D\Phi$.
QUESTION. Does this norm estimate hold? ...
- 43.2k
2
votes
1
answer
127
views
Strong Ditkin sets in the Fourier algebra
What is the definition of a Ditkin set (resp. a strong Ditkin set) for the Fourier algebra $A(G)$ of a locally compact (not necessarily abelian) group $G$?
More specifically, let $E$
be a closed ...
- 21
4
votes
0
answers
140
views
Condition under a function is uniquely identifiable by the supremum values
Let $f(x),g(x)$ be two real-valued functions on $\mathbb{R}$ and $h(x,y)$ be a real-valued function on the plane. We can assume continuity (maybe piecewise differentiability also) of these functions. ...
- 271
1
vote
0
answers
67
views
regularity convolution of a $L^2$ function with $W^{1,1}$ function [closed]
Let $u\in L^2(\mathbb R)$ and $w \in W^{1,1}(\mathbb R)$, we consider the convolution
$$u*v$$
Is it true that $w*u \in W^{1,2}(\mathbb R)$?
What regularity can we put on $w$ for this to be true?
- 73
6
votes
0
answers
162
views
Dual space of local Sobolev space on a manifold
$\newcommand{\comp}{\mathrm{comp}}$As part of my master's thesis, I am currently learning about Sobolev spaces on manifolds. From my research online, I found out, that there are a lot of ways to ...
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
2
votes
1
answer
144
views
Concentration inequality for double sum
I am looking for a concentration inequality of a double sum….
Let $X_1,\dots, X_n$ be iid r.v. and also let $Y_1,\dots ,Y_n$ be iid such that even $X_i$ and $Y_j$ are independent.
I am looking for a ...
- 51
1
vote
1
answer
65
views
Reference dual Dirichlet space $D^1$
Let $\mathbb{D} = \{ z \in \mathbb{C} : |z| < 1 \}$ be the unit disk. The Bergman space $A^1 = A^1(\mathbb{D})$ is the Banach space of holomorphic functions on $\mathbb{D}$ such that
$$
\|f\|_{A^1} ...
0
votes
0
answers
84
views
Question on approximation of norms
Suppose that $E\in Int[L_{p},L_{q}]$ for some $1<p<q<\infty$ and $E$ is $w$-concave with $1<w<\infty$. It is well-known that for each $r\geq w$, we have $E=L_{r}\odot F_{r}$ for some ...
- 45
3
votes
0
answers
53
views
Bounds on Besov norms for mollification of a bounded Lipschitz function
Let $\Omega$ be a bounded, non-empty, regular open domain in $\mathbb{R}^d$. Let $1\le p,q\le \infty$ and $s>0$. Let $\mathcal{B}_{p,q}^s(\Omega)$ be the Besov space on $\Omega$ corresponding to ...
2
votes
1
answer
83
views
Azuma-Hoeffding for one-side bounded super-martingale sequence
Suppose we have a real-valued super-martingale difference sequence $\{X_k\}$ w.r.t. some filtration $\mathcal{F_k}$, i.e., $X_k$ is $\mathcal{F_k}$-measurable, and
$$ \mathbb{E}[X_k|\mathcal{F}_{k-1}] ...
- 33
1
vote
1
answer
99
views
Moment generating function of one-side bounded random variable
Suppose we have a scalar random variable $X$ satisfying the one-sided bound $X \leq d$, for some $d > 0$. Additionally, we know that $\mathbb{E}[X] \leq 0$. Can we establish a bound of the ...
- 33
4
votes
3
answers
309
views
Intriguing simple question about Sobolev space $W^{1,p}(\Omega)$
Let $w_1,w_2\in W^{1,p}(\Omega)$ be two functions with $w_1,w_2>0$ and $\dfrac{w_2}{w_1},\dfrac{w_1}{w_2}\in L^{\infty}(\Omega)$, where $\Omega\subset\mathbb{R}^N$ is a bounded domain (i.e. open ...
- 1,759
12
votes
1
answer
402
views
Boundedness of sequences and cardinality
Let $X$ be a set of sequences of real numbers that converge to zero with the property that for any unbounded sequence of real numbers $(y_n)$, there is a sequence $(x_n)$ in $X$ for which the ...
- 121
11
votes
1
answer
996
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
7
votes
1
answer
243
views
Isoperimetric inequality, but $L_p$ norm
I would like to consider the isoperimetric problem of $L_p$ norm:
Given a region in $\mathbb R^2$ such that the boundary is a curve $C(x,y)$, where $\int_{C}(|\mathrm dx|^p+|\mathrm dy|^p)^{1/p}$ is a ...
- 843
4
votes
1
answer
252
views
Show that $\Lambda_\varphi(x_n)\to \Lambda_\varphi(x)$ for an nsf weight $\varphi$ on a von Neumann algebra
Let $\varphi$ be an nsf weight on a von Neumann algebra $M$. Fix a square-integrable element $x\in \mathscr{N}_\varphi$. Put
$$x_n := \sqrt{\frac{n}{\pi}}\int_{-\infty}^{+\infty} \exp(-nt^2) \sigma_t^\...
- 175
8
votes
1
answer
449
views
What do smooth signatures give you?
My background is in rough paths theory.
In short, if you have an irregular function $f:[0,T]\to\mathbb R^d$ and you want to make sense of integrals $\int_s^t \cdot \ df(r)$, the right objects that are ...
- 1,904
2
votes
1
answer
262
views
Randomly fixing elements and transcendence degree
Given $f_1,\ldots,f_n \in \mathbb{F}_q[x_1,\ldots,x_m]$ such that $\deg(f_i) \leq d < q$. Suppose we have for some $1 \leq j \leq m$
$$ \operatorname{trdeg}_{\mathbb{F}(x_1,\ldots,x_j)}\{f_1,\ldots,...
- 341
0
votes
0
answers
85
views
Does a 2d random walk hit 0 for increasing distances AND time spans?
Question: For a simple symmetric random walk $(Z_t)_{t\geq 0}$ in $\mathbb{Z}^2$, does
$$\lim_{\beta\rightarrow 0}\mathbb{P}^{x_\beta}(Z_t=0\text{ for some }t\leq h(\beta)T)=0\quad (2.8)$$
where $|x_\...
- 31
1
vote
1
answer
130
views
Existence of solutions to a series of integral equations
I am trying to solve the following integral equation analytically:
$$
\sum_{n \geq 1} \left( \int_0^te^{-n^2(t-s)} f_n(s) \, ds \right) = g(t), \quad t \in [0, T],
$$
where $(f_n(t))_n$ is the unknown ...
- 617
7
votes
1
answer
281
views
Norm in the minimal tensor product of C*-algebras
Let $A$ and $B$ be two $C^*$-algebras, and let $A \otimes B$ denote their minimal tensor product. Given positive, linear functionals $\varphi$ on $A$ and $\psi$ on $B$, we obtain a positive, linear ...
- 3,497
0
votes
0
answers
119
views
Boundedness of 2 times the unit ball
Suppose that $X$ is a topological vector space where the topology is given by a metric $d$ on $X$. Assuming that the unit ball
$$
B(0, 1) := \{x \in X : d(0, x) < 1\} \neq X,
$$
is it necessarily ...
4
votes
0
answers
198
views
When a null uncountable set can be image of some increasing function with discontinuities on a dense countable set
Consider the following result:
A: Let $f:D \to \mathbb R$ be an increasing function with discontinuities on a dense countable subset of $D$ such that the jump values sum to $\mu(D)$, where $D$ is a ...
- 303
1
vote
2
answers
220
views
A question on unit norm elements of $\ell^2 \setminus \bigcup_{0<p<2 }\ell^p$
Let $A\subset \ell^2$ consist of all $x\in \ell^2$ with $|x|_2=1$ which does not belong to any $\ell^p$ for all $0<p<2$.
Note that $A$ is non-empty with a Baire category argument.
I ...
- 356
4
votes
1
answer
196
views
(Lattice approximation) Does UV stability lead to continuum limit of a subsequence?
In the context of lattice approximation, the term "UV stability" seems to be used frequently. To me, it seems like
Uniform boundedness of the partition function in the limit where lattice ...
- 3,477
0
votes
0
answers
36
views
Derivate involving Bessel function of second type
Let.
$$f := (x, y) \mapsto \text{BesselK}(1, c \cdot (a - b \cdot (x + y))) \cdot \exp(c \cdot b \cdot (y - x))$$
Is there a close formula for this $$\frac{\partial^{m+n}}{\partial y^m \partial x^n} f(...
- 109
3
votes
1
answer
376
views
A more general product rule for weak derivatives?
Consider that $u_1,u_2:\Omega\to (0,\infty)$ where $\Omega\subset\mathbb{R}^N$ is an open set. We know that $u_1,u_2\in W^{1,p}(\Omega)$ for some $p>1$ and $\dfrac{u_1}{u_2},\ \dfrac{u_2}{u_1}\in L^...
- 1,759