All Questions
1,778 questions
36
votes
3
answers
4k
views
the following inequality is true，but I can't prove it
The inequality is
\begin{equation*}
\sum_{k=1}^{2d}\left(1-\frac{1}{2d+2-k}\right)\frac{d^k}{k!}>e^d\left(1-\frac{1}{d}\right)
\end{equation*}
for all integer $d\geq 1$. I use computer to verify ...
- 363
36
votes
4
answers
2k
views
Determinant of the random matrix $X^2+Y^2$
$\DeclareMathOperator\Prob{Prob}$Let $X,Y\in M_n(\mathbb{R})$ be $2$ random matrices. The entries of $X,Y$ are i.i.d. variables. They follow the standard normal law $N(0,1)$.
i) When $n=2,3,4$, one ...
- 3,741
34
votes
3
answers
2k
views
Intrinsic significance of differential entropy
Many commentators (e.g. Jaynes, Rota) argue that the notion of "differential entropy" is problematic (as commonly defined by $ h(X) = \int ( \log\frac{1}{p(x)} ) p(x) \, dx $, where $X$ is a random ...
- 1,223
34
votes
2
answers
3k
views
Can we recover a von Neumann algebra from its predual?
By definition, a von Neumann algebra is a C*‑algebra A
that admits a predual, i.e., a Banach space Z such that
Z* is isomorphic to the underlying Banach space of A.
(We require that isomorphisms in ...
- 37.8k
33
votes
1
answer
2k
views
Stone-Weierstrass theorem for holomorphic functions?
The Stone-Weierstrass theorem has an analog for the algebras of smooth functions, called
Naсhbin's theorem: An involutive subalgebra $A$ in the algebra ${\mathcal C}^\infty(M)$ of smooth ...
- 7,426
33
votes
4
answers
9k
views
A Markov process which is not a strong markov process?
Can anyone give an example of a Markov process which is not a strong Markov process? The Markov property and strong Markov property are typically introduced as distinct concepts (for example in ...
- 1,666
33
votes
1
answer
2k
views
For which maps $S^1\to S^1$ is the winding number defined?
There are two classes of maps $S^1\to S^1$ for which I know how to define the winding number:
• Continuous maps:
Using the unique path lifting property of the universal covering map $\mathbb R\to S^...
- 43.2k
32
votes
5
answers
6k
views
What is a good method to find random points on the n-sphere when n is large?
As part of a more complex algorithm, I need a fast method to find random points of the n-sphere, $S^n$, starting with a RNG (random number generator). A simple way to do this (in low dimensions at ...
- 15.3k
32
votes
1
answer
4k
views
Do invariant measures maximize the integral?
Update: The negative answer to the following question has been provided by Matthew Daws, who won, but also rejected, the bounty of 100 euro that I set over the question.
Let $\mathcal M(\mathbb Z)$ ...
- 6,034
32
votes
2
answers
11k
views
Intuition of law of iterated logarithm?
Let $X_i$ be iid random variables with $EX_i = 0$ and $Var X_i=1$ and $S_n=X_1+\cdots+X_n$. Then the law of the iterated logarithm says almost everywhere we have
$$\limsup_{n\to\infty}\frac{S_n}{\...
- 1,533
32
votes
4
answers
4k
views
Is a random subset of the real numbers non-measurable? Is the set of measurable sets measurable?
One might say, "a random subset of $\mathbb{R}$ is not Lebesgue measurable" without really thinking about it. But if we unpack the standard definitions of all those terms (and work in ZFC), it's not ...
- 2,200
31
votes
1
answer
2k
views
Topology on space of hyperfunctions
This is a reference request, coming from someone with little knowledge of hyperfunctions:
Which methods have been used to endow the space of hyperfunctions $\mathcal B(\mathbb R)$ with something like ...
- 21.3k
31
votes
3
answers
5k
views
When is an integral transform trace class?
Given a measure space $(X, \mu)$ and a measurable integral kernel $k : X \times X \rightarrow \mathbb{C}$, the operator
$$ K f(\xi) =\int_{X} f(x) k(x,\xi) d \mu(x),$$
the operator $K$ is Hilbert ...
- 11.2k
30
votes
3
answers
3k
views
Surjectivity of operators on $\ell^\infty$
Can anyone give me an example of an bounded and linear operator $T:\ell^\infty\to \ell^\infty$ (the space of bounded sequences with the usual sup-norm), such that T has dense range, but is not ...
- 301
30
votes
4
answers
2k
views
If $X$ and $Y$ independent and identically distributed, then $E(|X-Y|)\leq E(|X+Y|)$. Are other proofs of this known?
I know a proof of the theorem that if $X$ and $Y$ independent and identically distributed, then $E(|X-Y|)\leq E(|X+Y|)$. The proof uses an integral representation of the absolute value,
$$\int_0^\...
- 409
30
votes
3
answers
2k
views
Random knot on six vertices
This question is inspired by Joseph O'Rourke's beautiful question on random knots. Choose an random ordered 6-tuple of points on the unit sphere in $\mathbf{R}^3$, and form a knot by connecting ...
- 13.1k
29
votes
6
answers
2k
views
Combinatorial Morse functions and random permutations
This question has its origin in combinatorial topology. In the 90s R. Forman proposed a discrete counterpart of Morse theory. In his case, a Morse function on a triangulated space is a function ...
- 34.7k
29
votes
6
answers
9k
views
Nonseparable Hilbert spaces
Being nonseparable Banach space is in fact nothing special: one meets the first
examples in the standard functional analysis course, when one learns about
$\ell^p$ or $L^p[0,1]$ spaces-these spaces ...
- 9,330
29
votes
1
answer
4k
views
Furstenberg's Conjecture on 2-3-invariant continuous probability measures on the circle
Hillel Furstenberg conjectured that the only $2$-$3$-invariant probability measure on the circle without atoms is the Lebesgue measure. More precisely:
Question: (Furstenberg) Let $\mu$ be a ...
- 25.5k
28
votes
2
answers
771
views
Probability of generation of ${\mathbb Z}^2$
What is the probability that three pairs $(a,b) $ , $(c,d) $ and $(e,f) $ of integers generate $\mathbb Z^2$? As usual the probability is the limit as $n\to \infty$ of the same probability for the $n\...
user6976
28
votes
5
answers
2k
views
Moments of area of random triangle inscribed in a circle
The $2m$th moment of the (random) area of the triangle whose vertices are three independent, uniformly distributed random points on the unit circle appears to be $((3m)!/(m!)^3)/16^m$. Can anyone ...
- 19.7k
28
votes
2
answers
1k
views
Can an operator have Exp(z) as its characteristic "polynomial"?
Let $\mathcal{H}$ be a Hilbert space, and let $T: \mathcal{H} \rightarrow \mathcal{H}$ be a trace-class operator. Define
$$ f_T(z) = \sum_{i=0}^\infty \mbox{Tr}(\wedge^k T) \cdot z^k, $$
the ...
- 5,898
28
votes
6
answers
2k
views
Random Alternating Permutations
An alternating permutation of {1, ..., n} is one were π(1) > π(2) < π(3) > π(4) < ... For example: (24153) is an alternating permutation of length 5.
If $E_n$ is the number of alternating ...
- 22.8k
27
votes
7
answers
30k
views
When do 3D random walks return to their origin?
The probability of a random walk returning to its origin is 1 in two dimensions (2D) but only 34% in three dimensions: This is Pólya's theorem. I have learned that in 2D the condition of returning to ...
- 151k
27
votes
0
answers
1k
views
Unital $C^{*}$ algebras whose all elements have path connected spectrum
A unital $C^{*}$ algebra is called a "Path connected algebra" if the spectrum of all its elements is a path connected subset of $\mathbb{C}$.
What is an example of a non commutative ...
- 356
27
votes
4
answers
3k
views
Rate of convergence of $\frac{1}{\sqrt{n\ln n}}(\sum_{k=1}^n 1/\sqrt{X_k}-2n)$, $X_i$ i.i.d. uniform on $[0,1]$?
Let $(X_n)$ be a sequence of i.i.d. random variables uniformly distributed in $[0,1]$; and, for $n\geq 1$, set
$$
S_n = \sum_{k=1}^n \frac{1}{\sqrt{X_k}}\,.
$$
It follows from the generalized central ...
- 1,372
27
votes
2
answers
5k
views
What can be said about the Fourier transforms of characteristic functions?
What can be said about the Fourier transform of the characteristic function $1_A$, where $A\subset \mathbb{R}^n$ is of finite Lebesgue measure? In particular,
What properties are common to ...
- 2,719
27
votes
3
answers
4k
views
Why is free probability a generalization of probability theory?
Note: This question was already asked on Math.SE nearly a week and a half ago but did not receive any responses. To the best of my knowledge, free probability is an active topic of research, so I hope ...
- 2,680
27
votes
1
answer
1k
views
The dual of $\mathrm{BV}$
$\DeclareMathOperator\BV{BV}\DeclareMathOperator\SBV{SBV}$I'm going to let $\BV := \BV(\mathbb{R}^d)$ denote the space of functions of bounded variation on $\mathbb{R}^d$. My question concerns the ...
- 683
27
votes
7
answers
9k
views
Why are two "random" vectors in $\mathbb R^n$ approximately orthogonal for large $n$?
I saw that two random independent vectors are approximately orthogonal in high dimensional space.
How can I prove this?
And is there an intuitive explanation?
Thank you.
- 387
27
votes
5
answers
7k
views
Probability of a Random Walk crossing a straight line
Let $(S_n)_{n=1}^{\infty}$ be a standard random walk with $S_n = \sum_{i=1}^n X_i$ and $\mathbb{P}(X_i = \pm 1) = \frac{1}{2}$. Let $\alpha \in \mathbb{R}$ be some constant. I would like to know the ...
- 733
26
votes
3
answers
3k
views
An $L^0$ Khintchine inequality
Suppose that $\epsilon_1,\epsilon_2,\ldots$ are IID random variables with the Bernoulli distribution $\mathbb{P}(\epsilon_n=\pm1)=1/2$, and $a_1,a_2,\ldots$ is a real sequence with $\sum_na_n^2=1$. ...
- 17.1k
26
votes
2
answers
2k
views
When is a locally convex topological vector space normal or paracompact?
All locally convex topological vector spaces (LCTVS) are completely regular, since their topology is given by a family of semi-norms. I'm interested in conditions that imply that a LCTVS is ...
- 26.8k
26
votes
3
answers
16k
views
the dual space of C(X) (X is noncompact metric space)
It is well known that when $X$ is a compact space (or locally compact space), the dual space of $C(X)=\{f |f:
X\rightarrow \mathbb{C} \text{ is continuous and bounded} \}$ is $M(X)$, the space of ...
- 1,706
26
votes
4
answers
2k
views
$\binom{x}{2}+\binom{x}{4}+\cdots+\binom{x}{2u}$ is a convex function on $[0,+\infty)$?
Let $f(x)=\binom{x}{2}+\binom{x}{4}+\cdots+\binom{x}{2u}$, where $u\in\mathbb{Z}^+$ and $\binom{x}{l}=\frac{x(x-1)\dots(x-l+1)}{l!}$ for all $l\in\mathbb{Z}^+$.
Then can we prove $f(x)$ is a convex ...
- 271
26
votes
2
answers
3k
views
Corollaries of the Yoneda Lemma in Analysis?
This is a cross-post of my ~2 weeks (canonically) unanswered question on Math.SE: https://math.stackexchange.com/questions/1830287/corollaries-of-the-yoneda-lemma-in-analysis.
I am looking for some ...
- 2,680
25
votes
3
answers
2k
views
Some models for random graphs that I am curious about
G(n,p)
We are familiar with the standard notion of random graphs where you fixed the number n of vertices and choose every edge to belong to the graph with probability 1/2 (or p) independently. This ...
- 24.7k
25
votes
2
answers
1k
views
Can nuclearity be determined by tensoring with a single C*-algebra?
A C*-algebra is nuclear if the algebraic tensor product $A\odot B$ ($B$ is any other C*-algebra) admits a unique C*-norm. This definition requires testing the condition for nuclearity with `all' C*-...
- 505
25
votes
3
answers
2k
views
Persistent homology of Gaussian fields in Euclidean space
If you generate points in $\mathbb R^n$ via a process that respects a Gaussian normal distribution, then compute the persistent homology / barcodes, to my eye something fairly regular seems to be ...
- 44.4k
25
votes
2
answers
4k
views
Dual of the space of Hölder continuous functions?
Let $X=C^{\alpha}(\Omega,\mathbb{R})$ be the space of Hölder continuous functions. What is its dual?
- 1,256
25
votes
1
answer
3k
views
Does there exist a measurable function which is not a.e. "strongly" measurable?
More specifically, letting $I=[0,1]$, do there exist $f,E$ with $E$ a (necessarily nonseparable) Banach space and $f$ a bounded Lebesgue measurable function $I\to E$ such that $f$ is not equal almost ...
- 3,584
25
votes
16
answers
4k
views
functions satisfying "one-one iff onto"
Hello Everybody.
I need some more examples for the following really interesting phenomenon:
A function from the class ... is one-one iff it is onto.
Some ...
24
votes
2
answers
1k
views
Drawing natural numbers without replacement.
Suppose we start with an initial probability distribution on $\mathbb{N}$ that gives positive probability to each $n$. Let's call this random variable $X_1$ so we have $P(X_1=n)=p_{1,n}>0$ for all $...
- 551
24
votes
3
answers
4k
views
What upper bounds are known for the diameter of the minimum spanning tree of $n$ uniformly random points in $[0,1]^2$?
Let $P$ be a pointset consisting of $n$ uniformly random elements of $[0,1]^2$. It is known that the diameter (greatest number of edges in any shortest path between two points) of the Delaunay ...
- 4,922
24
votes
3
answers
3k
views
Can Hölder's Inequality be strengthened for smooth functions?
Is there an $\epsilon>0$ so that for every nonnegative integrable function $f$ on the reals,
$$\frac{\| f \ast f \|_\infty \| f \ast f \|_1}{\|f \ast f \|_2^2} > 1+\epsilon?$$
Of course, we ...
- 9,756
23
votes
1
answer
1k
views
Does a theory of stochastic differential algebras exist?
My question is motivated primarily by finance, where a non-technical student will learn how to approach SDEs using the symbolic manipulation of Itô calculus and the few basic rules of Brownian motion, ...
- 231
23
votes
2
answers
1k
views
How large can $\mathbf{P}[X_1 + X_2 + X_3 < 2 X_4]$ get?
Let $\mu$ be a probability measure on $[0,\infty)$ and $X_1, \dots, X_4 \sim \mu$ independent. Then what can be said about the probability that $X_1 + X_2 + X_3 < 2 X_4$?
More precisely, what is ...
- 6,406
23
votes
2
answers
7k
views
What is a Gaussian measure?
Let $X$ be a topological affine space. A Gaussian measure on $X$ is characterized by the property that its finite-dimensional projections are multivariate Gaussian distributions.
Is there a direct ...
- 8,512
23
votes
7
answers
5k
views
What makes Gaussian distributions special?
I'm looking for as many different arguments or derivations as possible that support the informal claim that Gaussian/Normal distributions are "the most fundamental" among all distributions.
...
22
votes
4
answers
5k
views
Eigenvalues of permutations of a real matrix: can they all be real?
For a matrix $M\in GL(n,\mathbb R)$, consider the $n!$ matrices obtained by permutations of the rows (say) of $M$ and define the total spectrum $TS(M)$ as the union of all their spectra (counting ...
- 13.4k