All Questions
95 questions from the last 30 days
16
votes
1
answer
973
views
Pedagogically intuitive reformulation of Zorn's Lemma for functional analysis
While teaching an applied functional analysis class, I’ve noticed that students often struggle to develop an intuitive understanding of Zorn’s lemma. It’s relatively straightforward to explain why ...
- 5,824
12
votes
1
answer
395
views
Is $X\times X$ homeomorphic to $X$ for a space of probability measures?
Let $\mathcal M_1(S)$ be the (compact, metrizable) space of probability Borel measures on the circle $S=\{z\in\mathbb C: |z|=1\}$ with its weak $*$ topology, so $\mu_n\to\mu$ if and only if
$$
\int_S ...
- 24.2k
3
votes
1
answer
406
views
Moments of a random variable related to uniform distribution on sphere
Let $u$ be taken uniformly from the unit sphere $\mathbb S^{n-1}$ and $D$ be a diagonal matrix. I'd like to find a general formula for
$$
\mathbb E[(u^\top D u)^m]
$$
for $m=1,2,3, \dots$, in terms of ...
- 1,608
5
votes
1
answer
378
views
Convergence of random functions
Suppose I have a sequence of random continuous functions, $f^{n} : [0, t] \to \mathbb{R}$. Suppose there also exists a random continuous function, $f: [0, t] \to \mathbb{R}$, defined on the same ...
- 85
9
votes
2
answers
429
views
Hermite–Fourier expansion for the median
Let $n$ be an odd positive integer. Let $M : \mathbb{R}^n \to \mathbb{R}$ be the median function: $M(x_1,\dots,x_n)$ is the median of $x_1,\dots,x_n$. What can be said about the Hermite–Fourier ...
- 24.7k
8
votes
1
answer
534
views
The cars problem, again
Consider the following simple problem: We are given $2n$ parking spots, labelled from 0 to $2n-1$. There are $n$ cars on the first $n$ spots, and the remaining $n$ spots are free. At every step, every ...
5
votes
1
answer
206
views
Compactness in trace class operators space
Let $H$ be a separable Hilbert space. Let $L_1$ denote the space of trace class operators on $H$ with the trace-class norm $\|\cdot\|_1$, i.e. $\|K\|_1=Tr|K|$ for all $K\in L_1$.
Are there easy ...
- 59
9
votes
1
answer
299
views
What are the points of the algebra of polynomial functions on an arbitrary vector space?
Let $V$ be an arbitrary vector space over some field $\mathbb{K}$ (UPD: of characteristic 0), $V^*=\mathrm{Hom}(V,\mathbb{K})$ its linear dual. Let $\mathrm{Sym}_\mathbb{K}(V^*)$ be the free ...
- 480
3
votes
1
answer
219
views
Interpretation of an asymptotic result in probability
A result in asymptotic theory says the following: Let $Y$ be a real random variable with full support and $E(|Y|)<\infty$. Assume that:
$$
(A)\quad \lim_{y\rightarrow \infty} \frac{\Pr(Y\geq y)}{\...
- 108
0
votes
1
answer
239
views
Are ALL linear functionals on $C[0,1]$ generated by measures? [closed]
Consider derivative of the convolution of a given function $f(\cdot)$ with a fixed $C^\infty$ function $s(\cdot)$, evaluated say at $1/2$. Is there a measure which generates the functional so defined?
4
votes
1
answer
277
views
Eigenvalue of a convolution and a restriction?
Let $\epsilon>0$ be small. Let $\eta(t) = \frac{2\epsilon}{\epsilon^2+(2\pi t)^2}$ (the Fourier transform of $x\mapsto e^{-\epsilon |x|}$). Let $V$ be the space of integrable, bounded functions $f:\...
- 20.2k
3
votes
1
answer
189
views
Ribe's Theorem: finitely representability between two uniformly homeomorphic Banach spaces
An infinite-dimensional Banach space $X$ is said to be crudely finitely representable (with constant $\lambda$) in an infinite-dimensional Banach space $Y$ if there is a constant $\lambda>1$ such ...
- 33
2
votes
1
answer
147
views
Lower bound in the singularity of random Bernoulli matrices
Let $A_n$ be a random $n \times n$ matrix with entries in $\{-1, +1\}$. As usual, "random" here means with respect to the uniform measure over such matrices.
The strong version of the ...
- 420
2
votes
1
answer
238
views
Self-adjointness of generator and semigroup of an SDE
$
\newcommand{\bR}{\mathbb{R}}
\newcommand{\bE}{\mathbb{E}}
\newcommand{\bT}{\mathbb{T}}
\newcommand{\bP}{\mathbb{P}}
\newcommand{\bF}{\mathbb{F}}
\newcommand{\cF}{\mathcal{F}}
\newcommand{\eps}{\...
- 825
3
votes
1
answer
139
views
Surjectivity of pushforward on image
Let $\mathcal X\subseteq\mathbb R^m$ be a Borel measurable set. $\Phi:\mathcal X\to\mathbb R^n$ be a continuous mapping and $\mathcal Y = \Phi(\mathcal X)\subseteq\mathbb R^n$ its image. Let $\mathcal ...
- 345
0
votes
2
answers
126
views
Unique coupling
Let $X$ be a Polish metric space, and let $\mu,\nu$ be two Borel probability measures on $X$, when is the product measure the only coupling of $\mu$ and $\nu$. More formally, let $$\Gamma(\mu,\nu):=\{\...
- 245
0
votes
1
answer
188
views
Does the second Bourgain–Delbaen space belong to C_p?
The second Bourgain–Delbaen space $Y$ is a separable $\mathcal{L}_\infty$ space such that $Y$ contains no copy of $c_0$ or $\ell_1$. The dual space is isomorphic to $\ell_1$.
An operator $T:X\to Y$ ...
0
votes
1
answer
169
views
Existence of a "universal" measure-preserving transformation on the unit interval
Let $I = [0,1]$ be the unit interval equipped with the Lebesgue measure $\lambda$. Let $\mathcal{M}$ be the set of all Lebesgue measure-preserving transformations $T: I \to I$. We say a transformation ...
user545331
3
votes
1
answer
128
views
Comparing two different principles of premeasure-to-measure extension
It is well-known that a premeasure $\mu_0$ (possibly taking infinite values) on a ring of subsets $\Omega_0$ of a set $X$ can be extended to a complete measure space $(X, \Omega_C, \mu_C)$ ($C$ for ...
- 133
2
votes
0
answers
228
views
A deceptively simple regularity problem for functions on the plane
By various meanderings and toying with simpler problems, my current research has lead me to the following quite straightforward question, which I am wholly unable to answer:
Consider a twice ...
- 989
1
vote
1
answer
152
views
Is smoothness preserved under an isometric isomorphism?
Let $(X, \|.\|_1)$ is isometrically isomorphic to $(X, \|.\|_2)$ and $\|.\|_2\leq \|.\|_1$. Assume that $x_0$ is a smooth point of $(X, \|.\|_1)$ and $\|x_0\|_2=1$. According to the definition of a ...
- 113
0
votes
1
answer
159
views
Weak convergence of $f(x,e^{itx})$
This is the desired result (what I want to prove):
$$f(x,e^{itx})\overset{t\to\infty}{\rightharpoonup}\frac{1}{2\pi i}\oint_{|z|=1}\frac{1}{z}f(x,z)dz \tag{1}$$
Given that $f\in C([a,b]\times\{e^{i\...
- 231
0
votes
1
answer
171
views
Is the evolution family self-adjoint?
$
\newcommand{\bR}{\mathbb{R}}
\newcommand{\diff}{\mathop{}\!\mathrm{d}}
\newcommand{\qtext}[1]{\quad\text{#1}}
\newcommand{\qtextq}[1]{\quad\text{#1}\quad}
$
I am reading Roland Schnaubelt's survey ...
- 825
6
votes
0
answers
215
views
Hölder's inequality for trace-class maps of $p$-liquid spaces and a related conjecture of Grothendieck
In Condensed Math and Complex Geometry Proposition 8.8, Clausen-Scholze describe trace-class maps between projective objects in the $p$-liquid category as sums of rank 1 operators against ${<}p$-...
- 61
-3
votes
0
answers
136
views
Approximation on Dirichlet's arithmetic progression by means of central limit theorem
In this video lecture on
Number theory over function fields taught by Will Sawin
is presented a 'conceptional' reason for error estimation
$\#\{p \in \Bbb P: p =a \ \text{mod} \ N, p <x \}
=\frac{1}...
- 619
1
vote
1
answer
91
views
Sobolev inequality with weight in the case $1<n\leq p$
Assume that $1<n\leq p$. Does there exist a (non-negative) measure $\mu$ (preferably with some positive density function with respect to the Lebesue measure $dx$) and $q>p$ so that for all $f\in ...
- 459
0
votes
1
answer
119
views
Nonstationary phase method for oscillatory integral
I want to approximate an integral of the form $$\int_a^bf(t)e^{ig(t)}dt,$$where $f(t)$ is smooth, $g(t)$ is real-valued and smooth.
The stationary phase method says that if $t_0\in [a,b]$ is such that ...
- 107
5
votes
0
answers
124
views
Size doubling amoeba
Note: Here time is assumed to be discrete and indexed by the naturals $\mathbb N$.
A curious species of amoeba undergoes the following evolution rule - at each time step, with probability $0 < p &...
- 6,213
2
votes
0
answers
194
views
Functions such that the *integral* of the Fourier transform is non-negative?
Let $f:\mathbb{R}\to \mathbb{R}$ be in $L^1$, with its Fourier transform $\widehat{f}$ also in $L^1$. What is a necessary and sufficient condition on $f$ so that
$$\int_{-\infty}^x \widehat{f}(t) dt \...
- 20.2k
3
votes
0
answers
158
views
Gowers' dichotomy for quotients
Gowers' dichotomy establishes that every infinite dimensional Banach space contains a closed infinite dimensional subspace that has an unconditional basis or it is hereditarily indecomposable.
A ...
- 4,461
0
votes
0
answers
113
views
Are measures singular with respect to all representing measures in $\mathbb{D}^n$ always concentrated on null-sets?
Let $\mu$ and $\nu$ be two measures on the $\sigma$-Borel set $\mathcal{B}(\mathbb{D}^n)$.
We say that $\mu$ is a representing measure for some point $z \in \mathbb{D}^n$, if
$$\forall_{u \in A(\...
- 63
2
votes
0
answers
111
views
Uncertainty principle: minimize $\int_{-\infty}^\infty |t| |\widehat{f}(t)|^2 dt$ for $f$ of compact support
This is a question of uncertainty-principle type stemming from Eigenvalue of a convolution and a restriction?
Let $f:\mathbb{R}\to \mathbb{R}$ be even, absolutely continuous and supported in $[-\frac{...
- 20.2k
0
votes
1
answer
82
views
Median of cardinality of set union
Let $U$ be an arbitrary finite universe (you can just think of it as $[N]=\{1,2,\ldots,N\}$), and $\mathbf{S} = (S_i)_{i \in [n]}$ ($S_i \subseteq U$) be the sets that we are drawing from. Define a ...
- 29
0
votes
1
answer
95
views
On the behaviour of individual random walks of a Markov Chain
My current research (on Probabilistic Automaton) brought me to the following question regarding Markov Chains. I state the definitions for the sake of clarity.
Let $M$ be a discrete-time finite Markov ...
1
vote
1
answer
59
views
Embedding of domain of fractional power of Laplacian into Sobolev space for cylindrical domains
On a bounded domain $\Omega \subset \mathbb R^d, d\geq 2$ with smooth boundary, it is well known that for the Dirichlet Laplacian $\Delta_D$, $D((-\Delta_D)^\frac12) = H^1_0(\Omega)$.
I'm interested ...
- 153
-1
votes
0
answers
94
views
Why define Schwartz by supremum rather than limit? [migrated]
The Schwartz space is defined as the set of all indefinitely differentiable functions such that the supremum over the free variable of any (order) derivative times any (order) power is finite.
However,...
- 107
-1
votes
1
answer
93
views
Variance of bins for N balls into M bins [closed]
If I throw N balls independently into M bins with uniform probability, the expected mean of the M bins is N/M balls.
What is the expected variance of the M bins?
I was thinking of what bin size I ...
1
vote
0
answers
111
views
References on the partial trace
For the Hilbert space $H^N:=L((\mathbb R^{3})^N,\mathbb C)$, consider the projection operator $D: H^N\to H^N$ as follows :
$$D(\Phi):=\left(\int_{(\mathbb R^{3})^N}\overline{\Psi(x_1,\ldots, x_N)}\Phi(...
- 1,399
2
votes
0
answers
97
views
+100
Inequalities for norm of centered Gaussian and uncentered Gaussian
Let $g$ denote a standard Gaussian vector in $\mathbb{R}^n$, and $\|\cdot\|$ a norm.
Let $x \in \mathbb{R}^n$ and define
$$
F(x) = \mathbb{E}[\|x + g\| - \|g\|].
$$
I am wondering if it is possible to ...
- 420
4
votes
0
answers
116
views
Convergence in probability results with still open point-wise versions
In ergodic theory and more generally in stochastic processes, often convergence in probability results precede convergence almost-surely results in quite a few years. Classical examples include the ...
- 41
1
vote
1
answer
117
views
Lower bound for a commutator trace
I have this Hilbert space of square-integrable complex-valued functions on a square, $\mathbb{L}^2([0,1]^2)$. And let $M_x$, $M_y$, and $M_{x+y} = M_x+M_y$ be the operators of multiplication by the ...
- 121
3
votes
0
answers
91
views
About BMO space on smooth open bounded domain
Let $\Omega$ be any open domain in $\Bbb R^d$.
Define the $\text{BMO}(\Omega)$ space as
$$ \text{BMO}(\Omega)= \big\{u\in L^1_{loc}(\Omega)\,\,:\,\, |u|_{\text{BMO}(\Omega)} <\infty \big\},
$$
...
- 1,101
1
vote
0
answers
91
views
How to optimize parametric information-theoretic bounds?
I am faced with an information-theoretic upper bound, such as
\begin{align}
\sqrt{\alpha'}2^{I_\alpha(X;Y)},
\end{align}
where $I_\alpha(X;Y)$ is the Rényi mutual information with parameter $\alpha>...
- 287
3
votes
1
answer
85
views
What (continuous) stochastic processes have path measures that are absolutely continuous w.r.t. Wiener measure?
Suppose I have a stochastic process $\{Z_t\}_{t \in T}$ for which I know the sample paths to be a.s. continuous (we can also assume some usual stuff, such as $T$ a compact metric space, $Z$ having ...
- 73
2
votes
1
answer
65
views
On the stationarity of Gaussian processes
I am trying to understand and prove the statement:
The normal (or Gaussian) process is stationary in the wide sense if and only if it is strictly stationary.
I know the following:
A strictly ...
4
votes
0
answers
90
views
Hölder stability of the PDE $\partial_t u (t, x) = \operatorname{div} \{ a (t, x) \nabla u(t, x) \}$
$
\newcommand{\bR}{\mathbb{R}}
\newcommand{\bE}{\mathbb{E}}
\newcommand{\bT}{\mathbb{T}}
\newcommand{\bP}{\mathbb{P}}
\newcommand{\bF}{\mathbb{F}}
\newcommand{\cF}{\mathcal{F}}
\newcommand{\eps}{\...
- 825
1
vote
0
answers
82
views
Markov Chain that maximises the entropy creation rate
I am working on MERW (Maximal entropy random walk) for a project.
I want to show that given a graph G, there is $\textbf{only one}$ aperiodic markov chain on G that maximises the entropy creation rate ...
- 11
3
votes
0
answers
81
views
Combinatorial/probabilistic interpretation of a quantity of union closed family
Let $\mathcal{F}\subseteq2^{[n]}$ be a union-closed family of sets. For a set $S\in[n]$ (not necessary belong to $\mathcal{F}$), define $w_{\mathcal{F}}(S)$ to be the number of subset of $S$ which ...
- 1,462
1
vote
0
answers
89
views
Measurability of a map involving probability measures
Let $X$ be a metrizable topological space and $\mathscr B_X$ the Borel $\sigma$-algebra on it. Let $\Delta X$ denote the set of probability measures on $(X,\mathscr B_X)$, and let $\mathscr B_{\Delta ...
- 405
2
votes
0
answers
79
views
Function that is (essentially) a self-convolution but not a multiple of a self-convolution
Call a function $F:\mathbb{R}\to C$ nice if it is of the form $F = f\ast \tilde{f}$, where $\tilde{f}(x) = \overline{f(-x)}$. (Of course nice functions are precisely those whose Fourier transform is ...
- 20.2k