All Questions
13 questions
26
votes
3
answers
11k
views
L1 distance between gaussian measures
L1 distance between gaussian measures: Definition
Let $P_1$ and $P_0$ be two gaussian measures on $\mathbb{R}^p$ with respective "mean,Variance" $m_1,C_1$ and $m_0,C_0$ (I assume matrices have full ...
- 833
21
votes
2
answers
3k
views
A measure on the space of probability measures
This question was originaly posted in the stackexchange https://math.stackexchange.com/questions/1226701/a-measure-on-the-space-of-probability-measures but since it only got a comment I decided to ...
- 361
12
votes
2
answers
2k
views
How to think about dual space of a certain space of Lipschitz functions
Consider the following Banach space (for concreteness):
$$X=Lip(\bar{\mathbb{B}}^n)=\{f\in C^0(\bar{\mathbb{B}}^n): \Vert f \Vert_L<\infty \}$$
where
$$
\bar{\mathbb{B}}^n=\{\mathbf{x}\in \mathbb{...
- 2,478
9
votes
2
answers
674
views
Small crown probabilities (and infinite dimensional margin assumption)
My question is:
How do I find sharp upper bounds on $P(|q|\leq \epsilon)$ uniformly over a set of gaussian polynomes $q$ of degree two.
Notations and definitions (to make the question rigorous)
Let ...
8
votes
1
answer
381
views
Estimating flat norm distance from a planar disc
Let $D\subset\mathbb R^2\subset\mathbb R^n$ be a unit planar disc in $\mathbb R^n$. Let $S$ be an orientable two-dimensional surface in $\mathbb R^n$ such that $\partial S=\partial D$. Of course, we ...
- 32.4k
7
votes
2
answers
664
views
Non-separable metric probability space
Let us say a metric probability space $(X,\rho,\mu)$ has property (*) if:
the support of $\mu$ is contained in a separable subspace of $X$.
Questions:
1. Is there a standard name for this property?
...
- 6,541
6
votes
1
answer
243
views
Existence of a measurable map between metric spaces
Let $X$ and $Y$ be separable complete metric spaces (if necessary, they may be assumed to be compact). Let $R\subset X\times Y$ be a closed subset such that the projection of $R$ to $X$ is onto.
Is ...
- 21.8k
5
votes
2
answers
245
views
Differentiability of the map $x\mapsto \delta_x$ in the Arens-Eells/Lipschitz-free space
$\DeclareMathOperator\AE{AE}\DeclareMathOperator\Lip{Lip}$Let $\AE(X)$ denote the Arens-Eells space on a Banach space $X$. Consider the map:
$$
\begin{aligned}
\delta: X & \rightarrow \AE(X)
\\
x&...
3
votes
2
answers
675
views
distributional Hessian for semiconvex functions on non-smooth manifolds
Let $f:R^n \to R$ be convex. Then there exist signed Radon measures $\mu^{ij}=\mu^{ji}$ such that
$$
\int_{R^n} f \frac{\partial^2 \varphi}{\partial x_i \partial x_j} dx= \int_{R^n} \varphi d\mu^{ij} ...
- 471
3
votes
0
answers
222
views
Sets of finite perimeter: intersection with an half space
I have a question regarding sets of finite perimeter. In particular I'm interested to find
$$\mu_{E \cap H_t}, \label{1}\tag{1}$$
where $E$ is a set of finite perimeter in a generic open set $\Omega \...
- 51
2
votes
0
answers
186
views
Metric on space of Borel-measurable functions
Let $(X,d_X),(Y,d_Y)$ be metric spaces and $X$ is locally-compact and fix a Borel probability measure $\nu$ on $X$. For any Borel-measurable $f:X\rightarrow Y$, let $\mathcal{K}(f,\delta)$ be the set ...
1
vote
1
answer
183
views
Metric currents on singular measures in $\mathbb R^d$
Unless I am misunderstanding a lot of works, it is my understanding that a finite and non negative measure $\mu=g\mathcal{H}^\alpha$, where $\mathcal{H}^\alpha$ is the $\alpha$-Haudorff measure, ...
- 391
1
vote
1
answer
174
views
Dimension-preserving non-linear map
Let $F:\mathbb{R}^n\to\mathbb{R}^n$ be a continuous non-linear map, and let $A$ be a connected subset of $\mathbb{R}^n$ with $\text{dim}(A)=d\leq n$. When can we say that the dimension of the image, $\...
- 39