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Quantitative Skorokhod embedding

The Skorokhod embedding theorem says that any random variable $X$ with $\mathbb E X=0$ and $\mathbb E[X^2]<\infty $ can be written as $X=B_{\tau }$ where $B$ is a Brownian motion and $\tau $ is a ...
Dor's user avatar
  • 723
14 votes
0 answers
718 views

Lower bounds on analytic functions connected to Fox H

The question is related to the one I asked before and never got an answer to. Fourier transform of $f_a(x)= a^{-2}\exp(-|x|^a)$, $a \in (0,2)$, is decreasing in $a$ . I need to demonstrate that the ...
Tanya Vladi's user avatar
14 votes
0 answers
633 views

Classes of (non-continuous) functions with the fixed point property

Let $K$ be a convex body in $ R^d$. (Say, a ball, say a cube...) For which classes $ \cal C$ of functions, every function $ f \in {\cal C}$ which takes $K$ into itself admits a fixed point in $K$. ...
Gil Kalai's user avatar
  • 24.7k
13 votes
0 answers
395 views

Converse to Riesz-Thorin Theorem

Let $T$ be an operator on simple functions on (say) $\mathbb{R}$. The Riesz-Thorin interpolation theorem, in one form, says that the Riesz type diagram of $T$ is a convex subset of $[0,1]\times[0,1]$....
Yonah Borns-Weil's user avatar
12 votes
0 answers
435 views

Uniform closure of subspaces of Baire class 1

Describe a uniformly closed linear subspace $A \subset C([0,1])$ such that the space $B_1(A)$ is not uniformly complete. Here $B_1(A)$ is the set of all bounded functions $f$ which are pointwise ...
Fred Dashiell's user avatar
10 votes
1 answer
518 views

Inverse function theorem for $W^{2,n}\cap W^{1,\infty}$ functions

Let $n\ge 2$, $f:B_1\subset \mathbb R^n\rightarrow \mathbb R^n$, $f\in W^{2,n}\cap W^{1,\infty}(B_1)$, $\text{det}(Df)>c>0$, where $B_1$ is the unit ball. Can we show that $f$ is a homeomorphism ...
Tian LAN's user avatar
  • 435
10 votes
0 answers
844 views

Witt's proof of Gelfand-Mazur / Ostrowski's Theorem

Previously asked on Math Stackexchange without answers. Background: As sort of a hobby, Ernst Witt gave extremely short proofs for famous theorems. This question is about his six-line proof of the ...
Torsten Schoeneberg's user avatar
9 votes
0 answers
978 views

Strong convexity of the trace of the square root of a matrix function

Any clues about how to prove that the following function is strongly-concave in $x$? (We conjecture it is $2$-strongly concave but cannot prove it. We have already proved strict concavity through ...
Mary's user avatar
  • 91
8 votes
0 answers
110 views

Connected component optimization

For an open set $A\subset[0,1]^d$, denote the connected components of $A$ by $cc(A)$. Given a smooth symmetric function $f\colon[-1,1]^d\to\mathbb R$ with $f(0)>0$, I am interested in the ...
Julian's user avatar
  • 623
7 votes
0 answers
249 views

Proving this function is convex

Let $C$ be a symmetric positive definite matrix such that $0\leq c_{ij} \leq 1$, $c_{ii}=1$, and define $f$ as $$f(x)=\sum_{i}x_{i}\log(\sum_{j}c_{ij}x_{j})$$ for positive vectors $x$ (in fact let's ...
Tom Solberg's user avatar
  • 4,049
7 votes
0 answers
150 views

The space of analytic associative operations

This question is a follow-up to this old one of mine. Let $\mathcal{A}$ be the set of functions $\star:\mathbb{R}^2\rightarrow\mathbb{R}$ which are associative and $C^\omega$ (real analytic entire) in ...
Noah Schweber's user avatar
7 votes
0 answers
619 views

Lavrentiev Phenomenon

Does there exist a (onedimensional) integral functional of calculus of variations $$ F(y)=\int_a^b f(t,y(t),y'(t))\,dt
 $$ such that not only $$ \inf_{y\in\operatorname{Lip}([a,b])}F(y)>\inf_{y\in ...
Carlo Mantegazza's user avatar
7 votes
0 answers
549 views

Counter-example to the completeness of the Wasserstein metric

$\newcommand{\P}{\mathcal{P}}$ Let $(E,d)$ be a complete metric space, let $\P(E)$ be the set of all probability measures on $(E,\mathcal{B}(E))$. Let $W_d$ be the $1$-Wasserstein (Kantorovich) ...
Oleg's user avatar
  • 931
7 votes
0 answers
187 views

distance distributions on a hypersphere?

Fix a real number $0\leq t\leq 1$ and an integer $n>1$. Let $\mathbb{S}^{n-1}\subset\mathbb{R}^n$ denote the unit hypersphere. Define $$d_N(n;t):=\max\sum_{i<j}\Vert P_i-P_j\Vert_2^t$$ where ...
T. Amdeberhan's user avatar
6 votes
0 answers
220 views

Energy of harmonic maps from $\mathbb R^2$ to $S^2$ is quantized

Assume that $U:\mathbb R^2\to S^2=\{y\in\mathbb R^3:|y|=1\}$ is a smooth solution of the equation $\Delta U+|\nabla U|^2U=0$ in $\mathbb R^2$ with $\int_{\mathbb R^2}|\nabla U|^2\,dx<+\infty$. ...
Feng's user avatar
  • 517
6 votes
0 answers
208 views

Can every weakly converging sequence be made to converge strongly after taking a subsequence and rearranging?

Let $f_i: [0, 1] \to \mathbb R$ be functions in $L^1 \cap L^\infty$ with $\sup_i \|f_i\|_{L^\infty} < M$ for some $M > 0$. Suppose $f_i$ converge weakly in $L^1$ to some $L^1$ function $f$ - ...
Nate River's user avatar
  • 6,155
6 votes
0 answers
107 views

Eigenvalues of splitting scheme

In numerical analysis it is common to approximate a solution to a PDE $$u'(t) = (A+B) u(t), \quad u(0)=u_0$$ which is just given by $e^{t(A+B)}u_0$ by the splitting $e^{tB/2} e^{tA} e^{tB/2}u_0.$ Here,...
Sascha's user avatar
  • 536
6 votes
0 answers
210 views

Generalized singular numbers and the Haagerup $L^p$ spaces

Let $M$ be a semi-finite von Neumann algebra with a trace $\tau$.Let $S(M)$ be the algebra of all affiliated operators measurable with respect to $M$. The $L^p$ norm on $M$ is given by \begin{...
Rauan Akylzhanov's user avatar
6 votes
0 answers
8k views

Dual space of continuous functions

Let $C_b(\Omega,V )=$ { $ f:\Omega\rightarrow V $ } is the Banach space of all bounded continuous functions in Banach space $V$ with a norm $\|\cdot\|$ defined as $\|f\|_\infty=\sup _{x\in\Omega}\|f(x)...
Mariarty's user avatar
  • 385
5 votes
0 answers
213 views

Elliptic regularity and Sobolev spaces

Consider a linear partial differential operator $D:C^{\infty}(\mathbb{R}^{d})\to C^{\infty}(\mathbb{R}^{d})$, i.e. $$D=\sum_{\alpha\in\mathbb{N}^{d}}a^{\alpha}(x)\partial^{\alpha}_{x}$$ where $a$ are ...
G. Blaickner's user avatar
  • 1,429
5 votes
0 answers
417 views

All $L^pL^q$ estimates for the heat equation on $\mathbb R$ (with gain of derivatives)

I have asked this question on MSE, but this is a better place. The heat equation and the heat kernel. Consider the heat equation on $\mathbb R$: $$ \left\{\begin{aligned}u_t-\Delta u&=f\\u(0,x)&...
Lorenzo Pompili's user avatar
5 votes
1 answer
630 views

Infinite dimensional involutions: infinitely large sets of multivariate polynomials self-inverse under self-substitution

Examples of infinite dimensional involutions Edit 2/25/23, as suggested by YCOR below: (Start) The first return on a Google search on involution--from late Latin 'a rolling up'--gives the Oxford ...
Tom Copeland's user avatar
  • 10.5k
5 votes
0 answers
99 views

What is a mild sufficient condition on $X$ such that $C(X, Y)$ is sequential?

Let $X$ be a topological space, $(Y, d)$ a metric space and $C(X, Y)$ the space of continuous maps with the topology of compact convergence. Question: What is a minimal topological condition on $X$ ...
user141240's user avatar
5 votes
0 answers
192 views

Useful notion for locally convex spaces - well known?

In my current work the following property of maps between locally convex spaces showed up at several places and proved to be useful. It seems quite elementary to me, so I would like to know whether it ...
Jan Bohr's user avatar
  • 779
5 votes
0 answers
147 views

Projection of a function $f\in L^1(\Omega)$ onto a finite dimensional subspace

Suppose $\Omega \subset \Bbb R^n$ be a domain such that $|\Omega|<\infty$, $f\in L^1(\Omega)$. Let $Y= \text{span}\{g_1,\dots, g_k\}$. Is there a characterization of the set of projections of $f$...
BigbearZzz's user avatar
  • 1,245
5 votes
0 answers
262 views

Weighted reverse Poincare inequality over a function class of neural networks

We consider a probability measure supported on the whole space $\mathbb{R}^n$, whose density is $p(x)$. We also consider a (one-layer) neural network function class $\mathcal{C}$, whose elements have ...
Elliott's user avatar
  • 325
5 votes
0 answers
195 views

What are the possible $L^{\infty}$ closures of an integration-invariant linear subspace of $C([0,1],\mathbb{R})$?

Let $S \subset C([0,1],\mathbb{R})$ be an $\mathbb{R}$-linear subspace that is invariant under the $T := \int_0^x$ integration operation: if $g \in S$ then the function $f = Tg$ defined pointwise by $...
Vesselin Dimitrov's user avatar
5 votes
0 answers
349 views

Tietze extension theorem for lower semi continuous functions

On the Tietze extension theorem, if instead of a continuous function "f" we use a lower semi continuous function on a closed subspace of a metric space, is the theorem correct? I mean, can we extend ...
M. Reza. K's user avatar
5 votes
0 answers
122 views

How to solve this operator equation numerically?

I would like to know how one solves Sturm-Liouville problems on $(0,\infty)$ NUMERICALLY for the eigenvalues that are of the form $$-f''(x)+\frac{1}{\sinh(x)^2}f(x)=\lambda f(x).$$ So even if there ...
Zinkin's user avatar
  • 501
5 votes
0 answers
364 views

Version of Stone Weierstrass for functions not vanishing at infinity

I am trying to see what is known about uniform density of function spaces in $C(\mathbb{R}^n)$ or $C_b(\mathbb{R}^n)$ (bounded continuous functions on $\mathbb{R}^n$). By uniform density, I mean ...
Name's user avatar
  • 51
5 votes
0 answers
913 views

Inverse Function Theorem on Zygmund Spaces, is the inverse in the same Zygmund Space?

Preliminary Definitions Let $\Omega \subset \mathbb{R}^n$ be open. We define the Zygmund spaces $C^r_{*}(\Omega)$ with $r>0$, $r \in \mathbb{R}$ in the following way: (all the functions are ...
juan rojo's user avatar
  • 103
5 votes
0 answers
428 views

Is there an appropriate weighted Sobolev space to include exponential map and projection map?

Observe that given a non negative function $\omega: \mathbb{R^2} \rightarrow [0, \infty)$, we can define the weighted $L^{p}(\mathbb{R}^2, \omega) $ spaces. They are measurable functions $f: \...
Ritwik's user avatar
  • 3,245
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. ...
mukhujje's user avatar
  • 271
4 votes
0 answers
158 views

Measurability of $L^{p}(L^{q})$ integrable functions

Let $ F: \mathbb{R}^n \times (0,\infty) \to \mathbb{R}$ be a function with the property that $ \int_{\mathbb{R}^n} \big[ \int_0^\infty |F(x,r) |^q \, dr \big]^{p/q} \, dx < \infty $ In addition we ...
User091819's user avatar
4 votes
0 answers
140 views

Given $a>0$, find $b>0$ for which $\|\langle x\rangle^{-b}|\partial_x|^{1/2}f\|_{L^2}\lesssim\|\partial_x f\|_{L^2}+\|\langle x\rangle^{-a}f\|_{L^2}$

I have asked the same question on MathSE. I was thinking about the following problem. Problem. Given $\alpha>0$, find all values of $\beta\geq 0$ such that the following estimate is true for all $\...
Lorenzo Pompili's user avatar
4 votes
0 answers
68 views

Maximal function estimate for differential quotient of function satisfying $\nabla f \in BMO$

For a function $f \in W^{1,p}(\mathbb R^N)$, it is well-known that there exists a constant $C_N$ (dependent on $N$) such that $$ |f(x)-f(y)| \le C_N|x-y|(\mathcal M|\nabla f|(x) + \mathcal M|\nabla f|(...
user298455's user avatar
4 votes
0 answers
481 views

Generalized Jensen's inequality for positively homogeneous functions

The function $f:V \to \hat{\mathbb{R}}$ is said to be positively homogeneous iff $f(\alpha v) = \alpha f(v)$ for every $\alpha \in \mathbb{R}_{++}$. Here $V$ is a real vector space and $\hat{\mathbb{R}...
Nik Bren's user avatar
  • 519
4 votes
0 answers
81 views

Does this sequence of functions converge in a distributional sense?

Let $f\in W^{1,12/5}(\mathbb{R}^3)$ (time-independent), let $K^{\epsilon}$ be a uniformly in $\epsilon$ bounded sequence in $L^{1}\cap L^{7/5}(\mathbb{R}^3)$ and let $$\tilde{K}^{\epsilon} := K^{\...
Jakob Möller's user avatar
4 votes
0 answers
656 views

Eigenvalues of Matérn covariance function

Recall that Matérn covariance function $C_\nu(d)$ is defined as $$ C_\nu(d)=\sigma^2\frac{2^{1-\nu}}{\Gamma(\nu)}\left(\sqrt{2\nu}\frac{d}{\rho}\right)^\nu K_\nu\left(\sqrt{2\nu}\frac{d}{\rho}\right), ...
Zuofeng Shang's user avatar
4 votes
0 answers
115 views

Delta distributions that are smooth on strata of a singular manifold

This is a mild reformulation of a previous question. Let $R = C^\infty(\mathbb{R}^N)$ and let $I$ be an ideal in $R$ which cuts out an $n$-dimensional "singular $C^\infty$ manifold $X$" in $\...
Dmitry Vaintrob's user avatar
4 votes
0 answers
194 views

What are the "local degrees of freedom" in the space of smooth functions?

Let $C^k$ be the set of $k$th-order smooth real functions $f:\mathbb{R}\to\mathbb{R}$, and $C^\infty$ the set of smooth real functions. One can specify an $f\in C^k$ by specifying all its derivatives ...
tsvibt's user avatar
  • 49
4 votes
0 answers
204 views

Harmonic functions in upper half plane

Let $\mathbb H^+$ denote the upper half plane in $\mathbb R^2$. Consider the following equation \begin{equation}\label{pf0} \begin{aligned} \begin{cases} \Delta u=0\,\quad &\text{on $\mathbb H^+$},...
Ali's user avatar
  • 4,135
4 votes
0 answers
179 views

Condition on kernel convolution operator

I am studying O'Neil's convolution inequality. Let $\Phi_1$ and $\Phi_2$ be $N$-functions, with $$ \Phi_i(2t)\approx \Phi_i(t), \quad i=1,2 $$ with $t\gg 1$ and let $k \in M_+(\mathbf R^n)$ is the ...
Forbs's user avatar
  • 101
4 votes
0 answers
141 views

What is the completion of $L^\infty$ in the dual of BV?

Every $f \in L^\infty([0,1])$ induces a continuous linear functional on BV via $g \mapsto \int f g \mathrm{d}x$. I believe $L^\infty([0,1])$ is also separable in BV$^\ast$, while BV$^\ast$ is not ...
Harry Crimmins's user avatar
4 votes
0 answers
97 views

Smoothing continuous functions in metric space

Let $(X,\rho)$ be a metric space. For any $f:X\to\mathbb{R}$, define the local Lipschitz constant of $f$ at $x$ by $$ \Lambda_f(x) := \sup_{x'\in X\setminus\{x\}} \frac{|f(x)-f(x')|}{\rho(x,x,')} . $$...
Aryeh Kontorovich's user avatar
4 votes
0 answers
125 views

Is there a name for this slightly stronger version of Cesàro convergence which "more quickly ignores earlier terms"?

Let $V$ be a normed vector space, let $l \in V$, and let $(a_n)$ be a sequence in $V$. We say that $a_n$ is Cesàro-convergent to $l$ if $\frac{1}{n}\sum_{i=1}^n a_i \to l$ as $n\to\infty$. Now I will ...
Julian Newman's user avatar
4 votes
0 answers
281 views

Dual space of ${\rm Lip}_0(\mathbb R^d)$

This question comes to me when I read this paper : https://arxiv.org/pdf/1702.06049.pdf Let ${\rm Lip}_0(\mathbb R^d)$ be the space of Lipschitz functions $F$ on $\mathbb R^d$ with $F(0)=0$. Then is $...
user avatar
4 votes
0 answers
746 views

Maximum Principles in Parabolic PDE with Neumann Condition

I am looking for some maximum principles and comparison results for parabolic equations. The most complete book I've found on this subject is: Murray Protter, Hans Weinberger - Maximum Principles in ...
Bogdan's user avatar
  • 1,759
4 votes
2 answers
871 views

Decay of eigenfunctions for Laplacian

Consider the discrete second derivative with Dirichlet boundary conditions on $\mathbb C^n$. Its eigendecomposition is fully known: see wikipedia It seems like the largest eigenvalue $\lambda_1$ is ...
Yannis Pimalis's user avatar
4 votes
0 answers
117 views

Korovkin subset of $C(\mathbb{T})$

Let $K$ be a compact Hausdorff space and $A$ be a subset of $C(K)$. $A$ is said to be a Korovkin set if for every sequence $(T_n)$ of positive linear operators on $C(K)$, the condition $\|T_n(f)- f\|_\...
Tanmoy Paul's user avatar

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