All Questions
1,766 questions
231
votes
13
answers
42k
views
Is there an introduction to probability theory from a structuralist/categorical perspective?
The title really is the question, but allow me to explain.
I am a pure mathematician working outside of probability theory, but the concepts and techniques of probability theory (in the sense of ...
- 65.4k
20
votes
2
answers
7k
views
Question about functional derivatives
This page on Wikipedia defines the so-called functional derivative as follows: "Given a manifold $M$ representing (continuous/smooth) functions $\rho$ (with certain boundary conditions, etc.) and a ...
- 3,515
9
votes
1
answer
889
views
Combinatorics for the action of Virasoro / Kac–Schwarz operators: partition polynomials of free probability theory
In the background sections below, I establish the relations among characterizations of the action of Virasoro / Kac–Schwarz operators of 2D gravity models presented in terms of Laurent series by ...
- 10.5k
35
votes
5
answers
11k
views
What mathematical treatment is there on the renormalization group flow in a space of Lagrangians?
What mathematical treatment is there on the renormalization group flow in a space of Lagrangians?
- 921
25
votes
3
answers
13k
views
Fourier transform of the unit sphere
The Fourier transform of the volume form of the (n-1)-sphere in $\mathbf R^n$ is given by the well-known formula
$$
\int_{S^{n-1}}e^{i\langle\mathbf a,\mathbf u\rangle}d\sigma(\mathbf u) = (2\pi)^{\nu ...
- 31.5k
41
votes
4
answers
16k
views
Product of Borel sigma algebras
If $X$ and $Y$ are separable metric spaces, then the Borel $\sigma$-algebra $B(X \times Y)$ of the product is the $\sigma$-algebra generated by $B(X)\times B(Y)$. I am embarrassed to admit that I ...
- 31.5k
62
votes
7
answers
10k
views
Why is the Gaussian so pervasive in mathematics?
This is a heuristic question that I think was once asked by Serge Lang. The gaussian: $e^{-x^2}$ appears as the fixed point to the Fourier transform, in the punchline to the central limit theorem, as ...
- 631
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 ...
- 10.5k
430
votes
16
answers
65k
views
Why do roots of polynomials tend to have absolute value close to 1?
While playing around with Mathematica I noticed that most polynomials with real coefficients seem to have most complex zeroes very near the unit circle. For instance, if we plot all the roots of a ...
- 48.8k
91
votes
13
answers
146k
views
If you break a stick at two points chosen uniformly, the probability the three resulting sticks form a triangle is 1/4. Is there a nice proof of this?
There is a standard problem in elementary probability that goes as follows. Consider a stick of length 1. Pick two points uniformly at random on the stick, and break the stick at those points. What ...
- 14k
63
votes
3
answers
7k
views
A roadmap to Hairer's theory for taming infinities
Background
Martin Hairer gave recently some beautiful lectures in Israel on "taming infinities," namely on finding a mathematical theory that supports the highly successful computations from quantum ...
- 24.7k
45
votes
7
answers
9k
views
What's an example of a space that needs the Hahn-Banach Theorem?
The Hahn-Banach theorem is rightly seen as one of the Big Theorems in functional analysis. Indeed, it can be said to be where functional analysis really starts. But as it's one of those "there ...
- 26.8k
8
votes
3
answers
1k
views
Ramanujan's Master Formula: A proof and relation to umbral calculus
The Ramanujan's master theorem states that:
$$
\int_0^{\infty}x^{s-1}\sum_{n=0}^{\infty}\frac{(-1)^n}{n!}a_nx^ndx=\Gamma(s)a_{-s}
$$
I found a really strange proof recently on a personal blog:
Define
$...
- 302
42
votes
3
answers
5k
views
The probability for a symmetric matrix to be positive definite
Let me give a reasonable model for the question in the title. In ${\rm Sym}_n({\mathbb R})$, the positive definite matrices form a convex cone $S_n^+$. The probability I have in mind is the ratio $p_n=...
- 52.3k
40
votes
5
answers
10k
views
Is there a natural measures on the space of measurable functions?
Given a set Ω and a σ-algebra F of subsets, is there some natural way to assign something like a "uniform" measure on the space of all measurable functions on this space? (I suppose first ...
- 1,475
32
votes
6
answers
3k
views
Can distribution theory be developed Riemann-free?
I imagine most people who frequent MO have been indoctrinated into the point of view that the Riemann integral can be safely discarded once one has taken the time to develop the Lebesgue integral. ...
- 29.2k
27
votes
5
answers
3k
views
Nice applications for Schwartz distributions
I am to teach a second year grad course in analysis with focus on Schwartz distributions. Among the core topics I intend to cover are:
Some multilinear algebra including the Kernel Theorem and ...
7
votes
0
answers
579
views
Guises of the noncrossing partitions (NCPs)
From "Noncrossing partitions in surprising locations" by Jon McCammond:
Certain mathematical structures make a habit of reoccuring in the most diverse list of settings. Some obvious ...
- 10.5k
40
votes
5
answers
6k
views
Probabilities in a riddle involving axiom of choice
The question is about a modification of the following riddle (you can think about it before reading the answer if you like riddles, but that's not the point of my question):
The Riddle:
We assume ...
- 1,341
28
votes
6
answers
12k
views
Almost orthogonal vectors
This is to do with high dimensional geometry, which I'm always useless with. Suppose we have some large integer $n$ and some small $\epsilon>0$. Working in the unit sphere of $\mathbb R^n$ or $\...
- 18.7k
26
votes
6
answers
8k
views
prime ideals in C([0,1])
It is clear that each maximal ideal in ring of continuous functions over $[0,1]\subset \mathbb R$ corresponds to a point and vice-versa.
So, for each ideal $I$ define $Z(I) =\{x\in [0,1]\,|\,f(x)=0, ...
- 5,063
26
votes
5
answers
10k
views
Is there a simple way to compute the number of ways to write a positive integer as the sum of three squares?
It's a standard theorem that the number of ways to write a positive integer N as the sum of two squares is given by four times the difference between its number of divisors which are congruent to 1 ...
- 14k
23
votes
3
answers
6k
views
Density of smooth functions under "Hölder metric"
This question came up when I was doing some reading into convolution squares of singular measures. Recall a function $f$ on the torus $T = [-1/2,1/2]$ is said to be $\alpha$-Hölder (for $0 < \alpha ...
- 505
7
votes
1
answer
880
views
Bound for largest eigenvalue of symmetric matrices of uniform random variables over $[0,1]$ and fixed $1$s along diagonal and scattered $1$s
Given a $n\times n$ symmetric random matrix whose diagonal elements are all fixed as $1$. In addition, there are $k$ $1$s will be randomly scattered in upper triangular (of course, the corresponding ...
- 272
5
votes
1
answer
500
views
Hausdorff dimension of the graph of a BV function
Let $u: \Omega\subset \mathbb{R}^N \to \mathbb{R}^M$ be a $BV$ function.
Is the Hausdorff dimension of the graph of $u$ equal to $N$? How can we prove it?
Update.
In an answer to this post, it ...
- 839
5
votes
1
answer
392
views
Uniqueness of the solution to some SDE
Consider the stochastic differential equation as follows:
$$X_t=X_0+t+\int_0^t\frac{dW_s}{1+m(s)},\quad \forall t\ge 0,~~~~~~~~~~~~~~~(\ast)$$
where $X_0>0$ is square integrable and $m(t)=\mathbb P[...
- 1,334
222
votes
0
answers
18k
views
Why do polynomials with coefficients $0,1$ like to have only factors with $0,1$ coefficients?
Conjecture. Let $P(x),Q(x) \in \mathbb{R}[x]$ be two monic polynomials with non-negative coefficients. If $R(x)=P(x)Q(x)$ is $0,1$ polynomial (coefficients only from $\{0,1\}$), then $P(x)$ and $Q(x)$ ...
- 2,272
74
votes
16
answers
8k
views
Geometric / physical / probabilistic interpretations of Riemann zeta($n>1$)?
What are some physical, geometric, or probabilistic interpretations of the values of the Riemann zeta function at the positive integers greater than one?
I've found some examples:
1) In MO-Q111339 ...
71
votes
16
answers
21k
views
Is there a nice application of category theory to functional/complex/harmonic analysis?
[Title changed, and wording of question tweaked, by YC, because the original title asked a question which seems different from the one people want to answer.]
I've read looked at the examples in most ...
60
votes
1
answer
7k
views
Probability that a stick randomly broken in five places can form a tetrahedron
Edit (June 2015): Addressing this problem is a brief project report from the Illinois Geometry Lab (University of Illinois at Urbana-Champaign), dated May 2015, that appears here along with a foot-...
- 7,831
52
votes
4
answers
13k
views
Central limit theorem via maximal entropy
Let $\rho(x)$ be a probability density function on $\mathbb{R}$ with prescribed variance $\sigma^2$, so that:
$$\int_\mathbb{R} \rho(x)\, dx = 1$$
and
$$\int_\mathbb{R} x^2 \rho(x), dx = \sigma^2$$
...
- 29.2k
42
votes
6
answers
4k
views
Measures of non-abelian-ness
Let $G$ be a finite non-abelian group of $n$ elements.
I would like a measure that intuitively captures the
extent to which $G$ is non-commutative.
One easy measure is a count of the non-commutative ...
- 151k
25
votes
1
answer
4k
views
What kind of random matrices have rapidly decaying singular values?
I've been told that in machine learning it's common to compute the singular value decomposition of matrices in order to throw out all information in the matrix except that corresponding to, say, the $...
- 118k
25
votes
2
answers
2k
views
Functional approach vs jet approach to Lagrangian field theory
Context: I am a PhD student in theoretical physics with higher-than-average education on differential geometry. I am trying to understand Lagrangian and Hamiltonian field theories and related concepts ...
- 3,307
23
votes
2
answers
3k
views
States in C*-algebras and their origin in physics?
in $C^*-$algebras with unit element, there is the definition of a state, as a functional $\omega$ with $\omega(e)=||\omega||=1.$
Now, of course there is also in classical physics and quantum ...
- 243
21
votes
7
answers
14k
views
A balls-and-colours problem
A box contains n balls coloured 1 to n. Each time you pick two balls from the bin - the first ball and the second ball, both uniformly at random and you paint the second ball with the colour of the ...
- 1,269
18
votes
1
answer
890
views
Two conjectures about zero inner products and dissociated sets
The following problems come from something I worked on (with my coauthors) related to proving a new time lower bound for streaming problems. Having worked on these problems for some time with little ...
- 3,377
12
votes
1
answer
1k
views
Uniform boundedness of an $L^2[0,1]$-ONB in $C[0,1]$
Assume that we have an orthonormal basis of smooth functions in $L^2[0,1]$. Are there useful practical criteria to determine whether the sup-norm of the basis functions has a uniform bound? I am sure ...
- 4,729
10
votes
3
answers
4k
views
Expected supremum of average?
Is there either a closed form (in terms of the moments of $X_1$, say) or good bounds on
$$
\mathbb{E} \sup_{k \leq n} \frac{1}{k} \sum_{i=1}^k X_i,
$$
where $X_i$ are iid and arbitrarily nice? (In my ...
- 1,069
10
votes
2
answers
926
views
Isomorphisms between spaces of test functions and sequence spaces
I am in the process of writing some self-contained notes on probability theory in spaces of distributions, for the purposes of statistical mechanics and quantum field theory. Perhaps the simplest ...
10
votes
2
answers
1k
views
Why Kleisli Markov categories and not the Eilenberg-Moore categories of the associated monads
Why is there so much interest in the Markov categories which are Kleisli categories for monads corresponding to distributions etc. but not much discussion of the E.M. categories?
For example, the E.M. ...
- 101
10
votes
2
answers
1k
views
Harmonic oscillator discrete spectrum
Let us act intentionally stupid and assume we do not know that we can solve for the spectrum of the harmonic oscillator
$$-\frac{d^2}{dx^2}+x^2$$
explicitly.
Is there an abstract argument why the ...
- 501
10
votes
4
answers
9k
views
Mean minimum distance for N random points on a unit square (plane)
A previously posted question "mean minimum distance for N random points on a one-dimensional line" produced an elegant answer: for a line of length L, the expected minimum distance (between random ...
- 111
8
votes
2
answers
3k
views
Intuition/elegant reason for why Langevin diffusion converges to $\exp(-U)$?
Given a potential function $U: \mathbb{R}^n \to \mathbb{R}$, Langevin diffusion is gradient descent plus a Brownian motion term: $X' = -\nabla U(X) + \sqrt{2} \text{ }dW$.
It happens that the ...
- 1,927
7
votes
3
answers
2k
views
Packing density of randomly deposited circles on a plane
Let's say that I have a rectangular two-dimensional surface of bounded dimensions, $[0,A]$ and $[0,B]$:
Under "no overlap" constraints, I sequentially deposit circles of radii $r_c$ on this surface,...
- 309
6
votes
1
answer
708
views
Reformulation - Construction of thermodynamic limit for GFF
I've posted a question about the thermodynamic limit for Gaussian Free Fields (GFF) a couple days ago and I haven't got any answers yet but I kept thinking about it and I thought it would be better to ...
- 3,515
6
votes
1
answer
1k
views
A set of questions on continuous Gaussian Free Fields (GFF)
As I said in my previous posts, I'm trying to teach myself some rigorous statistical mechanics/statistical field theory and I'm primarily interested in $\varphi^{4}$, but I know that the absense of ...
- 3,515
6
votes
1
answer
684
views
Differentiable dependence on the initial condition of the solution of a SDE
Let
$b,\sigma:\mathbb R\to\mathbb R$ be differentiable and Lipschitz continuous
$(\Omega,\mathcal A,\operatorname P)$ be a probability space
$(\mathcal F_t)_{t\ge0}$ be a complete and right-...
- 167
5
votes
1
answer
699
views
Can $L^1_{loc}$ be represented as colimit?
Let $L^1_{loc}$ denote the set of all functions from $\mathbb{R}$ to itself which are locally integrable. For every infinite compact subset $K\subseteq \mathbb{R}$, let $L^1_{m_K}$ denote the space ...
- 5,405
5
votes
2
answers
321
views
If the Hausforff dimension of the graph of a function $u$ is $N$ and $\tilde u = u$ a.e. then $\dim_H \mathrm{graph} \, \tilde u = N$ too
Let $\Omega$ be an open (non empty) set and $u:\Omega \subset \mathbb{R}^N \to \mathbb{R}^M$ be a function such that the Hausdorff dimension of its graph is $N$.
Let $\tilde u = u$ a.e. Is it true ...
- 839