Skip to main content

All Questions

Filter by
Sorted by
Tagged with
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 ...
Pete L. Clark's user avatar
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 ...
JustWannaKnow's user avatar
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 ...
Tom Copeland's user avatar
  • 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?
user4's user avatar
  • 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 ...
Francois Ziegler's user avatar
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 ...
Bill Johnson's user avatar
  • 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 ...
Randy Qian'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
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 ...
Andrej Bauer's user avatar
  • 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 ...
Michael Lugo's user avatar
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 ...
Gil Kalai's user avatar
  • 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 ...
Andrew Stacey's user avatar
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 $...
FFjet's user avatar
  • 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=...
Denis Serre's user avatar
  • 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 ...
Kenny Easwaran's user avatar
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. ...
Paul Siegel's user avatar
  • 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 ...
Abdelmalek Abdesselam's user avatar
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 ...
Tom Copeland's user avatar
  • 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 ...
Denis's user avatar
  • 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 $\...
Matthew Daws's user avatar
  • 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, ...
Nikita Kalinin's user avatar
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 ...
Michael Lugo's user avatar
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 ...
Vince's user avatar
  • 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 ...
Tony's user avatar
  • 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 ...
Riku's user avatar
  • 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[...
GJC20's user avatar
  • 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 $Q(x)$ ...
Sil's user avatar
  • 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-...
Benjamin Dickman's user avatar
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 $$\int_\mathbb{R} x^2 \rho(x), dx = \sigma^2$$ ...
Paul Siegel's user avatar
  • 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 ...
Joseph O'Rourke's user avatar
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 $...
Qiaochu Yuan's user avatar
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 ...
Bence Racskó's user avatar
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 ...
Acuriousmind's user avatar
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 ...
Hedonist's user avatar
  • 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 ...
Simd's user avatar
  • 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 ...
András Bátkai's user avatar
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 ...
Elena Yudovina's user avatar
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 ...
Abdelmalek Abdesselam's user avatar
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. ...
Q.Faustus's user avatar
  • 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 ...
Zinkin's user avatar
  • 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 ...
KEN KEL's user avatar
  • 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 ...
Linus Hamilton's user avatar
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,...
user14324's user avatar
  • 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 ...
JustWannaKnow's user avatar
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 ...
JustWannaKnow's user avatar
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-...
0xbadf00d's user avatar
  • 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 ...
ABIM's user avatar
  • 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 ...
Riku's user avatar
  • 839

1
2 3 4 5
36