All Questions
13 questions
8
votes
2
answers
644
views
Uniqueness of the uniform distribution on hypersphere
I'm looking for a uniqueness-type result for the following problem, which is related to the uniform distribution in the hypersphere $\mathbb{S}^{p-1}$. Suppose $f$ is a sufficiently smooth function on ...
- 81
0
votes
0
answers
84
views
Determining the tails of a convolution from its behavior on a compact set
Let $p$ be a smooth (say, $C^\infty$, but this is not crucial) density on the interval $I=[0,1]$ and $g_\sigma$ be the density of $N(0,\sigma^2)$. Define $f=p\ast g_\sigma$. To what extent does the ...
- 19
5
votes
2
answers
775
views
On inverting characteristic functions
Let $X$ be a random variable in $\mathbb{R}^n$ with distribution $\mu$ and characteristic function $\varphi$ (i.e. $\varphi(t)=\mathbb{E} e^{i\langle t,X\rangle}$). The standard inversion formula ...
- 2,288
3
votes
1
answer
404
views
The sign of the tail of Fourier transform of a positive function/ characteristic function
I am interested in a specific density (positive function) and would like to prove that the tail of its characteristic function (Fourier transform) is positive ($>0$). Here is the density $f(x)=c_\...
- 178
1
vote
0
answers
109
views
Is this a positive definite kernel?
Under which conditions on the function :
\begin{array}{l|rcl}
K : & \mathbb R^+ & \longrightarrow & (0, 1)\\
&t & \longmapsto & K(t) \end{array}
is the symmetric ...
7
votes
1
answer
1k
views
Properties of convolutions
Consider the function
$$f_{n}(x)=e^{-x^2}x^n.$$
and the function
$$h_p(x):=e^{-\vert x \vert^p}.$$
My goal is to analyze
$$ F_p(y):=\frac{(f_2*h_p)(y)}{(f_0*h_p)(y)}- \left(\frac{(f_1*h_p)(y) }{(f_0*...
- 173
3
votes
2
answers
265
views
Can one realize this as an ergodic process?
Consider the lattice $\mathbb Z^2$ and take iid random variables $Y_e$ on all edges $e$ of the graph.
We then define random variables $X_i:=\sum_{e \text{ adjacent to } i}Y_e.$
In other words: For ...
user135480
4
votes
0
answers
238
views
Does Novikov condition imply BMO martingale?
Let $(\Omega,\mathbb{F},P)$ be a complete probability space, equipped with a filtration $\mathcal{F}_t, 0 \le t < \infty$. Consider a continuous local martingale $(X_t, \mathcal{F}_t)$ such that $...
- 195
5
votes
0
answers
120
views
L^1 maximal inequalities for the Ornstein-Uhlenbeck semigroup in infinite dimension
For an infinite-dimensional Gaussian random vector $X$ consider the Ornstein-Uhlenbeck maximal operator:
$M f(X) := \sup_{\rho \in [0,1]} \mathsf{E} [f(\rho X + (1-\rho^2)^{1/2} X^\prime) \mid X]$
(...
- 4,000
20
votes
2
answers
922
views
A functional inequality about log-concave functions
Let $f,g$ be smooth even log-concave functions on $\mathbb{R}^{n}$, i.e.,$f=e^{-F(x)}, g=e^{-G(x)}$ for some even convex functions $F(x),G(x)$. Is it true that:
$$
\int_{\mathbb{R}^{n}} \langle \...
- 3,946
4
votes
0
answers
107
views
Is Wiener's Tauberian theorem true in Wiener space?
Let $\gamma$ be the standard product Gaussian measure in $\mathbb{R}^\infty$, and let $\mu$ be a finite variation measure, not necessarily positive, such that $\mu \ll \gamma$.
Is the following true?
...
- 4,000
10
votes
2
answers
925
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 ...
6
votes
1
answer
444
views
When does a matrix define a convolution operator on a hypergroup?
Let $H$ be a discrete hypergroup. Suppose I have a matrix $A=(A_{x,y})$ indexed over $H$ with nonnegative entries which defines a bounded operator on $\ell^2(H)$. When does there exist $f\in\ell^1(H)$ ...
- 5,425