Questions tagged [filters]

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What's the autocovariance of 2 concurrent hidden states of a stochastic gaussian walk, using the Kalman filter?

A latent variable evolves as $x_t = x_{t-1} + e_t$ where $e_t$ has a gaussian distribution with 0 mean and a variance which defines the volatility of the overall process. Let $o_t$ be the noisy ...
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Posets which extend centered sets to filters

(Post cross-posted from math.se.) Suppose $(\mathcal O, \leq)$ is an arbitrary poset. Let us say that $\mathcal O$ is compact if every $\mathcal C\subseteq\mathcal O$ which is centered (any finite ...
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219 views

Are the shapes of the $\mathbb{R}^2$ plane and a disk of infinite radius different? Or otherwise, why their areas differ by $\frac\pi{12}$? [closed]

The calculation of the area of the $\mathbb{R}^2$ plane depends on filtering used. I think, the most natural filtering is along the radius in polar coordinates: $$S_{\mathbb{R}^2}=\int_0^\infty 2\pi ...
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2 votes
1 answer
113 views

Relationship between wavelet shape and filter points

MATLAB has a library of wavelet functions, showing their "continuous forms" as well as the the decomposition and reconstruction filters. In decimated wavelet transform the filter size remains the ...
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184 views

Club filter basis in $\omega_1$

My question is about existing of basis of club filter club($\omega_1$) with cardinality $c$. Does it exist?
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1 vote
1 answer
106 views

The trace of the filter on a big subset

Let $\scr{F}$ be free filter ($\cap\scr{F}=\emptyset$) on a countable set $X$ and $B\in\scr{F}$. We define the trace of $\scr{F}$ on $B$ as follows $\mathscr{F}_B=\{Y\cap B:~Y\in\scr{F}\}$. $\scr{F}$ ...
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2 votes
1 answer
84 views

Dense subfilter of selective ultrafilter

Given selective ultrafilter $\mathcal{U}$ on $\omega$ and dense filter $\mathcal{F_1}=\{A\subset\omega~|~\rho(A)=1\}$, where $\rho(A)=\lim_{n\to\infty}\frac{|A\cap n|}{n}$ if the limit exists. Let $\...
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3 votes
1 answer
128 views

Dense filter and selective ultrafilter

We say that $\rho(A)=\lim_{n\to\infty}\frac{|A\cap n|}{n}$ is the density of subset $A\subset\omega$ if the limit exists. Let us define the filter $\mathcal{F_1}=\{A\subset\omega~|~\rho(A)=1\}$. ...
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  • 1,095
4 votes
1 answer
185 views

The property of the dense subfilter of a selective ultrafilter

Let us define the density of subset $A\subset\omega$ : $$\rho(A)=\lim_{n\to\infty}\frac{|A\cap n|}{n}$$ if the limit exists. Let $\mathcal{F_1}=\{A\subset\omega~|~\rho(A)=1\}$. $\mathcal{F_1}$ is the ...
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Some kind of idempotence of dense filter

In discussion of following questions question1, question2, question3 became clear (see definitions in question3 ) that for the Frechet filter $\mathcal{N}$ we have $\mathcal{N}\nsim\mathcal{N}\otimes\...
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8 votes
1 answer
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Reference request: filter tends to filter along map

Recall that a filter on a set $X$ is a nonempty collection $\mathcal{F}$ of subsets of $X$ such that (i) $U\subseteq V\subseteq X$ and $U\in\mathcal{F}$ implies $V\in\mathcal{F}$, and (ii) $U,V\in\...
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4 votes
1 answer
109 views

The example of the idempotent filter or subsets family with finite intersections property

From the answer of Andreas Blass and comments of Ali Enayat on my question Selective ultrafilter and bijective mapping it became clear that for any free ultrafilter $\mathcal{U}$ we have $\mathcal{U}\...
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2 votes
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Valuation Rings and Ultrafilters II

See my post here: Valuation Rings and Ultrafilters Let $K$ be a field, and let $\mathcal{S}$ be the set of pairs $(R, \mathfrak{p})$ of subrings $R$ of $K$ with designated prime ideals $\mathfrak{p}$ ...
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5 votes
1 answer
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On filters possessing a countable network

Let $\mathcal F$ be a free filter on $\omega$ and $$\mathcal F^+:=\{E\subset \omega:\forall F\in\mathcal F\;E\cap F\ne\emptyset\}.$$ A family $\mathcal N$ of subsets of $\omega$ is called a network ...
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2 votes
1 answer
251 views

Variance of convolution between filter $A$ and Ornstein-Uhlenbeck process $x_t$

If we consider $x_t$ an Ornstein-Uhlenbeck process (with $W_t$ the Wiener process), does anyone know what would be the variance of the convolution of $x_t$ with a given filter $A$ i.e. $V(x_t \star A)$...
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A characterization of Cauchy filters on countable metric spaces?

Given a filter $\mathcal F$ on a countable set $X$, consider the family $$\mathcal F^+:=\{A\subset X:\forall F\in\mathcal F\;(A\cap F\ne\emptyset)\}.$$ The following characterization is well-known. ...
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1 vote
0 answers
188 views

About filters on real numbers

While trying to solve an open problem which I formulated earlier (currently "conjecture 1857" in this file), I met the following problem: Let $\Delta_{\geq}+\alpha$ be the filter on $\mathbb{R}$ ...
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1 answer
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Convergence of a z-filtre to an outer point

Let $X$ be a completely regular topological space and let the set of all continuous functions from the topological space $X$ into the topological space $\mathbb{R}$ is denoted by $C(X)$. Let $Z(X)=\{Z(...
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6 votes
1 answer
115 views

SDE for conditioning on subfiltration

Setup: Suppose $X_t$ solves the SDE $$ dX_t = \mu(t,X_t)dt +\sigma(t,X_t)dZ_t, $$ where $Z_t$ is a Lévy process on $\mathbb{R}^d$, $g(t,s,x):[0,T]\times[0,1]\times \mathbb{R}^d \rightarrow \mathbb{R}^...
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1 vote
1 answer
109 views

MSE of measurable function is still conditional expectation

Motivation Then the usual stochastic filtering problem says that: $$ \operatorname{argmin}_{Z \in L^2(\mathscr{G}_t)}\,\mathbb{E}[(Y_t-Z_t)^2], $$ where $\mathscr{G}_t$ is the $\sigma$-algebra ...
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2 votes
1 answer
170 views

Without Choice: Are there filters of cardinality continuum?

Is it provable, in ZF (without Choice), that every filter can be extended to one of cardinality continuum? The extended filter is not requested to be an ultrafilter.
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18 votes
2 answers
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Duality between topology and bornology

I want to understand in what sense topology is dual to bornology at a most basic level. Therefore, I rephrased the definition of a bornology in the following way: Let $X$ be a set and let $\mathcal{P}...
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4 votes
0 answers
127 views

Intuition for universal quotient maps

The universal quotient maps are precisely the descent morphisms in the category of topological spaces. In some papers of Janelidze, Tholen, Sobral, and Reiterman (see for instance Reiterman-Tholen), ...
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4 votes
1 answer
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Convergent filters generated by (not necessarily countable) chains

Suppose $\langle X,\mathscr{O}\rangle$ is a topological space and let $\mathscr{O}_x$ be the family of all open neighbourhoods of $x\in X$. Let $\mathscr{F}$ be the filter generated from $\mathscr{O}...
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2 votes
2 answers
380 views

Is certain topology-related set a distributive lattice?

In my research the following problem appeared (and if it is true, this solves positively several my conjectures): Let $U$ be a fixed set (usually $U$ is infinite). Let $n$ be a fixed index set ($n$ ...
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0 answers
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$\kappa$-translatability

I asked the following on MSE a few weeks ago but I did not get any answer : https://math.stackexchange.com/questions/1039593/carlsons-translatability-are-theses-characterisations-equivalent Reference ...
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-1 votes
1 answer
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Lowering from filters to ultrafilters for an infinitary relation

Let $U$ be a set. Let $N$ be a (possibly infinite) index set. Let $f$ be an $N$-ary relation on $U$ (that is $f$ is a set of functions $N\rightarrow U$). I denote $\mathcal{L}\in \upuparrows f \...
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-2 votes
1 answer
312 views

Expressing a value related to an infinitary relation through ultrafilters

Let $U$ be a set. I denote $\mathfrak{A}$ the lattice of filters on $U$ ordered reverse to set theoretic inclusion of filters. I denote $\bigvee$ and $\bigwedge$ correspondingly the supremum and ...
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2 votes
1 answer
168 views

Interweaving two indexed families of filters

Conjecture Let $U$ be an (infinite) set. Let $f$ be an $N$-ary (where $N$ is an arbitrary index set) relation on $U$ (that is a set of functions $N \rightarrow U$). Let $\mathcal{L}_0$, $\...
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2 votes
2 answers
285 views

Why the intersection of a scott open (or \w the relatively compactness property) filter on a topology of a sober (and 2nd countable) space is compact?

Definitions and notations. Let $\mathcal{P}(X)$ the power set of $X$. Let $\tau_X\subseteq\mathcal{P}(X)$ a topology on X. We call $A$ irreducible if every time $A=B\cup C$ with $B,C$ closed set ...
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8 votes
0 answers
757 views

Intersections of open sets and $\alpha$-favorable spaces

I would like to ask about some classes of topological spaces whether they have been studied, what are they called (if they have a name) and whether they have some interesting properties. For the ...
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2 votes
0 answers
45 views

Analogous filter to Kalman filter that maximized mode instead (as opposed to minimizing variance)

I may have a potential application where maximizing the mode (as opposed to typically minimizing the variance) would be useful for state estimates. The situation may arise from skewed distributions ...
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7 votes
1 answer
710 views

A characterization of the poset of filters on a set

For the lattices of all subsets of a given set it is known an axiomatic characterization: A poset is isomorphic to a set of all subsets of some set iff it is a complete atomic boolean algebra. The ...
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5 votes
1 answer
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Connection between subnet and superfilter

Let's define a net and subnet in this way: A net is any function of the form $n:(P,\le)\to X$ where $(P,\le)$ is a (preordered) directed set. A net $m:(P',\le)\to X$ is a subnet of the net $n:(P,\le)\...
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2 votes
0 answers
295 views

Research in Algebraic Geometry involving Filters.

In Gillman and Jerrison's book, "Rings of Continuous Functions", they show a nice relationship between the set of z-ideals in C(X) and the set of filters on X. One can go for with this relationship; ...
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3 votes
0 answers
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Theory of (definable) ideals on a multi-dimensional countable set

I'm wondering if there are any results about definable ideals/filters on $\omega\times\omega$, $\omega\times\omega\times\omega$, etc. To give a sense of the kind of results I might be looking for: ...
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0 votes
2 answers
1k views

Algorithm for calculating the sum-of-squares distance of a rolling window from a given line function

Given a line function $y = ax + b$, it is easy to calculate the sum-of-squares distance between the line and a window of samples $(1, y_1), (2, y_2), ..., (n, y_n)$ (where $y_1$ is the oldest sample ...
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1 vote
1 answer
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Digital Filters [closed]

Can somebody help with the constructing filter by amplitude and phase spectrum? Is it possible? I try to google it, but unsuccessufully. I have some thoughts about solving it by system of linear ...
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-12 votes
1 answer
2k views

Direct product of filters

Product $a\times b$ of filters $a$ and $b$ is defined as the filter (on the set of binary relations) defined by the base $\{ A\times B | A\in a,B\in b \}$. I will denote the principal filter ...
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-9 votes
1 answer
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Filters and intersection of two binary relations

Let $\mathfrak{F}$ is the complete lattice of filters (including the improper filter) on some set, ordered inverse to set-theoretic inclusion. I will denote $\left\langle f \right\rangle \mathcal{X} =...
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1 vote
1 answer
316 views

About ordering and equivalence of filters

Let $U$ is a set. I will speak about filters on this set. If $f$ is a function and $a$ is a filter then I define $f \left[ a \right]$ as the filter whose base is $\lbrace f[A] | A \in a \rbrace$. I ...
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8 votes
6 answers
1k views

Spaces of filters

This question arose more from curiosity than from an actual problem. There are situations when you embed some space $X$ in a set of filters on $X$, which inherits properties of $X$ or has even better ...
1 vote
1 answer
409 views

Do filters complementive to a given filter form a complete lattice?

Really I should first ask this question here on MathOverflow and only then post it as an open problem in Open Problem Garden and propose it as a polymath problem. Indeed I did the reverse and now hope ...
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