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Questions tagged [filters]

The tag has no usage guidance.

5
votes
1answer
207 views

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 ...
1
vote
1answer
94 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. $V(x_t \star A)$...
3
votes
0answers
140 views

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. ...
1
vote
0answers
126 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 $\mathbb{R}$ ...
1
vote
1answer
69 views

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(...
4
votes
1answer
75 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}^...
2
votes
0answers
34 views

Is there a well-developed theory on filtering on sub $\sigma$-fields?

Suppose we are given an observation process $$ dY_t = \mu(Y_t)dt + \Sigma(Y_t)dW_t $$ with valued in $\mathbb{R}^d$ (or potentially in an arbitrary separable Hilbert space). The classical filtering ...
1
vote
1answer
91 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 ...
2
votes
1answer
162 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.
15
votes
1answer
924 views

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}...
4
votes
0answers
85 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), ...
4
votes
1answer
148 views

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}...
2
votes
2answers
330 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 ($n$ ...
0
votes
0answers
187 views

$\kappa$-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 ...
-1
votes
1answer
205 views

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 \...
-2
votes
1answer
244 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 ...
2
votes
1answer
158 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 $\mathcal{L}_0$, $\...
2
votes
2answers
220 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 ...
6
votes
0answers
535 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 ...
2
votes
0answers
44 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 ...
7
votes
1answer
599 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 ...
4
votes
1answer
342 views

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)\...
2
votes
0answers
283 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; ...
3
votes
0answers
136 views

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: ...
0
votes
2answers
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 ...
1
vote
1answer
156 views

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 ...
-12
votes
1answer
1k 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 ...
-10
votes
2answers
1k views

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} =...
1
vote
1answer
310 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 ...
8
votes
6answers
897 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
1answer
370 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 ...