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Does the constrained Wasserstein barycenter admit a blue noise property?

Let $(E,d)$ be a metric space and $\nu$ be a probability measure on $\mathcal B(E)$. In this paper, it is mentioned that sampling from $\mu$ can be described as choosing $n\in\mathbb N$, $x_1,\ldots,...
0xbadf00d's user avatar
  • 167
0 votes
1 answer
294 views

Joint distribution of random Fourier coefficients

Consider choosing a Boolean function $f : \{0, 1\}^{n} \rightarrow \{-1, 1\}$ uniformly at random from the set of all Boolean functions and consider the random variable $\left(\hat f(z_{1}), \hat f(z_{...
RandomMatrices's user avatar
8 votes
1 answer
2k views

General Fourier inversion formula (Gil-Pelaez)

Gil-Pelaez (1951) proves the Fourier inversion formula \begin{align*} F(x) &= \frac{1}{2} + \frac{1}{2\pi} \int_0^\infty \frac{e^{itx}\phi(-t)-e^{-itx}\phi(t)}{it}dt \\ &= \frac{1}{2} - \frac{...
Alex's user avatar
  • 255
1 vote
1 answer
337 views

Posterior expected value for squared Fourier coefficients of random Boolean function

Let $f : \{0, 1\}^{n} \rightarrow \{-1, 1\}$ be a Boolean function. Let the Fourier coefficients of this function be given by $$ \hat f(z) = \frac{1}{2^{n}} \sum_{x \in \{0, 1\}^{n}} f(x)(-1)^{x \cdot ...
RandomMatrices's user avatar
4 votes
3 answers
910 views

Solution to the fractional differential equation

What is the solution of the fractional differential equation $$ f^{(\alpha-1)}(t) = tf(t) $$ where $(\alpha)$ denotes the fractional derivative of order $\alpha$ EDIT: Background behind this ...
vkrouglov's user avatar
  • 329
4 votes
3 answers
433 views

Expectation of $(c+e^{N(0,\sigma^2)})^{-n},\, n>0$

I would like to know if there's a way to compute or approximate the following expectation: $$\mathbb{E}[(c+e^X)^{-n}]$$ where $X=N(0,\sigma^2)$ and $n,c>0$ (you can also assume that $n$ is a ...
user9121's user avatar