Questions tagged [limits-and-convergence]

Convergence of series, sequences and functions and different modes of convergence.

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Does the following series converge? To which value?

Given $f(x)=A \cdot x^5+B \cdot x^8$ with: $A \in \mathbb{R}^-$ $B \in \mathbb{R}^-$ $h(z) = w_0 + \sum_{n=1}^\infty h_n \cdot \frac{\left(z-f(w_0)\right)^n}{n!}$ $w_0=1$ and: $$h_n=\lim_{w \...
Arthur's user avatar
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Construct a continuous function $f(x)$ periodic with period $2\pi$ such that the Fourier series of $f(x)$ is divergent at $x = 0$

The following question was asked on Math Stack Exchange by me 15 days ago. I used a bounty, but still no response.So I am posting the question here Here is the link of the question here problem ...
Sbsty 's user avatar
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6 votes
2 answers
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Asymptotic behavior of the "Cauchy square" series

$\renewcommand{\ge}{\geqslant}\renewcommand{\le}{\leqslant}$ $\newcommand{\pa}[1]{\left( #1 \right)}$ Let us take $\alpha > 0$, $x_1 := \alpha$ and for any $n \ge \mathbb{N}$, \begin{align*} \boxed{...
Raphaël's user avatar
2 votes
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184 views
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Limits related to the floor function

Here I am still interested in the function $f(n,k)=\frac{2^{k}+1}{2^{n}+1}\left\lfloor \frac{2^{n}+1 }{2^{k}+1}\right\rfloor$ and a Tauberian property that I would like to check. Let $\lambda>1$ be ...
 Babar's user avatar
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On properties of sums involving the floor function

During my research on properties of fractional part and integer part functions, I was led to consider the function of two variables $f(n,k)=\frac{2^{k}+1}{2^{ n}+1}\left\lfloor \frac{2^{n}+1}{2^{k}+1}\...
 Babar's user avatar
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9 votes
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Another limit involving the fractional part

It is known that $$\lim_{n\rightarrow\infty}\frac{1}{n}\sum_{k=1}^{n}\left\{ \frac{n}{k}\right\} =1-\gamma$$ where $\left\{ x\right\}$ is the fractional part of $x$ and $\gamma$ is the Euler constant. ...
 Babar's user avatar
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5 votes
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Converging paths implies converging parallel transports along those paths?

Suppose we have a vector bundle $E$ with connection $\nabla$ over a smooth manifold $M$. Let’s also say we have a sequence of smooth paths $\gamma_n\in C^\infty([0,1],M)$ starting at the same point $\...
user815293's user avatar
2 votes
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72 views

Limit of lacunar power series at $1^-$

I've asked this question on MSE but I didn't get a convincive answer so I'm trying here. Here is the question : Let $\sigma:\mathbb{N}\longrightarrow\mathbb{N}$ be strictly increasing, and consider ...
Tuvasbien's user avatar
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Example of a conditionally convergent series $\sum_{n=1}^\infty b_n$ such that $n^2(b_n-b_{n+1})$ is bounded

Let $(b_n)_{n \in \mathbb{N}}$ be a real sequence such that $(nb_n)$ is bounded. I know that if the series $\sum_{n=1}^\infty b_n$ is conditionally convergent, then $(n^2b_n)_n$ is not bounded. But, ...
Kanydo Mat's user avatar
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Probability of sequence of estimated values belonging to a set

Suppose I have estimated residuals of an ARCH(1) process: $\hat{\varepsilon}_1, \dots, \hat{\varepsilon}_n$ from the sample of length $n$. On the other hand, I have "true" residuals: $\...
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Formalization of sample convergence

Let's say I have a sample of $X_1, \dots, X_n$, where I know that $X_i$ were generated by some ARCH(1) process. It means that $$X_i = \sigma_i z_i,$$ where $z_i \stackrel{iid}{\sim} N(0, 1)$ and $\...
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Convergence of probabilities imply convergence of joint probability

Context: Suppose I have two pairs of sequences of random variables $X_n, \tilde{X}_n$ and $Y_n, \tilde{Y}_n$, where $X_n$ and $Y_n$ are not necessarily independent for any $n$, but $\tilde{X}_n$ and $\...
Grigori's user avatar
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Convergence of distance

Consider these sets $$ A\equiv \bigcap_{\delta>0} \liminf_{n\rightarrow \infty} \{x \in X: d(p_n, [\ell(x), u(x)])\leq \delta\} $$ $$ C_n(L_n)\equiv \{x \in X: d(p_n, [\ell(x), u(x)])=0\} $$ where: ...
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Convergence in probability of quadratic form with positive mean

Let $\boldsymbol{X}_n\in\mathbb{R}^n$ be a sequence of Gaussian random vectors with independent entries, such that $X_{n,i}\sim \mathcal{N}(\mu_i,\sigma^2)$ (that is, all entries of the $n$th vector ...
Student88's user avatar
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1 answer
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Bound on a two-dimensional recursive series

For $n,k\in\mathbb{N}$, let $f(n,k)$ be defined as follows. If $n \geq k$ and $n > 2$, then $$ f(n,k) = \frac{k(n-k)}{n(n-1)}f(n-2,k-1) + \frac{k(k-1)}{n(n-1)}f(n-2,k-2) + \frac{n-k}{n}f(n-1,k) + \...
macat's user avatar
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1 answer
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Uniform convergence of differential quotients in $L^1$

I know that the question arose already in other contexts. However, I think this question might be different. If I have $f\in W^{1,1}$ then it is obvious that $\frac{f(x+t)-f(x)}{t}$ converges ...
Mario Vasilija's user avatar
2 votes
2 answers
80 views

"Completeness" for weak convergence of unbounded closed operators on a separable Hilbert space $H$

Let $H$ be a separable Hilbert space with the inner product $\langle, \rangle$ and $\{ T_n \}$ be a sequence of unbounded closed linear operators with a common dense domain $D \subset H$ such that $...
Isaac's user avatar
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1 vote
1 answer
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Mittag-Leffler expansions converging to bounded function

Is it true that $$\lim_{N\to\infty}\left\langle\sum_{n=-N^2}^{N^2}\frac1{(Nx-n)^2}\right\rangle_N=\pi^2$$ for some suitable definition of "minima smoothing" such as $\langle f(x)\rangle_N\...
Adam's user avatar
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How to find A(i, d)?

Let $s(n)$ denote the digit sum of a natural number $n$. For $i, d\in \mathbb{N}$ define $$A(i, d) = \limsup_{m\to \infty}\frac{|\{n\leq m | s(n)\equiv i\mod d\}|}{m}.$$ Compute $A(i, d)$ for all $i, ...
Drrd's user avatar
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2 answers
485 views

Show convergence result

Consider the following sets: $$ A = \Big\{ x\in X: \Pr\bigg(\lim_{n \to \infty}d\big(p_n, [\ell(x), u(x) ] \big)= 0\bigg)=1 \Big\}, $$ and $$ A_n = \Big\{ x\in X: d\big(p_n, [\ell(x), u(x) ] \big)...
Star's user avatar
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2 votes
1 answer
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Lipschitz continuity of eigenprojections

This question has the same flavor of this and this questions, but asks for something stronger. Assume that $A$ is a symmetric $n \times n$ matrix, $H$ is a $n \times n$ perturbation matrix. Moreover ...
Guanaco96's user avatar
1 vote
1 answer
110 views

Limit of $F_{n}(\lfloor{nx}\rfloor)$ where $ F_{n}(k)=G_{n}(k)+H_{n}(k)F_{n}(k+1) $ and $F_{n}(n)=\mu.$

The following conjecture is inspired by asymptotic results in generalizations of the secretary problem. CONJECTURE Consider a sequence of functions {$F_n$} with $F_{n}:[0,n]\cap \mathbb{Z}\rightarrow\...
José María Grau Ribas's user avatar
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1 answer
317 views

Necessary conditions for convergence of convolution

In math.SE, I've asked a question about the convergence of convolution of two functions which have bilateral Laplace transform and also have disjoint Region Of Convergence (ROC) but the question didn'...
S.H.W's user avatar
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7 votes
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A variation on the Borel–Cantelli lemma theme

Let $X,X_0,X_1,\dots$ be nonnegative independent identically distributed (i.i.d.) random variables. Let \begin{equation*} E:=\bigcap_{n\ge0}B_n, \end{equation*} where \begin{equation*} B_n:=\...
Iosif Pinelis's user avatar
2 votes
2 answers
306 views

Existence of the limit of periodic measures

Let $T: X \to X$ be a continuous map over a compact metric space. We say that a measure $\mu$ is $T$-invariant if $T_{\ast} \mu= \mu$. We denote by $M(X, T)$ the space of all $T$-invariant Borel ...
Adam's user avatar
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3 votes
2 answers
494 views

$\lim_{n \to \infty} \frac{2^n}{n} \left[ 1 - \sum_{k = 1}^{n-1} \frac{(1 - \lambda 2^{-n})^{2^k}}{2^k} \right]$

Find the limit \begin{equation*} \lim_{n \to \infty} \frac{2^n}{n} \left[ 1 - \sum_{k = 1}^{n-1} \frac{(1 - \lambda 2^{-n})^{2^k}}{2^k} \right] \end{equation*} where $\lambda > 0$. My guess is that ...
Vassilis Papanicolaou's user avatar
2 votes
5 answers
907 views

Binomial series

I am interested in the limit $\frac{\sum_{k=0}^n \sqrt{k}\cdot\binom{n}{k}}{\sqrt{n}\cdot2^n}$ as $n$ goes to infinity. Any reference or argument? In general what do we know about the asymptotic ...
Morteza's user avatar
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Question about the ergodic mean

This is a repost from this MathStackExchange question, where unfortunately I was not able to resolve this question. I've read a thesis where there is an example on ergodic mean, where however there is ...
MBlrd's user avatar
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7 votes
3 answers
872 views

Using the Stone-Weierstrass theorem to solve an integral limit

The following question was posted on math stack exchange here but it got no answers Let $c\in (1, +\infty)$ and $f \colon [0, c] \to \mathbb{R}$ be a continuous and monotonically increasing function ...
Shthephathord23's user avatar
5 votes
1 answer
394 views

On the convergence of a martingale

Let $W$ be a standard one dimensional Brownian motion and let $A$ be the process defined by : $$\forall \ t\geq 0: \quad A_t := \int_0^t\left(1 + e^{W_s}\right)\mathrm{d}s$$ and for $t\geq 0$, we ...
Greyearl's user avatar
-1 votes
2 answers
81 views

Limits of integral series

Suppose we have the series of functions: \begin{equation} F(x)=\sum_{n=1}^{\infty} f_n(x) \end{equation} where convergence is uniform. Additionally, consider the partial functions of the series: \...
george andrade's user avatar
27 votes
5 answers
3k views

How to show a function converges to 1

Consider the following recurrence relation in two variables: $$f(a, b) = \frac{a}{a+b} f(a-1,b)+ \frac{b}{a+b}f(a+1,b-1) $$ for positive integers $a$ and $b$, with the boundary conditions $f(0,b)=0$ ...
Simd's user avatar
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3 votes
2 answers
259 views

Definition of weak conditional convergence of random variables

I am looking for a definition of conditional convergence. Suppose that $X_1, X_2, \dots, X_n$ are $\mathbb R$-valued random variables with finite second moments, and $W_1, W_2, \dots, W_n$ are iid $\...
Syd Amerikaner's user avatar
7 votes
1 answer
259 views

High dimensional Fekete's subadditive lemma: does $|\vec x_{n+m}|\leq |\vec x_n+\vec x_m|$ imply the convergence of $\{\vec x_n/n\}$?

Let $d\geq 1$ be a positive integer. If $\{\vec x_n\}_{n=1}^\infty$ is a sequence of $d$-dimensional vectors satisfying $$\lvert\vec x_{n+m}\rvert\leq \lvert\vec x_n+\vec x_m\rvert\qquad \text{for all ...
Feng's user avatar
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10 votes
1 answer
315 views

Does the mean ratio of the largest prime factor in prime gaps to the lower bound of the gap converge?

Posting in MO since this questions has been unanswered in MSE for 3 months. Let $p_n$ be the $n$-th prime and $q_n$ be largest among all the prime factors of the composite numbers between $p_n$ and $...
Nilotpal Kanti Sinha's user avatar
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1 answer
131 views

Does weak $H^1$ convergence imply $L^2$ convergence when multiplied with an exponentially decaying function?

I'm trying to see if given a sequence $\{f_n\}_n\in H^1$ which converges weakly in $H^1$ to a function $f_*$, the $L^2$ norm $\|R^2f_n\|_{L^2}^2$ converges to $\|R^2f_*\|^2_{L^2}$, where $R$ is a ...
find_me_in_a_Hilbertspace's user avatar
4 votes
0 answers
167 views

Question about $n$ random points in a regular polygon, and a limiting probability

Suppose we choose $n$ uniformly random points in a disk, then draw the smallest circle that encloses all of those points. There is evidence suggesting that the probability that the enclosing circle is ...
Dan's user avatar
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0 votes
1 answer
245 views

Nature of $ \sum_{n \geq 1} \frac{ \cos(n) \sin(n+1) }{n} $ [closed]

I'm trying to determine the nature of this series $ \sum_{n \geq 1} \frac{ \cos(n) \sin(n+1) }{n} $, but I'm not getting anywhere. I've tried using the Abel and trigonometric formulas, but I can't ...
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2 votes
2 answers
202 views

Weak convergence of measures on continuous function spaces

Let $S$ be the unit sphere of $C[0,1], \|\cdot\|_{\infty})$, let $(B_{t})_{t}$ the brownian motion. I would like to show that the measure $\mu_r$ defined on $\mathbb{B}(S)$ by $\mu_r(A):=P\Big(\frac{...
Paul's user avatar
  • 21
2 votes
2 answers
194 views

Limit of a integral whose integrand diverges under the limit

I am trying to simplify the following limit of integral where $\mu$ is given: $$p(y) = \lim_{\sigma \to 0} \int_{\mathbb R} |x| \cdot \frac{1}{\sqrt{2\pi\sigma^2} } e^{-\frac{1}{2\sigma^2} (xy - \mu)^...
user482401's user avatar
0 votes
1 answer
105 views

Functional CLT with an asymptotically small time change

This question was posted to MathSE but it seems like MathOverflow might be the more appropriate place for it. Suppose I know that $(\frac{1}{\sqrt{m}}X(mt))_{0\leq t\leq 1}\xrightarrow[m\to\infty]{\...
user1598's user avatar
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1 vote
0 answers
112 views

Asymptotic distribution of L infinity norm of Gaussian random vector

Let $\mathbf{X}_n = (X_{n,1}, \ldots, X_{n,n})$ be a $n$-dimensional random vector with $N_n( \mathbf{0}_n, \boldsymbol{\Sigma}_n )$ distribution. The asymptotic distribution of the $L_\infty$-norm of ...
joy's user avatar
  • 119
11 votes
2 answers
937 views

Twice continuously differentiable implied by existence of limit

I have the following question. Let $f,g:\mathbb{R}\to\mathbb{R}$ be two continuous functions (vanishing at infinity) and assume that $$ \frac{f(x+t)+f(x-t)-2f(x)}{t^2}\to g(x) $$ for all $x\in X$ when ...
Sonam Idowu's user avatar
22 votes
1 answer
4k views

A challenging (for me) limit calculation

How to calculate the following limit $$ \lim_{n\to\infty}\sqrt{n}\underbrace{{}\sin(\sin(\sin(\sin(\cdots\sin(\frac{1}{\sqrt{n}})\cdots))))}_{n \text{ sin's}} \text{?} $$ ${}{}$
C. WANG's user avatar
  • 539
3 votes
1 answer
389 views

On the convergence in total variation

$\newcommand\R{\mathbb R}$For a probability measure $\mu$ over $\R^2$ and a unit vector $u\in\R^2$, let $\mu^u$ denote the pushforward of $\mu$ under the projection map $\R^2\ni x\mapsto u\cdot x\in\R$...
Iosif Pinelis's user avatar
1 vote
1 answer
101 views

How to prove this iterative convergence of trigonometric functions [closed]

Consider the set of sequences $ S=\{\{s_n\}_{n \ge 0}\mid s_n \in \{-1,+1\}\} $ For any set: $ s=\{s_n \}_{n \ge 0}\in S$, we define the sequence $$ c_n=\sum_{k=0}^n \frac{s_0s_1 \dots s_k}{2^k}$$ Now,...
Er Bu's user avatar
  • 75
0 votes
1 answer
99 views

If $a_1=1$ and $a_n=\sec (a_{n-1})$ then what does the proportion of positive terms approach, as $n\to\infty$?

Consider the sequence $a_1=1$ and $a_n=\sec (a_{n-1})$ for $n>1$. What does the proportion of positive terms approach, as $n\to\infty$? At first I thought the limiting proportion might be $\frac{...
Dan's user avatar
  • 2,563
2 votes
0 answers
62 views

A lemma in the application of Lions's concentration compactness pricnciple in Hardy-Littlewood-Sobolev inequality

I'm encountering some problems when reading Lions' paper "the concentration-compactness principle in the calculus of variations. The limit case, Part 2". The Hardy-Littlewood-Sobolev (HLS) ...
IMOS's user avatar
  • 121
2 votes
1 answer
73 views

Conditions for absorption

Let $X$ be a Markov chain with countable state space $S$ and transition kernel $P$, and let $h \colon S \to [0,1]$ be a sub-harmonic or super-harmonic function. Assume that for all $\varepsilon >0$ ...
user avatar
1 vote
0 answers
76 views

Asymptotics of ${2n \choose n+k} {2n \choose n}^{-1}$ when $k$ grows with $n$

The quotient $Q(n,k) := \frac{{2n \choose n+k}}{{2n \choose n}}$ clearly converges to one for $k \in \mathbb{N}$ fixed and $n \rightarrow \infty$. Simultaneously it converges to zero, if $k$ grows ...
Tardis's user avatar
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