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Questions tagged [limits-and-convergence]

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

1
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0answers
69 views

Uniqueness of limits and compactness implies closure

It is not difficult to prove that in a Hausdorff topological space every compact set is closed, and almost trivial that if in a topological space X every compact set is closed then X is T1. As ...
10
votes
2answers
344 views

Value of $c$ such that $\lim_{n\rightarrow\infty}\sum_{k=1}^{n-1}\frac{1}{(n-k)c+\log(n!)-\log(k!)}=1$

What is the value of $c$ such that $$\lim_{n\rightarrow\infty}\sum_{k=1}^{n-1}\frac{1}{(n-k)c+\log(n!)-\log(k!)}=1?$$ Numerically, it seems that the answer is $c=\log 2$. But I'd like to see a reason ...
3
votes
0answers
33 views

Convergence acceleration of successions with logarithms

I have a numerical question regarding acceleration of a succession. A preliminary: suppose that I have a succession $a_g$ that, for high $g$, asymptotically goes as $$ a_g=s_0+\frac{s_1}g+\frac{s_2}{...
7
votes
1answer
138 views

Limit of quotients of elements of special Fibonacci matrices

Let $F_n$ be the $n$-th Fibonacci number, started with $F_0=0,F_1=1$, and consider the matrices $$M_n=\pmatrix{F_{n+3} & F_{n+1} \\ F_{n+2} & F_{n}}.$$ Let $$\pmatrix{\alpha_n & \beta_n \\...
0
votes
1answer
122 views

What is the value of following limit?

Let $P$ be a polynomial in complex variable $z$ of degree $d$ i.e. $P(z)= a_d z^d+.....+a_1 z+a_0$ Now I want to calculate following limit $f(z) = \limsup_{n \to \infty} \frac{1}{d^n} (Log|P(z)^{*...
0
votes
2answers
106 views

Distribution of the individual coordinates of a uniform random vector on a high-dimensional sphere

Let $X=(X_1,\ldots,X_n)$ be a random vector uniformly distributed on the $n$-dimensional sphere of radius $R > 0$. Intuitively, i think that for large $p$ every coordinate $X_i$ is normally ...
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0answers
66 views

Asymptotic distribution of $n\mathbb E_{\hat{P}_n}[g(Z;\theta)]^T\operatorname{Cov}_{\hat{P}_n}[g(Z;\theta)]^{-1}\mathbb E_{\hat{P}_n}[g(Z;\theta)]$

Setup This question is a followup on this question. I'm interested in the asymptotic distribution of certain quadratic forms. So, let $Z$ be a $p$-dimensional random vector with (unknown) ...
6
votes
1answer
227 views

Asymptotic behavior of a certain trigonometric partial sum

Let $a<0$ and $b>0$ be real numbers such that $a<-2b$. Let $n>1$ be a positive integer and consider the following partial sum: $$ f(n) = \frac{1}{(n+1)^2}\sum_{i=1}^{n}\sum_{j=1}^{n} (-1)^{...
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votes
2answers
111 views

What is the limit of this integral as $n$ approaches infinity for integer $k\geq 0$ and real $m\geq 1$? [closed]

$\int_{0}^{1}u^k\cot{\frac{\pi(1-u)}{m}}\sin{\frac{2\pi n(1-u)}{m}}\,du$
1
vote
1answer
139 views

Asymptotic distribution of $\mathbb E_{\hat{P}_n}[Z]^T\operatorname{Cov}_{\hat{P}_n}[Z]^{-1}\mathbb E_{\hat{P}_n}[Z]$

Under very general conditions on the random $p$-dimensional vector $Z$, what can be said about the asymptotic distribution of the (random) scalar quantity $R_n := \mathbb E_{\hat{P}_n}[Z]^T\...
3
votes
0answers
104 views

Asymptotic behavior of row sums in 2-d array of random variables

Set-up. Let $f : \mathbb{N} \to \mathbb{N}$ be increasing. For each $m \in [0,1]$, consider an infinite two-dimensional array of random variables, where row $n$ has $f(n)$ variables: $B^m_{1,1}$ $B^...
6
votes
1answer
174 views

Weak*-convergence of signed measures

Let $X$ be a compact Hausdorff space and let $M(X)$ denote the space of signed measures that is naturally dual to $C(X)$, the space of continuous functions on $X$. I am interested whether the ...
0
votes
0answers
54 views

$L_1$ convergence for a product of indicator functions

Let $X_1,X_2,\ldots$ be a sequence of identically distributed random variables and let $A\subset\mathbb{R}$ be some set such that $P(X_1\in A)<1$. I have a product of indicator functions $$ \lim_{N\...
-2
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1answer
119 views

Weak convergent $+$ strongly convergent subsequence $\Rightarrow$ strong convergence? [closed]

Let $X$ be a Hilbert space containing functions defined over a bounded region $\Omega\subset \mathbb{R}^N$. Assume $f_n\in X$ converges weakly to $f\in X$, and also has a strongly convergent ...
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0answers
43 views

A convergence condition on tempered representation

Assume $\pi$ is a tempered representation of $GL_n(\mathbb{Q}_p)$. $N_n$ is a maximal unipotent subgroup of $GL_n$, and $\xi$ is a non-degenerate character of $N_n(\mathbb{Q}_p)$. Let $\Pi$ be the ...
5
votes
0answers
74 views

Positive splitting of Sobolev convergence

Let $f,g,h \in H^1(\mathbb{R}^n)$ be non-negative Sobolev functions wuch that $f^2 = g^2 + h^2$. Let also $\{f_k\} \subseteq H^1(\mathbb{R}^n)$ be non-negative Sobolev functions such that $f_k \to f$ ...
3
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0answers
60 views

Convergence of SDEs

Suppose that $\{a_n(x)\}_{n \in \mathbb{N}}$ is a sequence of real-valued Lipschitz functions with domain $\mathbb{R}^d$, which converges $m$-a.e. to a Lipschitz function $a$. Suppose that $b$ is a ...
2
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0answers
69 views

Convergence Based on Recurrence Relation

I am studying a sequence based on the following recurrence: $$X[t] = \sqrt{\alpha X[t-1]^2+(X[t-1]^2-\alpha X[t-2]^2)\frac{(2-X[t-1])^2}{X[t-1]^2}}$$ $$X[0]=0$$ $$X[1]>0$$ $$\alpha \in (0,1)$$ I ...
2
votes
2answers
65 views

Divergence rate of geometric sum of random variables

Let $(X_n)_{n\in\mathbb{N}}$ be a sequence of strictly positive and identically distributed random variables and let $\beta\le 1$. I am trying to prove that $$ 0<\lim_{\beta\rightarrow 1}(1-\...
3
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0answers
59 views

Limits of a simple damped system

Definition: Let $F_n(s) = \frac{1}{s^{n+1}(1+s)^n}$ be the Laplace transform of $f_n(t)$. Required Result: To show $\lim_{n\rightarrow\infty}f_n(n+n/e) < o(n)$. Ideas: Let $G_n(s)=\frac{1}{s^{n+...
1
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1answer
127 views

Intuition for coercive functions

I have been working with $\Gamma$-convergence for some time now; it has lead me to wonder: What is the intuition behind coercive functions?
2
votes
3answers
109 views

Asymptotic forms of Legendre functions for large degree

Does anyone know where to find (or how to obtain) expressions for the Legendre functions for large degree, to second order? For example, to first order the expressions are $$ P_n(\cosh(x)) ~ \...
3
votes
1answer
236 views

Expected value of the maximum of the periodogram

Let us suppose that $X_1,\ldots,X_n$ with $n\ge1$ are iid random variables such that $\operatorname EX_1=0$ and $\operatorname E|X_1|^s<\infty$ with some $s>2$ and define the DFT of $X_1,\ldots,...
3
votes
1answer
230 views

Simplifying a double sum of inverses

Let $$f(n) = 2 \sum\limits_{a = 2}^{n - 1} \sum\limits_{b = n + 1}^{n + a - 1}\frac{1}{ab} .$$ One can see that $$\lim\limits_{n \to \infty}f(n) = 2\int\limits_0^1 \frac{dx}{x} \int\limits_1^{1 + x}\...
4
votes
0answers
239 views

Convergence of $a_n=(1-\frac12)^{(\frac12-\frac13)^{…^{(\frac{1}{n}-\frac{1}{n+1})}}}$ [closed]

I'm interesting to see the opinion of MO about my question which I posted here in SE, Answers I received have not convinced me, And no clear proof posted there only numerical computation are provided. ...
0
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0answers
61 views

Conditonal convergence implies convergence?

Note : All measures below are probability measures. Let $\mu_n(X,Y)$ be a random probability measure on $\mathbb C$ depending on two random variables X and Y with values in $\mathbb{R}^N$. Actually,...
1
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0answers
66 views

On the convergence problem of box counting for the Rössler attractor

So 5 month ago i posted this Question: Rössler attractor, Convergence of box counting to estimate the fractal dimension. Since then i have assumed, that the rate of convergence of $n(ɛ,n)$ (sum ...
3
votes
1answer
170 views

Convergence of nuclear operators

Let $H$ be a separable infinite-dimensional real Hilbert space. We consider operators in $H.$ Nuclear norm of a nuclear operator is the sum of its singular values. A nuclear, positive and self-...
0
votes
1answer
65 views

Convergence rate of eigenvectors

Let us suppose that $A,A_1,A_2,\ldots$ are non-negative definite self-adjoint bounded linear operators in $L(\mathbb H)$, where $\mathbb H$ is a separable Hilbert space. $(v_j)_{j\ge1}$ and $(\...
1
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0answers
51 views

Proof — swapping sum with integral

Problem In Ceperley's 95 article on path integral Monte Carlo approach I have encountered $\hat{\rho}:L^{2}(R^{3N})\to L^{2}(R^{3N})$ $\hat{\rho} = e^{-\beta \hat{H}}$, where $\hat{H}$ is a ...
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0answers
23 views

Limit/Expansion Problems for Benchmarking

I am interested in collections of ‘interesting’ problems involving limits and/or asymptotic expansions of univariate real-valued functions. The purpose is to test a particular algorithm that I ...
1
vote
1answer
76 views

Maximum of the periodogram of a truncated sequence

Suppose that $Z,Z_1,Z_2,\ldots$ are iid random variables such that $\operatorname EZ=0$, $\operatorname EZ^2=1$ and $\operatorname E|Z|^s<\infty$ with some $s>2$. Let $\tilde Z_t=Z_tI_{\{|Z_t|\...
3
votes
2answers
131 views

Perturbed behavior of a differential equation

Let $a$, $b$ be two real positive parameters with $a>b$, and consider the following nonlinear differential equation: \begin{align} \dot{x}_{\varepsilon}(t) = a - b\sin(x_{\varepsilon}(t))+\...
1
vote
1answer
63 views

Convergence rate of $\operatorname E|\langle X,f_n\rangle|^p$

Suppose that $X$ is a random element with values in a separable Hilbert space $\mathbb H$ such that $\operatorname EX=0$ and $\operatorname E\|X\|^2<\infty$. Suppose that $f_1,f_2,\ldots$ form an ...
6
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4answers
265 views

Limit of a Combinatorial Function

I need help with the following problem, proposed by Iurie Boreico: Two players, $A$ and $B$, play the following game: $A$ divides an $n \times n $ square into strips of unit width (and various ...
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0answers
56 views

How to find the best convergence rate of a dynamical system $x_{n+1} = g(x_n),\ n\ge 0,\ x_0\in \mathbb{R}$?

Let $\{x_n\}_{n\ge 0}$ be a sequence of reals such that $x_{n+1}=g(x_n)$, where $g:\mathbb{R}\to \mathbb{R}$ is a continuous function such that $0$ is a fixed point of $g$. My question is the ...
1
vote
1answer
265 views

A version of the Portmanteau theorem - reference request

I am trying to find peer-reviewed references to the following version of the Portmanteau theorem: Let $M$ be a metric space and let $(\mu_n)_{n\in\mathbb N}$ be a sequence of Borel probability ...
4
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0answers
183 views

Set of subsequences with the same ultrafilter limit of the original sequence

Let $\mathscr{U}$ be a free ultrafilter on the positive integers $\mathbf{N}$ and fix $U \in \mathscr{U}$ such that $U$ is not cofinite (thanks J.D.Hamkins for the correction.) Consider the natural ...
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0answers
270 views

Weak convergence can imply strong convergence [duplicate]

In $\ell^1(\mathbb N)$, weak convergence implies strong convergence. Is there a classification of infinite-dimensional Banach spaces for which such a property holds true ?
5
votes
1answer
129 views

Are there any non-trivial convergent sequences in the maximal ideal space of the measure algebra?

Consider the measures on the circle, $M(\mathbb T)$, endowed with the convolution product which makes it a unital Banach algebra under the total variation norm. Denote by $\Delta$ the maximal ideal ...
0
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0answers
61 views

In Wasserstein, what is the relationship between $W_2 (\widehat{\mathbb{P}}_{N},\mathbb{P})$ and $W_2 (\widehat{\mathbb{P}}_{N}^{x},\mathbb{P}^{x})$?

Before presenting my question (which I already formulate in the title of this post) is important to establish the context of my problem: Definition: The $p$-Wasserstein metric $W_{p}(\mu,\nu)$ ...
2
votes
0answers
100 views

Rate of convergence of a test statistic towards a Gaussian random variable

This is a follow-up question to Rate of convergence of $\frac{1}{\sqrt{n\ln n}}(\sum_{k=1}^n 1/\sqrt{X_k}-2n)$, $X_i$ i.i.d. uniform on $[0,1]$? . My motivation is to construct a statistic whose rate ...
1
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0answers
62 views

Questions about generalized Polynomial Chaos, book by Dongbin Xiu

I have some questions about Chapter 5 from the book Numerical Methods for Stochastic Computations, by Dongbin Xiu. Theorem 5.7: Let $Y$ be a random variable and $\mathbb{E}[Y^2]<\infty$. Let $Z$ ...
22
votes
4answers
404 views

Rate of convergence of $\frac{1}{\sqrt{n\ln n}}(\sum_{k=1}^n 1/\sqrt{X_k}-2n)$, $X_i$ i.i.d. uniform on $[0,1]$?

Let $(X_n)$ be a sequence of i.i.d. random variables uniformly distributed in $[0,1]$; and, for $n\geq 1$, set $$ S_n = \sum_{k=1}^n \frac{1}{\sqrt{X_k}}\,. $$ It follows from the generalized central ...
1
vote
0answers
120 views

Convergence in probability in the setting of free probability

Let $A_n$ and $B_n$ be sequences of positive-definite random matrices whose empirical spectral distributions converge to (possibly different) limiting spectral distributions $\mathcal A$ and $\mathcal ...
0
votes
0answers
132 views

When convolution with exponential kernel is bounded

Let $g(t)=e^{-\omega t}$, $\omega>0$. What is, in terms of well-known function spaces, the space $X$, $L_{loc}^2(0,\infty)\subset X$, of all functions $f:\mathbb{R}^+\to \mathbb{R}^+$, satisfying $...
2
votes
1answer
110 views

On local attractivity of a coupled non-linear differential equation

Consider a dynamical system described by the following coupled non-linear differential equation \begin{align} \dot{x}_1(t) &= v + a_{12}\sin(x_2(t)-x_1(t)) + a_{13}\sin(x_3(t)-x_1(t))\\ \dot{x}_2(...
2
votes
1answer
518 views

Does anyone recognize these polynomials? Need to compute a riemann lebesgue type limit

These polynomials show up naturally in my work $$ p_n(x) = \sum_{j=0}^n {n \choose j} \frac{(-x)^j}{j!} $$ Does anyone know recognize if they belong to any class of well known polynomials. I am trying ...
1
vote
1answer
199 views

Limit of a hypergeometric function(1F2)

I don't have experience with hypergeoemtric functions, but wish to compute the following limit: $\lim_{x→\infty}{F([1],[a,b];-\frac{x^2}{4})}$, where $a,b$ are non-integer real parameters. I tried ...
1
vote
0answers
65 views

Pointwise convergence in Lawvere metric spaces

In the formalism of Lawvere metric spaces, we have that the distance in the hom-space $[X,Y]$ is given by: $$ d(f,g) = \sup_{x\in X} d(f(x),g(x)) . $$ Therefore, a sequence of functions $f_n:X\to Y$ ...