Questions tagged [limits-and-convergence]

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

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Solve divergent iteration to a certain number of decimal places [closed]

I have a quantity X which I have to take a percentage of, but then it adds to the quantity and the percentage has to be taken of the new result. This ends up in the divergent equation: ...
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Proof of convergence of sets

Consider the following sets: \begin{align} &A(y) \equiv \Bigl\{ x\in X: \Pr\biggl(\lim_{n \to \infty}d\bigl(p_n(y), [\ell(x,y), u(x,y) ] \bigr)= 0\biggr)=1 \Bigr\},\\ & A_n(y) \equiv \Bigl\{...
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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\...
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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, ...
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2 answers
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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)...
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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
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1 answer
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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
0 votes
1 answer
293 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'...
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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
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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
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$\lim_{n \to \infty} \frac{2^n}{n} \left[ 1 - \sum_{k = 1}^{n-1} \frac{(1 - \lambda 2^{-n})^{2^k}}{2^k} \right]$

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
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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 ...
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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 ...
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3 answers
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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
380 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
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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
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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
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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
252 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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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
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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
152 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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1 answer
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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 answers
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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
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2 votes
2 answers
188 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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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
903 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
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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
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3 votes
1 answer
346 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
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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
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1 answer
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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
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2 votes
0 answers
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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
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1 answer
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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 $\varepsilon >0$ ...
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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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3 votes
2 answers
248 views

On convergence of convex-concave functions

Let $(f_n)$ be a sequence of twice differentiable functions on $\mathbb R$ such that for each $n$ there exists some $x_n\in\mathbb{R}$ such that: $f_n$ is strictly convex on $(-\infty,x_n)$, $f_n$ is ...
Iosif Pinelis's user avatar
1 vote
1 answer
215 views

Convergence of concave/convex function

Let assume that you have a sequence of twice differentiable functions $(f_n)_{n\in\mathbb{N}}\in\mathscr{C}^2(\mathbb{R})^{\mathbb{N}}$. Let suppose that for each $f_n$, it exists a $x_n\in\mathbb{R}$ ...
NancyBoy's user avatar
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1 vote
1 answer
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If a Hilbert space-valued mapping is norm-decreasing, can we make sense of the limit of sums consisting of projected-values?

Let $H$ be some separable Hilbert space with a given orthonormal basis $\{ e_n \}$. Write the projection onto the subspace spanned by first $N$ basis elements to be $P_N$.\ Now,let $g(t) : [0,1] \to H$...
Isaac's user avatar
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2 votes
1 answer
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Continuity of an upper semi-continuous function over periodic points

Let $f: X \to \mathbb{R}$ be an upper semi-continuous function on $X$, which is a compact subspace of a vector space. Let sequence $x_n, n \in \mathbb{N}$, with positive elements - periodic: there ...
Adam's user avatar
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0 votes
1 answer
430 views

A complex question related to a certain convergence of Lévy measures

Consider the sequence of stochastic processes $(X_n, n \geq 1)$, where $X_n = (X_{t;n})_{t\in \mathbb Z}$ and: \begin{equation}\label{I}\tag{SP} X_{t;n} = \sum_{j=0}^\infty \theta_{jn} \varepsilon_{t-...
PSE's user avatar
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0 answers
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Characterizing functions that are limits of integrable lower-bounded functions

Let $X$ be a separable Hausdorff topological space, endowed with a positive finite Borel regular measure. Consider those (trivially measurable) functions $f : X \to \mathbb R$ such that their ...
Alex M.'s user avatar
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0 votes
0 answers
67 views

Error bound for stochastic gradient descent method

To solve an optimization problem $\min_x G(x)$ using standard stochastic gradient descent method, we let $x_0$ be the initial point and $x_k$ be the $k$-th point such that \begin{equation} x_k = x_{k-...
Hao Yu's user avatar
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4 votes
1 answer
460 views

How "correct" is Knuth's fast addition $(a,b) \mapsto (a \oplus b) \oplus ((a\land b) \ll 1)$?

Donald Knuth suggested a bitwise approximation for addition on the non-negative integers that is very fast on common processors: $(a,b)\mapsto (a\oplus b) \oplus ((a\land b) \ll 1)$, where $a,b$ are ...
Dominic van der Zypen's user avatar
3 votes
1 answer
584 views

Sequence of $L^2$ functions converging to zero weakly s.t. $|f_n|^2$ converges to 1 weak-star?

I am trying to construct a sequence $\{f_n\} \in L^2([0,1])$ with $f_n \geq 0$ a.e. such that $f_n \to 0$ weakly in $L^2$ (meaning $\int f_n dx \to 0$ for all $f \in L^2([0,1]))$ and such that for all ...
user1138k's user avatar
1 vote
1 answer
70 views

Asymptotic scaling of mean and variance for the norm of random vector (non gaussian components)

The norm of a vector whoose components $X_i$ are normally distributed follows the Non-central chi distribution and it can be shown that, increasing the number of components $k$ (i.e. the dimension of ...
user1172131's user avatar
0 votes
0 answers
68 views

Meromorphic extension of a limit function

Suppose $f_j(z)$, $j=1,2,..$ is a sequence of meromorphic functions on the complex plane $\mathbb{C}$. With a common set of all poles given by $S = \{-i,-2i, -3i,..\}$. Assume that each of them is ...
2inftyandBeyond's user avatar
1 vote
0 answers
29 views

Can we modify this extended pseudometric such that its convergence is equivalent to that in measure?

Below we use Bochner measurability and Bochner integral. Let $(X, \mathcal A, \mu)$ be a complete $\sigma$-finite measure space, $(E, | \cdot |)$ a Banach space, $S (X)$ the space of $\mu$-simple ...
Analyst's user avatar
  • 637
4 votes
1 answer
199 views

Show that $\frac{1}{2 \pi i} \oint_{\mathbb{S}^1} \frac{1-\hat{f}(\xi)}{1-\xi}\cdot \frac{\mathrm{d} \xi}{\xi^{n+1}} \to 0$ as $n \to \infty$

Let $f = (f_0,f_1,\ldots,f_n,\ldots) \in \mathcal{P}(\mathbb N)$ be a probability distribution on $\mathbb N$ and denote by $$\hat{f}(z) = \sum_{n\geq 0} z^n f_n$$ for its probability generating ...
Fei Cao's user avatar
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1 vote
1 answer
76 views

Supremum or upper bound of bivariate function involving logarithms and combinatorial coefficients or the gamma function over a region of the integers

This is a repost from MSE because I got no answers there. I have been trying to find the supremum of this bivariate function over a specific region. However, the expressions that I get are horrible. I ...
Hvjurthuk's user avatar
  • 573
1 vote
0 answers
47 views

Convergence of random variables based on shifts of a markov chain

Suppose we have a discrete time (not necessarily stationary) Markov chain $X=(X_0,X_1,X_2,\dots)$ on $(\Omega, F)$. We assume $X$ is Harris ergodic with an invariant distribution. Suppose we have a ...
hs12's user avatar
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