Questions tagged [limits-and-convergence]

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

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3
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1answer
217 views

Prove an existing formula for a limit of a specific sum

Prove that$$\lim_{n\to\infty}\frac1n\sum_{i_1,i_2,...i_k=1}^n\lambda_1^{|i_1-i_2-s_1|}\lambda_2^{|i_2-i_3-s_2|}...\lambda_k^{|i_k-i_1-s_k|}$$is equal to$$\sum_{j=1}^k\lambda_j^{S+k-1}\prod_{l=1,l\ne j}...
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0answers
27 views

Sufficient conditions for taking limits in stochastic partial differential problems

Let's say we have a (parabolic) Cauchy problem: $$ (1) \hspace{0.5cm} u_t (x,t)+A(u) \cdot u_x (x,t))=\nu \cdot u_{xx} (x,t) + \epsilon \cdot f(u) \cdot W, $$ $$(2) \hspace{0.5cm} u(x,0)=u_0(x), $$ ...
3
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1answer
112 views

What is the current fastest method to calculate Lerch's Phi transcendent?

Lerch's Phi transcendent is $$ \Phi(z,s,a) = \sum_{k=0}^{\infty} \frac{z^k}{(k+a)^s} $$ I am trying to compute this for the following parameters: $z$ is complex, $|z| \approx 1$ and $|z|$ < 1 (...
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72 views

Is there any statistically convergent real sequence, which is not almost convergent?

I have read that almost convergence and statistical convergence are incompatible (i.e. not comparable). For this both of below must be satisfied : There exists a statistically convergent real ...
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1answer
85 views

Limiting distribution of “scatter matrix” $\frac{1}{n}XX^T:=\frac{1}{n}\sum_{i=1}^nx_ix_i^T$ for iid $x_1,\ldots,x_n \in \mathbb R^p$

Let $x_1,\ldots,x_n$ be drawn iid from such "nice" distribution on $\mathbb R^p$ (but possibly very general!), and let $X$ be the $n$-by-$p$ matrix formed by vertically stacking the $x_i$'s. ...
2
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0answers
29 views

Limits of the wave equation with piecewise constant propagation speed

This question is cross-posted from math.stackexchange.com, where it did not (yet?) get any answers despite a +100 bounty. Consider a wave equation $$\frac{\partial^2 u}{\partial t^2} = c(x)^2 \frac{\...
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0answers
15 views

Largest eigenvalue scaling in a certain Kac-Murdoch-Szegö matrix

I'm looking at $N\times N$ matrices $M_N$ with elements $$M_N=\left( \rho^{|i-j|} \right)_{i,j=1}^N,$$ where $\rho$ is a complex number of unit modulus. These matrices with $\rho\in\mathbb R$ and $|\...
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0answers
28 views

Extension of a “statistical limit functional”

$c=$The set of all real convergent sequences $l_\infty=$The set of all real bounded sequences Clearly $c\subset l_\infty$ $f:c\to \mathbb R$ is called limit functional defined by $f(x)=\lim\limits_{...
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59 views

Find limit of sequence defined by sum of previous terms and harmonics

I came across this sequence as part of my work. Could someone indicate me the methodology I should follow to solve it? I guess it involves harmonic numbers and/or the digamma function? I tried to ...
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0answers
34 views

Convergence acceleration of a series by using optimal parameters

One of the ways of accelerating the convergence of a series is by transforming into a faster series using optimal parameters. Examples of this approach can be found in this paper. I obtained a ...
5
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1answer
117 views

Comparison of several topologies for probability measures

Let $X$ be a compact metric space and denote $\mathcal M(X)$ the set of probability measures on $X$. For $\mu\in\mathcal M(X)$ we write $\operatorname{supp} \mu$ for the support of $\mu$. As is well ...
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0answers
29 views

Linear programming with a convergent coefficient

The following linear programming problem $x_n = \arg\min c_n'x \mbox{ subject to } Ax<b$ has a changing coefficient $c_n$. We have that $c_n\rightarrow c_*$. What happens to the solution $x_n$? ...
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2answers
104 views

Existence of $\alpha$-sequence of infinitesimal sequences with $\alpha>\omega_1$

We are in ZFC & CH. Given family $Y=\{y_\alpha\}_{\alpha<\omega_1}$ of infinitesimal $\omega$-sequences (i.e. $\lim_{n\to\infty}y_{\alpha n}=0$) of rational numbers with the property: $\forall\...
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1answer
141 views

Sum of reciprocal quadratic

Is there a general method or formula for calculating the infinite sum $\sum_{n=1}^{\infty} 1/(an^{2}+bn+c) $?
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65 views

Does the intercept converge if we fit a best fit line to points with prime coordinates?

A few months ago I asked this question on Mathematics Stack Exchange but it has received little attention. Perhaps the question is more applicable here. Let $p_k$ denote the $k$th prime such that $...
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0answers
32 views

Reference Request: Total Variation Between Dependent and Independent Bernoulli Processes

Let $X$ be a random variable taking values in $\{0,1\}^n$ with the following distribution. For each coordinate $i$, we have $p_i = P(X_i = 1) = c/\sqrt n$, where $c$ is a (very small) constant. ...
2
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1answer
64 views

Asymptotic rate for the expected value of the square root of sample average

I have iid random variables $X_1, \dots, X_n$ with $X_i \geq 0$, $E[X_i]=1$ and $V[X_i] = \sigma^2$. Let $S_n = \frac{\sum_{i=1}^n X_i}{n}$. I'd like to say that $E[\sqrt{S_n}] = 1-O(1/n)$. My first ...
11
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1answer
353 views

Integrals of power towers

Let's assume $x\in[0,1]$, and restrict all functions of $x$ that we consider to this domain. Consider a sequence $\mathcal S_n$ of sets of functions, where $n^{\text{th}}$ element is the set of all ...
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0answers
37 views

If $P(G)=\{f\in L_1(G): f\geq 0, \int f d\lambda(x)=1\}$ Prove $\overline{\widehat{P(G)}}^*$ = $\mathfrak{M}(G)$

Let $\mathfrak{M}(G)$ be the set of all means on $L_\infty (G)$ If $P(G)=\{f\in L_1(G): f\geq 0, \int f d\lambda(x)=1\}$ Prove $\overline{\widehat{P(G)}}^* = \mathfrak{M}(G)$ My attempt: We know ...
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0answers
51 views

Limit Behavior of a Graph Iteration

,Let $G(V,E)$ be a weighted complete graph. Let further $\min_k(v_i)$ denote, depending on whether the context is arithmetic or set theoretic, either the set of the $k$ smallest edges adjacent to $...
7
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1answer
143 views

Is the density of 1's in the Fibonacci word uniform?

The Fibonacci word is the limit of the sequence of words starting with $0$ and satisfying rules $0 \to 01, 1 \to 0$. Equivalently, it is obtained from the recursion $S_n= S_{n-1}S_{n-2}$ under ...
1
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1answer
139 views

Why is this series summable?

Let $\delta, \epsilon \in \mathbb{R}$, $\delta >0$, $\epsilon >0$. Let $\{ a_k\}^\infty$,$\{ b_k\}^\infty$ be sequences of positive integers such that $\lim \sup_{k \rightarrow \infty} \frac{...
3
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0answers
53 views

Does this definition of the Fourier intensity measure make sense?

Let $\epsilon_n$ be a sequence in $\{-1,1\}^{\mathbb Z_+}$. For simplicity, assume that $\epsilon_n$ is just the Thue-Morse sequence with symbols $1$ and $-1$ (although the following definition is ...
7
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2answers
236 views

How can we show that if $f$ is convex, then $\liminf_{|x|\to\infty}\frac{x\cdot\nabla f(x)}{|x|}>0$?

Let $d\in\mathbb N$ and $f:\mathbb R^d\to\mathbb R$ be convex with $$\int e^{-f(x)}\:{\rm d}x<\infty\tag1.$$ How can we show that $$\liminf_{|x|\to\infty}\frac{x\cdot\nabla f(x)}{|x|}>0?$$ $f$ ...
1
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2answers
231 views

Showing $o(1)$ convergence for ratio of successive binomial tail probabilities

For a Binomial$(n,p)$ random variable $X$, I'm interested in showing that $$ \frac{P(X>c)}{P(X>c-1)}=1-o(1) $$ uniformly in $c\in\mathcal{R}$, where $\mathcal{R}$ is the range of interest (Note ...
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0answers
83 views

Limit of sequence of vectors in $\ell^2$ with coefficients approaching $0$

Let $\{v_m\}_{m \in \mathbb{N}} \subset \ell^2$ be a sequence in $\ell^2$ over the complex plane $\mathbb{C}$ such that: $\{v_m\}_{m \in \mathbb{N}}$ is linearly independend and $v_m \to v$ Let $V= \...
7
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0answers
135 views

A limiting sequence of positive definite matrices

Let $A\in\mathbb{R}^{n\times n}$ be a matrix with eigenvalues having (strictly) negative real part. Let $X\in\mathbb{R}^{n\times n}$, $X\succ 0$, be a positive definite matrix and let $P\succ 0$ be ...
5
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1answer
134 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
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2answers
382 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 ...
4
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0answers
78 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
155 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
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1answer
133 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)^{*...
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2answers
149 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
68 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
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1answer
266 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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2answers
113 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
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1answer
149 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\...
4
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0answers
264 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
274 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
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0answers
143 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
281 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 ...
1
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0answers
45 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
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0answers
81 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
70 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
86 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
75 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
votes
0answers
60 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
vote
1answer
209 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
176 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
328 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,...