Questions tagged [limits-and-convergence]
Convergence of series, sequences and functions and different modes of convergence.
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Convergence of a double sum involving prime numbers
This has been moved from math.stackexchange;
I am attempting to prove/disprove convergence of the following sum
$$ \lim_{n \to \infty} \frac{1}{n} \sum_{p \leq n} \sum_{k=0}^\infty \ln p \left\{\frac{...
5
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1
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Rate of Convergence of Borwein Algorithm for computing Pi
In a book "Pi and the AGM" in 1987, authors, Jonathan Borwein and Peter Borwein, introduced a magical algorithm to compute $\pi$. However there is a problem that I couldn't understand and couldn't ...
6
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Interplay between CLT and convergence in Total Variation
Given a random variable $X$ with bounded moments such that $E[X] = 0, E[X^2] = 1$, let $F_n$ denote the distribution $\sum\limits_{i=1}^d\frac{X_i}{\sqrt{n}}$ where each $X_i$ is an independent copy ...
7
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1
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Factorial-based constant
Am looking for a name for:
$$\prod\dfrac{1}{1-\dfrac{1}{n!}}$$
$$=2.529477472079152648180116154253954242$$
Wolfram|Alpha
Expanding the formula gives:
$$(1+\frac{1}{2!}+\frac{1}{2!^2}+\dots)(1+\...
8
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0
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Lemma in Scholze-Weinstein
In the paper "Moduli of $p$-divisible groups" by Scholze and Weinstein (see http://math.bu.edu/people/jsweinst/Moduli/Moduli.pdf), one finds the following claim in Lemma 5.2.7:
Lemma: Let $K$ be a ...
2
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2
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Is $\liminf \frac{\sigma_{k}(({2}^{m-1})({2^m-1}))}{\phi_{k}(({2}^{m-1})({2^m-1}))}$ finite for every $k$?
I would like to check if this limit :$$\liminf \frac{\sigma_{k}(({2}^{m-1})({2^m-1}))}{\phi_{k}(({2}^{m-1})({2^m-1}))}$$ finite for every $k$?
where :$\phi_{k}$ is iterating Euler - totient function ...
4
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On contractive properties of a nonlinear matrix algorithm
I’m stuck in a problem that concerns a nonlinear iterative matrix algorithm.
Although the problem is quite complicated to explain I’ll try to describe it in a simple way, neglecting unnecessary ...
0
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1
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339
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Almost sure convergence of smallest eigenvector of diagonal matrix
I have that a sequence of random matrices, $M_n$, converges almost surely to a diagonal matrix, $D$, with finite real entries on its diagonal. During convergence, the off-diagonals are not necessarily ...
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0
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convergence of unconstrained convex optimization
I encounter an optimization problem. The simplified version is like following:
Denote function $F(x):\mathbf{R}^n\rightarrow\mathbf{R}$, where $F(x)$ is a smooth lower bounded convex function (i.e. $...
2
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1
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Pointwise convergence of polynomials to a function on a compact set K that is 1 on some disc D and zero outside D
Motivation of my question: Let $A$ be a bounded selfadjoint operator with spectral measure $E$ and $x$ a vector. Then it is easily seen that the closed linear span of all $A^nx$ ($n\in\mathbb N$) ...
2
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0
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Proving convergence is impossible for a sum of hyperbolic cosines
Suppose that $z$ is some complex value. Is it possible to prove that
$$\lim_{n \rightarrow \infty} \sum_{j = 1}^n {\sqrt{n \over j}} \cdot \cosh(z \log {n \over j}-\operatorname{ Arccoth} (2z))
$$
...
2
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1
answer
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Literature question on the convergence rate of the empirical distribution
Assume that given $n$ i.i.d samples $(X_1, X_2, ..., X_n)$ drawn from $p_X$, an unknown probability mass function defined over a finite alphabet $\mathcal{X}$, one wants to estimate $p_X(x)$ for each $...
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Uniform Convergence of Moment Generating Function
In the article, "The Empirical Moment Generating Function" by Csörgö, the author defines the empirical moment generating function for a sample of $n$ variables $X_1,X_2, \dots, X_n$ as:
$$
\begin{...
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2
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Does the limit of this product over primes converge for all $\Re(s) > \frac12$?
Numerical evidence suggests that:
$$\displaystyle F(s):= \lim_{N \to \infty}\, \ln^s\left(p_N\right)\, \prod_{n=1}^N \left(\dfrac{\left(p_n-1\right)^s}{p_n^s-1} -\frac{1}{p_n^s}\right)$$
with $p_n$ ...
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Lower bound for Euler's function
Euler function is defined, for $|x|\le 1$, as follows:
$$\phi(x)=\prod_{i=1}^\infty(1-x^i)$$
Upper bounds for $\phi$ can be simply derived from ending the product early, e.g.
$$\phi(x)<\prod_{i=1}^...
5
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1
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The limit of the following product? What is the closed form of the value?
Assume that $P_n$ is the $n$'th prime: Please help me solve the following $$\lim_{k\to\infty} {k}\prod_{n=1}^k \frac{P_{2n-1}}{P_{2n}}$$
I am not really sure quite where to start here as I am ...
3
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Uniform convergence of 2-norm of a multinomial vector
Let $(X_1,X_2,\ldots,X_k)$ be distributed according to a multinomial distribution with parameters $(n;p_1,p_2,\ldots, p_k),$ i.e.
$$P(X_1=n_1,\ldots,X_k=n_k) = {n\choose n_1,n_2,\ldots,n_k} p_1^{n_1}...
3
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Notion of convergence on a dense subset
My motivation for this question is as follows.
Consider the set $D$ of cadlag functions on $(0,1)$ and its subset $D^\uparrow$ of non-decreasing cadlag functions.
Each $f \in D$ has at most countably ...
1
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1
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limit and combinatorics
Given $x \in (0,\frac{1}{2})$ and $y \in (0,\frac{1}{2}]$, what is the value of the following limit:
$\lim_{n\rightarrow \infty}\sum_{k=0}^{n}{n \choose k}|x^{n-k}(1-x)^{k}-y^{n-k}(1-y)^{k}|?$
When $...
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Weak convergence of random variables in $L^2$ and vague convergence
Dumb question: Let $X_n:\Omega \to \mathbf{R}$ be a sequence of $L^2(\Omega,\Sigma,\mathbf{P})$ random variables that has a weak limit $X$ in $L^2$.
Suppose also that $\mu_n$, the distributions of $...
6
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Large deviation for Brownian path on $[0,\infty)$
It seems strange to me that all we can find about Schilder's theorem in the literature is on a finite interval of Brownian path.
If we equip the space of continuous function starting from $0$, ...
3
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1
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Rate of convergence of ergodic averages related to irrational rotation
Let $\alpha$ be an irrational number, consider the basic dynamical system $T^{n}(0) = \{n \alpha\}$ where $\{.\}$ denotes the fractional part.
Let $a < b$ be two numbers in $[0, 1]$. Then by ...
2
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2
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310
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A term for sequences whose mean is defined?
This may be an extremely stupid and elementary question, but is there a name for sequences $\{a_i\}$ such that $\lim_{n\to\infty} \left( \frac{1}{n}\sum_{i=1}^{n} a_i\right)$ exists? This seems to be ...
3
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1
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Optimal condition for the weak convergence of the jacobian determinant
Whenever $n<q,$ it is known that given a sequence $\{ u_{k} \}$ which is weakly convergent in $W^{1,q}(U)$ one has that the Jacobian determinants $\text{det} Du_{k}$ converge weakly in $L^{q/n}(U).$...
2
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2
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Special filters in the algebra of regular open sets of a topological space
Let $\mathrm{r}\mathscr{O}$ be the family of open domains (regular open sets) of a topological space $\langle X,\mathscr{O}\rangle$, that is:
$$A\in\mathrm{r}\mathscr{O}\iff A=\mathrm{int(\mathrm{cl(A)...
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1
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Is there a way to find $\limsup$ and $\liminf$ for ergodic processes almost surely?
Let $\{X_k\}$ be an ergodic process. I know that if $f$ is a smooth real valued function then by Birkoff's ergodic theorem, $$\lim_{n\to \infty}\frac{1}{n}\sum_{k=1}^n f(X_k)=\mathbb{E}(f(X_1))\ a.s.$$...
2
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Convergence rate of Pearson correlation matrix
I am interested in (rather sharp if not the finest) tail/concentration bounds for the Pearson correlation matrix: let $X_1,\ldots,X_N \sim \mathcal{N}(0,1)$ be correlated random variables; let $\rho(...
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How many rearrangements must fail to alter the value of a sum before you conclude that none do?
This will not be altogether unrelated to this earlier question.
For which classes $C$ of bijections from $\{1,2,3,\ldots\}$ to itself is it the case that for all sequences $\{a_i\}_{i=1}^\infty$ of ...
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Limit of largest eigenvalue [closed]
For positive definite matrix, if we increase the dimension to the infinity, is it true that the largest eigenvalue stays bounded from above?
In other words does the following limit exists:
$$\lim_{n\...
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Convergence of a particular double sum [closed]
Consider the following double sum:
$$Q(n)=\frac{1}{n^2}\sum_{i=1}^{n}\sum_{j=1}^{n}\left [ \partial _{ij}lnf\left ( x \right ) \right ]^2$$
where $\partial_{ij}$ is the partial second order ...
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Are limits decidable? Should definitions be decidable? [closed]
This question is about the Turing computability of the $\epsilon-N$ definition of a limit of an infinite sequence $S$. First, a proposition:
There cannot exist a Turing Machine $M$ which, given a ...
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Rearrangements that never change the value of a sum
I posted this question on math.stackexchange.com and so far the only answer posted (also mentioned in the comments under the question) shows that one of my rash initial guesses about the bottom-line ...
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Swapping sums and integration for a kernel in Fourier space (the non absolutely convergent case)
Under what conditions on $c_{r}^{m}$
does
$$\int_0^{2\pi} k(p,q)\exp(-inq)dq=\sum_{r=0}^{\infty}c_{r}^{m}\exp\left(-imp\right) \text{ in } L^2_{per}$$
hold for
$$k(p,q)=\sum_{r=0}^{\infty}\sum_{l=...
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Is there a $q$-L'Hospital's Rule?
Let $\binom{n}{j}_q$ be a $q$-binomial coefficient and $(x;q)_n = (1-x)(1-qx)\cdots(1-q^{n-1}x).$
Consider the sum $$f(n,m,r,k)= \sum\limits_{j = 0}^{2n} {( - 1)}^{ j}q^{mj^2+rj}
\binom{2n}{j}_{q^k}$...
2
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Decomposition of the space according to the Ergodic Theorem
Given a space $(X, T)$, it is well known that for every $T$-invariant ergodic measure $\mu$, there exists a set $E_\mu$ of $\mu$-measure $1$ s.t. for every "nice" function $f$
$$ \frac{1}{n}\sum_{i=0}...
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Entropy, convergence and invariant measures
Could you give conditions that a sequence of shift invariant measures $\eta_{n}$ has to satisfy in order to happen this convergence in terms of entropies $h(\eta_{n})$:
$h(\eta_{n}) \rightarrow \log2$...
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Natural topologies for the space of rational functions
I am looking for natural families of Hausdorff topologies (metrics, norms, if possible) for the space of rational functions of a single complex variable of arbitrary, unbounded denominator degree (and,...
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Convergence of the solution of Volterra integral equation with convergent kernel (reposted, need help!)
Consider the following Volterra integral equation
$g(t)=∫_0^tK_n(t,s)w_n(s)ds$
where $g(t)$ and $K_n(t,s)$ are continuous and $K_n(t,s)≥K_{n+1}(t,s)$ for all $t,s$. Moreover, $K_n(t,s)$ converges to ...
2
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0
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Bound on $g(n+1)/g(n)$ for Landau's function
I have read that for the Landau function $g(n)$ (http://mathworld.wolfram.com/LandausFunction.html), one knows that
$\lim_{n \rightarrow \infty} g(n+1)/g(n) = 1$
(stated, but not proved in "On ...
2
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1
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Convergence of weighted double sum of random variables
I'm looking for convergence results of particular weighted sum:
$$S_n=\frac{1}{n}\sum_{i=1}^{n}\sum_{j=1}^{n}a_{i,j}X_i X_j.$$
when random variables $X_i$ ar i.i.d. Are there any investigation ...
2
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1
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Does strong convergence in $W_p^1$ imply strong convergence of derivatives of absolute values in $L_p$?
Let $G$ be a Lipshitz domain and $u_n \to u$ in $W_p^1(G)$. Is it correct, that $\frac{\partial |u_n|}{\partial x_m} \to \frac{\partial |u|}{\partial x_m}$ in $L_p(G)$?
I know, that $\frac{\partial |...
6
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2
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Convergence of Fixed-Point Iteration of a dependent map
Suppose that we have two mappings $T_1(\cdot): Y \mapsto Y$ and $T_2(\cdot,\cdot) : X \times Y \mapsto X$ where both $X$ and $Y$ are compact and convex subsets of the same Euclidean space. Furthermore ...
1
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0
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Positivity of alternating series
Let $\{a_n\}_{n=0}^{\infty}$ be a sequence of positive real numbers such that $\limsup_n \frac{1}{n}\log a_n=-\infty$. Then
$$
f(x)=\sum_{n\geq 0}a_n x^n
$$
converges absolutely for all $x$. Under ...
4
votes
1
answer
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Convergence of sequence of polynomials defined by boundary conditions
I'm sorry if my question sounds trivial, but analysis is not my field.
Consider the interval $[a,b]\subset \mathbb{R}$. On $[a,b]$, for every $n\in\mathbb{N}$, $n\ge 3$, I define the polynomials $P_n:...
0
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1
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Convergence of generalized expectation under total variation norm
Consider the space of sub-distributions (i.e. positive measures of variation norm lower than 1) over a discrete subset $S$ of $\mathbb{R}$ (this set is measured by its powerset).
Let $(\mu_n)_n$ be a ...
0
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0
answers
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On sequences of rational functions [duplicate]
Let $\{f_n\}_{n=0}^\infty$ be a sequence of rational functions of the following form: $$ f_n(z) = \sum_{m=1}^\infty \frac{C_{m,n}}{z-m}$$ with $C_{m,n} \in \mathbb{Z}$, $C_{1,n} = 1$, and for each $n \...
3
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2
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Are there examples of functions in $L_1$ and $L_\infty$ whose Fourier series divergent ("weakly")?
It is wellknown that there is a convergence in norm for Fourier series in $L_p$, if $1<p<\infty$, but are there some examples for pointwise divergence if $p=1,\infty$ in books, or somewhere? I ...
2
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0
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Question about the characteristics of semimartingales
Let $D=D([0,1,R)$ be the space of cadlag (right-continuous with left limits) functions defined on [0,1] and $X:=(X_t)_{t\in [0,1]}$ be the canonical process on $D$, i.e. $X_t(x)=x(t)$ for all $x\in D$....
5
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1
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Does this infinite sum arising from separation of variables converge?
This problem came up in a PDE where I used separation of variables to formally get a solution. Now I need to know whether that formal solution is sensible.
Let $a_k >0$ be an increasing sequence ...
2
votes
1
answer
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Variant of Skorokhod's theorem
Consider the following situation:
$S, T$ are standard Borel spaces (say $S = [0,1]^k$, $T = [0,1]$ if it is helpful).
There is a a random variable $\zeta: \Omega \to S$.
$f_n(\zeta) \to^d \eta$, i....