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6 votes
2 answers
5k views

Can I relate the L1 norm of a function to its Fourier expansion?

I would like to express the integral of the absolute value of a real-valued function $f$ (over a finite interval) in terms of the Fourier coefficients of $f$. Failing that, I would like to know of any ...
6 votes
0 answers
398 views

semiclassical proof of Wigner semicircle

In Terence Tao's discussion of the Gaussian Unitary Ensemble, he derives the Dyson and Airy kernels. The GUE is the probability distribution of the eigenvalues of a random Hermitian matrix. \[ \int ...
0 votes
1 answer
301 views

Is there a Gaussian process for the solutions of the wave equation?

Call a Gaussian process $g$ a prior for a topological space $X$ if the realizations of $g$ are (a.s.) contained in $X$ and dense. Consider the 1D wave equation $\frac{\partial^2}{\partial t^2}u(t,x)=...
2 votes
0 answers
192 views

Diffusion equation on mixing of diffusing particles

I am trying to study mixing of diffusing particles like it was done by E. Ben-Naim On the Mixing of Diffusing Particles. The picture below shows the idea how permutations and inversion numbers reflect ...
18 votes
0 answers
310 views

Profiles of very high dimensional functions

This question comes from trying to understand the recent success of deep neural nets. Neural networks just (crudely speaking) create a very complicated function of very many variables, and then ...
6 votes
0 answers
411 views

Birth-Death Process associated with Orthogonal Polynomials

I have read in various places the following objects are related: orthogonal polynomials birth-death processes Lattice paths continued fractions After a lot of searching online, I found sketches ...
6 votes
3 answers
423 views

Infinite electrical networks and possible connections with LERW

I've been exposed to various problems involving infinite circuits but never seen an extensive treatment on the subject. The main problem I am referring to is Given a lattice L, we turn it into a ...
3 votes
0 answers
188 views

Does the existence of an asymtpotic density imply the existence of a measure on infinite dimensional (path) space?

This question is related to the following question Question about a Limit of Gaussian Integrals and how it relates to Path Integration (if at all)? A couple of authors have observed that composing a ...
11 votes
1 answer
1k views

Question about a Limit of Gaussian Integrals and how it relates to Path Integration (if at all)?

I have come across a limit of Gaussian integrals in the literature and am wondering if this is a well known result. The background for this problem comes from the composition of Brownian motion and ...
5 votes
1 answer
623 views

For which values of $N$ is known the Lieb-Simon Inequality for $Z_N$ Models ?

Background: Let $\mathbb Z^d$ denote the $d$-dimensional integer lattice with norm $|x|=\sum_i|x_i|$. For each $x\in\mathbb Z^d$ we associate a spin variable, $\sigma_x$ taking values on the set $\{...