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3 votes
1 answer
315 views

Where to find the proof of this property?

I am doing some exercises in the analytic and there is a problem as following: ``Let $\{f_n\}_{n \in \mathbb{ N}}$'' to be a positive sequence such that: $\sum\limits_{n=1}^{+\infty} f_n = 1$. $\...
mathJuan's user avatar
  • 153
3 votes
0 answers
169 views

Why is the smallest (fractional) absolute central moment of a Gaussian distribution almost at $\sqrt{3}/2$?

Let $X$ be a standard normal random variable. What $\alpha$ minimizes $E|X|^{\alpha}$? Numerically, $\alpha$ turns out to be equal to $\sqrt{3}/2-\varepsilon$ where $\varepsilon$ is of the order $10^...
Philipp Ustinoc's user avatar
54 votes
4 answers
3k views

When has the Borel-Cantelli heuristic been wrong?

The Borel-Cantelli lemma is very frequently used to give a heuristic for whether or not certain statements in number theory are true. For example, it gives some evidence that there are finitely many ...
Eric Naslund's user avatar
  • 11.4k