All Questions
737 questions
2
votes
1
answer
154
views
Smooth conditional expectation with nonsmooth "reverse"
I am looking for a concrete example of the following: $(X,Y)$ are real-valued random variables such that:
$E[Y|X]$ is smooth
$E[X|Y]$ is discontinuous
Even better, I'd like to see an example where ...
- 23
2
votes
3
answers
1k
views
on the set of numbers generated by integer linear combination of two real numbers.
Let $b > a > 0$ be two real numbers. I am interested in the set of numbers
$X(p,q) = p a + q b$ with $p,q$ positive integers. Basically this is the set $a \mathbb{N} + b \mathbb{N}$.
What ...
- 29
2
votes
1
answer
157
views
Is the set of multiple points of the Brownian path $W[0, \infty)$ dense in the plane almost surely?
Let $d = 2$. With probability $1$, is the set of multiple points of the Brownian path $W[0, \infty)$ dense in the plane?
user75246
2
votes
1
answer
273
views
Is it always possible to partition $[a,b]\times[c,d]$ into disjoint blocks $D_{ij}$ s.t. $\left.f\right|_{D_{ij}}$ is bijective?
Consider the function given by $f:[a,b]\times[c,d]\to[0,1]^{2}$ such that $0\leq a < b \leq 1$, $0 \leq c < d \leq 1$.
Moreover, we do also have that $f\in C^{1}([a,b]\times[c,d],[0,1]^{2})$ and ...
user127351
2
votes
1
answer
677
views
Lipschitz continuity of an implicit function
Let $z=F(x,y)$ be a function from $\mathbb R^d\times \mathbb R$ to $\mathbb R$ and $z=F(x,y)$ is Lipschitz continuous. Assume that for any $x\in\mathbb R^d$, there is a unique $y$ such that $F(x,y)=0$....
- 601
2
votes
2
answers
953
views
Differentiability of Nemytskii operator on Sobolev space
I am trying to consider hypothesis on $g$ such that the operator
$$ H_0^1 (\Omega) \to L^2(\Omega), \qquad v \mapsto g(v) $$
is $\mathcal C^1$. As additional hypothesis $\Omega$ is bounded and $g(0) = ...
- 201
2
votes
1
answer
433
views
bounding the absolute value of a trigonometric polynomial
Consider a function $f:[0,1]\rightarrow \mathbb{C}$ and points $t_0,t_1,\ldots,t_n\in[0,1]$
\begin{equation*}
f(t)=\prod_{k=1}^n\frac{(e^{2\pi i t}-e^{2\pi i t_k})}{(e^{2\pi i t_0}-e^{2\pi i t_k})}
\...
- 859
2
votes
2
answers
258
views
Meromorphic extension of solutions to ODEs
I encountered the following question in my studies:
Let us assume we have a real anlaytic solution to an ODE on $\mathbb{R}$ of Schr\"odinger type
$-\psi''(x)+V(x)\psi(x)=\lambda \psi(x)$
but we ...
- 167
2
votes
1
answer
260
views
Squaring a semi-convergent series
Let $S=\sum_{n=1}^\infty a_n$, be a semi-convergent series with $T=\sum_{n=1}^\infty a_n^2 < \infty$ and $\sum_{n=1}^\infty |a_n|=\infty$. Under which conditions are the following formulas valid? ...
- 3,098
2
votes
1
answer
154
views
Is the optimum of this problem convex in the constraint parameter?
Let $f:\mathbb R^+ \to \mathbb R$ be a smooth function, satisfying $f(1)=0$, and suppose that
$|f|$ grows with the distance from $1$: $|f(x)|$ is strictly increasing when $x \ge 1$, and strictly ...
- 6,741
2
votes
1
answer
104
views
Limit of biggest share of the pie
A huge pie is divided among $N$ guests. The first guest gets $\frac{1}{N}$ of the pie. Guest number $k$ guest gets $\frac{k}{N}$ of what's left, for all $1\leq k\leq N$. (In particular, the last guest ...
- 48.9k
2
votes
2
answers
190
views
One-Sided Analyticity Condition Guarantees Analytic Function?
Let $f \ \colon \ [0,\infty) \to \mathbb{R}$ be a function satisfying:
$f$ is differentiable infinitely many times in $(0,\infty)$, and has a right-derivative of any order at $0$.
$f$ satifsfies the ...
- 403
2
votes
1
answer
162
views
On the continuity and injective-ness of Gauss quadrature scheme for numerical integration, with weight function identically $1$
Fix an integer $n\ge 2$. Let $[a,b]$ be an interval and $f: [a,b]\to \mathbb R$ be a continuous function and for $x_1,...,x_n$ being the Gaussian Quadrature nodes in $[a,b]$, and Gaussian Quadrature ...
- 1,209
1
vote
1
answer
426
views
$L^p$ compactness for a sequence of functions from compactness of cut-off
Fix $p \in [1,\infty)$. Let $f_n:[a,b] \to \mathbb R$, $n \in \mathbb N$, be a sequence of $C^1$ functions. For every fixed $m\in \mathbb N^*$, suppose that the sequence of functions $$\{f_{n}\psi_m(...
- 161
1
vote
2
answers
180
views
An inequality for a real function
Let $$f(z)=(1+z)^{3/4}-\left(\frac{3}{8}+\frac{\sqrt{3}}{4}\right)^{1/4}-\frac{\left(3 z+\sqrt{6} \sqrt{-1+z^2}\right)^{3/4}}{\left(2 \left(2+\sqrt{3}\right)\right)^{3/4}}.$$ Is there a simple proof ...
- 37
1
vote
1
answer
264
views
Is there a version of dominated convergence theorem for local $L^p$ spaces?
Fix $p \in [1, \infty)$. Let $(L^p (\mathbb R^d), \|\cdot\|_{L^p})$ be the Lesbesgue space of $p$-integrable real-valued functions on $\mathbb R^d$. Let $\tilde L^p (\mathbb R^d)$ be the space of ...
- 835
1
vote
1
answer
201
views
Does weak continuity of Jacobians hold for non nondegenerate maps?
$\newcommand{\M}{\mathcal{M}}$
$\newcommand{\N}{\mathcal{N}}$
Let $\M,\N$ be two-dimensional smooth, compact, connected, oriented Riemannian manifolds. (with or without boundaries).
Let $f_n \...
- 6,741
1
vote
0
answers
71
views
Continuous injection of metric ball into Euclidean ball
This is a follow-up to this post.
Suppose that $(X,d_X)$ is a compact metric space with (finite) metric-capacity, defined by
$$
\kappa_X(\epsilon)\triangleq\sup\left\{
k : \exists x_0,\dots,x_k \...
- 5,405
1
vote
0
answers
120
views
Natural candidates for super-half-exponential which limit to half-exponential function from above
There are no closed form candidates for half-exponential functions "Closed-form" functions with half-exponential growth.
However super-half-exponentials (functions whose composition grows ...
- 1,826
1
vote
1
answer
151
views
Monotone likelihood ratio of densities based on power function
Given $p,\phi,\theta \in \mathbb{R}$ such that $p>2$ and $0 \le \phi,\theta\le \pi/2$ define the density function:
$$f(\phi;\theta) =
\mbox{$\Large\frac{1}{p B\big(\hspace{-1pt}\frac{3}{2},\frac{p+...
- 391
1
vote
1
answer
317
views
The continuous convergence given the a.e. convergence
Suppose that $f_n: \mathbb{R} \times [0,\infty) \to \mathbb{R}$ is a uniformly bounded sequence (i.e., there exists $C>0$: $|f_n| < C$ for every $n$) such that
$$ f_n \in C^2_x \times C^1_t, $$
...
- 41
1
vote
0
answers
92
views
Alberti rank-one theorem and reduction of the study of BV function to the two-dimensional case
By Alberti rank-one theorem, could it be possible to reduce the study of a function $u \in BV(\mathbb{R}^N, \mathbb{R}^N)$ to the study of a function $\tilde{u} \in BV(\mathbb{R}^2, \mathbb{R}^2)$? At ...
user123457
1
vote
0
answers
186
views
Lipschitz continuity of an implicit function generated by a monotonic and Lipschitz multivariate function
Let $z=F(x,y)$ be a function from $\mathbb R^d\times \mathbb R$ to $\mathbb R$ satisfying the following conditions:
$z=F(x,y)$ is Lipschitz continuous w.r.t. $(x,y)$;
Given $x$, $F(x,y)$ is non-...
- 601
1
vote
1
answer
162
views
Does there exist a class of real-valued upper semicontinuos functions on $X$ such that $\mathcal{F}$ is countable?
Ian Morris quoted the following:
For any upper semi-continuous function $f \colon X \to [-\infty,+\infty)$ defined on a nonempty topological space $X$ there exists a nonempty set $\mathcal{F}\...
- 623
1
vote
1
answer
237
views
Poisson kernel, expectation, an absolute value comes in
See here.
Let $d = 2$, and consider the domain $D = \mathbb{H}$, the upper half-plane. Let $W_t = (X_t, Y_t)$. We see that for any $\theta \in \mathbb{R}$ and any $t \ge 0$, we have$$E^{(x, y)}\...
- 13
1
vote
1
answer
188
views
Can one show $h(x)=|2(\zeta'(x))^2-\zeta''(x)\zeta(x)|$ is a decreasing function for $x\in\mathbb{R}\cap [1,\infty)$?
This question is related to This question.
When I tried to approach it I couldn't even proof that the LHS is a decreasing function on the given domain using regular methods. I have tried to write the ...
- 178
1
vote
1
answer
191
views
Good upper bound for $\Gamma(1-b,\log(a))-\Gamma(1-b,N\log(a))$, where $a,b \in (0, 1)$ and $N \ge 1$
Let $a,b \in (0, 1)$ and $N \ge 1$, and consider the incomplete gamma function $x \mapsto \Gamma(1-a,x)$.
Question
Is there a simple bound (involving 'simple function's) for the expression $\Gamma(1-...
- 6,853
1
vote
1
answer
319
views
Is $(f \ast K)'' \in L^1(\mathbb R)$ for $f \in L^1 \cap L^\infty(\mathbb R)$ and $K \in BV(\mathbb R)$?
Is it possible to deduce that $$(f \ast K)'' \in L^1(\mathbb R)$$ if $f \in L^1 \cap L^\infty(\mathbb R)$ and $K \in BV(\mathbb R)$? What I can prove is that $(f \ast K)' \in L^1 \cap L^\infty$. Is ...
- 131
1
vote
1
answer
236
views
Continuity of the solution of a Pde system
Let $\rho_1:[0,1]\to [0,1]$ and $J:\mathbb R\to \mathbb R^+$ both continuous and bounded.
I have the following system of PDE's
\begin{align}
\begin{cases}
\frac{\partial}{\partial t} u_0(t,r)=- J* ...
- 139
1
vote
1
answer
171
views
Superharmonic extension 2
This question is a simplified version of the one in the MO post Superharmonic extension.
Suppose $K$ is a compact of $\mathbb{R}^m$ ($m\geq2$), and $U(x)=\log\frac{1}{|x|}$ if $m=2$, and $=|x|^{2-m}$ ...
- 411
1
vote
1
answer
93
views
Is there $f$ such that $\int_0^t f(s)\,\mathrm d s<\infty$ and $|\partial_t g| (t, x) \le f(t)g(Ct, x)$ for all $t>0$ and $x \in \mathbb R^d$?
We consider the heat kernel
$$
g :\mathbb R_{>0} \times \mathbb R^d \to \mathbb R,\quad (t, x) \mapsto \frac{1}{(4\pi t)^{d/2}} \exp \bigg ( - \frac{|x|^2}{4t} \bigg ).
$$
Then
$$
\partial_t g(t, x)...
- 657
1
vote
1
answer
620
views
Smallest Lipschitz constant on non-convex domains
It is well known that if a function $f:U\to \mathbb C^n$, $U\subset \mathbb C^m$ satisfies $\sup_{x\in U}\|Df(x)\|_{\infty} = C < \infty$ uniformly on $U$ and $U$ is compact and convex, then $f$ is ...
- 959
1
vote
0
answers
103
views
Real root isolation for exponential polynomials
Suppose we are given an exponential polynomial $f:\mathbb{R}\mapsto\mathbb{R}$
$$
f(t)=\sum_{i=1}^n p_i(t)e^{\lambda_i t}
$$
where $p_i(t)$s are polynomials with algebraic coefficients and $\lambda_i$...
- 1,503
1
vote
1
answer
401
views
linear recurrence inequality of positive terms
This is a follow up on my previous linear recurrence inequality question.
I have some matrices which satisfy a linear recurrence formula of the form
$$
A_{n+1} = \alpha A_{n} + \beta A_{n-1},\qquad n\...
- 145
1
vote
1
answer
234
views
Zeroes of elementary polynomials without involving closed-form solutions
Consider the following two polynomials, where $n$ is an integer:
$$
p_n(x) = x^3-\frac1nx-\frac2n, \\
q_n(x) = x^2-\frac2n.
$$
For any $n$, let $x_p=x_p(n)$ and $x_q=x_q(n)$ be the unique positive ...
- 21
1
vote
1
answer
918
views
Pros and cons of probability model for permutations
I am studying probability model of random permetuation
Let $b(n; k)$ denote the number of permutations of {1,...,n} with precisely k
inversions ($inv(\pi)$). The analytic approach was considered by L....
1
vote
1
answer
367
views
Irreducibility of a resultant of real and imaginary parts of a characteristic polynomial
The following question is motivated by the study of a stability border for a robust linear time-invariant control system.
Let us we have an affine family of $n\times n$ matrices with indeterminate ($\...
- 413
1
vote
2
answers
90
views
Is the difference between $\alpha$-Hölder constants of $f*\rho$ and $g*\rho$ controlled by $\|f-g\|_\infty$?
Let $\mathcal D_1$ be the set of bounded probability density functions on $\mathbb R^d$. This means $f \in \mathcal D_1$ if and only if $f$ is non-negative measurable such that $\int_{\mathbb R^d} f (...
- 835
1
vote
1
answer
2k
views
About the coefficients of Taylor series for the complex Riemann Zeta function $\zeta(s)$
The following real-valued functions are closely related to the zeros of $\zeta(s)$ in the critical strip $\frac{1}{2}<\Re(s) < 1$.
$$\phi_1(\sigma, t) = \sum_{n=1}^\infty (-1)^{n+1}\frac{\cos(t\...
- 3,098
1
vote
1
answer
438
views
Some fun with special infinite nested radicals
Let us define the following functions:
$$f_n(x)=\sqrt{x^{n}-\sqrt{x^{n+1}- \sqrt{x^{n+2}-\cdots}}} $$
$$g_n(x)=\sqrt{x^{n}+\sqrt{x^{n+1}+ \sqrt{x^{n+2}+\cdots}}} $$
with $f(x)=f_1(x)$ and $g(x)=g_1(x)$...
- 3,098
1
vote
1
answer
110
views
Prove that $\dfrac{g(x,u_{n})}{\left\Vert u_{n}\right\Vert ^{p-1}}\rightarrow g_{0}$ weakly in $L^{\overline{p}}$
Let $\Omega
\subset
\mathbb{R}^{N}$
be a smooth bounded domain , $g:\Omega\times\mathbb{R}\rightarrow\mathbb{R}$
is a Caratheodory function such that $g(x,t)=0$
for $t\leq0$
. Suppose that ...
- 135
1
vote
0
answers
123
views
Generalization of concave envelope
Let $g:\mathbb R_+\to\mathbb R$ be a measurable function (which could be supposed to be bounded and Lipschitz if required). Let $\mathcal P$ be the collection of probability measures $\mu$ on $\mathbb ...
- 1,835
1
vote
1
answer
76
views
Proving that a function $f(x,y)$, that is unbounded in every direction, is uniformly bounded below by $1$ outside some disc of large enough radius
I have a smooth function $f(x,y)$ that is unbounded in every direction. In other words, if we choose a direction $(a,b)\in S^1$ and keep moving along the curve $(ta,tb)$, then $$\lim_{t\to\infty}f(ta,...
- 765
1
vote
1
answer
300
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 $x_n\in\mathbb{R}$ ...
- 393
1
vote
1
answer
119
views
A non-polynomial Young function satisfying a power-like condition
This post asked, essentially, for an example of a "non-polynomial" invertible increasing function $f\colon[0,\infty)\to[0,\infty)$ such that $f(0)=0$ and
\begin{equation}
f(cu)f(t)\le f(...
- 128k
1
vote
0
answers
47
views
Another uniform estimation of an integral involving an Hölder function with derivative that is Hölder
Let $\Omega\subset\mathbb{R}^n$, let $s\in [1/2,1)$, let $u\in C^{1,2s-1+\epsilon}(\Omega)$ such that: $u=0$ on $\mathbb{R}^n\setminus\Omega$, and: $u\in C^{0,s}(\mathbb{R}^n)$, is true that there ...
- 339
1
vote
0
answers
102
views
Proving that a quantity is positive (Gaussian density and Gaussian CFD)
$\def\R{\mathbb R}$$\def\aha{{1/2}}$$\def\maha{{1/2}}$
Hi everyone,
I am interested in the following problem:
Let consider the heat equation problem:
$$\forall (t,x) \in \mathbb{R}_+\times\mathbb{R}, ~...
- 393
1
vote
2
answers
231
views
A real root of a cubic equation for a stationary point
Let us consider the quartic polynomial in $x$
\begin{equation}
F(x) = (2 a p +2)x^4+ (6a(1-a)p^2+(6-12a)p-6)x^3
+ p(2(a-2)(a-1)a p^2 + 3(5a^2-9a+2)p +12a-18)x^2
- p^2 ((a-2)(4a^2 ...
- 371
1
vote
1
answer
117
views
Shrinking subset with disjoint unions
Given a segment and a value $c$ less than the segment length, let $A_1,\dots,A_n$ be disjoint finite unions of intervals on the segment. We choose a finite union of intervals $B$ with $|B|=c$ that ...
- 1,209
1
vote
1
answer
307
views
Convexity of discrete Fourier transform
Let $f : [0,2\pi] \to \mathbb{R}$ be a continuous convex function on $(0,2\pi)$ which is singular about $0$ and $2\pi$ but finite when evaluated at the boundaries. Assume also that $f$ is symmetric ...
- 595