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Improper integral of products and ratios of probability density functions

I am trying to find out whether the following integral is finite. The integrand consists of product of probability density functions. $\int \frac{f(x_1,x_2, x_4^*)}{f(x_1^*,x_2, x^*_4)}\frac{f(x_1,...
Joanne's user avatar
  • 11
2 votes
0 answers
275 views

Smoothness of coefficients of remainder term in Taylor expansion

Given a $C^{k}$ function $f:\mathbb{R}^d\to\mathbb{R},$ we can use Taylor's theorem to write it as $$f(x)=\sum_{|\alpha|\le k-1} c_\alpha x^\alpha + R(x),$$ where $R$ is $C^k$ and can be expressed ...
Maxim Gilula's user avatar
2 votes
0 answers
279 views

Can a bounded open set in $R^n$ be always approximated from outside with a finite union of dyadic cubes?

Suppose we have a bounded open set $S$ in $R^n$. Consider the collection of closed dyadic cubes $C_k$'s (https://en.wikipedia.org/wiki/Dyadic_cubes). I was wondering if there always exists a finite ...
KPU's user avatar
  • 131
3 votes
2 answers
496 views

Differentiate a growing volume

Let me motivate my question with this example. The volume integral of a ball $\int_{B(0,R)} dx$ can be written as an integral over the surface of balls, i.e. $$\int_{B(0,R)} dx = \int_0^R \int_{\...
Frederique's user avatar
0 votes
1 answer
697 views

How much do we know about this "local" Hardy-Littlewood maximal function?

The "local" Hardy-Littlewood maximal function is given by $$(M_\phi f)(x)= \sup_{0<\epsilon<1}|\phi_\epsilon \ast f|(x),$$ which is similar to the classical Hardy-Littlewood maximal function : $$...
Mr.right's user avatar
  • 171
-1 votes
1 answer
508 views

Derivative of smooth function change sign infinitely on [0,1]? [closed]

Can the derivative $f^\prime$ of a smooth function $f\in C^\infty[0,1]$ change sign infinitely many times (or $f$ have infinitely many isolated critical points)? If yes, how about an analytic function ...
Asdf's user avatar
  • 113
7 votes
2 answers
3k views

Upper semicontinuity of set-valued maps with open values

Let $X$ and $Y$ be metric spaces. The $(\varepsilon,\delta)$-definition of continuity of single-valued maps can be rephrased as: Let $f$ be a single-valued map from $X$ to $Y$. $f$ is continuous at ...
flyingwith's user avatar
7 votes
2 answers
1k views

Two different kinds of definitions of $C^k(\overline{\Omega})$ — extension and restriction

This is cross-posted in MSE. I have seen two different kinds of definitions of the notation $C^k(\overline{\Omega})$ — by "extension" of functions on $\Omega$ or by "restriction" of functions on $\...
user avatar
5 votes
4 answers
497 views

Integral of the distance function to the boundary of a planar set

I have been stuck for a few days in a seemingly harmless question. Given a simply connected open set $\Sigma\subset\mathbb{R}^2$, with smooth boundary $\partial\Sigma$, I am interested in estimating $...
Sloth-Meister's user avatar
6 votes
2 answers
231 views

Subsets $X$ such that their Hausdorff outer measure is not finite

Let $H^d:\mathcal{P}(\mathbf{R}^n) \to \mathbf{R}\cup \{\infty\}$ be the $d$-dimensional Hausdorff outer measure on $\mathbf{R}^n$, for some $0<d<n$ with $n$ integer, which is constructed in the ...
Paolo Leonetti's user avatar
0 votes
1 answer
563 views

Continuous Sobolev embedding

I have a question about Sobolev spaces. In the following, we assume $d \ge 2$. Let $D$ be a domain of $\mathbb{R}^d$. That is, $D$ is a connected open subset of $\mathbb{R}^d$. Note that $D$ is not ...
sharpe's user avatar
  • 721
4 votes
1 answer
1k views

The convolution of a $L^1$ function and an approximate identity

It is well known that the convolution of a $L^1$ function and a Schwartz function is also in $L^1$, by Young's inequality for convolution. Let $f\in L^1(\mathbb{R}^n)$ and $\phi\in S(\mathbb{R}^n)$, ...
Mr.right's user avatar
  • 171
7 votes
0 answers
221 views

integrality of a Riccati-type equation

The following is a problem we were unable to prove and left stated in the paper "Arithmetical properties of a sequence arising from an arctangent sum", J. Numb. Theory 128 (2008) 1807–1846. Define ...
T. Amdeberhan's user avatar
-1 votes
1 answer
180 views

Orthogonal polynomials of the second kind

Let $L: \mathbb{R}[x] \rightarrow \mathbb{R}$ be a positive definite linear functional and let that $\{s_n\}$ be a positive semi-definite sequence such that $L(x^n)= s_n, n\ge 0.$ Given a positive ...
Jaynot's user avatar
  • 1
1 vote
1 answer
238 views

Does the bounded extension of the Fourier multiplier operator agrees with its original explicit definition?

We consider the Fourier multiplier operator $T_0$ defined by the explicit expression $$(T_0f)(x)=\int_{\mathbb{R}^n}{e^{ix\cdot \xi}m(\xi)\hat{f}(\xi)d\xi}, \ f\in S(\mathbb{R}^n),$$ where $S(\mathbb{...
Mr.right's user avatar
  • 171
1 vote
0 answers
183 views

Stochastic increasing convex ordering

Consider $n \geq 2$ and the simplex \begin{equation} \Delta=\{(p_1,\cdots,p_n) \in \mathbb{R}^{n} \mid \forall i, p_i \geq 0 \text{ and } \sum_{i=1}^{n}{p_i}=1\} \end{equation} Suppose that $\Delta$ ...
Oliv's user avatar
  • 111
5 votes
1 answer
461 views

Integrals involving the Lambert function W

I'm actually struggling on a calculation of an integral involving the Lambert function W. Let $\tilde{w}$>0 a parameter that I will tune to $0^+$ at the end of my calculation. I'm interested in the ...
Alexandre Krajenbrink's user avatar
2 votes
0 answers
202 views

Universal chord theorem for curves

Let $\mathrm{\gamma} : [0,1] \to \mathbb{R}^2$ be a piecewise smooth, simple plane curve. Assume $\gamma(0) = (0,0)$, $\gamma(1) = (1,0)$ and that the slope of the tangent is not $0$ wherever it's ...
user95393's user avatar
  • 121
7 votes
1 answer
313 views

Surprisingly simple minimum of a rational function on $\mathbb R_+^n$

Motivation: The following problem has occurred in a study of energy dissipation in a chain of coupled, damped oscillators. The problem: Let me define specific rational functions $f$, $g$, and $...
Dierk Bormann's user avatar
3 votes
0 answers
588 views

Time-dependent Sobolev spaces

Given the Sobolev space $H^1((a,b);H^2(\mathbb{R}))$ and a function $g$ in that space. Consider now another function $f \in C_c^{\infty}((a,b) \times \mathbb{R}).$ Then for almost any $t \in (a,b)$ we ...
Rabio's user avatar
  • 31
4 votes
1 answer
293 views

Points of differentiability of $f(x) = \sum\limits_{n : q_n < x} c_n$

Let, $\{q_n\}_{n \in \mathbb{N}}$ be an enumeration of rational numbers. Consider the function $f : \mathbb{R} \to \mathbb{R}$ given by, $$\displaystyle f(x) = \sum\limits_{n : q_n < x} c_n$$ ...
r9m's user avatar
  • 810
3 votes
1 answer
373 views

Ability to have function sequence converging to zero at some points

Consider the continuous and non negative function $c : \mathbb R \to [0,1]$ defined by $$ c(x) = \begin{cases} \cos \frac{\pi x}{2} &\text{for } x \in [-1,1]\\ 0 &\text{otherwise} \end{cases}$$...
mathcounterexamples.net's user avatar
2 votes
1 answer
497 views

Linear map of finite or infinite extreme points. Discuss injectivity and surjectivity

Before entering my problem, let me review some related results: Suppose $\mathcal{S}$ is a convex hull of finite points: $\mathcal{S}=\operatorname{conv}(x_1,x_2,\ldots,x_m)$, then By "https://...
sleeve chen's user avatar
6 votes
1 answer
314 views

Generators of a convex cone defined by a differential inequality

Consider the cone of continuously twice differentiable functions mapping positive reals to itself (i.e., $f\in C^2(\mathbb R_{++})$ and $f\colon \mathbb R_{++}\to\mathbb R_{++}$) that satisfy \begin{...
JLehec's user avatar
  • 61
1 vote
1 answer
192 views

Neumann-Poincare operator is in the Schatten class

Let $\Omega$ be a bounded domain in $\mathbb{R}^d$, $d\ge 3$. We define the Neumann-Poincare operator(or double layer potential) $K: L^2(\partial\Omega)\to L^2(\partial\Omega)$ by $$(Kf)(x)=\int_{\...
Mr.right's user avatar
  • 171
4 votes
1 answer
283 views

Absolutely continuity in variation of constant formula

We are talking here about the initial value problem on some Hilbert space $H$ $$y'(t)=Ay(t)+f(t), \\ y(0)=y_0 \in D(A).$$(Problem 1.13 in the reference) Then $y(t)=e^{At}y_0 + \int_0^t e^{A(t-s)}f(s) ...
Torpedo's user avatar
  • 43
1 vote
1 answer
211 views

Eigenvalues of the double layer potential

Consider the double layer potential $K: L^2(S^2)\to L^2(S^2)$ $$(Kf)(x)=\int_{S^2}f(y)\frac{\partial}{\partial v_y}E(x,y)dS_y,$$ where $E(x,y)=||x-y||^{-1}$ and $\frac{\partial}{\partial v_y}$ means ...
Mr.right's user avatar
  • 171
2 votes
0 answers
183 views

Fourier series and regular distribution

Assume you have a distribution $K$ on $\mathbb{T}$, the torus, such that $\sum_{n=-\infty}^{\infty} |K(e_n)|^2$ is finite, where $e_n := e^{in\cdot}$ are the Fourier basis. Does this imply that the ...
plain's user avatar
  • 95
3 votes
3 answers
219 views

Asymptotic behavior of an integral transform

Given $g\in L^2(\mathbb{R}^3)$, consider the following function ( defined for $r>0$ ): $$c(r):=\int_{\mathbb{R}^3}\frac{g(x)}{|x|^2+r}dx$$ I'm interested in the behavior of $c(r)$ for large $r$. A ...
Capublanca's user avatar
4 votes
1 answer
215 views

On the number of repeated roots

Is there a number $c>0$ such that: For any $n$ there is a polynomial $p(x) = a_nx^n +\cdots + a_0$ where the coefficients are $-1, 0$ or $1$ such that the number of repetition of the root $x=1$ ...
T.KM's user avatar
  • 97
3 votes
0 answers
267 views

Link between standard convolution and Day convolution

There is a notion of convolution product between two functors called "Day convolution". (See here nlab for instance) I know that the definition of this notion is inspired by the discrete convolution $$...
C. Dubussy's user avatar
  • 1,017
3 votes
1 answer
187 views

Free quantum evolution operator on Sobolev space

I am not a mathematician, but would like really like to get some confirmation on the things I am doing here. Let $-\Delta: H^2(\mathbb{R}) \subset L^2(\mathbb{R}) \rightarrow L^2(\mathbb{R})$ then ...
plain's user avatar
  • 95
7 votes
0 answers
395 views

Fixed radius mean value property implies harmonicity?

Let $f$ be a continuous real-valued function on $\mathbb{R}^n$. It is well known that the following are equivalent: $f$ is harmonic. $f$ satisfies the ball mean value property $$ f(x)=\frac{1}{|B(x,r)...
Snoop Catt's user avatar
1 vote
1 answer
118 views

Almost periodic function and closed spaces

We denote $X_{T}$ the vector space of all $T$-periodic function with zero mean in $L^2$ ( we know that $X_{T}$ is spawn by $(e^{2i\pi nt/T})$). Let be $$X=X_{2\pi}+X_{3\pi}.$$ I think that $X_{2\pi}+...
Flo140's user avatar
  • 75
8 votes
1 answer
617 views

Violating the Lebesgue density theorem

Can anyone exhibit a finite-dimensional metric space (preferably, $R^d$) equipped with a measure that does not satisfy the conclusions of the Lebesgue Density Theorem? Such examples exist in infinite-...
Aryeh Kontorovich's user avatar
1 vote
0 answers
86 views

Least restrictive condition such that $-y''(x)+q(x)y(x)=\lambda y(x)$ has two solutions

Let $\lambda \in \mathbb{R}$ and consider some function $q$ on the interval $[0,1].$ What is known to be the least restrictive condition on $q$ such that there are two linearly independent $H^2$ ...
Tibert's user avatar
  • 11
12 votes
1 answer
779 views

Is a Lebesgue measurable subgroup of $\mathbb{R}$ a Borel measurable set?

Assume that $H$ is a Lebesgue measurable additive subgroup of $\mathbb{R}$. Is $H$ necessarily a Borel subset of $\mathbb{R}$?
Ali Taghavi's user avatar
4 votes
1 answer
484 views

Question about normalization factors in the direct integral of operators

So the original question I wanted to ask was this one: I'm currently a bit puzzled about the normalization for the Gelfand transform $U$: So if we have a periodic Schrödinger operator $H$, then we ...
plain's user avatar
  • 95
0 votes
0 answers
59 views

Restriction to Basis of Cadlag function

If $f \in L^2([0,T])$ then it can be written as $$ f(t) \triangleq \sum_{i \in \mathbb{N}} c_i e_i(t), $$ for some sequence $\{c_i\}$ of real numbers and a Schauder basis $\{e_i(t)\}$ of $L^2([0,T])$ ...
ABIM's user avatar
  • 5,405
3 votes
2 answers
491 views

Unknown bias in a distribution related to prime numbers

If $n$ is composite then $\phi(n) < n-1$, hence there is at least one divisor $d$ of $n-1$ which does not divide $\phi(n)$. We call $d$ as the totient divisor of $n$. Trvially, if $n$ is prime then ...
Nilotpal Kanti Sinha's user avatar
11 votes
1 answer
1k views

Conditional convergence of $\sum_{n\geq 1} \frac{\sin(p(n))}{n}$?

The series $\sum_{n\geq 1} \frac{\sin n}{n}$ is easily seen to be conditionally convergent, e.g. by Abel summation. But how about $\sum_{n\geq 1} \frac{\sin(n^2)}{n}$? (for which Abel summation fails)...
H. H. Rugh's user avatar
3 votes
0 answers
160 views

integral with simple approximation. But why?

I have the following integral $$g(x_0) = \int_{-\infty}^{\infty} \frac{1}{(1+x^2)^{3/4}}\frac{1}{(1+(x+x_0)^2)^{3/4}}\exp\left(-\frac{2\pi i}{\lambda}\left[\sqrt{1+x^2}-\sqrt{1+(x+x_0)^2} \right] \...
Karen Schmidt's user avatar
4 votes
0 answers
141 views

Level sets of function of inner products of vectors on hypercube

Let $H = \{ 0, 1\}^d$ be the $d$-th Cartesian product of $\{0, 1\}$ in $\mathbb{R}^d$. Suppose $v_1, \ldots, v_k$ are $k$ vectors in $H$ in general position. We define function $F \colon H^{k}\...
Steve's user avatar
  • 1,127
5 votes
1 answer
2k views

Sum of multinomial coefficients (even distribution)

By multinomial expansion formula, we know that $$ \sum_{p_1 + \cdots + p_k = r} \binom{r}{p_1,\ldots,p_k} = k^r, $$ where the multinomial coefficient is defined by $ \binom{r}{p_1, \ldots, p_k} := \...
user avatar
1 vote
0 answers
448 views

Largest possible variance for log-concave distributions on a bounded interval

Let $f$ be the density of a log-concave probability distribution on the interval $[0,1]$ (with respect to Lebesgue measure). To be concrete, suppose that $f(x) = \exp( - \varphi(x))$, for some convex ...
sometempname's user avatar
2 votes
0 answers
60 views

A question about Kolmogorov Superpositions

D.A. Sprecher showed (https://www.researchgate.net/profile/David_Sprecher2/publication/243052898_A_Representation_Theorem_for_Continuous_Functions_of_Several_Variables/links/554929f20cf2ebfd8e3ad956....
Asterix's user avatar
  • 371
1 vote
0 answers
106 views

Identifying a notion of integration

Let $f$: $I\longrightarrow\mathbb{R}$ be a (not necessarily bounded) function on an interval $I\subseteq\mathbb{R}$. Suppose $f$ admits a function $F$: $I\longrightarrow\mathbb{R}$ such that (1) $F$ ...
Damian Reding's user avatar
15 votes
2 answers
681 views

Are Fourier transforms of L^p stable under diffeomorphisms?

Let $\xi$ be a compactly supported distribution on $\mathbb R^n$ and assume that its Fourier transform is in $L^p$. Let $\phi:\mathbb R^n\to\mathbb R^n$ be a diffeomorphism. Does the Fourier ...
Rami's user avatar
  • 2,649
3 votes
1 answer
146 views

Radial Kernel with Bounded Support and Norm of Gradient Bounded by a Dimension-free Constant

I was wondering if it is possible to construct a compactly supported radial kernel function in $\mathbb{R}^d$ such that the norm of the gradient is bounded by some dimension-free constant. That is, ...
Steve's user avatar
  • 1,127
26 votes
4 answers
2k views

$\binom{x}{2}+\binom{x}{4}+\cdots+\binom{x}{2u}$ is a convex function on $[0,+\infty)$?

Let $f(x)=\binom{x}{2}+\binom{x}{4}+\cdots+\binom{x}{2u}$, where $u\in\mathbb{Z}^+$ and $\binom{x}{l}=\frac{x(x-1)\dots(x-l+1)}{l!}$ for all $l\in\mathbb{Z}^+$. Then can we prove $f(x)$ is a convex ...
Anyu's user avatar
  • 271

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