All Questions
715 questions
1
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1
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186
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Expectation equation, harmonic functions, do not understand why equation is true
Let $u: \mathbb{R}_+ \times \mathbb{R}^d$ be a bounded $C^2$ function whose first and second partial derivatives are uniformly bounded (or, more generally, have at most polynomial growth as $|x| \to \...
- 13
1
vote
1
answer
632
views
Does sequence almost sure convergence imply almost sure convergence?
This is a cross-post of this and this questions from math.stackexchange.com since I have not received any response there. I would like to seek help here.
Suppose $x(t,\omega): [0,T]\times\Omega\...
- 2,239
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
1
vote
1
answer
224
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Sum of negative roots of a $5^{th}$ degree monic polynomial
Let $f(x)$ be a $4^{th}$ degree monic polynomial say $f(x) = x^4 + a_1x^3+a_2x^2+a_3x+a_4$ with the property that $a_1<0, a_4>0$ and $a_2<a_3$. They by Descartes' rule of signs we can ...
- 199
1
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1
answer
151
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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:
$$f(\phi;\theta) =
\mbox{$\Large\frac{1}{p B\big(\hspace{-1pt}\frac{3}{2},\frac{p+...
- 391
1
vote
1
answer
188
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Can one show $h(x)=|2(\zeta'(x))^2-\zeta''(x)\zeta(x)|$ is a decreasing function for $x\in\mathbb{R}\cap [1,\infty)$?
This question is related to This question.
When I tried to approach it I couldn't even proof that the LHS is a decreasing function on the given domain using regular methods. I have tried to write the ...
- 178
1
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0
answers
186
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Lipschitz continuity of an implicit function generated by a monotonic and Lipschitz multivariate function
Let $z=F(x,y)$ be a function from $\mathbb R^d\times \mathbb R$ to $\mathbb R$ satisfying the following conditions:
$z=F(x,y)$ is Lipschitz continuous w.r.t. $(x,y)$;
Given $x$, $F(x,y)$ is non-...
- 601
1
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1
answer
93
views
Is there $f$ such that $\int_0^t f(s)\,\mathrm d s<\infty$ and $|\partial_t g| (t, x) \le f(t)g(Ct, x)$ for all $t>0$ and $x \in \mathbb R^d$?
We consider the heat kernel
$$
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
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2
answers
183
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Convergence of Sobolev functions near the boundary
Let $B_0(1)$ be the unit ball in $\mathbb R^n$, $n\geq2$. Let $f\in W_0^{1,2}(B_0(1))$, and $W^{1,2}(B_0(1))\ni f_i\to f$ in the sense of $L^2(B_0(1))$-norm, as $i\to \infty$.
Question 1: Can we ...
- 169
1
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1
answer
166
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Question abouth Skorokhod representation of random variables (II)
This is a continuation of
Question abouth Skorokhod representation of random variables
Let $\mu$ and $\nu$ be two probability measures on $\mathbb R$ such that
$$\int_{\mathbb R}|x|^pd\mu(x),~ \...
- 1,835
1
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0
answers
120
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Natural candidates for super-half-exponential which limit to half-exponential function from above
There are no closed form candidates for half-exponential functions "Closed-form" functions with half-exponential growth.
However super-half-exponentials (functions whose composition grows ...
- 1,826
1
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2
answers
180
views
An inequality for a real function
Let $$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
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0
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184
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A non-differentiable function $f(x,y)$ with bounded $f_x$, $f_y$, $f_{xx}$ and $f_{yy}$
Recently I was trying to construct a counterexample to the statement "If there exist $f_{xy}(0,0)$, $f_{yx}(0,0)$ and the functions $f_{xx}$, $f_{yy}$ exist in some neighborhood and are ...
1
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0
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244
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Möbius function and polynomials
Let $\mu$ be the Möbius function. It is well known that $\sum_{n|k} \mu(n) = 0$ for $k>1$. What could be said about the polynomials $R_k = \sum_{n|k} \mu(n) x^n$ for $x \in [0,1]$? There does not ...
- 433
1
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1
answer
87
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Oscillating sums
Let $\left\{a_k\right\}_{0\leqslant k\leqslant n}$ and $\left\{b_k\right\}_{0\leqslant k\leqslant n}$ be two positive sequences such that $c_1a_k\leqslant b_k\leqslant c_2 a_k$ for all $k$ for some ...
- 539
1
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1
answer
119
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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
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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
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1
answer
234
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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.
$$
For any $n$, let $x_p=x_p(n)$ and $x_q=x_q(n)$ be the unique positive ...
- 21
1
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1
answer
171
views
Superharmonic extension 2
This question is a simplified version of the one in the MO post Superharmonic extension.
Suppose $K$ is a compact of $\mathbb{R}^m$ ($m\geq2$), and $U(x)=\log\frac{1}{|x|}$ if $m=2$, and $=|x|^{2-m}$ ...
- 411
1
vote
1
answer
236
views
Continuity of the solution of a Pde system
Let $\rho_1:[0,1]\to [0,1]$ and $J:\mathbb R\to \mathbb R^+$ both continuous and bounded.
I have the following system of PDE's
\begin{align}
\begin{cases}
\frac{\partial}{\partial t} u_0(t,r)=- J* ...
- 139
1
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2
answers
90
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Is the difference between $\alpha$-Hölder constants of $f*\rho$ and $g*\rho$ controlled by $\|f-g\|_\infty$?
Let $\mathcal D_1$ be the set of bounded probability density functions on $\mathbb R^d$. This means $f \in \mathcal D_1$ if and only if $f$ is non-negative measurable such that $\int_{\mathbb R^d} f (...
- 835
1
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1
answer
237
views
Poisson kernel, expectation, an absolute value comes in
See here.
Let $d = 2$, and consider the domain $D = \mathbb{H}$, the upper half-plane. Let $W_t = (X_t, Y_t)$. We see that for any $\theta \in \mathbb{R}$ and any $t \ge 0$, we have$$E^{(x, y)}\...
- 13
1
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1
answer
387
views
$L^p$ compactness for a sequence of functions from compactness of product with 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 $$\{f_{n}\psi_m(...
- 161
1
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1
answer
239
views
Reference request for weak solutions of an Elliptic PDE
Edit : I just learned that all weak solutions are $C^\infty$, so this question, by Willie, seems more appropriate than the current one.
I want to find weak, non trivial, continuous, solutions of $$\...
- 698
1
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1
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319
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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
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1
answer
348
views
Baire class 1 and (uncountably many) discontinuities
Consider a function $f:[0,1]\to[0,1]$ which is continuous on a co-meager set $C\subset[0,1]$ and discontinuous on $D=[0,1]\setminus C$. Suppose that $D\cap I$ is uncountable for every open interval $I\...
- 4,459
1
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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
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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 $$\lim_{t\to\infty}f(ta,...
- 765
1
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0
answers
102
views
Proving that a quantity is positive (Gaussian density and Gaussian CFD)
$\def\R{\mathbb R}$$\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
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
114
views
question about $TGV^2$ space
Let us just stay in $\mathbb R^1$. The space $TGV^k$ is defined as the function $u\in L^1(I)$ and
$$
TGV^k(u,I):=\sup\left\{\int_I u\,\phi^{(k)}\,d\mu, \,\phi\in C_c^\infty(I),\,\|\phi\|_{L^{\infty}(...
- 679
1
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1
answer
471
views
k-th largest root in common interlacing polynomials
In their proof of the celebrated Kadison-Singer conjecture, Marcus, Spielman and Srivastava exploited so-called interlacing families which are originally defined for their work on Ramanujan graphs. ...
1
vote
1
answer
368
views
Does the almost sure convergence of absolutely continuous r.v.'s imply the weak convergence of the pdf's in $(L^\infty)^*$?
The following question was asked in a comment at Almost sure convergence vs convergence of probability density functions :
Suppose that $(X_n)$ is a sequence of random variables (r.v.'s) converging ...
- 128k
1
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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
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0
answers
56
views
Extension of this maximisation problem : finite or not?
$\mathcal M$ is the space of real $d\times d$ matrices and $\mathcal S\subset \mathcal M$ is its subset consisting of positive semidefinite elements. We consider the distance the product space $\...
- 1,399
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
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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
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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
1
answer
136
views
On a case of real-analytic interpolation
Given strictly increasing sequence $x_n$ of rational numbers with $\sup x_n = x$.
In which case (sufficient condition on $x_n$) there exists real-analytic function $f:U_\epsilon(0)\to\mathbb{R}$ ...
- 1,133
1
vote
1
answer
82
views
What is $\left\| u \right\|_{ H_{0}^{k}, H_{0}^{k}}$ norm when $H_{0}^{k}=\left\{u \in H^{k, 2}(M) \mid \int_{M} u \operatorname{vol}_{g}=0\right\}$
What is $\left\| f \right\|_{ H_{0}^{k}, H_{0}^{k}}$ norm when $H_{0}^{k}=\left\{u \in H^{k, 2}(M) \mid \int_{M} u \operatorname{vol}_{g}=0\right\}$.
I'm reading a paper
Chern-Yamabe flow
which said ...
- 809
1
vote
1
answer
212
views
Lipschitz aspect of a projection on the boundary of a convex
Let $C$ be a closed convex set of $\mathbb{R}^n$ $(n\geq 1)$, with asymptotic cone $C^{as}$ having for interior $\text{Int}\big(C^{as}\big)$. Let $u\in\mathbb{R}^n\setminus\{0\}$ such that
\begin{...
- 449
1
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0
answers
67
views
Solution to recurrence relation from integro-differential dynamical system?
Consider the integro-differential equation
\begin{equation}
\kappa\ddot x+\dot x=2\int_0^t J_1(x_t-x_s)e^{-\epsilon(t-s)}ds.\tag{1}
\end{equation}
such that $\kappa,\epsilon\in\mathbb{R}$, $t\in\...
- 79
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
2
answers
346
views
Is this relationship, $\sum^{\infty}_{N=1}\frac{N^{-\alpha} \, x^{N-1}}{\Gamma(N)}\sim e^{x}x^{-\alpha}$, true?
According to numerical simulation, the relationship
$$\sum^{\infty}_{N=1}\frac{N^{-\alpha} \, x^{N-1}}{\Gamma(N)}\sim e^{x}x^{-\alpha}$$
where $\Gamma$ is the Gamma function seems to be true.
Do you ...
user365311
1
vote
1
answer
94
views
Differentiability of some function defined as the maximum
Let $d,n\ge 1$ be fixed integers. Given some compact subset $E\subset \mathbb R^d$, consider the function $f: E^n\ni (x_1,\ldots, x_n) \longrightarrow f(x_1,\ldots, x_n)\in \mathbb R$ defined by
$$f(...
- 1,399
1
vote
1
answer
117
views
On summation methods of divergent series
$\newcommand{\R}{\mathbb R}\newcommand{\N}{\mathbb N}\newcommand{\si}{\sigma}\newcommand{\CC}{\mathcal C}$This previous question introduced the following notion of a summability space.
Let $\N:=\{1,2,\...
- 128k
1
vote
1
answer
186
views
Existence of a smooth function that approximates a characteristic function of an interval with certain property
Let $N$ be a large integer and $I = [aN, bN]$ for some $0 < a < b < 1$. Denote by $\chi_I(x) = 1$ if $x \in I$, $0$ otherwise. I was wondering if there exists a smooth function $w$ with the ...
- 3,625
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
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
1
answer
190
views
Proof of extended version of non-random "almost supermartingale"
In this question, a non-random version of "almost supermartingale" theorem is proved.
Here, I would like to extend/apply the non-random version to the slightly different situation. I wonder ...
- 45