All Questions
5,856 questions
3
votes
1
answer
109
views
random odes adapted solution
Let $\{\omega_t\}$ be a Levy process (like Brownian Motion, stable process). Consider the following random ode
$$x_t=x_0+\int_0^tb(x_s+\omega_s)ds$$
Where $b$ is a bounded continuous function (not ...
- 515
4
votes
0
answers
219
views
Is every supersmooth function a local polynomial?
This question is a follow up question to this question that I recently asked.
A $C^{\infty}$ function $f:(c,d)\rightarrow\mathbb{R}$ shall be called a local polynomial if whenever $f:(c,d)\rightarrow\...
2
votes
1
answer
152
views
Is there a dense rational sequence of positive separation?
Let us consider the set $\ell_\neq$ of bounded sequences of unequal real terms. We use the following descriptions. A sequence $x=(x_0,x_1,...)\in\ell_\neq$ is dense if, for all $\varepsilon>0$, ...
- 2,437
2
votes
0
answers
206
views
Regularity of Dirac measure on Baire sets [closed]
Suppose $X$ is a locally compact Hausdorff space.
Define the Baire sets in $X$, denoted by $\mathcal Ba(X)$,
to be the smallest $\sigma$-algebra that contains all compact $G_\delta$ subsets of $X$.
...
- 373
3
votes
1
answer
68
views
Determine a sign of the limitation of a certain integral
I can't determine a sign of an integral written below and it has hit a dead end.
My setting is rather special.
Let $a\in(0,1)$ be a given constant and $(x_{\varepsilon},y_{\varepsilon})\in[0,a)\times[...
- 201
2
votes
0
answers
55
views
Does there exist $\lambda_{\sigma(1)}$ such that $\mu(A\cap\{\lambda_{\sigma(1)}\neq0\})>0$?
Let $(\mathcal F,\Omega,\mu)$ be a measure space and $A\subseteq\Omega$ such that $\mu(A)>0$. Let $L^0$ be the space of all measurable functions.
We say $X_1,\ldots,X_k\in(L^0)^d=\prod_{k=1}^dL^0$...
- 85
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
4
votes
1
answer
164
views
An algebraically independent set of real as a range of an increasing function
Is there an strictly increasing function $f : \Bbb{R}\longrightarrow \Bbb{R}$ such that its image is algebraically independent (over $\Bbb{Q}$) ?
user39070
1
vote
1
answer
183
views
Is $\lim_{n \rightarrow \infty}\sum_{k=0}^{n} \frac{|(1-\frac{n p_n}{n})|^{n-k}- e^{- \lambda}|}{k!}=0$?
I am currently the convergence of different processes. Doing this, I ended up with this expression and was wondering whether it is true that$$\lim_{n \rightarrow \infty}\sum_{k=0}^{n} \frac{|(1-\frac{...
user37929
0
votes
0
answers
182
views
Establishing an upper bound for a dyadic average of a function in $ {L^{p}}([0,1)) $
Suppose that $ f $ is $ 1 $-periodic and that $ f \in {L^{p}}([0,1)) $, where $ p > 1 $. Let
$$
(D_{n})_{n \in \mathbb{N}_{0}} =
\left( \left\{
I^{n}_{j} \stackrel{\text{df}}{=} \left[ \frac{j}{2^{...
- 1
0
votes
1
answer
101
views
Extending point-wise bound to uniform bound
Suppose $f(t,x)\in \mathcal{C}^0([0,1]\times \mathbb{R}^n)$. Further suppose that for each $t$
$$ C(t):= \sup_{x\in\mathbb{R}^n} |f(t,x)|<\infty \, .$$
Does it follow that $f$ is bounded?
Note ...
- 317
0
votes
1
answer
722
views
Pointwise limit at Lebesgue's point
Dear MOs,
I am sorry if this problem is too elementary for someone. I just want to get confirmation.
Suppose $f\in L^1(R^d)$. Since almost all points are Lebesgue points by the Lebesgue ...
- 1,649
3
votes
1
answer
171
views
Characterization of a set in $\mathbb{R}^d$
Let $X= (X_1,\dots, X_d)$ be a fixed vector of random variables on the space $(\Omega, \mathcal{F}, \mathbb{P})$. Consider the following set.
\begin{equation}\label{main12}
C= \{x\in \mathbb{R}^d ~|~ ...
- 57
1
vote
1
answer
353
views
Does $h$ have infinitely many isolated zeros?
Let $f:ℝ→ℝ$ be a real analytic function with infinitely many isolated zeros. Let us define the function:
$$h(s₁,s₂,...,s_{r+1})=\prod_{k=1}^{r+1}f^{(k+1)}(\left(1-2\prod_{j=1}^{k}s_{j}\right)$$
Also, ...
- 1,197
3
votes
1
answer
399
views
Baire sets of $X$ possess the required Cartesian product property
Let $X=X_{1}\times X_{2}$ is locally compact space, and define $$E=\{E_{1}\times E_{2}\mid E_{i}\text{ is a Borel set in }X_{i}\;,\text{ for}\; i=1,2\}$$ Now why the Baire sets of $X$ are in the $\...
1
vote
0
answers
331
views
Relationship between weak Lp and strong Lq topologies for q<p
Specificaly:
Does convergence in $L^{\frac{1}{2}}$ imply weak $L^2$ convergence?
Having a limit in $L^{\frac{1}{2}}$ topology and a limit in weak $L^2$ topology whether these are always equal? If not,...
- 203
4
votes
1
answer
561
views
Taylor Series Remainder
Suppose I have a $C^\infty$ smooth function $f$ defined on the reals.
I can apply Taylor's formula and get the local expression
$$
f(x) = \sum_{i=0}^l\frac{f^{(i)}(0)}{l!}x^i+ f^{(l+1)}(\xi(x))x^{l+...
- 979
0
votes
0
answers
161
views
Asymptotic analysis of a sum of complex summands using integral
I'm trying to find the exact asymptotics of a sum:
$$A = \sum^n_{i=0} \begin{pmatrix} 2n \\ i \end{pmatrix} x^{i} y^{2n-i} $$
as $n\rightarrow\infty$. Here $x,y$ are complex numbers, $|x|\leq1, |y|\...
- 93
0
votes
1
answer
857
views
Is Jordan outer measure finitely additive on positively separated sets in $\mathbb{R^n}$?
I am trying to argue that exterior measure has nice properties that Jordan outer measure doesn't have. One of them is finite additivity, but I can't find a simple way to show Jordan outer measure is ...
0
votes
1
answer
322
views
Regularity for the Mean Value Theorem
Consider the most classical form of the Mean Value Theorem: given a positive continuous function $f\in C([0,2])$ and a continuous function $g\in C([0,2])$, there exist $c\in(\frac{1}{2},\frac{3}{2})$...
- 2,494
-2
votes
1
answer
395
views
non-trivial convergent sequence [duplicate]
I have reached a deadlock to find a example to show that a compact Hausdorff space does not need to have a no non-trivial convergent sequence.(except $\beta\omega$)
can you give me a example of ...
- 147
1
vote
0
answers
111
views
Heat equation inequality
There is an inequality that tells us that for some sufficiently smooth $f$ satisfying $(\partial_t - \Delta )f \le - \delta f^2 +K$ for $\delta,K >0$ that $f$ is bounded by some constant. ...
- 81
0
votes
0
answers
405
views
Dual of the space of vector valued Borel measures
What is the dual of the space of all vector valued Borel measures?
- 21
0
votes
1
answer
80
views
Graph of bounded continous functions with distance 1
Let $V = \{f:[0,1]\to \mathbb{R}: f \text{ is continuous}\}$ and consider the metric that is defined for $f,g\in V$ by $$d(f,g) = \max\{|f(t)-g(t)|: t\in [0,1]\}.$$
We set $E = \{\{f,g\}: f,g \in V\...
- 48.9k
2
votes
1
answer
942
views
A singular value inequality
Let $s_1,s_2: \mathbb{R}^{2\times 2} \mapsto \mathbb{R}_+$,
$s_{1}\left(\cdot\right)\ge s_{2}\left(\cdot\right)\ge 0$, be the
singular values of a $2\times2$ matrix. Is it true that
$$\left|s_{1}\...
- 173
0
votes
0
answers
42
views
What (analytical or numerical) method can I use to solve scalar optimal problem?
I got the following optimization problem in mind and I am looking for some (analytic or numerical) methods to solve it. Can anyone have any ideas? Here is problem
\begin{aligned}
& {\text{...
- 221
1
vote
0
answers
154
views
variation norm of a Fourier transform
Motivated by certain uniform estimate in oscillatory integrals, I am now trying to calculate the Fourier transform of the function ${\large e^{i|t|^{\epsilon}}/t}$ on $\mathbb{R}$, where $\epsilon\in (...
- 331
4
votes
2
answers
734
views
Analyzing the solution to a second-order, non-linear ODE
Let $\psi : [0,\infty] \to \mathbb R$ be a strictly positive, continuously differentiable function, and consider the non-linear ODE $$\ddot x = - \frac{1}{4} \frac{\psi'(x)}{\psi(x)} \left( \dot x^2 - ...
- 8,512
3
votes
2
answers
2k
views
Examples of deterministic processes of quadratic variation which are of unbounded variation
In [Föllmer 81] (English translation to be found here) writes: "The class of processes of quadratic variation is clearly larger than the class of semimartingales: Just consider a deterministic process ...
- 5,935
1
vote
1
answer
771
views
A question about the tail of an absolutely integrable function
Assume $X$ is a measure space and $f : X \to [0,\infty]$ is an absolutely integrable function (that is $\int_X f \; d \mu < \infty$). This question is about the asymptotic behaviour of the function ...
- 3,830
6
votes
1
answer
152
views
Terminology for sequences/functions that approach each other
What do I call two sequences $a, b$ such that $\lim_{n\to\infty} |a_n - b_n| = 0$? Or what do I call two functions $f, g$ such that $\lim_{x\to c} |f(x) - g(x)| = 0$? (For my purposes, these are ...
- 2,754
0
votes
0
answers
145
views
Discrete measures and discrete kernels
This is a cross-post from math.stack. Let $d\in\mathbb N$ and $\mu$ be the probability measure on $\mathbb R^d$ defined by $\mu=\sum_{k=1}^\infty 2^{-k}\delta_{x_k}$ for some sequence $(x_k)_{k\in\...
- 215
1
vote
2
answers
163
views
Finding conditions to guarantee existence of solutions to IVP [closed]
Consider the following IVP:
$x'=f(t,x)$ and $x(0)=x_0$, where $x\in \mathbb{R}^n$ and $t\in \mathbb{R}$.
Suppose that for all $(t,x)\in\mathbb{R}^{n+1}$, $|f(t,x)|\leq b(t) |x|^2$.
In order for the ...
- 111
3
votes
0
answers
130
views
Where does this identity involving sums of Hankel-like determinants over partitions come from?
For a partition $\lambda=( \lambda_1,\dots,\lambda_n)\vdash n$ with $\lambda_1\ge\dots\ge\lambda_n\ge0$ and any function $f:\mathbb Z\to\mathbb C$, define a Hankel-like $n\times n$ matrix $$M_f(\...
- 13.4k
2
votes
1
answer
135
views
Skorokhod distance between $\omega, \omega\circ f_{\varepsilon}$ and $\omega, \omega\circ b_{\varepsilon}$
Let $\Omega:=D([0,1],R)$ be the space of cadlag functions $x$ defined on $[0,1]$. Let $\rho$ be the Skorokhod metric on $\Omega$, see e.g.
http://en.wikipedia.org/wiki/C%C3%A0dl%C3%A0g
Now define ...
- 1,835
0
votes
2
answers
145
views
Equivalent of Stirling-like numbers
let $b_{n,k}$ be the numbers defined formally by $$X^n=\sum_{k=0}^n b_{n,k}\binom{X}{k}$$ where $\binom{X}{n}=\frac{1}{n!}\prod_{k=0}^{n-1}(X-k)$.
I am looking for an equivalent of $b_{n,k}$ when $k$ ...
- 3,998
0
votes
1
answer
359
views
a unique solution ? iteration involving conditional distributions
consider the following mappings, G and T,
$y(s) = Gx(s)=\exp\left[\sum_{s'}p(s'|s)\log x(s') \right]$
$z(s) = Ty(s)=\sum_{s'}q(s'|s)y(s')e^{-r(s')}$
where $0< x(s)\leq 1$ ,$r(s)<0$ , $s,s'\in ...
- 1
0
votes
1
answer
604
views
Find a explicit choice function of the "rationally equivalence class"
Define two real numbers to be rationally equivalent provided their difference is a rational number.
from Royden Real Analysis
- 3
0
votes
1
answer
128
views
Most natural smooth interpolation of 1,4=2^2,3^27,4^4^4^4, [closed]
Is there a functional equation for extending this to a smooth real function?
4
votes
2
answers
1k
views
$L^1$ norm of the Fourier transform of a truncated Gaussian
I asked this question on Math StackExchange recently but the only useful comment I got was that this could be a good question for Math Overflow. Here it goes:
Consider the Gaussian $G(x):=e^{-x^2}$ ...
- 852
4
votes
1
answer
471
views
Ask for theory about the weighted L^2(R^d) space.
Dear MOs,
I am now considering the following norm:
$$
||f||_{H}^2 := \iint f(x) H(x,y) f(y) d x d y\:.
$$
where the integral is over the whole space $R^{2d}$ and $H(x,y)$ is some non-negative ...
- 1,649
-1
votes
1
answer
148
views
Analytic extension of the exterior Newtonian potential into the domain
I just want to know for a domain with smooth boundary whether exterior Newtonian potential has singular analytic extension into the domain or into a part of the domain.
Definition of Newtonian ...
3
votes
0
answers
256
views
derivatives of composite function [closed]
There's a formula for the $n$th derivative of a composite function $f(g(x))$ - it's called Faa di Bruno's formula - but I'm not really interested in the formula but in the proof given in the book of ...
- 171
4
votes
1
answer
370
views
Norms for complex measures
I'm searching for a state of the art introduction to norms on the space of complex measures (on $\mathbb R^n $, for example, or some compact subset thereof). I'd be interested in inequalities of the ...
- 123
4
votes
1
answer
1k
views
An application of Baire category theorem
Hi,
Does somebody know a proof (or a reference) for the following statement:
Let $f:\mathbb{R} \rightarrow \mathbb{R}$ be an infinitely differentiable function. Suppose that for all $x$, $f^n(x)=0$ ...
- 678
0
votes
1
answer
1k
views
surjective function from non-measurable sets
let $V$ be the vitali set and let $g:V\to\mathbb R$ be a surjective function. then the fuction $f:\mathbb R\to\mathbb R$ such that $f(x)=g([x])$ will be a function that is surjective in any interval ...
- 188
1
vote
1
answer
496
views
Convergence of Difference Quotients
Let $\gamma_{\varepsilon} \rightharpoonup \gamma$ in $W^{1,\infty}(0,1)$. Then for any fixed $s \in \mathbb (0,1)$ does the limit $\lim_{\varepsilon \rightarrow 0} \frac{\gamma_{\varepsilon}(s\...
- 213
0
votes
1
answer
165
views
Uniform boundedness in $L^1[0,1]$ implies finite $\limsup$ almost everywhere for a subsequence? [closed]
Given a sequence of functions $f_k \in L^1([0,1])$ such that $||f_k||_{L^1(0,1)}\leq C$.
Is there a subsequence $\{k_l\,|\,l\in \mathbb N\}\subseteq \mathbb{N}$ such that for $\mathcal{L}^1$-almost ...
- 11
5
votes
1
answer
2k
views
Continuous functions remaining constant
I solved a problem in analysis and i was thinking of generalizing this question which i couldn't succeed.
If $f:\mathbb{R} \to \mathbb{R}$ is a continuous function which satisfies $f(x)=f(2x+1)$, ...
- 4,795
2
votes
0
answers
428
views
Weak relative compactness in $L^1_{loc}$.
In my work I stumbled upon a proposition (without proof, alas), which I can't really prove.
Suppose we have a family of functions $\left\{\phi_\epsilon (t,x,v)\right\}_{\epsilon\in(0,1]}$, and $M(v)$ ...
- 173