All Questions
734 questions
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
3
answers
3k
views
dual space of a subspace of the space of bounded measures
Let $\mathcal{M}=\mathcal{M}(\mathbb{R})$ be the space of bounded measures. Equipped with the weak convergence, the dual space of $\mathcal{M}$ is $\mathcal{C}_b(\mathbb{R})$ consisting of continuous ...
- 1,835
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
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
389
views
Intersections of algebraic surfaces with hypercubes of a $d$-dimensional grid
This is a follow-up question, to a question I asked earlier.
See Algebraic curve intersecting square-grid.
Consider $n^d$ unit hypercubes in $d$-dimensional Euclidean space
tightly packed in the ...
- 479
2
votes
0
answers
190
views
What is the smallest dimension that allows finding $n$ points at distances $|x_i-x_j|^{\delta/2}$, where $0<\delta<1$, and $x \in \mathbb{R}^n$?
Let $x_1,\cdots,x_n \in \mathbb{R}$, are there $\xi_1,\cdots,\xi_n \in \mathbb{R}^s$, such that
$|x_i-x_j|^{\delta}=||\xi_i-\xi_j||^2$, $0<\delta<1$, what is the smallest $s$ to guarantee the ...
- 178
2
votes
2
answers
218
views
Convergence for a non-linear second order difference equation
In my work, I need to study the convergence of sequence defined by the non-linear recurrence relation
$$
u_0,u_1>0, \qquad \forall n\in \mathbb N, \; u_{n+2}=a\ln(1+u_n)+b\ln(1+u_{n+1})
$$
with ...
- 1,503
2
votes
2
answers
257
views
Reference request on Min-Max theorem
Consider the following min-max problem
$$\inf_{x\in M} \sup_{y\in N} F(x,y),$$
where $F: M\times N\to\mathbb R$ is Lipschitz and $y\mapsto F(x,y)$ is concave for all $x\in M$. Could we derive $\...
user128095
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
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
416
views
When does a proper Zariski closed set have measure zero with respect to a conditional measure?
Assume we have a probability measure $\mu$ over $\mathbb{R}^d$ that is absolutely continuous with respect to Lebesgue measure.
Given $m$ polynomials $p_1,\ldots,p_{m}\in \mathbb{R}[x_1,\ldots,x_d]$ ...
- 61
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
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:
$$f(\phi;\theta) =
\mbox{$\Large\frac{1}{p B\big(\hspace{-1pt}\frac{3}{2},\frac{p+...
- 391
1
vote
1
answer
234
views
Zeroes of elementary polynomials without involving closed-form solutions
Consider the following two polynomials, where $n$ is an integer:
$$
p_n(x) = x^3-\frac1nx-\frac2n, \\
q_n(x) = x^2-\frac2n.
$$
For any $n$, let $x_p=x_p(n)$ and $x_q=x_q(n)$ be the unique positive ...
- 21
1
vote
1
answer
918
views
Pros and cons of probability model for permutations
I am studying probability model of random permetuation
Let $b(n; k)$ denote the number of permutations of {1,...,n} with precisely k
inversions ($inv(\pi)$). The analytic approach was considered by L....
1
vote
1
answer
471
views
k-th largest root in common interlacing polynomials
In their proof of the celebrated Kadison-Singer conjecture, Marcus, Spielman and Srivastava exploited so-called interlacing families which are originally defined for their work on Ramanujan graphs. ...
1
vote
1
answer
223
views
A linear algebraic q-difference equation [SOLVED]
I would like to solve the following algebraic linear q-difference equation:
\begin{equation}
a\left(x\right)f\left(x\right)=f\left(qx\right)
\end{equation}
The parameter $q$ is real, positive and ...
- 133
1
vote
1
answer
242
views
Can (how) one distinguish germs of continuous functions by a countable set of params?
Continuous functions can be distinguished by their values at say rational points of [0 1].
Germs of analytic functions can be distinguished by derivatives at a point.
So in both cases we see ...
- 24.9k
1
vote
1
answer
401
views
linear recurrence inequality of positive terms
This is a follow up on my previous linear recurrence inequality question.
I have some matrices which satisfy a linear recurrence formula of the form
$$
A_{n+1} = \alpha A_{n} + \beta A_{n-1},\qquad n\...
- 145
1
vote
1
answer
192
views
Characterization of a subset of $[0,1]$
Let $T\subseteq[0,1]$ be a subset containing $1$. Now we know that $T$ satisfies the following property:
For every $t\in [0,1)$, if there exists a decreasing sequence $\{t_n\}_{n\ge 1}\subset T$ such ...
- 1,835
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
$$
\partial_t g(t, x)...
- 657
1
vote
1
answer
186
views
Expectation equation, harmonic functions, do not understand why equation is true
Let $u: \mathbb{R}_+ \times \mathbb{R}^d$ be a bounded $C^2$ function whose first and second partial derivatives are uniformly bounded (or, more generally, have at most polynomial growth as $|x| \to \...
- 13
1
vote
1
answer
300
views
Convergence of concave/convex function
Let assume that you have a sequence of twice differentiable functions $(f_n)_{n\in\mathbb{N}}\in\mathscr{C}^2(\mathbb{R})^{\mathbb{N}}$. Let suppose that for each $f_n$, it exists a $x_n\in\mathbb{R}$ ...
- 393
1
vote
0
answers
102
views
Proving that a quantity is positive (Gaussian density and Gaussian CFD)
$\def\R{\mathbb R}$$\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
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$$E^{(x, y)}\...
- 13
1
vote
1
answer
114
views
question about $TGV^2$ space
Let us just stay in $\mathbb R^1$. The space $TGV^k$ is defined as the function $u\in L^1(I)$ and
$$
TGV^k(u,I):=\sup\left\{\int_I u\,\phi^{(k)}\,d\mu, \,\phi\in C_c^\infty(I),\,\|\phi\|_{L^{\infty}(...
- 679
1
vote
2
answers
183
views
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
vote
1
answer
166
views
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
$$\int_{\mathbb R}|x|^pd\mu(x),~ \...
- 1,835
1
vote
1
answer
301
views
Vague convergence VS Laplace transform convergence?
If we assume that $\int_0^\infty e^{-sx}\mu_n(dx)\to \int_0^\infty e^{-sx}\mu(dx), \forall s\geq0$, it is possible to show that $\mu_n\to\mu$ vaguely. Where $\mu_n$ is a measure. Please check here for ...
1
vote
2
answers
90
views
Is the difference between $\alpha$-Hölder constants of $f*\rho$ and $g*\rho$ controlled by $\|f-g\|_\infty$?
Let $\mathcal D_1$ be the set of bounded probability density functions on $\mathbb R^d$. This means $f \in \mathcal D_1$ if and only if $f$ is non-negative measurable such that $\int_{\mathbb R^d} f (...
- 835
1
vote
0
answers
120
views
Natural candidates for super-half-exponential which limit to half-exponential function from above
There are no closed form candidates for half-exponential functions "Closed-form" functions with half-exponential growth.
However super-half-exponentials (functions whose composition grows ...
- 1,826
1
vote
1
answer
426
views
$L^p$ compactness for a sequence of functions from compactness of cut-off
Fix $p \in [1,\infty)$. Let $f_n:[a,b] \to \mathbb R$, $n \in \mathbb N$, be a sequence of $C^1$ functions. For every fixed $m\in \mathbb N^*$, suppose that the sequence of functions $$\{f_{n}\psi_m(...
- 161
1
vote
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
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
1
answer
322
views
A particular commutator of the discrete Fourier matrix
For $N$ be a fixed natural number, define $w=e^{\frac{2\pi i}{N}}$ and $z=e^{\frac{\pi i}{N}}$, so that $z^2=w$. Let $D$ be the diagonal matrix $D=\operatorname{diag}(1,z,z^2,\ldots,z^{N-1})$ and $F$ ...
- 4,058
1
vote
0
answers
102
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
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 $$\lim_{t\to\infty}f(ta,...
- 765
1
vote
1
answer
191
views
Good upper bound for $\Gamma(1-b,\log(a))-\Gamma(1-b,N\log(a))$, where $a,b \in (0, 1)$ and $N \ge 1$
Let $a,b \in (0, 1)$ and $N \ge 1$, and consider the incomplete gamma function $x \mapsto \Gamma(1-a,x)$.
Question
Is there a simple bound (involving 'simple function's) for the expression $\Gamma(1-...
- 6,853
1
vote
1
answer
132
views
Local maxima of the sum of Gaussian functions in *one dimension* are always strict local maxima - proof?
Motivated by this question asked earlier, I was wondering whether one can prove easily that the local maxima of the sum of Gaussians:
$$f_n(x):= \sum_{i=1}^{n}e^{-(x-x_i)^2}, \quad x_1 < x_2 < \...
- 1,465
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
2
answers
889
views
Simplify Wasserstein distance between Gaussians with binary cost function
Let $\mu_1$ and $\mu_2$ be 1D gaussian distributions with means $m_1$ and $m_2$ respectively and common variance $\sigma$. Let $\Omega$ be a closed subset of $\mathbb R^2$, and consider the cost ...
- 6,853
1
vote
1
answer
266
views
Constant bound for the 1 dimensional Besicovitch covering theorem on real line
I recently looked through the proof of the Gagliardo–Nirenberg Interpolation Inequality, see proof and it says that for real line $R$, there exists a sequence of open intervals $\{I_k\}$, which covers ...
- 65
1
vote
0
answers
76
views
Geometric series involving the Laguerre polynomials
Let put $\alpha=5$ and $x=3$. Consider the following set given by
$$M=\lbrace \; n \in N, \; \; 0 < |L_{n}^{5}(3)| < 1 \; \rbrace$$
Where $L_{n}^{\alpha}(x)$ is the generalized Laguerre ...
1
vote
0
answers
259
views
Divergence of conformal Killing vector fields on $S^2$ and the spherical harmonics
Can anyone think of a conformal Killing vector field $W$ on $S^2$ with the round metric that is not Killing such that its divergence is $L^2$-orthogonal to the spherical harmonics with $\ell = 1$?
One ...
- 969
1
vote
1
answer
114
views
Is a $1_A \otimes U$ invariant subspace of $\mathcal{H}_A \otimes \mathcal{H}_B$ a product $V_A \otimes \mathcal{H}_B$?
Consider a subspace $V$ of $\mathcal{H}_A \otimes \mathcal{H}_B$, with $\mathcal{H}_A$ and $\mathcal{H}_B$ finite-dimensional Hilbert spaces, that is $1_A \otimes U$ invariant for all unitary ...
- 133
1
vote
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
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
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
1
answer
87
views
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
vote
0
answers
184
views
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 ...
