Skip to main content

All Questions

Filter by
Sorted by
Tagged with
3 votes
1 answer
354 views

Evaluation of an interesting Integral [duplicate]

Supposedly the answer is 1 but I have no idea how to evaluate this thing analytically. $$f(n) = \frac{2}{\pi} \int_{0}^{\infty} 2\cos(x) \cdot \frac{\sin(x)}{x} \cdot \frac{\sin(x/3)}{x/3} \cdot \...
-1 votes
1 answer
136 views

An elementary question about integration by parts! [closed]

Let $f,g: R \rightarrow R$ be two positive increasing functions. Under what (non-trivial) conditions one can guarantee that $\int_{0}^{\infty}f'g dx\geq \int_{0}^{\infty}g'fdx$.
10 votes
3 answers
414 views

Is an open subset of a rigid space rigid?

Let $X$ be a locally compact Hausdorff space. Call $X$ rigid if its only autohomeomorphism is the identity, $\operatorname{Homeo}(X)=\{1\}$. Questions: Let $X$ be rigid. Is it true that every open ...
12 votes
1 answer
352 views

A problem involving the Error Function

I am looking at the following function on the domain $x\geq 0$: $$F(x)=(x+a)e^{x^2}(1-\mathrm{erf}(x))-\frac{b}{\sqrt\pi},$$ where $a>0$, $0<b<1$ are parameters. From plotting this function ...
3 votes
1 answer
113 views

maximum likelihood estimation of X is better than that of f(X)?

Consider a binary variable $C$ with $\Pr(C=0)=\Pr(C=1)=0.5$. Consider a random vector $X \in \mathbb{R}^d$, characterized by $C$, with PDF $p_m(x)$, $m\in\{0,1\}$. Define a maximum likelihood (ML) ...
3 votes
0 answers
3k views

Derivative of the regularized upper incomplete gamma function

I have a question about the derivative of the regularized upper incomplete gamma function. Considering the gamma function and the incomplete gamma function \begin{eqnarray} \Gamma(x)&=&\int_0^\...
3 votes
1 answer
113 views

Asymptotic expansion of nonlinear Gaussian transformation in terms of covariance

I'm reading this paper and on page 8 the authors state without proof an asymptotic expansion of a multivariate Gaussian integral in terms of the covariance obtained by applying what they call the "...
14 votes
1 answer
440 views

Inequalities on elementary symmetric polynomials

I have recently come across the following result. Let $0 < d \leq n$. Given any vector $x \in \mathbb{R}^n$ that satisfies $e_{d-1}(x) = 0$, show that $$|x_1 \cdots x_d| \leq |e_d(x)|$$ where $...
4 votes
2 answers
3k views

How to find the minimum of the integral?

Suppose $x(t)$ is differentiable on $(0,T)$ and continuous on $[0,T]$. How to find the minimum and the minimal value of the integral $$\int_0^T\|\dot x(t)+x(t)\|^2dt$$ such that $m\le x(t)\le M$ on $[...
1 vote
0 answers
134 views

Convolution integral of series involving the non-trivial zeros of $\zeta(s)$

Let us consider the convolution $$f\left(x\right):=\int_{2}^{x-2}\sum_{\rho_{1}}\frac{u^{\rho_{1}}}{\rho_{1}}\sum_{\rho_{2}}\frac{\left(x-u\right)^{\rho_{2}}}{\rho_{2}}du,\,x>4$$ where $\rho_{i},\,...
5 votes
1 answer
240 views

Are Pointwise conditions studied?, do they make sense?, do they have any applications?

In weakly formulated PDE (or even ODE), we seem to be interested in solutions that satisfy or take desired values at some boundary points of a domain we are interested in. For example, Dirichlet ...
5 votes
0 answers
313 views

Uniqueness of a SDE with non-negativity constraint

I am working on the following SDE (but we will dealing only with deterministic object: $\omega\in\Omega$ is fixed): \begin{equation}\label{sde}%sde x_t=\underbrace{\xi_0+\int_0^tb(s,x_s)\,ds+\int_0^t\...
5 votes
1 answer
384 views

Asymptotic growth of the of Taylor coefficients of the inverse of a function

Let $f(x)=\sum_{n\geq 1} c_n\cdot x^n$ be a function given by a power series. Further there is some $\alpha >1$ such that for all $n$, $c_n = \Theta(1/n^{\alpha})$. What can one say about the ...
6 votes
1 answer
2k views

About weak convergence of probability measure

Suppose $\mu_j$ is a sequence of measures on $\mathbb{R}$. By the definition of weak convergence of measures, $\mu_j$ weak converges to $\mu$ means that for any bounded continuous function $f$, there ...
1 vote
1 answer
348 views

Continuity of implicitly defined function

Consider a function $g(x)$ defined implicitly via $$\int_x^{x + g(x)} f(\xi) \,d \xi - u(x) = 0. $$ I know that for every $x$ a unique $g(x)$ exists. Furthermore $f$ is locally integrable and $u$ is ...
2 votes
0 answers
78 views

Generalization of supersymmetry to dimension 3

in two dimensions there is a simple trick to study the spectrum of operators of the form $$\textbf{A}:=\left( \begin{matrix}0 && A^* \\ A && 0 \end{matrix}\right)$$ The trick is to ...
7 votes
2 answers
257 views

$f$ locally (Lebesgue) integrable function on real line, $g(x):= \lim _{r\to \infty} \frac 1r \int_{x-r}^{x+r} f(t) dt$ exists for every real $x$

Let $f : \mathbb R \to \mathbb R$ be a function such that $f \in L^1[-a,a] , \forall a \in (0,\infty)$ and $g(x) : = \lim _{r\to \infty} \dfrac 1r \int_{x-r}^{x+r} f(t) dt$ exists in $\mathbb R$ for ...
12 votes
2 answers
812 views

Inequality in Gaussian space -- possibly provable by rearrangement?

The following problem arose for my collaborators and me when studying the computational complexity of the Maximum-Cut problem. Let $f : \mathbb{R} \to \mathbb{R}$ be an odd function. Let $\rho \in [...
26 votes
3 answers
3k views

Sum of Gaussian pdfs

I learned from a colleague that if one sums translates of the Gaussian density $f(x)=(2\pi)^{-1/2}e^{-x^2/2}$ translated by the integers (i.e. one considers $F(x)=\sum_{n\in\mathbb Z}f(x+n)$), the ...
2 votes
0 answers
119 views

question about sequences and series (complex analysis may be only elementary real analysis)

I would like to have your help about the proof of the following statement: If the sequences of complex numbers $\{F_N\}_{N \in \mathbb{N}},\{G_N\}_{N \in \mathbb{N}}$ have the following properties: (...
4 votes
0 answers
459 views

Is there any closed form expression for $\sum_{k=2}^\infty(-1)^k \left(- \frac{1}{2}\right)^{\frac{k(k+1)}{2}}$?

Is there any closed form expression for the following serie? $$\sum_{k=2}^\infty(-1)^k \left(- \frac{1}{2}\right)^{\frac{k(k+1)}{2}}$$ Or at least a proof that it is an irrational number. The ...
5 votes
2 answers
1k views

On the embedding of a function space $X$ into $L^2\cap L^4$

It is well-known that if $\Omega\in \mathbb{R}^n$ is a bounded domain, then we have the embedding $$ L^4({\Omega})\subset L^2({\Omega}) $$ since $||f||_{L^2(\Omega)}\leq C(\Omega) ||f||_{L^4(\Omega)}$ ...
5 votes
1 answer
226 views

If $f:[0,1]\to\mathbb{R}$ has continuous approximate deriv., is it $C^1[0,1]$?

For $f:[0,1]\to\mathbb{R}$, let $f'_{app}(x)$ denote the approximate derivative (that is, the derivative calculated along some set with density $1$ at $x$, if such a thing exists). Assume that $f'_{...
5 votes
1 answer
294 views

Fourier transform of $f$ and $|f|$?

What is the relationship between the Fourier transform of an $L^1$ function $f: \mathbb{R}^d \to \mathbb{C}$ and the Fourier transform of $|f|$? In other words, what is the relationship between $$ \...
2 votes
0 answers
46 views

increasing inter-class distances results in decreasing linear regression error

Let $\{\mathbf{x}_i, y_i \}$ be a set of binary-labeled samples ($\mathbf{x}_i \in \mathbb{R}^d, y_i \in \{a,b\}, a,b\in\mathbb{R}$). Let $\{ \mathbf{x}'_i, y_i \}$ be also such a set. Define $\mathbf{...
3 votes
0 answers
189 views

Discussing results that follow from : $\sum_{n=1}^{\infty}\frac{1}{x_n}$ converges if and only if $\sum_{n=1}^{\infty}\frac{1}{1+x_n}$ converges [closed]

The following result is a simple result but I think it reveals some interesting results as consequences. Given a sequence $\{x_n\}$ of positive integers then the $\sum_{n=1}^{\infty}\frac{1}{x_n}$ ...
5 votes
1 answer
1k views

The spectrum of the discrete Laplacian

Consider a connected (we define connected components by defining the set of vertices where every vertex has one neighbour) sublattice $V$ of the square lattice $V \subset\mathbb{Z}^2.$ On this we ...
0 votes
2 answers
224 views

Solutions or bounds for $x^{(1-\epsilon)/2}=1-x$

Is there a known expression for the solution of the following simple equation, or at least good bounds on the solution? Assume $\epsilon \in [0,1)$ is a given parameter and $x \in (0,1)$. $$x^{(1-\...
7 votes
1 answer
387 views

A game-theoretical question in a political economy model

My research question in a dynamic model of political competition boils down to the following conjecture. I am confident that it holds (all simulations work), but I have not been able to prove it yet. ...
3 votes
0 answers
137 views

Can monoids of "continuous words" be realized as initial monoid objects?

Whenever $X$ is a set, write $X^*$ for the monoid freely generated by $X$. The elements of $X$ are, of course, words in the letters $X$. When $X$ is finite, there also seems to be a great many ...
4 votes
0 answers
125 views

Properties of solution to Schrödinger equation

Given a Schrödinger equation with, let's say continuous, periodic potential $$-y''(x)+V(x)y(x)=\lambda y(x)$$ where $V(x+1)=V(x)$ and $V$ is even, i.e. for $x \in (0,\frac{1}{2})$ we have $V(x+\frac{...
2 votes
1 answer
165 views

If $Z$ is standard normal and $f$ is analytic. Is $g(t)= E[ f(Z-t)]$ analytic?

Let $Z$ be a standard normal. Now define \begin{align} g(t)= E[ f(Z-t)] \end{align} where $f(x)$ is a real-analytic function and $|f(x)| \le x^4$. Question: Is it true that $g(t)$ is also a real ...
7 votes
1 answer
304 views

Argument principle for matrices

Let $f,g$ be entire functions, then the argument principle teaches us that $$\frac{1}{2\pi i}\int_{\mathbb{C}} g(z) \frac{f'(z)}{f(z)} dz$$ is equal to $g$ evaluated at the zeros of $f.$ Now, let ...
2 votes
1 answer
104 views

Limits of a quasiperiodic function with two pseudoperiods

Let $\beta$ be a real number such that $\beta^2\notin\mathbb{Q}$. For any smooth function $f$ on $\mathbb{R}$ that decreases sufficiently at infinity, for example a Gaussian function, let us define $$ ...
2 votes
1 answer
244 views

Growth rate of Lipschitz constants for derivatives of $C^\infty$ functions

Let $f\in C^\infty$ have bounded derivatives, i.e. $$ \sup_{x\in\mathbb{R}}|f^{(p)}(x)| = B_p < \infty$$ for every $p\ge 1$. I would like to find a proof or a counterexample for the following ...
5 votes
1 answer
305 views

Expectation of max of Gaussian multiplied by a functional of Gaussian

Let $X \in \mathbb{R}^{d}$ follows the standard Gaussian distribution $N(0, I_d)$. Let $Y = \max_{j\in[d] } X_j$. It is not hard to see that \begin{align} \mathbb{E}\left [ Y \cdot X\right] = \sum_{j=...
5 votes
2 answers
3k views

Are there functions which are neither convex nor concave everywhere but are continuous? [closed]

By convex/cave I mean by the definition for an interval $(x,y)$ of $f$ is convex iff $f(\frac{a+b}{2})\geq\frac{f(a)+f(b)}{2}$ and is concave if $f(\frac{a+b}{2})\leq\frac{f(a)+f(b)}{2}$ where $a,b\in(...
1 vote
1 answer
132 views

A question about a continuous curve in $\mathbb{R}^2$

Let $f:[0,1]\longrightarrow\mathbb{R}^2$ be a continuous function such that $f(1)-f(0)=(1,0).$ Is it right that we can find $0\leq t_1<t_2\leq1$ such that $f(t_2)-f(t_1)=(\pm1,0)$ and for any $t_1\...
1 vote
0 answers
75 views

Integrability over the closure of a domain [closed]

Let $D$ be a bounded domain in $\mathbb{R}^{N}$ ($N\geq2$) and $E$ a closed subset of $D$ with empty interior. Suppose $f$ is a measurable function defined on $D$ and integrable on $D\setminus E$, i....
1 vote
0 answers
150 views

Proving the existence of a sequence with recursive growth constraints

Fix $0 < c < 1/3$. Show that there exists a strictly increasing sequence $a_k > 0$, a sequence $b_k \geq 0$, and an infinite set $K \subseteq \mathbb{Z}_{>0}$ such that \begin{align}\...
1 vote
2 answers
275 views

A corollary of Gibbs' inequality

Gibbs' inequality is equivalent to: \begin{equation} \sum_{i} \ln q_i^{p_i}-\ln p_i^{p_i} \leq 0 \end{equation} where $p_i,q_i \in [0,1]$ and $\sum_i p_i = \sum_i q_i=1$. Now, a friend of mine ...
10 votes
1 answer
228 views

Distribution of good diophantine approximations

Let $\langle x \rangle: \mathbb{R} \to (-1/2,1/2]$ be the periodic function with period $1$ which is $x$ for $x \in (-1/2,1/2]$. Is there some function $D(a,b)$ of real numbers $a<b$ such that, for ...
11 votes
3 answers
618 views

smooth functional to detect whether a function has a zero

Does there exist a function $F : C^\infty(\mathbb{R}, [0, \infty)) \to \mathbb{R}$ with the following properties: $F(f) = 0$ if and only if there exists an $x \in [0,1]$ such that $f(x) = 0$. $F$ is ...
2 votes
1 answer
291 views

Approximation of an injective continuous curve by injective piecewise linear curves

Let $f:[a,b]\longrightarrow\mathbb{R}^2$ be an injective continuous function. For any $d>0$, does there exist a piecewise linear curve: $g:[a,b]\longrightarrow\mathbb{R}^2$ such that $g$ is also ...
3 votes
1 answer
474 views

A generalized logarithmic function

Consider the function $$f_\epsilon(x):=\int_0^1 \frac{(1-z)^x-1}{\log(1-\epsilon z)}\, dz,$$ defined for a parameter $\epsilon \in (0,1]$ and $x \geq 0$. When $\epsilon=1$, this is $\log(1+x)$. One ...
4 votes
0 answers
122 views

Does there exist curve (for example, in $\mathbb R^2$) that either touches itself or intersects itself at every one of its points?

I really do not even know how to constructively think about this question that I wanted to post before, but delayed. I know that there are space-filling curves and curves of positive area and those ...
1 vote
0 answers
585 views

A Lemma on convex domain which is a Lipschitz domain

I am reading the following paper: https://docs.wixstatic.com/ugd/1de1d9_cd82cb002eaa4eefa9af574eb5efdff2.pdf I am stuck on the proof of lemma 2.3 on page 6. I don't see why does the property (i) of ...
2 votes
1 answer
922 views

One side Harnack inequality for Subharmonic function

It is well known that for any non negative Harmonic function w ($\Delta w=0$, $w\geq 0$) in a ball, $B_1(0)$, $\exists$, C>0 such that $\forall y\in B_{1/2}(0)$ $$ Cw(0)\leq w (y) $$ It is a clear ...
9 votes
1 answer
260 views

Cover of the positive real numbers by intervals

For which real numbers $x$ and $y$ does the following hold?: $$ \bigcup_{\frac{a}{b} \in \mathbb{Q}^+} \left[\frac{a}{b},\frac{a}{b}+\frac{1}{a^x b^y}\right] \ = \ \mathbb{R}^+ $$
0 votes
1 answer
218 views

Heat semigroup dissipative

Consider the heat semigroup on $L^1(\mathbb{R}).$ I would like to know if the generator of this semigroup is dissipative in the sense of this definition. On $L^2$ it would be completely trivial, but ...

1
81 82
83
84 85
119