All Questions
5,910 questions
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
4
votes
0
answers
147
views
The asymptotic behavior of the ratio between the largest two of $n$ i.i.d. chi-square random variables
My question is about the asymptotic behavior of the ratio between the largest and second largest values of $n$ independent chi-square random variables.
Let $X_1, \ldots, X_n$ be $n$ independent and ...
- 24.8k
3
votes
0
answers
261
views
Generalization of trace and associated determinant
The standard relation between the trace and the determinant of matrices is presented in the MO-Q "Cycling through the zeta garden" where the log and exp functions allow one to jump between additive ...
CommunityBot
- 1
1
vote
0
answers
127
views
What is the analogue of expansive matrix for automorphisms?
We say an invertible $n \times n$ matrix with entries in $\Bbb R^n$ is expansive if the absolute values of all of its eigenvalues exceed $1$. An easy calculation also shows that if we consider a ball ...
- 4,679
0
votes
2
answers
139
views
On the existence of $ \lim_{x \to 0^{+}} \frac{\log(f(x))}{\log(x)} $ under some constraints
I am considering a smooth-enough real-valued function $ f: (0,1) \to (0,\infty) $ such that
$ f $ is decreasing,
$\lim_{x\rightarrow0^{+}}f(x)=\infty $,
$ x \mapsto x^{2} f'(x) $ is decreasing,
$\...
- 41.1k
2
votes
0
answers
45
views
Maximizing the sum of a decreasing function over a separated set
Fix $d>0$. Let $f:[0,\infty)\to(0,\infty)$ be a decreasing function of $x$ for $x\geq d$. Let $S_d\subset\mathbb{R}^n$ represent a set of points containing the origin such that the (Euclidean) ...
CommunityBot
- 1
1
vote
1
answer
186
views
A problem involving power series
We define an entire function on $\mathbb{C}^m$ by
$$
f(z_1,\cdots,z_m)=\sum_{n=0}^{\infty}\frac{(-1)^n}{(2n)!}t^{2n}(z_1^2+\cdots+z_m^2)^n,
$$
here $t$ is some (positive) real number. Of course, $f(x)=...
- 54.2k
3
votes
0
answers
1k
views
Concentration of Sub-exponential random Vectors
I was wondering if there is a similar definition of multivariate sub-exponential distribution as the sub-Gaussian case.
Specifically, a random vector $X \in \mathbf{R}^d$ is sub-Gaussian if
\begin{...
- 1,127
4
votes
0
answers
95
views
Approximating martingales given marginal distributions
Let $(\mu_0,\mu_1)$ be a vector of probability measures on $\mathbb R$ that are of finite first moment, i.e.
$$\int_{\mathbb{R}}|x|\mu_i(dx)~<~+\infty \mbox{ for } i=0,1$$
and increasing in ...
- 1,835
2
votes
0
answers
63
views
Sensitivity of a function against its random arguments
Let $g:R^{n+m} \to R$ be a deterministic function of some independent random variables $x_1,\ldots,x_n$ with distributions $f_{x_1}(x),\ldots,f_{x_n}(x)$ and some deterministic variables $z_1,\ldots,...
- 482
21
votes
0
answers
1k
views
Almost everywhere differentiability for a class of functions on $\mathbb{R}^2$
A while ago, I came across the following problem, which I was not able to resolve one way or the other.
Let $f,g\colon\mathbb{R}^2\to\mathbb{R}$ be continuous functions such that $f(t,x)$ and $g(t,...
- 17.1k
3
votes
0
answers
228
views
Sub-multiplicative function in expectation or pointwise? [closed]
Consider the function that satisfies
$$ \mathbb{E}[f(X)f(Y)]\leq \mathbb{E}[f(XY)],$$
where $X\in\mathbb{R}$ and $Y\in\mathbb{R}$ are Gaussian random variables with mean $0$ and variance $1$, and ...
- 4,729
-1
votes
1
answer
196
views
Closed form for sum involving digamma? [closed]
Let $\Gamma(n)$ be Euler's Gamma function and $\psi_0$ = $\frac{\Gamma'(n)}{\Gamma(n)}$ be the Digamma function.
Is there a closed form for
$$\sum_{n=1}^{\infty} \frac{\psi_0(n)}{n^2}=?$$
I've done ...
- 43.2k
2
votes
1
answer
3k
views
A simple question about the Hardy-Littlewood maximal function
Let $f\in L^1(\mathbb{R}^n)$. It is well known that the Hardy-Littlewood maximal function $Mf\notin L^1(\mathbb{R}^n)$ (if $f \ne 0$ a.e.), though there is a weak-type (1,1) bound for this maximal ...
CommunityBot
- 1
-1
votes
1
answer
69
views
Proof of $\lim_{i\to\infty}\lambda_i^{-1}\left|f(\hat{x}+\lambda_ix,u_i) - f(\hat{x},u_i) - D_xf(\hat{x},u_i)(\lambda_ix)\right| = 0$
I am trying to prove or disprove the next statement that seems necessary for the proof of Proposition 2.9 of this book.
Let $U\subset R^k$ be compact and $f:R^n\times U \to R^m$ be twice ...
- 39.1k
0
votes
1
answer
172
views
Taking away the "almost sure" [closed]
Given an arbitrary sequence of random variables (or say measurable functions on a finite-measure space) $\xi_n$, one can show by a truncation and Borel-Cantelli argument that there always exists a ...
- 5,169
0
votes
1
answer
109
views
How to show $a\mapsto \frac{\gamma(a,x)}{\Gamma(a)}$ is decreasing on $\mathbb{R}_+^*$?
Let $a>0,x\geq 0$, the lower regularized incomplete gamma function is defined as : $$P(a,x)=\frac{\gamma(a,x)}{\Gamma(a)} = \int_0^x \frac{e^{-t}t^{a-1}}{\Gamma(a)}dt.$$
I have read in the paper ...
- 5,169
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 ...
- 203
1
vote
0
answers
106
views
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,...
- 11
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{...
- 171
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 ...
- 131
3
votes
2
answers
495
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.
$$\int_{B(0,R)} dx = \int_0^R \int_{\...
- 43.2k
0
votes
1
answer
697
views
How much do we know about this "local" Hardy-Littlewood maximal function?
The "local" Hardy-Littlewood maximal function is given by $$(M_\phi f)(x)= \sup_{0<\epsilon<1}|\phi_\epsilon \ast f|(x),$$ which is similar to the classical Hardy-Littlewood maximal function : $$...
- 39.1k
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 $\...
CommunityBot
- 1
1
vote
0
answers
94
views
Space spanned by pointwise squares of basis functions
Consider the Hilbert space $L^2(\Omega)$ over some Euclidean domain $\Omega$.
Let $F=\{f_i;i\in\mathbb N\}$ be an orthonormal basis of this space consisting of functions in $L^2(\Omega)\cap L^4(\Omega)...
- 8,086
-1
votes
1
answer
507
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 ...
- 53.3k
2
votes
1
answer
349
views
Polynomial with subset of critical points and values prescribed
Motivated by this question I wish to pose the following question:
Given $k$ points $(x_1, y_1), \ldots (x_k, y_k)$ with (WLOG) $x_i < x_{i+1}$, can we find a polynomial $p(x)\in\Bbb R[x]$ ...
CommunityBot
- 1
7
votes
3
answers
3k
views
Cauchy-Schwarz inequality for bilinear forms valued in an abstract vector space
I previously posted this question on Math.SE but didn't receive an answer. It is perhaps a little vague; part of what I want to know is what question I should ask.
First, consider the following form ...
CommunityBot
- 1
5
votes
4
answers
496
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
$...
- 61.9k
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 ...
- 2,670
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 ...
- 21.5k
-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 ...
- 256
1
vote
0
answers
256
views
Significance of Tikhonov matrix
I am looking for a tutorial on Tikhonov matrix, in the sense what it can do or it cannot do. The definition of the matrix can be obtained in the wikipedia link. https://en.wikipedia.org/wiki/...
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, $$\displaystyle f(x) = \sum\limits_{n : q_n < x} c_n$$
...
CommunityBot
- 1
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 $\Delta$ ...
- 111
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 $...
- 61.9k
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 ...
- 121
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 ...
- 31
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{...
- 21.5k
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://...
CommunityBot
- 1
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) ...
- 6,045
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 ...
- 188k
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 ...
- 5,470
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 ...
- 7,817
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 ...
- 25.8k
3
votes
1
answer
318
views
Optimal condition for the weak convergence of the jacobian determinant
Whenever $n<q,$ it is known that given a sequence $\{ u_{k} \}$ which is weakly convergent in $W^{1,q}(U)$ one has that the Jacobian determinants $\text{det} Du_{k}$ converge weakly in $L^{q/n}(U).$...
- 317
2
votes
1
answer
228
views
Convergence of Discrete Geodesic
Let $M$ be a Riemmanian manifold, $p\in M$ and $V\in T_p(M)$.
Suppose $f^{-1}:U_p \mapsto U$ is a diffeomorphism of a neighborhood of p to an open subset of $\mathbb{R}$ and define the sequence:
\...
- 460
1
vote
0
answers
83
views
What is optimal distance between inverse of convolution operator?
I am looking for a measure to find the optimal distance measure between inverse of an convolution operator $A$ and say another convolution operator $B$. I want my measure to be sharp that mean when $B$...
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 $x=1$ ...
- 50.8k
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 $$...
- 1,017