All Questions
5,910 questions
20
votes
2
answers
1k
views
a determinantal identity
Dusan Pokorny and Jan Rataj have just posted a paper (http://arxiv.org/abs/1209.2305) in which they prove the identity
$$
\det (A-B) = \frac 1{d!} \sum_{k=0}^d (-1)^k \binom dk \det((d-k)A + kB)
$$
...
- 53.3k
7
votes
4
answers
986
views
Probability that planar Brownian motion doesn't "encircle" 0
Suppose $B_t$ is a standard Brownian motion in $\mathbb{R}^2$ and $T = \text{inf}\{t : |B_t| = 1\}$. Let $E$ denote the event that $0$ is contained in the unbounded component of $\mathbb{R}^2 \...
- 166
6
votes
2
answers
378
views
Slight variation on law of the iterated logarithm
Let$$M_t = \max\{B_s : 0 \le s \le t\},\text{ }m_t = \min\{B_s : 0 \le s \le t\},$$where $B_t$ is a standard Brownian motion. My question is, does there exist $r$ such that with probability one,$$\...
- 1,897
3
votes
1
answer
138
views
$M_Λ(A) → A ⊗ M_Λ(C)$
I saw this in here. Let $A$ be a Banach algebra, and let $\Lambda$ be a non-empty set. We denote by
$M_\Lambda(A)$ be the set of $\Lambda\times\Lambda$ matrices $(a_{ij})_{i,j\in\Lambda}$ with entries ...
- 9,650
0
votes
1
answer
141
views
growth of derivative
(Alexandre Eremenko gave the answer to the question I posted earlier. Then I realised the question didn't give what I wanted. Here is the updated question.)
Suppose that $f:[a,\infty)\to \mathbb{R}$ ...
- 640
6
votes
2
answers
2k
views
Distribution of $\max_{n \ge 0} S_n$, random walk
Say we have a random walk that is a nearest neighbor random walk on the integers where at each step the probability of moving one step to the right is $p$ and the probability of moving one step to the ...
- 406
1
vote
1
answer
237
views
Poisson kernel, expectation, an absolute value comes in
See here.
Let $d = 2$, and consider the domain $D = \mathbb{H}$, the upper half-plane. Let $W_t = (X_t, Y_t)$. We see that for any $\theta \in \mathbb{R}$ and any $t \ge 0$, we have$$E^{(x, y)}\...
CommunityBot
- 1
0
votes
1
answer
186
views
Poisson kernel, $E^{(x, y)}\text{exp}\{i\theta X_t - \theta Y_t\} = e^{i\theta x - \theta y}$
Let $d = 2$, and consider the domain $D = \mathbb{H}$, the upper half-plane. Let $W_t = (X_t, Y_t)$. How do I see that for any $\theta \in \mathbb{R}$ and any $t \ge 0$, we have$$E^{(x, y)}\text{exp}\{...
- 1,122
1
vote
1
answer
288
views
A classification of (reasonable) asymptotics
Notations: "eventually" means "for $x$ sufficiently large"; "positive" means "strictly positive".
Let $\exp_1 = \exp$ and $\exp_{n+1} = \exp_n \circ \exp$.
Let $E$ be the set of smooth function $f: ...
- 53.3k
6
votes
1
answer
306
views
In the plane, does complement of Brownian path have infinitely many connected components?
Let $d = 2$. Do we have that with $P_x$—probability $1$, for every $T> 0$ the complement $W[0, T]^c$ of the Brownian path up to time $T$ has infinitely many connected components?
I had seen this ...
CommunityBot
- 1
2
votes
1
answer
157
views
Is the set of multiple points of the Brownian path $W[0, \infty)$ dense in the plane almost surely?
Let $d = 2$. With probability $1$, is the set of multiple points of the Brownian path $W[0, \infty)$ dense in the plane?
- 24.8k
3
votes
1
answer
265
views
Scaling properties of the Hölder estimate for heat equation
Lately, I have been interested in scaling properties of parabolic equations, and this question is related to an earlier one I asked about Harnack constants.
Let $Q(R) := Q(R^2,R) = B(0, R) \times [-R^...
CommunityBot
- 1
3
votes
1
answer
350
views
Brownian motion, crossing intervals, possible usage of second moment method?
This is a followup to my question here.
Let $B_t$ be a standard Brownian motion. Let $E_{j, n}$ denote the event$$\left\{B_t = 0 \text{ for some }{{j-1}\over{2^n}} \le t \le {j\over{2^n}}\right\},$$...
CommunityBot
- 1
2
votes
0
answers
124
views
Error term for a Fourier integral
There is a well-known theorem that states that for $f$ continuous and $f,\hat f$ integrable,
$$f(0)=\frac{1}{\pi}\lim_{T\to\infty}\int_{-\infty}^\infty f(x)\frac{\sin(Tx)}{x}dx.$$
So it should be that
...
- 3,799
1
vote
1
answer
186
views
Expectation equation, harmonic functions, do not understand why equation is true
Let $u: \mathbb{R}_+ \times \mathbb{R}^d$ be a bounded $C^2$ function whose first and second partial derivatives are uniformly bounded (or, more generally, have at most polynomial growth as $|x| \to \...
- 509
5
votes
2
answers
957
views
Dirichlet's approximation only using prime power as denominator
I am not sure whether this is a suitable question for MO. We know the classical version of Dirichlet's approximation theorem that if $x$ is a real number and $Q>0$ there exist $p,q\in \mathbb{Z}$ ...
- 156k
3
votes
1
answer
147
views
Number and asymptotic for cyclic sequences
Cyclic sequence is equivalence class of cyclic shift action.
If $a = (a_1, ... , a_i)_c$ is cyclic sequence then $(a_1, a_2, \ldots a_{i-1}, a_i)_c = (a_2, a_3, \ldots, a_i, a_1)_c = \ldots = (a_i, ...
- 378
5
votes
1
answer
250
views
Brownian motion, "increase interval", exists constants, bound,
Let $B_t$ be a standard Brownian motion. Let $J(j, n) = [j/n, (j+1)/n]$. We will call $J(j, n)$ an increase interval if$$B_s \le B_t,\text{ }0 \le s \le {j\over{n}},\text{ }{{j+1}\over{n}} \le t \le 3....
- 61.9k
3
votes
1
answer
222
views
Asymptotic for binomial sums
Let $S(n, t) = \sum_{k = 0}^n {n \choose k} ^t$.
The task is to find asymptotic behavior of $S(n,5)$, $n \to \infty$.
Asymptotic for $S(n,0)$ and $S(n,1)$ is very simple.
For $S(n,2)$ we can use ...
- 12.3k
6
votes
4
answers
614
views
Number of intervals needed to cross, Brownian motion
Let $B_t$ be a standard Brownian motion. Let $E_{j, n}$ denote the event$$\left\{B_t = 0 \text{ for some }{{j-1}\over{2^n}} \le t \le {j\over{2^n}}\right\},$$and let$$K_n = \sum_{j = 2^n + 1}^{2^{2n}} ...
CommunityBot
- 1
1
vote
0
answers
70
views
The jump set of $SBV$ function over a hyper surface
Assume $\Omega\subset \mathbb R^N$ is open bounded, smooth boundary. Also assume $S\subset \Omega$ is a smooth hyper surface such that $0<\mathcal H^{N-1}(S)<+\infty$.
Now, given a positive ...
- 679
2
votes
0
answers
134
views
Hermite interpolation
I need a help to my problem, I would be grateful if anyone could help.
Let $\epsilon \in [0,1]$ and for an integer $n$ we consider a set of nodes $T_n={t_0,t_1,....t_n}$.
We define the function $f(x)...
- 21
3
votes
0
answers
131
views
What subdomains of $\mathbb{R}^2$ are diffeomorphic to $\mathbb{R}^2_+$ via rational functions?
For what subdomains $D \subset \mathbb{R}^2$ does there exist a rational diffeomorphism $h:D \to \mathbb{R}^2_+$, such that its inverse is also a rational function? (By "rational function" I mean a ...
- 111
1
vote
1
answer
571
views
Equivalent measures on algebra also equivalent on $\sigma$-algebra?
Suppose $\mu$ and $\nu$ are finite positive measures on a measurable space $(X,\mathcal A)$. Let $\mathcal G$ be an algebra of $\mathcal A$. If $\mu$ and $\nu$ are equivalent on $\mathcal G$ in the ...
- 29.8k
4
votes
2
answers
168
views
For which $r > 0$ is it the case with probability one, for all $n$ sufficiently large $M_n \le r\sqrt{\log n}$?
Let $B_t$ be a standard Brownian motion. Let$$M_n = \max\{|B_t - B_{n-1}| : n - 1 \le t \le n\}.$$For which $r > 0$ is it the case with probability one, for all $n$ sufficiently large$$M_n \le r\...
- 487
3
votes
0
answers
119
views
Does the following inequality hold under Zygmund condition?
Let $f:R\rightarrow R$ be a continuous function which satisfies the Zygmund condition
$$
|f(x+\delta)+f(x-\delta)-2f(x)|\leq \text{const} \frac{|\delta|}{(\log\frac{1}{|\delta|})^{\alpha}}, \,\, \...
- 19.6k
1
vote
0
answers
147
views
Bounding Rayleigh quotient for stochastic matrix
Suppose you have an irreducible, stochastic matrix $A$ with left Perron-Frobenius eigenvector $v$ (corresponding to the eigenvalue $1$), and suppose the next largest eigenvalue for $A$ is $\lambda$. ...
- 19.6k
4
votes
0
answers
716
views
Can one integrate around a branch-cut?
How meaningful is it to try to integrate around the branch-cut of a function?
For example lets say I have the function $\log(z^2+a^2)$ for $a>0$ and I choose my branch-cuts to be starting at $\pm ...
- 1,893
1
vote
0
answers
87
views
Characterization of the maximizer of a function based on a parameter's value
Consider a smooth, continuously differentiable, and jointly concave function $f(x,y,z;a)$, where $x,y$ and $z$ are decision variables and $a$ is a problem parameter.
I have two optimization problems. ...
- 19.6k
7
votes
3
answers
905
views
A definition of the fractional derivative
I was investigating the idea of fractional derivatives and devised the following definition. WHich definition is it equivalent to and can I have a reference for it?
$$\frac{d^n}{dx^n}f(x) = \lim_{h \...
- 1,129
1
vote
0
answers
75
views
Characterization of certain families of functions
For $R$ equal $\mathbb{R}$ or $\mathbb{Z}$, let $D^+_R:=\{(x,y)\in R^2\colon x<y\}$. For each natural $n$, let $F_{n,R}$ denote the set of all Borel-measurable functions $f\colon D^+_R\to\mathbb{R}$...
- 128k
21
votes
3
answers
610
views
Which partitions of $[0,1]$ are collection of level sets of a real continuous function?
Let $f:[0,1]\to[0,1]$ be given. The level sets of $f$ (ie the collection of all sets of the form $\{x\in[0,1]:f(x)=y\}$, for each fixed $y\in[0,1]$) partition the domain of $f$. I am curious for set ...
CommunityBot
- 1
1
vote
0
answers
206
views
A Question about compactness of an embedding into $L^p$ spaces
Assume $ \Omega \subset \mathbb{R}^N$ is a smooth bounded domain. There is well known Hardy inequality that says
For any $ u \in W_0^{1,2}(\Omega) $, $N\geq3$ we have
$$ \Lambda \int_{\Omega} \frac{u^...
CommunityBot
- 1
1
vote
0
answers
42
views
Error bounds for approximation with dyadic sums of polynomials
Are there any bounds known for approximating a genuine multidimensional polynomial function with a sum one-dimensional polynomials over the independent variables?
In the 2-dimensional case the ...
- 19.6k
10
votes
1
answer
379
views
Does a monotone subadditive $f: \mathcal{P}(\bf N)\to [0,1]$ admit a finite partition with values in $(0,1)$?
A function $f\colon \mathcal{P}(\mathbf{N})\to [0,1]$ is said to have the Darboux property whenever for all $X \subseteq \mathbf{N}$ and $y \in [0,f(X)]$, there exists $Y \subseteq X$ such that $f(Y)=...
CommunityBot
- 1
7
votes
1
answer
306
views
Measure of chords from a cantor set
The following problem is inspired by a problem in Pugh's Mathematical Analysis book. (Chapter 2 Problem 42).
In the problem he asks one to consider the standard Cantor set on the unit interval, and ...
- 1,862
5
votes
1
answer
187
views
Getting out a system of linear ODEs by knowing the Magnus expansion
Assume we are given for a transition between two time points $t_0 = 0$ and $t_1$ a matrix relationship, eventually describing the solution of a system of linear with non-constant coefficients,
$$Y(t_1)...
- 188k
3
votes
0
answers
74
views
Semi-continuity of the dimension of the null space
Suppose $T_n : X \rightarrow X$ is a sequence of Fredholm operators on a Banach space such that $T_k \rightarrow T$ strongly (in the induced operator norm). If $N_k$ and $N$ denote the dimensions of ...
- 537
2
votes
2
answers
328
views
Minimum of an apparently harmless function of two variables
DISCLAIMER: I already posted this question on Mathematics a month ago, here. However, since it has not been solved yet on that platform, I decided to ask it also here on mathoverflow. At a first ...
CommunityBot
- 1
4
votes
1
answer
559
views
How to construct i.i.d. standard normal random variables on $\Omega = [0, 1]$ with the Lebesgue measure
Let $(\Omega, \mathcal{F}, \mathbb{P})$ be the unit interval with Lebesgue measure on the Borel subsets. Then we can find independent random variables $X_1, X_2, X_3, \dots$ defined on $(\Omega, \...
- 32.5k
8
votes
1
answer
694
views
A generalization of Jensen's Inequality
Jensen's inequality is well known as
$$E\big[f(X)\big]\le f\big(E[X]\big)$$
where $X$ is a integrable random variable and $f: R\to R$ is a bounded concave function, see also http://en.wikipedia.org/...
- 128k
1
vote
1
answer
401
views
Are solutions of the Beltrami Equations necessarily smooth?
Let $ a $, $ b $ and $ c $ be real constants such that $ \Delta \stackrel{\text{df}}{=} a c - b^{2} > 0 $. The Beltrami Equations are defined as the following system of PDE’s on the domain $ \Bbb{R}...
- 1,881
7
votes
1
answer
192
views
On the zero set of a $C^2$ function on $[0,1]^2$
Let $f:[0,1]^2\rightarrow \mathbb{R}$ be a twice continuously differentiable function with the property that for all $x\in [0,1]$, there is an interval $I_x\subset [0,1]$ such that $f(x,y)=0$ for all $...
- 109k
3
votes
1
answer
275
views
Sum of two parts of a continuous stochastic process
Let $X$ be a centered continuous stochastic process which is square integrable on $[0,2]\times \Omega$ and the basis of $L^2(0,2)$ is $\{e_i\}$. By using Karhunen-Leove Theorem one can write for all $...
CommunityBot
- 1
5
votes
1
answer
220
views
Order between two completely monotone functions?
I am wondering if the following assertion is true:
Let $f,g:\mathbb{R}_+\rightarrow [0,1]$ be completely monotone functions on $\mathbb{R}_+^*$, that is, $(-1)^n f^{(n)}(x)\geq 0$ and $(-1)^n g^{(n)}...
- 24.2k
3
votes
0
answers
237
views
Reference request: Darboux properties of real-valued set functions (measures, densities, etc.)
Fix a set $S$ and let $f: \mathcal P(S) \rightharpoonup \mathbf R$ be a real-valued partial function on the power set of $S$; denote by $\mathcal D$ the domain of $f$. We say that $f$ has:
(i) the ...
- 10.5k
12
votes
4
answers
831
views
Relating the roots of polynomials to the solution sets of certain functional equations
Consider a functional equation of the following form:
$$\sum_{k=0}^n a_k\,\underbrace{f(f(\cdots f}_{k}(x)\cdots )=0\quad \big(f:\,\mathbb{R}\to\mathbb{R},\;a_i\in \mathbb{R},\;\text{and}\;f^0=\text{...
- 23.7k
2
votes
1
answer
140
views
interpret of Picone inequality for non-regular functions
Assume $\Omega \subset \mathbb{R}^N$, $ N>4 $ is open set.
There is a well-known picone identity that says
Let $u,v \in C^2(\Omega)$ satisfy $v>0$ and $-\Delta v \geq 0$ in $\Omega$. The ...
- 3,584
7
votes
0
answers
227
views
Uniform approximation of separately continuous functions on zero-dimensional spaces
For topological spaces $X,Y,Z$ а function $f:X\times Y\to Z$ is called separately continuous if for any $(x,y)\in X\times Y$ the restrictions of $f$ to the sets $\{x\}\times Y$ and $X\times \{y\}$ are ...
- 42k
1
vote
0
answers
66
views
$X_t = B_t^q$, $X_t = (\sin B_t)^q$, $X_t = B_t^q (\sin B_t)^r$, $dM_t = R_t\,M_t\,dB_t$ [closed]
What are the SDE's satisfied by the following processes?
$X_t = B_t^q$
$X_t = (\sin B_t)^q$
$X_t = B_t^q (\sin B_t)^r$
Assume $B_t$ is a standard Brownian motion with $B_0 > 0$ and the equations ...
- 11