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Asymptotic properties of weighted random walks / infinite convolutions of random variables

Let $(X_n)_{n\in\mathbb{N}}$ be a sequence of i.i.d. real-random variables. Let further $0<c<1$. I'm interested in the asymptotic properties of $$ \sum_{k=1}^n c^k X_k. $$ I can prove that this ...
SetofMeasureZero's user avatar
2 votes
1 answer
174 views

Description of $\mathcal{S}^{2}_0(\mathbb{R})$ and certain class of functions inside it

I am currently reading volume 2 of "Generalized Functions" by Gelfand and $\mathcal{S}^{2}_0(\mathbb{R})$ is defined to be the collection of $C^\infty$ functions $f$ on $\mathbb{R}$ such ...
Isaac's user avatar
  • 3,477
1 vote
2 answers
107 views

Measurability of Brjuno numbers

A positive irrational number $\alpha\in{\mathbb R}\setminus {\mathbb Q}$ is said to be a Brjuno number if $$\sum_{i=1}^\infty\frac{\log q_{i+1}}{q_i} < \infty$$ where $q_i>0$ is the denominator ...
Dominic van der Zypen's user avatar
-2 votes
1 answer
175 views

Simple closed form for $\int \lfloor x \rfloor dx$? [closed]

Wolfram Alpha claims there is no closed form in terms of standard funcions for $\int \lfloor x \rfloor dx$ but we believe we found simple closed form agreeing with experimental data. Define $i_1(x)=x -...
joro's user avatar
  • 25.4k
0 votes
1 answer
144 views

Existence of smooth functions $f$ satisfying $\sup_{x \in \mathbb{R}} \lvert x^k f^{(q)}(x) \rvert \leq C B^q k^{1/8} q^{q/2}$

$\mathcal{S}^{1/2}_{1/2}(\mathbb{R})$ is defined to be the collection of $C^\infty$ functions $f$ on $\mathbb{R}$ such that \begin{equation} \sup_{x \in \mathbb{R}} \lvert x^k f^{(q)}(x) \rvert \leq ...
Isaac's user avatar
  • 3,477
2 votes
0 answers
252 views

Power series of the modified Bessel function of the second kind

I am looking for a power series representation of $$ \frac{1}{K_{\nu}(x)}, $$ where $K_{\nu}$ denotes the modified Bessel function of the second kind and $\nu>-1/2$ is not an integer. I know that ...
esner1994's user avatar
17 votes
3 answers
975 views

Evaluating the sum $f(x):=\sum_{n=1}^\infty \frac{1}{n! n^n}(-x^2)^n$ and estimating bounds

For real variable $x$, the function \begin{equation} f(x):=\sum_{n=1}^\infty \frac{1}{n! n^n}(-x^2)^n \end{equation} clearly has infinite radius of convergence and defines a $C^\infty$ function on $\...
Isaac's user avatar
  • 3,477
9 votes
2 answers
700 views

Is there a nonpolynomial $C^\infty$ function $f$ such that $\sup_{x \in \mathbb{R}} \lvert f^{(q)}(x) \rvert \leq (\ln q)^{-q}$ for every $q >1$?

The question is as in the title: Is there a nonpolynomial $C^\infty$ function $f$ on $\mathbb{R}$ such that $\sup_{x \in \mathbb{R}} \lvert f^{(q)}(x) \rvert \leq (\ln q)^{-q}$ for every natural ...
Isaac's user avatar
  • 3,477
0 votes
2 answers
199 views

What does "a universal tree" mean?

It is one of the concepts used in "ON THE REPRESENTATION OF CONTINUOUS FUNCTIONS OF SEVERAL VARIABLES AS SUPERPOSITIONS OF CONTINUOUS FUNCTIONS OF A SMALLER NUMBER OF VARIABLES", in the ...
ooo mmm's user avatar
  • 33
3 votes
1 answer
109 views

Inequality: multivariate normal distribition

Let $p(u,x)=\frac{1}{(4\pi u)^{q/2}}e^{-|x|^2/(4u)},u>0,x \in \mathbb{R}^q.$ Prove that for $r\geq 0,c>1$ there exists $C>0$ (depending on $r,c$) such that $$\forall x \in \mathbb{R}^q,u>...
mathex's user avatar
  • 573
0 votes
1 answer
230 views

Can we further restrict the space of test functions to $C_c^\infty (X)$ in weak convergence?

Let $X := \mathbb R^n$, $C_b(X)$ the space of all real-valued bounded continuous, $C_c(X)$ the space of all real-valued continuous functions with compact supports, and $C_c^\infty(X)$ the space of ...
Analyst's user avatar
  • 657
3 votes
1 answer
133 views

Is the smallest root of this quartic always the closest point on the Hyperbola? [closed]

Let $a>b>0$. Suppose we want to minimize $$ f(x)=(x-a)^2+(1/x-b)^2, $$ over $x>0$. Equating $f'(x)=0$ leads to the quartic equation $$ g(x)=x^4-ax^3+bx-1=0. \tag{1} $$ Question: Is the ...
Asaf Shachar's user avatar
  • 6,741
5 votes
1 answer
229 views

An inequality for polynomials

I have been thinking about the validity of the following inequality: if $P(z)=\sum_{k=0}^na_kz^k, a_n\neq 0$ and $P(z)$ is non-zero in $|z|<1, $ then for $\theta \in [0, 2\pi],$ and $p>0$ \...
user159888's user avatar
5 votes
0 answers
132 views

Regularity of the spherical mean of a compactly-supported function

The problem Consider a $C²$ function $f: X \to \mathbb{R}$, for some compact set $X \subset \mathbb{R}^d$ with $C^1$ boundary, say $\partial X$. I am only interested in $d\in \{2,3\}$. Then, consider ...
Gilles Mordant's user avatar
6 votes
1 answer
287 views

A characterisation of continuous real functions

Let $f: \mathbb R^n \to \mathbb R$ be a measurable function. We say $f$ is precise if for every $x \in \mathbb R^n$ and every compact subset $K$ of $\mathbb R^n$ such that for $|K \cap B_\delta (x)|&...
Nate River's user avatar
  • 6,223
2 votes
1 answer
192 views

Asymptotic analysis of an expression involving a Fox's H function

One of the performance metrics calculated in the analysis of telecommunications systems is the ergodic channel capacity, $C_{\rm erg}$. During one of my studies, I found the expression below for such ...
Felipe Augusto de Figueiredo's user avatar
0 votes
1 answer
163 views

Lower bounds on eigenvalues of sum of two matrices (one of them is symmetric)

Let $L$ be a matrix with eigenvalues($\lambda$ $\geq$ 0). If I add a constant value (say $a$) to all the elements of $L$, what can we say about the minimum eigenvalue of this perturbed matrix? Note: $...
SREEJEET MAITY's user avatar
1 vote
1 answer
130 views

Analytic expression for the min value of $g(t):= \sqrt{(t-1)^2 + a^2}+ b|t|$ subject to $|t-1| \le c$

Disclaimer. Not sure this is MO-level but would really appreciate some help with this. Thanks in advance. Moved from SE. Let $a,b,c \ge 0$, and define a function $g:\mathbb R \to \mathbb R$ by $g(t) :=...
dohmatob's user avatar
  • 6,853
2 votes
2 answers
316 views

Convergence of series related to partial fraction expansion of cotangent function

I am looking at the convergence of the series $$ \cos(t\theta) = \frac{\sin(\pi t)}{\pi} \cdot \Bigg[\frac{1}{t} + 2t \sum_{k=1}^\infty (-1)^k \frac{\cos(k\theta)}{t^2 - k^2}\Bigg].$$ Here $t\in\...
Vincent Granville's user avatar
5 votes
1 answer
526 views

Boyd & Chua 1985: Is the proof of Lemma 2 correct?

$\newcommand\norm[1]{\lVert#1\rVert}\newcommand\abs[1]{\lvert#1\rvert}$I'm reading this article by Boyd and Chua [1], in which they prove the approximability of arbitrary time-invariant (TI) operators ...
arash's user avatar
  • 153
1 vote
0 answers
57 views

Necessary and sufficient conditions so that $\sum_{k\ge 0}\frac{x^k}{\Gamma(1+a(k))}\sim\int_0^\infty \frac{x^t}{\Gamma(1+a(t))}\,dt$ as $x\to\infty$?

First, some notation. I'll write $f(x)=o(g(x))$ if $\lim_{x\to\infty} \left|\frac{f(x)}{g(x)}\right|=0$. I'll also write $g(x)=\omega(f(x))$ if $f(x)=o(g(x))$, i.e. $\limsup_{x\to\infty} \left|\frac{g(...
Dispersion's user avatar
5 votes
0 answers
158 views

Weaker versions of the Riemann series theorem in constructive mathematics

The classical Riemann series theorem states that given a sequence $(a_n)_{n \in \mathbb{N}}$ of real numbers such that the series $\sum_{n = 0}^\infty a_n$ is conditionally convergent, for all real ...
Madeleine Birchfield's user avatar
2 votes
1 answer
150 views

When is it true that $\sum_{k\ge 0}\frac{x^k}{\Gamma(1+a(k))}\sim\int_0^\infty \frac{x^t}{\Gamma(1+a(t))}\,dt$ as $x\to\infty$?

First, some notation. I'll write $f(x)=o(g(x))$ if $\lim_{x\to\infty} \left|\frac{f(x)}{g(x)}\right|=0$. I'll also write $g(x)=\omega(f(x))$ if $f(x)=o(g(x))$, i.e. $\limsup_{x\to\infty} \left|\frac{g(...
Dispersion's user avatar
2 votes
0 answers
94 views

A division of real analytic functions

Problem statement Let $f,g \in C^\omega(X,\mathbb{R})$ be two real analytic functions over a real Banach space $X$. Assume that, for every $n \in \mathbb{N}$, there exists $C_n>0$ and $h_n \in C^\...
cs89's user avatar
  • 981
2 votes
0 answers
116 views

A technical question concerning convolution product

Let $v\in L^p(\Bbb R^d)$, $1\leq p<\infty$ be nonzero function, i.e., $v\not\equiv 0$. Define $$u(x)= |v|*\phi(x)= \int_{\Bbb R^d} |v(y)|\phi(x-y)d y$$ with $\phi(x)= ce^{-|x|^2}$ and $c>0$ so ...
Guy Fsone's user avatar
  • 1,101
11 votes
2 answers
532 views

Asymptotics of $\int_0^\infty \frac{x^{2z}}{\Gamma(1+z)}\,dz$ for large $x$

I'm interested in the asymptotics of $$\int_0^\infty \frac{x^{2z}}{\Gamma(1+z)}\,dz$$ as $x\to\infty$. I expect the results to behave similarly to $e^{x^2}=\sum_{k\ge 0}\frac{x^{2k}}{k!}$. However, I'...
Dispersion's user avatar
1 vote
1 answer
169 views

Best projection on non-convex discrete set with two constraints

I want to compute the projection of a vector $\left( x\right) _{1\leq i,j\leq n}\in \lbrack 0,1]^{n\times n}$ on the following discrete set $$ S=\left\{ x\in \{0,1\}^{n\times n}:x_{i,j}+x_{j,i}\leq 1;\...
Goga's user avatar
  • 47
1 vote
0 answers
165 views

Uniformly open map on a dense subset

Schauder's lemma asserts that you can always extend a uniformly continuous, uniformly open map from a dense subset of a complete metric space to a uniformly open map on the completion. I think the ...
user243245's user avatar
3 votes
0 answers
216 views

Harmonic polynomial of degree 3

Let $f:\Bbb R^3\to\Bbb R^3$ be a function defined by $$ \begin{split} f(x,y,z) = & \,\Big\{a_1 x y z +a_2\left(-x^3+3 x y^2\right) +a_3\left(3 x^2 y-y^3\right) +a_4\left(3 y^2 z-z^3\right) \\ &...
Dejv's user avatar
  • 81
3 votes
1 answer
245 views

Dividing a spherical cap into $n$ equal wedges

This is a follow-up of the question Dividing a spherical cap into three equal wedges where the $n=3$ case was shown. Motivation: Optimal ways to cut an orange. In this problem, we have a spherical ...
TheSimpliFire's user avatar
4 votes
1 answer
109 views

Dividing a spherical cap into three equal wedges

Background: Optimal ways to cut an orange. In this problem, we have a spherical orange, and we do not wish to eat its central column which is modelled as a cylinder. Part of the procedure involves an ...
TheSimpliFire's user avatar
1 vote
1 answer
348 views

Where or what is the general formula for the $n$th derivative of the power-exponential function $x^x$?

It is well-known that the power-exponential function $x^x$ and its first few derivatives are often taught in calculus. Does the general formula for the $n$th derivative of the power-exponential ...
qifeng618's user avatar
  • 1,101
30 votes
1 answer
2k views

Have any numbers been proven to be normal that weren't constructed to be?

It's easy to construct an example of a number that's normal in a given base, but for most given numbers it's notoriously hard to prove that they're normal. Has any number ever been proven to be normal ...
tparker's user avatar
  • 1,311
10 votes
2 answers
597 views

How to determine the asymptotics of $\sum_{n=0}^{\infty} e^{-\frac{2^n}{x}}$

I'm generally interested in being able to find an asymptotic expansion of $$ \sum_{n=0}^{\infty} \left[ e^{- \frac{f(n)}{x}} \right] $$ As $x \rightarrow \infty$ and $f(n)$ is a smooth monotonically ...
Sidharth Ghoshal's user avatar
1 vote
1 answer
236 views

What does Landau symbol mean in an inequality?

I'm reading about subdifferentiable function at page 232 of Villani's Optimal Transport: Old and New. Definition 10.5 (Subdifferentiability, superdifferentiability). Let $U$ be an open set of $\...
Akira's user avatar
  • 825
4 votes
1 answer
668 views

Optimal Transport: how is this transport map Borel measurable?

I'm reading Theorem 1.17. and its proof at page 14 of Santambrogio's Optimal transport for applied mathematicians. The content is not hard but a little bit long (because of related detail). Please ...
Akira's user avatar
  • 825
1 vote
1 answer
295 views

Hausdorff dimension of the non-differentiability set of a locally Lipschitz function

Let $f:\mathbb R^n \to \mathbb R$ and $E := \{x \in X : f \text{ not Fréchet differentiable at }x\}$. Then $E$ is Borel measurable. It is well-known that Theorem If $f$ is convex, then the Hausdorff ...
Akira's user avatar
  • 825
4 votes
1 answer
266 views

The difference between Baire 2 and 'effectively Baire 2'

In short: Baire 2 functions are often assumed to be given by a double sequence of continuous functions, thought this is not the exact definition. Does one need the Axiom of Choice (or related) to ...
Sam Sanders's user avatar
  • 4,359
3 votes
1 answer
114 views

Boundedness of solutions to a semilinear PDE

Let $D$ be the unit disk in $\mathbb R^2$ centered at the origin. Given any $\lambda \in \mathbb R$, let $u_\lambda$ be the unique solution to the semilinear elliptic equation $$ -\Delta u + u^3=0 \...
Ali's user avatar
  • 4,153
5 votes
1 answer
353 views

Family of functions with prescribed derivatives

Suppose $f: \mathbb C \times (-1,1) \to \mathbb C$ is a smooth function that satisfies $f(0,t)=1$ for all $t\in (-1,1)$. Assume that for any $k\in \mathbb N$, any $z \in \mathbb C$ and any $t \in (-1,...
Ali's user avatar
  • 4,153
1 vote
0 answers
216 views

Is there an approximate formula for this summation function?

Consider the function $$\sum_{n=1}^\infty \frac{\cos(nx)}{n^r},$$ where $r\in\mathbb{N}$. Is there any approximate formula (closed form possibly avoiding this type of summation) for this function? I ...
user102868's user avatar
6 votes
1 answer
135 views

Small shifts of weakly converging sequences in $L^1$

$\newcommand\R{\mathbb R}$Let $(f_n)$ be a sequence in $L^1(\R)$ converging weakly to some $f\in L^1(\R)$. Let $(a_n)$ be sequence in $\R$ converging to $0$. For each natural $n$, let $g_n$ be the $...
Iosif Pinelis's user avatar
4 votes
0 answers
130 views

A "counterbalancing" trigonometric sum inequality

Is it true that $$s_{n,k}:=\sum_{j=1}^{n-1} r_{n,k,j} <0$$ for all natural $n\ge2$ and all natural $k\in\{1,\dots,n-1\}$, where $$\text{$r_{n,k,j}:=\frac{x_{n,2j}}{y_{n,k,j}\;y_{n,k+1,j}},\quad$ $...
Iosif Pinelis's user avatar
7 votes
3 answers
524 views

Rigorous estimates on roots of function

We consider the function $$f(x) = 1- \frac{1}{N} \sum_{i=1}^N \frac{\sin\left(\tfrac{\pi i}{N}\right)^2}{1+\sin\left(\tfrac{\pi i}{2N}\right)^2-x}.$$ The arguments of the two sines differ by a factor ...
António Borges Santos's user avatar
4 votes
0 answers
140 views

Given $a>0$, find $b>0$ for which $\|\langle x\rangle^{-b}|\partial_x|^{1/2}f\|_{L^2}\lesssim\|\partial_x f\|_{L^2}+\|\langle x\rangle^{-a}f\|_{L^2}$

I have asked the same question on MathSE. I was thinking about the following problem. Problem. Given $\alpha>0$, find all values of $\beta\geq 0$ such that the following estimate is true for all $\...
Lorenzo Pompili's user avatar
1 vote
1 answer
104 views

$C^1$-extension theorem on cones preserving boundedness of derivatives

Let $K\subset \mathbb{R}^n$ be a closed convex cone with a nonempty interior. Let $f:K\to \mathbb{R}$ be a continuously differentiable function satisfying $\|\nabla f\|_\infty<\infty$ (if needed, ...
mathoverflow_user's user avatar
12 votes
2 answers
1k views

Counterexamples to differentiation under integral sign, revisited

Let $f\colon\mathbb R^2\to\mathbb R$ be a measurable function such that \begin{equation*} F(t):=\int_{\mathbb R}dx\,f(t,x) \end{equation*} exists and is finite for all real $t$. Suppose that \...
Iosif Pinelis's user avatar
1 vote
1 answer
109 views

Why is $\sum_{m=1}^{n}\frac{(\nu(m)-\log\log n)^2}{n\log\log n}=\int_{-\infty}^{\infty}\omega^2\, \mathrm{d}\sigma_n(\omega)$?

I was reading an article on Probabilistic Number Theory by M.Kac where I am not able to understand why a particular equation mentioned here in page $657$ equation $(7.7)$ is true? I do understand that ...
Anish Ray's user avatar
  • 309
3 votes
2 answers
2k views

Expected gradient vs. gradient of expectation

Suppose a function $f(x): \mathbb R^d \mapsto \mathbb R^D$, and its stochastic approximator, $g(x; W): \mathbb R^d \mapsto \mathbb R^D$. Here $W$ is some random variable. Then $g(x; W)$ is unbiased in ...
Jiaji Huang's user avatar
5 votes
1 answer
436 views

Is the Legendre transform as an operator Lipschitz?

Let $C_{lsc}(\mathbb{R}^n)$ be the space of lower semicontinuous convex functions $\mathbb{R}^n \to \mathbb{R}$. The Legendre-Fenchel (LF) transform of $f \in C_{lsc}(\mathbb{R}^n)$ is: $$ f^*(y) := \...
gdavtor's user avatar
  • 161

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