All Questions
751 questions
10
votes
2
answers
9k
views
When do maximum and expectation commute?
Hi, I'm looking for conditions on $G(t,x)$ such that
$$
\sup\limits_{t\in [0,1]}E[G(t,X)]=E[\sup\limits_{t\in [0,1]}G(t,X)]
$$
where $X$ is a random variable (it's easy to see that $\sup\limits_{t\in [...
- 111
10
votes
0
answers
172
views
Maximizing an integral w.r.t. a measure on the unit sphere
I would like to know if the answer to the following question is known.
Let $d \ge 3$. What is the value of
$$
\theta(d) := \max_{\mu} \int_{S^{d-1}} \int_{S^{d-1}} \cdots \int_{S^{d-1}} |x_1 \...
- 980
10
votes
2
answers
666
views
Reference request: Extensions of Wiener's Tauberian Theorem
Wiener's Tauberian Theorem says that linear combinations of translations of a function $f$ are dense in $L^1(\mathbb{R})$ if and only if the zero set of the Fourier transform of $f$ is empty. This is ...
- 710
10
votes
1
answer
899
views
Approximation of a compactly supported function by Gaussians
Let $f:\mathbb{R}\to\mathbb{R}$ be a smooth function whose support is a closed interval, e.g. $\text{supp}(f)=[a,b]$. Then $f$ can be approximated (e.g. in $L^2$) by a linear combination of Gaussian ...
- 710
10
votes
2
answers
1k
views
Does Rolle's Theorem imply Dedekind completeness?
I think the answer to the title question is "yes", but Gerald Edgar, in his comment on Does antidifferentiability of continuous functions imply Dedekind completeness? , points out an article (actually ...
- 19.7k
10
votes
1
answer
630
views
Minimum distance of a symmetric matrix to diagonal matrices
Let $A=(a_{ij})$ be an arbitrary $n \times n$ real symmetric matrix and $n\geq 2$. Let $\| \cdot \|$ denote the operator $2$-norm or equivalently the maximum absolute value of eigenvalues for ...
- 4,484
10
votes
1
answer
379
views
Does a monotone subadditive $f: \mathcal{P}(\bf N)\to [0,1]$ admit a finite partition with values in $(0,1)$?
A function $f\colon \mathcal{P}(\mathbf{N})\to [0,1]$ is said to have the Darboux property whenever for all $X \subseteq \mathbf{N}$ and $y \in [0,f(X)]$, there exists $Y \subseteq X$ such that $f(Y)=...
- 1,511
10
votes
1
answer
699
views
Reference request: Riesz potential $I_\alpha : L^{d/\alpha} \to \rm{BMO}$?
Let us denote the Riesz potential in $\mathbb R^d$ by
$$
I_\alpha (f)(x) := c_{d, \alpha} \int_{\mathbb R^d} \frac{f(y)}{|x-y|^{d-\alpha}}
\, dy.$$
By the classical Hardy-Littlewood-Sobolev theorem ...
- 632
9
votes
1
answer
3k
views
Is every finite Borel measure on a locally compact Hausdorff, $\sigma$-compact and separable space automatically regular?
The conditions stated in the question seem mouthful and a bit arbitrary, so let me provide some backgrounds.
Definition
Let $\mu$ be a Borel measure on a topological space. We say:
$\...
- 83
9
votes
1
answer
652
views
Scaling in Mehta's integral
The following expression is known as Mehta's integral and deeply connected to random matrix theory:
$$\frac{1}{(2\pi)^{n/2}}\int_{-\infty}^{\infty} \cdots \int_{-\infty}^{\infty} \prod_{i=1}^n e^{-...
- 124
9
votes
3
answers
2k
views
Smallest root of a degree 3 polynomial
Is it true that the smallest root $t$ of the polynomial
$$
20 t^3 - 30 t^2 + (12 - 4 \cos^2 \alpha - 4 \cos^2 \beta - 4 \cos^2 \gamma) t + \cos^2 \alpha + \cos^2 \beta + \cos^2 \gamma - 2 \cos \alpha \...
- 171
9
votes
1
answer
621
views
Uniqueness of solutions of Young differential equations
Consider the following one dimensional Young differential equation:
\begin{align*}
&Y_t=\int_0^t Y_s dX_s,\quad t\in[0,1];\\
&Y_0=0.
\end{align*}
Here the driving process $X$ is a bounded ...
- 931
9
votes
2
answers
2k
views
Stokes theorem with corners
I've found the following version of Stokes' theorem in G. Stolzenberg's lecture notes 19:
Notation:
for $1 \le n \le m$
$\Lambda(m, n) = \{ \lambda: \{1,...,n\} \rightarrow \{1,...,m\} \ | \ \...
- 103
9
votes
2
answers
758
views
Number of critical points of smooth functions on $S^1$
Let $u$ be a smooth function on the unit circle $S^1$ such that $\int_{S^1}ux_j=0$, for $j=1,2$. Is the number of critical points of $u$ strictly bigger than 2?
9
votes
3
answers
657
views
Degree necessary of a polynomial?
Given $-1<a<b<0$, I want to find a polynomial $f(x)\in\Bbb R[x]$ such that $f(x)\in[a,b]$ at every $x\in[b^2,a^2]$ and $f(0)=0$. What is minimum degree that is needed and maximum degree that ...
- 13.9k
9
votes
1
answer
451
views
Improper integral $\int_0^1 \frac{\exp(ctx)}{\sqrt{(\exp(bt)-1)(1-\exp(atx))-(1-\exp(at))(\exp(btx)-1)}} dx$ with $-a$ and $b$ positive
Is the following function real analytic in $t>0$:
$$F(t)=\int_0^1\frac{\exp(ctx)}{\sqrt{(\exp(bt)-1)(1-\exp(atx))-(1-\exp(at))(\exp(btx)-1)}} dx,$$
where $-a$ and $b$ are positive, and $c\not=a$?
...
- 353
9
votes
1
answer
499
views
Subspaces of $L^2(0,1)$ dense on every truncation $L^2(c,1)$
It may be better to move this to a separate question.
Let me call a linear subspace $V \subset L^2(0,1)$ to be tame if, for every linear subspace $W \subset V$, either $W$ is dense in $L^2(0,1)$, or ...
- 13.8k
9
votes
0
answers
569
views
A standard name for a function satisfying the intermediate value theorem?
Do you know any (standard) name for a function $f:\mathbb R\to\mathbb R$ having the following weak intermediate value property:
$(*)$ for any connected subset $C\subset \mathbb R$ and points $a,b\...
- 41.8k
9
votes
1
answer
917
views
A Besicovitch-type Covering Theorem
In the book The Geometry of Domains in Spaces by Krantz and Parks, the authors proved the weak $(1,1)$-type estimate of the maximal function $M_\mu f$, where $\mu$ is a Radon measure, using their ...
- 1,245
9
votes
4
answers
2k
views
How may I find all continuous and bounded functions g with the following property?
Find all continuous and bounded functions $g$
with :
$$\forall x \in \mathbb R, 4g(x)=g(x+1)+g(x-1)+g(x+\pi)+g(x-\pi).$$
I have posted this question here, but received no answer.
- 4,074
9
votes
1
answer
845
views
Convergence of sequences formed by orthocenters, incenters, and centroids in repeated triangle constructions
I asked this question on MSE here.
Given a scalene triangle $A_1B_1C_1$ , construct a triangle $A_{n+1}B_{n+1}C_{n+1}$ from the triangle $A_nB_nC_n$ where $A_{n+1}$ is the orthocenter of $A_nB_nC_n$, ...
- 541
9
votes
2
answers
791
views
Asymptotic difference between a function and its "binomial average"
(I posted this question on Math.SE a few weeks ago. I got a few comments, but nothing definite, and so I thought I would try MO.)
The origin of this question is the identity
$$\sum_{k=0}^n \binom{n}{...
- 3,283
9
votes
1
answer
358
views
Relaxation of notion of positive definite function
A function $f:\mathbb{R}\to\mathbb{R}$ is called positive definite (in the semigroup sense) if for all $n\geq 1$ and $x_1,\ldots,x_n\in\mathbb{R}$ pairwise different the matrix $(f(x_i+x_j))_{i,j=1}^n$...
- 3,031
9
votes
2
answers
652
views
Is $\mathbb{Q}$ the orbit of a rational function under iteration?
In this previous post I asked for the smallest set of continuous real functions that could generate $\mathbb Q$ by iteration starting from $0$. Surprisingly one continuous function suffices.
In the ...
- 4,862
9
votes
3
answers
934
views
local behavior of a finite Borel measure
Let $\mu$ be a finite Borel measure on $\mathbb{R}^n$. I am interested in how does $\mu(B(x,r))$ behave, where $B(x,r)$ is the open ball of radius $r$ centered at $x$. For instance, as far as I recall,...
- 1,839
9
votes
1
answer
950
views
Sort-of converse of Kolmogorov zero-one theorem
Let $(\Omega, \mathscr F, \mathbb P)$ be a probability space. The Kolmogorov zero-one theorem states that
Suppose we have independent random variables $X_1, X_2, ...$. Then $\forall \ A \in \bigcap_n ...
- 247
9
votes
2
answers
552
views
Asymptotic behavior of Sturm-Liouville eigenvalues
I have two questions.
Consider the operator $Av = -v'' + a(x)v$ on $I = (0, L)$, with zero Dirichlet condition and $a \in C([0, L])$.
Let $(\lambda_n)$ denote the sequence of eigenvalues of $A$....
- 369
9
votes
2
answers
2k
views
Does the Weierstrass function have a point of increase?
Problem
The Weierstrass function $W(x)$ is given by
$W(x)=\sum_{n\geq 0} a^n \cos(b^n \pi x)$
where $0< a <1$ and $b$ is an odd integer such that $ab > 1+3\pi/2$.
A function $f:\mathbb{R}\...
- 491
9
votes
1
answer
10k
views
Can the supremum of continuous functions be discontinuous on a set of positive measure? [closed]
Given a sequence of continuous functions $f_n(x)$, all defined on a compact set $D$ and assuming $f_n(x)$ is uniformly bounded. Let $f(x) = sup_n f_n(x)$.
It is clear that $f(x)$ is not necessarily ...
- 93
9
votes
2
answers
1k
views
Is there a differentiable but nonsmooth version of the continuous Implicit Function Theorem?
From the result discussed in Does the inverse function theorem hold for everywhere differentiable maps? (which I'll call the differentiable nonsmooth Inverse Function Theorem) one can obtain a ...
- 2,049
8
votes
0
answers
334
views
Criterion for smooth functions [duplicate]
Let $f:\mathbb{R}→\mathbb{R}$ a real-valued function and $m,n∈\mathbb{N}^∗$ coprime, i.e. greatest common divisor of m and n is 1, and define $f^m:=f\cdot f\cdot\ldots\cdot f.$
Show that
$$f^m,f^n\in ...
- 81
8
votes
1
answer
838
views
Density of prime pairs whose gap is less than the average gap
By the prime number theorem we know that the "average gap" between the first $n$ primes is $\ln p_n$. I would like to know the density of consecutive prime pairs whose gap is less than the average gap ...
- 5,470
8
votes
1
answer
485
views
An inequality related to Riesz–Thorin theorem, determinants and $L_p$ norm
Let $a, b, c \in \mathbb{R}^n$ , $p \in [1, +\infty)$, prove that
$$\left( \sum_{1\leq i < j <k \leq n} \left| \det\left(\begin{matrix} a_i & b_i & c_i \\
a_j & b_j & c_j \\
...
- 563
8
votes
2
answers
2k
views
Do proper Zariski closed sets of algebraic sets have measure zero
This is a question related to another question I asked: here.
Say we induce a probability measure that is absolutely continuous with respect to to Lebesgue measure onto an irreducible real algebraic ...
- 81
8
votes
0
answers
433
views
Heisenberg group: function without vertical derivative
Let $\mathbb H$ be Heisenberg group with vector fields
$$
X=\partial_x - \frac12y\partial_t,\quad Y=\partial_y + \frac12x\partial_t,\quad T=\partial_t
$$
and $U\subset\mathbb H$ is an open set.
I am ...
- 399
8
votes
0
answers
314
views
How to prove that $ \sum_{m=0}^{\infty} { \Gamma\{(1+2m)/\alpha\}\over \Gamma(1/2+m)} { (-t^2/4)^{m}\over m !} \ge (\alpha/2)^{3}\exp(-t^{2}/4) $
I would love to prove the following inequality
$$
{1\over \sqrt{\pi} } \sum_{m=0}^{\infty}
\Gamma\{(1+2m)/\alpha\}
{ (-t^2)^{m}\over (2m) !}=$$
$$
\sum_{m=0}^{\infty}
{ \Gamma\{(1+2m)/\alpha\}\over \...
- 178
8
votes
2
answers
784
views
Is taking the product of signed measures weakly continuous?
For a Polish space $X$, let $C_b(X)$ denote the real Banach space of bounded continuous real-valued functions on $X$. Let $M(X)$ denote the space of all finite signed Borel measures on $X$, equipped ...
- 29.7k
8
votes
1
answer
783
views
Real-rooted polynomials
I proposed this question at MO which was resolved neatly by Gerald Edgar in the form
$$
u_n(x) =
{2}^{n-1}\prod _{k=0}^{n-1}(2x+2k+1)
-{2\,n-1\choose n-1}\prod _{k=0}^{n-1}(x+k).$$
Now that we ...
- 43.2k
8
votes
3
answers
296
views
Shrinking subset and product
Given a segment and a value $c$ less than the segment length, let $A_1,\dots,A_n$ be finite unions of intervals on the segment. We choose a finite union of intervals $B$ with $|B|=c$ that maximizes $|...
- 1,209
8
votes
1
answer
2k
views
Does integrating with respect to a finitely additive measure respect addition?
Let $X$ be a set and $\mathcal{A} \subseteq P(X)$ a $\sigma$-algebra. Assume $\nu : \mathcal{A} \to [0,\infty]$ is a finitely additive measure. If $f : X \to [0,\infty]$ is a measurable function, we ...
- 3,830
8
votes
1
answer
997
views
A seemingly trivial property of differentiable functions
NOTE. This is not really the question I wanted to ask. Somehow I forgot to mention that I am assuming $f$ is continuous. However, since Iosif's answer has been well-received I have left this question ...
- 1,149
8
votes
0
answers
232
views
Decay of orthogonal contributions in a random set of vectors
Suppose we sample $k$ vectors $v$ from normal distribution centered at zero and diagonal covariance with diagonal entries $1,\frac{1}{2},\ldots,\frac{1}{d}$ and normalize $v$:
$$\frac{v_1}{\|v_1\|},\...
- 2,442
8
votes
3
answers
1k
views
An infinite series that converges to $\frac{\sqrt{3}\pi}{24}$
Can you prove or disprove the following claim:
Claim:
$$\frac{\sqrt{3} \pi}{24}=\displaystyle\sum_{n=0}^{\infty}\frac{1}{(6n+1)(6n+5)}$$
The SageMath cell that demonstrates this claim can be found ...
- 2,661
8
votes
1
answer
734
views
Almost Arzela Ascoli
Definitions:
We say a sequence of continuous functions $f_n: [0, 1] \to \mathbb R$ is equicontinuous on average if for every $x \in [0, 1]$ and $\varepsilon > 0$ there exists some $\delta > 0$ ...
- 6,155
8
votes
3
answers
429
views
A density claim
Suppose that $g_k\in C([1,2])$, $k\in \mathbb N$ are continuous functions such that $\|g_k\|_{C([1,2])} \leq \epsilon^k$ for some sufficiently small $\epsilon>0$. Is the following claim true:
If $f\...
- 4,135
8
votes
2
answers
478
views
Whitney extension theorem preserving monotonicity
This question is related to Monotone version of one-dimensional Whitney extension theorem.
Let $m$ be a positive integer or $m=\infty$.
Suppose that $E\subset\mathbb{R}$ is a closed set and $f:E\to\...
- 28k
8
votes
2
answers
644
views
Given any sequence of interpolating nodes, can we find a continuous function $f$ whose interpolating polynomials doesn't converge to $f$ point-wise
Let $[a,b]$ be an interval in real line . Given any function $f:[a,b]\to \mathbb R$ and set $A \subseteq [a,b]$ of size $n+1$, there exists a unique polynomial $p_{f,A,n}(x)$ of degree $n$ such that $...
- 1,209
8
votes
2
answers
559
views
How can we show that if $f$ is convex, then $\liminf_{|x|\to\infty}\frac{x\cdot\nabla f(x)}{|x|}>0$?
Let $d\in\mathbb N$ and $f:\mathbb R^d\to\mathbb R$ be convex with $$\int e^{-f(x)}\:{\rm d}x<\infty\tag1.$$ How can we show that $$\liminf_{|x|\to\infty}\frac{x\cdot\nabla f(x)}{|x|}>0?$$ $f$ ...
- 167
8
votes
3
answers
747
views
How does the parity of $n$ affect the properties of $\mathbb{R}^n$? [closed]
Does the parity of the dimension of $\mathbb{R}^n$ affect its structure/properties? As in, does it make a difference if $n$ is even or odd?
8
votes
1
answer
384
views
Are $f\sqrt{1+g^2}$ and $fg\sqrt{1+g^2}$ smooth if $f,fg,fg^2$ are smooth?
Suppose that $f$ and $g$ are functions from $\mathbb R$ to $\mathbb R$ such that the functions $f,fg,fg^2$ are smooth, that is, are in $C^\infty(\mathbb R)$. Does it then necessarily follow that the
...
- 128k