All Questions
5,848 questions
4
votes
2
answers
2k
views
Probability of a submatrix to be full rank in a N x N Random Matrix of rank m.
Consider a random matrix $\mathbf{A} \in \mathbb{C}^{N \times N}$ of rank $m$ with $m < N$ that follows the Wishart distribution ( http://en.wikipedia.org/wiki/Wishart_distribution ).
I have a ...
- 43
0
votes
0
answers
382
views
Lambert W-function
I asked this question MSE, but didn't get any answers. Maybe here someone can help.
I need to solve
$$
\theta \rho^{\theta}+r \theta>v
$$
where $\theta \in \mathbb{R}^{+}, -1 < r,v<1, \ 0&...
- 151
2
votes
1
answer
469
views
If two probability distributions have the same weak limit and one of them satisfies Large Deviation Principle, what can we say about the other?
If the probability distribution function of two sequences of random variables have the same weak limit and one of the sequences satisfies a Large deviation principle, then does it imply that the other ...
- 3,245
0
votes
0
answers
183
views
Continuity of the Shadow of a Nondecreasing Function
So I'm working a lot with monotone nondecreasing functions $f : [0,1] \rightarrow [0,1]$, and I'm defining a certain discrete dynamics on them. Here nondecreasing means $x < y \Rightarrow f(x) \leq ...
- 485
3
votes
1
answer
325
views
Measuring almost-critical values of smooth functions.
Consider a compact sub-manifold $X \subset \mathbb{R}^n$ of Euclidean space and let $f:X \to \mathbb{R}$ be any smooth function. Recall that $x \in X$ is a critical point of $f$ if the gradient $\...
- 15.5k
12
votes
4
answers
2k
views
Seeking a Geometric Proof of a Generalized Alternating Series' Convergence
Let $z \in \mathbb{C} \backslash \lbrace 1 \rbrace$ with $|z| = 1$. We consider the following infinite series, which necessarily converges:
$$S(z) := \sum_{n = 1}^{\infty}\frac{z^n}{n}$$
Note that $S(...
- 7,831
26
votes
2
answers
12k
views
About the definition of Borel and Radon measures
I am trying to understand the notion of Radon measure, but I am a little bit lost with the different conventions used in the litterature.
More precisely, I have a doubt about the very definition of ...
- 281
2
votes
0
answers
265
views
Expectation of a multivariate Gaussian over a plane
For a vector $X$ which follows a multinomial Gaussian distribution $N(\vec{0},\Sigma)$, a given vector $b$, and a known scalar value $c$, I would like to calculate the expectation :
$E[X|X^Tb = c]$
...
- 21
1
vote
0
answers
115
views
A question about smoothness
$f$ is a smooth function on $[0,+\infty)$ and $f(x)>0$ for all $x>0$. Then does the following equivalence hold :
$\phi(x,y)=f(\sqrt{x^2+y^2})$ is smooth if and only if $f^{(k)}(0)=0$ for all ...
- 1,441
18
votes
6
answers
3k
views
What's the use of Malgrange preparation theorem?
The Malgrange preparation theorem,which is the $C^{\infty}$ version of the classical Weierstrass preparation theorem,says that if $f(t,x)$ is a $C^{\infty}$ function of $(t,x)\in\mathbb{R}^{n+1}$ near ...
- 1,644
6
votes
1
answer
634
views
Arbitrary small positive lower semi continuous functions
This question is a generalization of the question posed in this page to lower semi continuous functions. so let me describe the Question in the following way.
Def: Let $(X,\tau)$ be a Tychonoff ...
- 1,788
3
votes
1
answer
2k
views
A question about a formal power series manipulation
I want to find a function $f(x,y)$ which can satisfy the following equation,
$\prod _{n=1} ^{\infty} \frac{1+x^n}{(1-x^{n/2}y^{n/2})(1-x^{n/2}y^{-n/2})} = exp [ \sum _{n=1} ^\infty \frac{f(x^n,y^n)}{...
- 3,541
0
votes
1
answer
116
views
Root and sign of a complicated bivariate function
Given two natural numbers $p$ and $i$, such that $0 < i \leqslant 2^p$, let
$$
\Phi(p,i) := \frac{1}{2^p+1}
+ \frac{1}{(i+1)^2} - \frac{1}{2^p}\lg\left(\frac{2^p}{i}+1\right),
$$
where $\lg x$ is ...
1
vote
3
answers
188
views
sequences of plane measures converging to a singular one: terminology, etc
We are dealing with very "easy" sequences of uniform measures converging to singular measures (?), as in the following example: let $a$, $b$, and $c$ be vertices of a triangle in $\mathbb{R}^2$, and $...
- 14k
23
votes
4
answers
5k
views
Is $\ x\! \cdot\!\tan(x)\ $ integrable in elementary functions?
I'm teaching Calculus and my students asked me to calculate the integral of $\ x\! \cdot\!\tan(x)$.
I spent quite a lot of effort to do this, but I'm now even not sure if the integral could be ...
- 1,437
1
vote
1
answer
199
views
On a limit at the boundary of $\mathbb{D}$ related to complex and harmonic analysis
Let $p(z,t)=\frac{1}{2\pi}.\frac{1-|z|^2}{|z-t|^2}$ be the Poisson kernel on the open unit disk $\mathbb{D}$, fix $0<\alpha<1$ . Let $a\in \partial\mathbb{D}=S^1$ be fixed. Then my question is :
...
- 1,471
1
vote
2
answers
692
views
Can we extend an a.e. Lipschitz map defined on a closed subset of R^N to the whole space so that it is still a.e. Lipschitz?
I have the following question. Let $A$ be a metrically oriented $n$-dimensional subset of $\mathbb{R}^N$ and $f$ a continuous map from $A$ to $\mathbb{R}^M$. We know that $\operatorname{Lip} f < +\...
- 1,881
4
votes
0
answers
462
views
System of Equations Upper Bound
I asked a related question on math.stackexchange here but would now like to obtain a better bound. This question comes from a graph theory problem. I'll restate the new question here:
For $i=1,2,\...
- 4,952
1
vote
1
answer
393
views
On methods for dealing with recursively defined sequences
Define $a_1=8$ and $a_n=\frac{4^{n+1}-2^{n+2}\sqrt{4^n-a_{n-1}}}{2}$ for $n\geq 2$.
By means of harmonic analysis methods it can be shown that $a_n$ converges to $\pi^2$ (this being the first ...
- 133
-8
votes
2
answers
1k
views
why do we need algorithms, and why is non-convex optimization difficult? [closed]
A simple question, but (I'm quite sure) not a superficial one: is the basic distinction between algorithms and much of the rest of math that algorithms try to tackle problems for which we lack global ...
- 1
3
votes
2
answers
1k
views
Function with all but mixed second partial derivatives twice differentiable?
Let $f(x,y)$ be a a real valued function on an open subset of $\mathbf{R}^2$ with continuous partial derivatives $\frac{\partial^2 f}{\partial x^2}$ and $\frac{\partial^2}{\partial y^2}$. Is $f$ twice ...
- 107
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
5
votes
1
answer
225
views
Extending Jordan loops
I encountered this issue recently, but do not know of any general results to deal with it, so I would appreciate any pointers.
Let $\mathbb T=\{z\in\mathbb C\mid |z|=1\}$, and let $f:\mathbb T\to\...
- 32.5k
2
votes
1
answer
719
views
Lower bound on Bhattacharya distance between independent Gaussian distributions ?
I am interested in a lower bound on the Bhattacharya distance between two independent multivariate Gaussian distributions. To be precise, consider zero-mean independent Gaussian distributions $p_1\sim\...
- 163
0
votes
1
answer
372
views
Does this sequence converge to zero?
Description
Let $\{e_n\}$, $e_n\in \mathbb{R}^p$ be a sequence of vectors, $\{U_n\}$, $U_n\in\mathbb{C}^{p\times p}$ be a sequence of unitary matrices (that is $U_i^*=U_i^{-1}$, $^*$denonts conjugate ...
- 418
-1
votes
1
answer
4k
views
Lipschitz condition on the first derivative of a function? [closed]
If the derivative of a function is lipschitz,,,does it mean that the function itself is also lipschitz? Any proof for that?
- 101
0
votes
1
answer
298
views
Asymptotic behavior of convex functions
Let $f:\mathbb{R}^n\rightarrow\mathbb{R}$ be a $C^2$ convex function which is strictly
positive. If $x_n$ is a sequence of points such that $f(x_n)\rightarrow 0$, show that (or
give a counterexample)...
- 3
10
votes
1
answer
539
views
Is $Q_n(x)=\sigma_{n+1}(x)/\sigma_n(x)$ logarithmically convex on $\mathbf{R}$?
In 1975 J. van de Lune considered the monotony properties of the canonical Riemann Upper and Lower sums for $\int_0^1 t^xdt$, with $x>0$.
Writing $\sigma_n(x) := 1^x+2^x+\cdots+n^x$ these sums are
...
- 7,024
5
votes
3
answers
349
views
minimum of two probability densities
Consider a smooth probability density $\pi(x)$ on $\mathbb{R}^d$. I am looking for natural for the integral $\iint_{u,v} \ \min\big(\pi(u), \pi(v) \big) \ du \ dv$ to be finite. If $\pi$ is a radially ...
- 2,133
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
$$
\det (A-B) = \frac 1{d!} \sum_{k=0}^d (-1)^k \binom dk \det((d-k)A + kB)
$$
...
- 340
5
votes
1
answer
400
views
Estimating the volume of a semialgebraic set from above
Suppose $S$ is a subset of $\mathbb{R}^n$ of finite volume defined by a system of finitely many polynomial inequalities with integer coefficients. Can anyone describe an algorithm that, given such a ...
- 6,199
1
vote
1
answer
273
views
Does this variable have an upper bound?
Let $x$ be a positive scalar variable whose time derivative satisfies
$$|\dot{x}(t)|\leq \exp \left\{\left(-\int_{0}^{t}\frac{1}{x(\tau)} \mathrm{d} \tau \right)\right\},$$
where $|\cdot|$ denotes the ...
- 61
3
votes
2
answers
175
views
Decay rate of nonlocal differential operator?
Hi, Moers.
Let $m(\xi) \in S^0$, that is,
$$
|D^\alpha m(\xi)| \leq C<\xi>^{-|\alpha|}, \quad \forall \xi \in R^n.
$$
It's well known that $m(D)$ is bounded in $L^p$ for $1 < p < \infty$.
...
- 425
2
votes
1
answer
403
views
The set of Upper semi-continuous functions as a ring.
I should recall that the surgenfery topology on the real numbers is denoted by $\mathbb{R}_l$, and has the set
{$[a , b): a,b \in \mathbb{R} $} as it's base.
If $X$ is a topological space, an upper ...
- 1,788
0
votes
1
answer
138
views
question about the closed form of a function
Hi everyone! I have a question about how to find the closed form of a function defined by
$$\phi(\theta)=\inf_{x\geq 2}f(x;\theta)\equiv\inf_{x\geq 2}\frac{(x+2)^2}{\frac{1}{\theta}\left(\frac{x-1}{2}...
- 69
7
votes
5
answers
6k
views
Advantages of the sequence definition of limits
I will be teaching an introductory analysis course in the coming semester. In it the students will learn about limits of real sequences, and then will learn about limits of functions in terms of ...
31
votes
4
answers
8k
views
Counterexamples to differentiation under integral sign?
I'm exploring differentiation under the integral sign (I want to be much faster and more assured in doing this common task). So one thing I'm interested in is good counterexamples, where both ...
- 313
9
votes
5
answers
2k
views
Homeomorphism of the rationals
In working with the classification of stable vector bundles on $\mathbb{P}^2$, I've found that I need to answer a fairly basic question from analysis/point set topology. Here it is.
Suppose $f:\...
- 5,857
2
votes
1
answer
413
views
Technique: Compactness => (Finite -> Reals)
Context
I'm studying a classical results of Erdos and Lovasz, on colorings of the real line.
The theorem to be proved is as follows:
Let $m, k$ be two positive integers satisfying:
$$e(m(m-1)+1)k\...
- 23
6
votes
3
answers
1k
views
functional subrings
I should recall the notion of maximal subring of a commutative unitary ring $R$.
Def: A commutative ring $S$ is called a maximal subring of $R$ if $S \subset R$ and if $T \subset R$ constitute a ...
- 1,788
0
votes
0
answers
176
views
search for a function satisfying some conditions
Hi everyone, I would like to find a function
$$\Psi\in\mathcal{C}^2: z\in\mathbb{R}\rightarrow\Psi(z)\in\mathbb{R_+}$$
satisfying the following conditions:
$$1-\frac{z\Psi'(z)}{\Psi(z)}+8s\Psi''(z)...
- 69
36
votes
0
answers
2k
views
Correspondence between eigenvalue distributions of random unitary and random orthogonal matrices
In the course of a physics problem (arXiv:1206.6687), I stumbled on a curious correspondence between the eigenvalue distributions of the matrix product $U\bar{U}$, with $U$ a random unitary matrix and ...
- 188k
2
votes
1
answer
289
views
Can a simple curve intersect every subspace of dim 2 and avoid the origin?
Is there, e.g. in $\mathbb R^4$ a simple curve that does not contain the origin and intersects every subspace of dimension 2?
Sorry if the question is too easy, but I just cannot figure it out.
In ...
- 19k
43
votes
2
answers
4k
views
Square root of a positive $C^\infty$ function.
Suppose $f$ is a $C^\infty$ function from the reals to the reals that is never negative. Does it have a $C^\infty$ square root? Clearly the only problem points are those at which $f$ vanishes.
- 907
11
votes
1
answer
1k
views
Extending an assignment property from Q to R (or C)
Property of any odd number of nonnegative integers:
Given $x_1 \leq \cdots \leq x_{2n + 1}$ with each $x_i \in \mathbb{Z}_{\geq 0}$, suppose that for any $x_i$ we remove, the remaining numbers can be ...
- 7,831
5
votes
2
answers
774
views
Can we calculate the inner product of a semicontinous function with the Dirac delta function?
Dear all,
It is clear that if $f:R\mapsto R$ is a continuous function, than $< f, \delta_x >=f(x)$. Now, if $f$ is only semicontinous, can we say that $< f, \delta_x >=f(x)$? I think this ...
- 1,649
4
votes
2
answers
957
views
Do semi-continuous functions generate bounded Borel measurable functions as a $C^*$-algebra?
This question is related to Question 2 of my previous posting.
Question. Let $\mu$ be a Radon measure on a compact Hausdorff space $\Omega$ and $L^{\infty}(\Omega,\mu)$ the set of essentially bounded ...
- 619
1
vote
1
answer
279
views
Conjecture that two nested convex curves have a point with the same slope
I'm trying to prove a conjecture and need some help.
Consider a continuous, twice differentiable function $p(a)$ such that $p(0) = 0$ and $\forall a$, $p'(a) > 0$ and $p''(a) < 0$ and $p$ is ...
- 317
0
votes
0
answers
193
views
Boundedness of Riemann-like sums on unbounded interval
Hi
I am trying to find suitable conditions (integrability, growth...) on a function $f:\mathbb{R}\to \mathbb{R}$ such that:
\begin{equation}
\sum_{k\in\mathbb{Z}}f(kh)h= \mathcal{O}(1),\qquad h\to 0^+...
7
votes
1
answer
772
views
Maximal ideals of the rings of Baire-One Functions
A real function $f:X\rightarrow \mathbb{R}$ is called Baire-one function, if there is a sequence $(f_n)_{n=1} ^\infty$ of continuous functions $f_n:X\rightarrow \mathbb{R}$ on $X$ so that for all $x\...
- 1,788