All Questions
5,848 questions
1
vote
2
answers
167
views
Asymptotic estimation of an integral
I have an integral of the form
$$
I = \int\limits^{1}_{0} \exp\left(\dfrac{vt}{(v+1)^2 + v^2} - vt\right) dv
$$
and I want to prove that $I\leq c t^{-1}$ for the sufficiently large $t$, where $c$ is a ...
- 1,440
9
votes
1
answer
1k
views
Integration by parts formula for the double Riemann-Stieltjes integral
In my research the following integration by parts formula for the double Riemann-Stieltjes integral
$$\int\limits_{[a,b]\times[c,d]}f(x,y)\,dg(x,y)=f(b,d)g(b,d)-f(a,d)g(a,d)-f(b,c)g(b,c)+f(a,c)g(a,c)...
- 4,713
3
votes
1
answer
161
views
Equivalent definition for Skorokhod metric
I have a question about the Skorokod distance on the space $\mathcal{D}([0,1],\mathbb{R})$:
$$
d(X,Y):= \inf_{\lambda \in \Lambda}\left( \sup_{t\in [0,1]}|t-\lambda(t)|\vee \sup_{t\in [0,1]}|X(t)-Y(\...
- 128k
-3
votes
2
answers
317
views
When is $\Re(\zeta(s)) - \Im(\zeta(s)) = 0 $ with $\Re(\zeta(s))\neq 0$ and $\Im(\zeta(s))\neq 0$? [closed]
When is $\Re(\zeta(s)) - \Im(\zeta(s)) = 0 $ for $0<\Re(s)<1$. Here $\zeta$ denotes the Reimann zeta function. Does the solution live on a vertical line? Or is this another coincidence when both ...
- 1,126
7
votes
2
answers
724
views
Sturm chain analogue for exponential polynomials?
I'm going to define an exponential polynomial of degree $k$ as a function $f$ of the form
$f(x) = \sum_{i=1}^k c_ie^{\alpha_ix}$ ($\alpha_i$s real).
My first question is: is there an algorithm for ...
- 1,446
2
votes
0
answers
946
views
On a deceptively tricky calculus problem
Motivation for this question: If the operators $B_i'$ satisfy an inequality, prove that $B_1'+\dots B_n'$ also satisfies the same inequality
Let $A$ be a non-constant operator acting on $C^...
- 90
3
votes
1
answer
499
views
Does the integral $\int_0^{\infty}e^{cx^2+dx}dx/(a+bx)$ have a closed form?
The integral is
$$\DeclareMathOperator{\dm}{d\!}
\int_0^{\infty}\frac{e^{-cx^2+dx}}{a+bx}\dm x.
$$
Here I assume that $a,b,c,d$ are chosen to make this integral convergent. Rewritting the rational ...
- 6,367
7
votes
2
answers
592
views
Prove that the following function is positive
Consider the following function:
$$K(x, y; t) = \sum_{n \geq 0} \frac{e^{-(2n+1)t}}{\sqrt{\pi} 2^n n!} H_n(x) H_n(y) \exp\left(-\frac{(x^2 + y^2)}{2}\right)
$$
This is Mehler's kernel, and can be ...
- 6,035
9
votes
2
answers
584
views
Does this integral condition characterize $L^\infty$?
Let $\Omega$ be a bounded, connected open subset of $\mathbb R^n$ with smooth boundary. For any $f \in L^1 (\Omega)$, is it true that $f \in L^\infty (\Omega)$ if and only if the following condition ...
- 109k
3
votes
1
answer
132
views
Existence of a density
Let $W: \mathbb R^d \to \mathbb R^{d \times d}$ be a matrix-valued function with domain $\mathbb R^d$ and taking values in the set of $d \times d$ real matrices, such that $W(x)$ is positive-definite ...
1
vote
1
answer
113
views
An integrable estimate of the Hölder constant of the map $x \mapsto \int_{\mathbb R^d} f(y) \partial_1 \partial_1 g_t (x-y) \, \mathrm d y$
Let $(g_t)_{t>0}$ be the Gaussian heat kernel on $\mathbb R^d$, i.e.,
$$
g_t (x) := (4\pi t)^{-\frac{d}{2}} e^{-\frac{|x|^2}{4t}},
\quad t>0, x \in \mathbb R^d.
$$
Let $f : \mathbb R^d \to \...
- 6,035
1
vote
1
answer
106
views
Upper bound $I (t) := \sup_{x \in \mathbb R^d} \int_{\mathbb R^d} \frac{|x-y|^\alpha}{t^{d/2}} \exp ( - \frac{|\psi(x) - y|^2}{t} ) \, \mathrm d y$
Let $\alpha \in (0, 1)$ and $\psi : \mathbb R^d \to \mathbb R^d$ be a $C^\infty$-diffeomorphism such that $\|\nabla \psi\|_\infty + \|\nabla \psi^{-1}\|_\infty < + \infty$. Let
$$
I (t) := \sup_{x \...
- 128k
1
vote
1
answer
170
views
fourth-order multivariate Gaussian integral
I am struggling with an integral of form
$$ \int_{\mathbb R^n} y\otimes y~ \langle Ay,y\rangle \, \mathrm d N(0,\Sigma)(y). $$
I assume that it will involve the trace of some product of $R$ and $\...
0
votes
0
answers
122
views
Convergence of a series related to counting distinct prime factors
I am here to ask whether the following series is convergent for all real $z$. I am also asking whether this is everywhere real analytic. I conjecture that it is convergent for all real input, or at ...
0
votes
0
answers
36
views
Convergence of numerical scheme for HJB equation
Convergence of numerical scheme for HJB equation has been widely studied, the key paper is the Barles's one. Essentially, the convergence is guarenteed if the scheme is:
Consistent
Stable
Monotony
...
- 393
0
votes
0
answers
53
views
Non-linearity of viscosity solutions
I am interested in the following problem.
Let consider the solution of the non-linear PDE on $[0,T]\times\mathbb{R}$ satifying the following Cauchy problem:
$$
\begin{cases}
u_t = F(u_{xx}),\\
u(0,x) =...
- 6,367
10
votes
2
answers
1k
views
Does a conditionally convergent sum with random signs converge almost surely?
Let $\sum a_n$ be a conditionally convergent sum of real numbers, and $\epsilon_n$ a sequence of independent identically distributed Bernoulli random variables with $\epsilon_n = 1$ or $-1$ with ...
- 29.8k
8
votes
1
answer
1k
views
When can a sum be re-signed to converge to any limit?
Let $a_n$ be a sequence of positive real numbers with $\sum a_n < \infty$. What are the necessary and sufficient conditions for the following to hold?
For any $S \in \mathbb R$ with $-\sum a_n \...
- 60.5k
1
vote
1
answer
137
views
Inequality with convolution
I have some troubles with the following problem:
A definition
Let $\sigma_1$ and $\sigma_2$ two positive numbers. We denote for all $x\in\mathbb{R}$, >$G_\sigma\left[ \phi \right](x)$ the gaussian ...
- 128k
2
votes
1
answer
152
views
Growth rate of elementary sequences
We consider three sequences $(x_n),(y_n),(z_n)$, where $(x_n) \in \ell^1$ is positive and the other two sequences are merely assumed to be positive, i.e. $y_n,z_n \ge 0$ where $0<z_n<z_{n+1}$ is ...
- 24.2k
3
votes
1
answer
132
views
Is it possible to determine whether the critical values are nowhere dense in the case of a bounded set of stationary points?
Let $g:\Bbb R^{d}\rightarrow \Bbb R$ be a non-negative, continuously differentiable function satisfying the following two conditions:
The set $\{\theta\in\Bbb R^n\mid\|\nabla g(\theta)\|<\eta\}$ ...
- 28k
4
votes
0
answers
1k
views
Number of arrangements that contain at least 1 path from top to bottom of 2D matrix
I have a $n\times n$ matrix of objects. $n'$ objects are black, and the rest $n^2-n'$ are white.
With that information, I can easily calculate the total number of black element arrangements that exist ...
- 47
2
votes
2
answers
274
views
Is a simple closed curve always a free boundary arc?
Is it possible to extract a neighborhood around any point on a simple closed curve such that the boundary of this neighborhood intersects the curve at only two points?
For a simple closed curve $\...
- 1,375
1
vote
1
answer
249
views
Sufficient condition such that the set of zeros of an analytic function $f:\mathbb{R}^n \to \mathbb{R}$ contains only isolated points
Consider a real- analytic function $f: \mathbb{R}^n \to \mathbb{R}$. We know that zeros of $f$, roughly speaking, live in the low dimensional manifolds.
My question: Does a 'reasonable' sufficient ...
- 3,599
8
votes
1
answer
1k
views
Why don't Zeilberger and Gosper's algorithms contradict Richardson's theorem?
Richardson's theorem proves that whether an expression A is equal to zero is undecidable. A is in this case an expression, constructed from $x,e^x,\sin(x)$ and the constant function $\pi$ and $\ln(2)$ ...
- 157
0
votes
0
answers
180
views
Proof that the zeroes of certain polynomials are increasing with respect to degree
Choose $k+1$ positive integers $d_j\in\{0,1,2,3,\ldots\}$ and let $d=(d_1,\ldots,d_k)$.
Consider the following polynomial equation over the positive reals:
$$
\sum_{j=1}^{k}\frac1{x^{d_j}} = x^{d_{k+1}...
- 21
1
vote
2
answers
271
views
An integral inequality?
Let $v \in C^\infty(\mathbb R)$ such that $1 \ge v \ge 0$ and $\int_{\mathbb R} v \, dx = 1$.
I want to show that if
$$\int_{\mathbb R} v |v''|^2 \, dx < + \infty. \tag{$\star$}$$
then
$$ \int_{\...
0
votes
0
answers
52
views
Properties of "potential vector field" in Helmholtz decomposition
It is a well known fact that given a vector field $F$ in $\mathbb{R}^3$, this can be decomposed as
$$ F= \nabla V+ \nabla \times R$$
with $V$ a potential and $R$ another vector field. These components ...
- 3,065
3
votes
3
answers
530
views
Proof of the inequality $\frac{y}{x}-1-\log\left(\frac{y}{x}\right)\geq \frac{1}{2}\frac{(x-y)^2}{x}$ when $x,y \in (0,1]$
I am trying to prove the following inequality:
$$\frac{y}{x}-1-\log\left(\frac{y}{x}\right)\geq \frac{1}{2}\frac{(x-y)^2}{x} \quad \forall x,y \in (0,1]$$
The statement looks simple enough that it may ...
- 135
1
vote
1
answer
150
views
Unable to understand an application of Minkowski's inequality
Consider the following exerpt from the paper "Non-linear Quantum Processes" by Segal:
with the norm $\|F\|=\left(\int\|F(x)\|^p \, d x\right)^{1 / p}$, then the operator $T_1^{\prime}: F \...
3
votes
2
answers
218
views
Extremum placement for two-variable function
While teaching Calculus 2, one of my students asked me the following
Given 3 points $x_1$, $x_2$, $x_3$. Whether there exists one function $z = f(x,y)$ which has exactly 2 extremum and 1 saddle point:...
- 128k
2
votes
0
answers
103
views
Find a function $f\geq 0$ such that $e^{-t[(x-\partial_x)\partial_x]^2} f$ is not non-negative for some $t\geq 0$
Consider the square of the Ornstein-Uhlenbeck operator $$A=[(x-\partial_x)\partial_x]^2=(x-\partial_x)\partial_x (x-\partial_x)\partial_x.$$ We know that $[(x-\partial_x)\partial_x]^2$ cannot be a ...
- 90
4
votes
1
answer
4k
views
Why can't I interchange integration and differentiation here?
I think my questions relates to this other: "counterexamples to differentiation under integral sign"
In fact, it provides a counterexample
Consider $f(x,y)=y^3e^{-y^2x}$ and define $F(y) =\...
- 385
3
votes
1
answer
255
views
Is this constraint convex?
I have an optimization problem where the following constraint causes DCP Rule Error.
$$e^{x_n} \leq B \log _2\left(1+\frac{e^{\rho_n} g_n^2}{\sum_{i=1}^{n-1} e^{\...
- 31
9
votes
1
answer
621
views
Uniqueness of solutions of Young differential equations
Consider the following one dimensional Young differential equation:
\begin{align*}
&Y_t=\int_0^t Y_s dX_s,\quad t\in[0,1];\\
&Y_0=0.
\end{align*}
Here the driving process $X$ is a bounded ...
CommunityBot
- 1
3
votes
0
answers
137
views
On the continuity with respect to the increasing convex order
For $p\ge 1$, let $\mathcal P_p(\mathbb R)$ be the set of probability measures on $\mathbb R$ of finite $p^{\rm th}$ moment. Denote by $W_p$ the Wasserstein metric of order $p$ and by $\preceq$ the ...
- 1,399
5
votes
1
answer
224
views
A limit related to quasi-periodic function
Let us consider $V(x) = 2-\sin(x) - \sin(\sqrt{2} x)$ on $x\in \mathbb{R}$ so that $V(x)>0$ everywhere. One can see that
$$
\frac{C_1}{t^2} \leq \min_{|x|\leq t} V(x)\leq \frac{C_2}{t^2}
$$
...
- 24.2k
3
votes
1
answer
296
views
Does this condition characterise intervals, among subsets of the real line?
For a real number, $c\in \left]0,1\right[$, consider the following property $\mathbf(\mathbf P_c\mathbf)$ of subsets $A$ of $\mathbb R$:
$\mathbf(\mathbf P_c\mathbf)$ For every bounded set $B\subset \...
- 12.9k
-1
votes
1
answer
80
views
Regions when a concave function is smaller than another concave function
Let $f_1,f_2:[0,1]\mapsto\mathbb{R}$ be two bounded and concave functions. Assume $f_1(0)<f_2(0)$ and $f_1(1)<f_2(1)$. I want to investigate the set $\mathcal{X}\triangleq\{x\in[0,1]: f_1(x)>...
- 6,486
2
votes
1
answer
345
views
Function series of normal lower semi-continuous functions
For a real-valued $f$ on a topological space $X$, the upper limit of $f$ at $x\in X$ is
defined as follows:
$
f^{\ast }\left( x\right) =\inf \left\{ \sup \left\{ f\left( y\right) :y\in
U\right\} :U\in ...
6
votes
2
answers
847
views
An example that the sum of two Borel sets which is not a Borel set in n-dimensional Euclidean space
By sum of two sets I mean $A+B := \{x+y:x \in A \quad y \in B\}$, and there is a tip in a book of real analysis by Zhou Minqiang which says:
“If $A,B$ are Borel sets in $\mathbb{R}^{n}$, $A+B$ may not ...
- 235
0
votes
1
answer
68
views
Box dimension and graph of Hölder function
In Kamont "ON THE FRACTIONAL ANISOTROPIC WIENER FIELD" (found here : https://www.math.uni.wroc.pl/~pms/files/16.1/Article/16.1.6.pdf), on page 96, it is claimed that,
if a function $f:I^{d}\...
- 8,992
8
votes
1
answer
381
views
Special Schwartz function on the positive interval
Is there a Schwartz function $\zeta(t)$, defined on $\mathbb{R}$, satisfying the following:
$\int \zeta(t)\: dt=1$,
$\int t^k \zeta(t)\: dt=0$ for all $k\geq 1$,
$\operatorname{supp}(\zeta)\subset (0,...
2
votes
1
answer
289
views
Erdős–Sierpiński duality in locally compact Polish groups (e.g. $\mathbb{R}^n$)
Erdős–Sierpiński mapping for a locally compact Polish group $G$ is a bijection $f$ from $G$ to $G$ such that $A$ is a null set in $G$ with respect to the Haar measure if and only if $f(A)$ is a meager ...
- 3,011
21
votes
1
answer
1k
views
Does summing divergent series using cutoff functions give consistent results?
One way to try to give a value $S$ to a divergent series $\sum_{n=1}^\infty a_n$ is with a smooth cutoff function:
$$
S = \lim_{N\to\infty}\sum_{n=1}^\infty a_n \eta\left(\frac{n}{N}\right)
$$
where $\...
- 7,817
4
votes
3
answers
869
views
Can these identities for the Euler-Mascheroni constant be proven?
I stumbled upon these 4 limit/integral identities involving Euler's constant aka gamma (~0.5772). They appear to be valid based on inspection but I have no idea how to prove them. In addition, I have ...
- 128k
7
votes
2
answers
606
views
Countably representing all closed sets of positive measure
This may be a naive question, but I don't see an immediate argument.
Question: Does there exist a sequence $\{C_m\}_{m=1}^\infty$ of Borel subsets of $[0,1]$ with positive Lebesgue measure $|C_m|>0$...
- 13.4k
2
votes
1
answer
138
views
Boundedness of an exit time from a campact set
Let $n\geq 1$ and $v\in\mathcal{C}^1(\mathbb{R}^n,\mathbb{R}^n)$. For $x_0\in\mathcal{O}$, let $\big(x(t)\big)_{t\geq 0}$ be the solution of
\begin{align*}
& x(0)=x_0 \\
& \dot{x}=v(x).
\end{...
- 89
2
votes
1
answer
133
views
How to calculate this integral of squared Tricomi hypergeometric function
How to solve this integral
$$
\int_{0}^{\infty}r^2 e^{-\omega r^2}U(-\nu,\frac{3}{2},\omega r^2)^2 \mathrm{d}r
$$
where $\omega>0$ and $\nu \in \mathbb{R} \setminus \left \{ \frac{n-1}{2}\mid n \in ...
- 188k
3
votes
2
answers
615
views
A problem about how dominated convergence is used in the analysis of variation
I'm reading Existence of solutions to a higher dimensional mean-field equation on manifolds and get stuck on Lemma6. When $\lambda>\Lambda_1$, with $\Lambda_1=(2 m-1) ! \operatorname{vol}\left(S^{2 ...
- 809