All Questions
5,850 questions
1
vote
2
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371
views
Weak convergence in vector-valued Hilbert space
Let $V$ be a separable Hilbert space and define $X=L^2(0,T;V)$. Then $u_m\to u$ weakly in $X$ means
for every $v\in X'=L^2(0,T;V')$
$$
\int_0^T\langle v(t),u_m(t)\rangle\ dt\to\int_0^T\langle v(...
user14319
0
votes
1
answer
198
views
The eigenfunctions of an operator commuting with all rotations.
When reading the paper
E. Carlen, J. Geronimo & M. Loss: SIAM J. MATH. ANAL., vol. 40, no. 1, 327-374
I found an argument like the following.
Given an bounded and self-adjoint linear operator ...
- 199
9
votes
3
answers
383
views
convergence of 2nd eigenvalue
Fix $0<h_1<h_2<h_3<1$ reals. All matrices below are $3\times3$ real.
Suppose the sequence of matrices $M(n)$ are symmetric positive definite and these converge (point-wise) to a symmetric ...
- 43.2k
0
votes
2
answers
144
views
Optimization function of two variables
Let $A, B, C, D \in \mathbb{R^*_+}$.
Is it possible to solve
$$
\max_{ \substack{0 \leq x\leq A \\ 0\leq y\leq B}} \frac{1+x+y}{(1+Cx)(1+Dy)}
$$
The KKT conditions give for an extrema $(x^*,y^*)$
...
user83947
0
votes
0
answers
42
views
What (analytical or numerical) method can I use to solve scalar optimal problem?
I got the following optimization problem in mind and I am looking for some (analytic or numerical) methods to solve it. Can anyone have any ideas? Here is problem
\begin{aligned}
& {\text{...
- 221
4
votes
0
answers
147
views
The asymptotic behavior of the ratio between the largest two of $n$ i.i.d. chi-square random variables
My question is about the asymptotic behavior of the ratio between the largest and second largest values of $n$ independent chi-square random variables.
Let $X_1, \ldots, X_n$ be $n$ independent and ...
- 1,127
21
votes
3
answers
3k
views
Approximate intermediate value theorem in pure constructive mathematics
The ordinary intermediate value theorem (IVT) is not provable in constructive mathematics. To show this, one can construct a Brouwerian "weak counterexample" and also promote it to a precise ...
- 66.8k
2
votes
1
answer
1k
views
From bounded variation to 1-Lipschitz function
Let $f\colon[0,1]\to \mathbb{R^2}$ be continuous such that $f(0)=f(1)$.
If want to find a 1-Lipschitz function $g : [0,a]\to f([0,1])$ such that $g(0)=g(a)$ and $g$ is surjective ($a>0$).
I had ...
- 21
0
votes
2
answers
139
views
On the existence of $ \lim_{x \to 0^{+}} \frac{\log(f(x))}{\log(x)} $ under some constraints
I am considering a smooth-enough real-valued function $ f: (0,1) \to (0,\infty) $ such that
$ f $ is decreasing,
$\lim_{x\rightarrow0^{+}}f(x)=\infty $,
$ x \mapsto x^{2} f'(x) $ is decreasing,
$\...
- 301
5
votes
1
answer
780
views
Do real analytic functions on $\mathbb{C}\mathbb{P}^n$ form a Noetherian ring?
Question: Is the ring of real-analytic functions on $\mathbb{C}\mathbb{P}^n$ (real valued)
a Noetherian ring?
References or counterexamples are welcome.
I know that the ring of germs of holomorphic ...
- 589
2
votes
0
answers
45
views
Maximizing the sum of a decreasing function over a separated set
Fix $d>0$. Let $f:[0,\infty)\to(0,\infty)$ be a decreasing function of $x$ for $x\geq d$. Let $S_d\subset\mathbb{R}^n$ represent a set of points containing the origin such that the (Euclidean) ...
- 21
1
vote
1
answer
186
views
A problem involving power series
We define an entire function on $\mathbb{C}^m$ by
$$
f(z_1,\cdots,z_m)=\sum_{n=0}^{\infty}\frac{(-1)^n}{(2n)!}t^{2n}(z_1^2+\cdots+z_m^2)^n,
$$
here $t$ is some (positive) real number. Of course, $f(x)=...
- 1,906
3
votes
0
answers
1k
views
Concentration of Sub-exponential random Vectors
I was wondering if there is a similar definition of multivariate sub-exponential distribution as the sub-Gaussian case.
Specifically, a random vector $X \in \mathbf{R}^d$ is sub-Gaussian if
\begin{...
- 1,127
1
vote
1
answer
310
views
inequality involving increasing functions
Let $a_k$ and $b_k$ be ascending positive numbers for $1\leq k \leq K+1$.
If it is known that
$$\frac{K\left(\exp\left(\frac{1}{K}\sum_{k=1}^K b_k\right)-1\right)}{\left(\sum_{k=1}^K \sqrt{a_k} \sqrt{\...
4
votes
0
answers
95
views
Approximating martingales given marginal distributions
Let $(\mu_0,\mu_1)$ be a vector of probability measures on $\mathbb R$ that are of finite first moment, i.e.
$$\int_{\mathbb{R}}|x|\mu_i(dx)~<~+\infty \mbox{ for } i=0,1$$
and increasing in ...
- 1,835
2
votes
0
answers
63
views
Sensitivity of a function against its random arguments
Let $g:R^{n+m} \to R$ be a deterministic function of some independent random variables $x_1,\ldots,x_n$ with distributions $f_{x_1}(x),\ldots,f_{x_n}(x)$ and some deterministic variables $z_1,\ldots,...
- 482
3
votes
0
answers
228
views
Sub-multiplicative function in expectation or pointwise? [closed]
Consider the function that satisfies
$$ \mathbb{E}[f(X)f(Y)]\leq \mathbb{E}[f(XY)],$$
where $X\in\mathbb{R}$ and $Y\in\mathbb{R}$ are Gaussian random variables with mean $0$ and variance $1$, and ...
11
votes
3
answers
618
views
smooth functional to detect whether a function has a zero
Does there exist a function $F : C^\infty(\mathbb{R}, [0, \infty)) \to \mathbb{R}$ with the following properties:
$F(f) = 0$ if and only if there exists an $x \in [0,1]$ such that $f(x) = 0$.
$F$ is ...
- 1,092
3
votes
1
answer
531
views
An argument in the proof of a compactness theorem
In the proof of a compactness theorem involving fractional derivatives in Temam's Navier-Stokes Equations, an argument as the following is made.
Suppose $X_0,X,X_1$ are Hilbert spaces such that
...
user14319
-1
votes
1
answer
197
views
Closed form for sum involving digamma? [closed]
Let $\Gamma(n)$ be Euler's Gamma function and $\psi_0$ = $\frac{\Gamma'(n)}{\Gamma(n)}$ be the Digamma function.
Is there a closed form for
$$\sum_{n=1}^{\infty} \frac{\psi_0(n)}{n^2}=?$$
I've done ...
2
votes
0
answers
385
views
(Quasi) convexity of separately convex homogeneous functions
Consider a function $f:\mathbb{R}^n_{\geq 0}\rightarrow \mathbb{R}$ that is separately convex, i.e. such that $\frac{d^2f}{dx_i^2}\geq 0$ for all $i\in \{1,\dots n\}$. Assume also that $f$ is ...
- 389
2
votes
1
answer
3k
views
A simple question about the Hardy-Littlewood maximal function
Let $f\in L^1(\mathbb{R}^n)$. It is well known that the Hardy-Littlewood maximal function $Mf\notin L^1(\mathbb{R}^n)$ (if $f \ne 0$ a.e.), though there is a weak-type (1,1) bound for this maximal ...
- 171
-1
votes
1
answer
69
views
Proof of $\lim_{i\to\infty}\lambda_i^{-1}\left|f(\hat{x}+\lambda_ix,u_i) - f(\hat{x},u_i) - D_xf(\hat{x},u_i)(\lambda_ix)\right| = 0$
I am trying to prove or disprove the next statement that seems necessary for the proof of Proposition 2.9 of this book.
Let $U\subset R^k$ be compact and $f:R^n\times U \to R^m$ be twice ...
- 183
2
votes
1
answer
116
views
Bounding a function with second moments
Let $f(x,y)$ be a non-negative function with $x,y \in \mathbb R^3$ that satisfies
$$
I_1(f) := \iint_{\mathbb R^3 \times \mathbb R^3 } f(x,y) \, dx \ dy < \infty
$$
and
$$
I_2(f) := \iint_{\...
- 183
0
votes
1
answer
172
views
Taking away the "almost sure" [closed]
Given an arbitrary sequence of random variables (or say measurable functions on a finite-measure space) $\xi_n$, one can show by a truncation and Borel-Cantelli argument that there always exists a ...
- 87
0
votes
1
answer
109
views
How to show $a\mapsto \frac{\gamma(a,x)}{\Gamma(a)}$ is decreasing on $\mathbb{R}_+^*$?
Let $a>0,x\geq 0$, the lower regularized incomplete gamma function is defined as : $$P(a,x)=\frac{\gamma(a,x)}{\Gamma(a)} = \int_0^x \frac{e^{-t}t^{a-1}}{\Gamma(a)}dt.$$
I have read in the paper ...
- 131
2
votes
1
answer
363
views
On a derivative involving the Riemann zeta function
Let $n$ be a positive real number. Can the equality
$$\dfrac{d^{n}}{ds^{n}}\Big[s^{n-1}\ln\Big(\pi^{-s/2}\Gamma\Big(1+\frac{s}{2}\Big)\Big)\Big]\Bigg|_{s=1} = - \dfrac{d^{n}}{ds^{n}}\Big[s^{n-1}\ln\...
- 47
2
votes
1
answer
127
views
Variation of trace of symmetric powers
Consider the space $\mathrm{SU}(2)^\natural$ of conjugacy classes in $\mathrm{SU}(2)$. It has a natural identification with the interval $[0,\pi]$ with Haar measure $\frac{2}{\pi} \sin^2\theta\, \...
- 5,759
1
vote
0
answers
106
views
Improper integral of products and ratios of probability density functions
I am trying to find out whether the following integral is finite. The integrand consists of product of probability density functions.
$\int \frac{f(x_1,x_2, x_4^*)}{f(x_1^*,x_2, x^*_4)}\frac{f(x_1,...
- 11
2
votes
0
answers
275
views
Smoothness of coefficients of remainder term in Taylor expansion
Given a $C^{k}$ function $f:\mathbb{R}^d\to\mathbb{R},$ we can use Taylor's theorem to write it as
$$f(x)=\sum_{|\alpha|\le k-1} c_\alpha x^\alpha + R(x),$$
where $R$ is $C^k$ and can be expressed ...
- 203
2
votes
0
answers
279
views
Can a bounded open set in $R^n$ be always approximated from outside with a finite union of dyadic cubes?
Suppose we have a bounded open set $S$ in $R^n$. Consider the collection of closed dyadic cubes $C_k$'s (https://en.wikipedia.org/wiki/Dyadic_cubes). I was wondering if there always exists a finite ...
- 131
3
votes
2
answers
496
views
Differentiate a growing volume
Let me motivate my question with this example.
The volume integral of a ball $\int_{B(0,R)} dx$ can be written as an integral over the surface of balls, i.e.
$$\int_{B(0,R)} dx = \int_0^R \int_{\...
- 33
0
votes
1
answer
697
views
How much do we know about this "local" Hardy-Littlewood maximal function?
The "local" Hardy-Littlewood maximal function is given by $$(M_\phi f)(x)= \sup_{0<\epsilon<1}|\phi_\epsilon \ast f|(x),$$ which is similar to the classical Hardy-Littlewood maximal function : $$...
- 171
-1
votes
1
answer
508
views
Derivative of smooth function change sign infinitely on [0,1]? [closed]
Can the derivative $f^\prime$ of a smooth function $f\in C^\infty[0,1]$ change sign infinitely many times (or $f$ have infinitely many isolated critical points)? If yes, how about an analytic function ...
- 113
7
votes
2
answers
3k
views
Upper semicontinuity of set-valued maps with open values
Let $X$ and $Y$ be metric spaces. The $(\varepsilon,\delta)$-definition of continuity of single-valued maps can be rephrased as:
Let $f$ be a single-valued map from $X$ to $Y$. $f$ is continuous at ...
- 183
7
votes
2
answers
1k
views
Two different kinds of definitions of $C^k(\overline{\Omega})$ — extension and restriction
This is cross-posted in MSE.
I have seen two different kinds of definitions of the notation $C^k(\overline{\Omega})$ — by "extension" of functions on $\Omega$ or by "restriction" of functions on $\...
user14319
5
votes
4
answers
497
views
Integral of the distance function to the boundary of a planar set
I have been stuck for a few days in a seemingly harmless question.
Given a simply connected open set $\Sigma\subset\mathbb{R}^2$, with smooth boundary $\partial\Sigma$, I am interested in estimating
$...
- 165
6
votes
2
answers
231
views
Subsets $X$ such that their Hausdorff outer measure is not finite
Let $H^d:\mathcal{P}(\mathbf{R}^n) \to \mathbf{R}\cup \{\infty\}$ be the $d$-dimensional Hausdorff outer measure on $\mathbf{R}^n$, for some $0<d<n$ with $n$ integer, which is constructed in the ...
- 1,511
0
votes
1
answer
563
views
Continuous Sobolev embedding
I have a question about Sobolev spaces.
In the following, we assume $d \ge 2$.
Let $D$ be a domain of $\mathbb{R}^d$. That is, $D$ is a connected open subset of $\mathbb{R}^d$. Note that $D$ is not ...
- 721
4
votes
1
answer
1k
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The convolution of a $L^1$ function and an approximate identity
It is well known that the convolution of a $L^1$ function and a Schwartz function is also in $L^1$, by Young's inequality for convolution. Let $f\in L^1(\mathbb{R}^n)$ and $\phi\in S(\mathbb{R}^n)$, ...
- 171
7
votes
0
answers
221
views
integrality of a Riccati-type equation
The following is a problem we were unable to prove and left stated in the paper
"Arithmetical properties of a sequence arising from an arctangent sum", J. Numb. Theory 128 (2008) 1807–1846.
Define ...
- 43.2k
-1
votes
1
answer
180
views
Orthogonal polynomials of the second kind
Let $L: \mathbb{R}[x] \rightarrow \mathbb{R}$ be a positive definite linear functional and let that $\{s_n\}$ be a positive semi-definite sequence such that $L(x^n)= s_n, n\ge 0.$ Given a positive ...
- 1
1
vote
1
answer
238
views
Does the bounded extension of the Fourier multiplier operator agrees with its original explicit definition?
We consider the Fourier multiplier operator $T_0$ defined by the explicit expression
$$(T_0f)(x)=\int_{\mathbb{R}^n}{e^{ix\cdot \xi}m(\xi)\hat{f}(\xi)d\xi}, \ f\in S(\mathbb{R}^n),$$ where $S(\mathbb{...
- 171
1
vote
0
answers
183
views
Stochastic increasing convex ordering
Consider $n \geq 2$ and the simplex
\begin{equation}
\Delta=\{(p_1,\cdots,p_n) \in \mathbb{R}^{n} \mid \forall i, p_i \geq 0 \text{ and } \sum_{i=1}^{n}{p_i}=1\}
\end{equation}
Suppose that $\Delta$ ...
- 111
5
votes
1
answer
461
views
Integrals involving the Lambert function W
I'm actually struggling on a calculation of an integral involving the Lambert function W.
Let $\tilde{w}$>0 a parameter that I will tune to $0^+$ at the end of my calculation.
I'm interested in the ...
2
votes
0
answers
202
views
Universal chord theorem for curves
Let $\mathrm{\gamma} : [0,1] \to \mathbb{R}^2$ be a piecewise smooth, simple plane curve.
Assume $\gamma(0) = (0,0)$, $\gamma(1) = (1,0)$ and that the slope of the tangent is not $0$ wherever it's ...
- 121
7
votes
1
answer
313
views
Surprisingly simple minimum of a rational function on $\mathbb R_+^n$
Motivation:
The following problem has occurred in a study of energy dissipation in a chain of coupled, damped oscillators.
The problem:
Let me define specific rational functions $f$, $g$, and $...
- 686
3
votes
0
answers
588
views
Time-dependent Sobolev spaces
Given the Sobolev space $H^1((a,b);H^2(\mathbb{R}))$ and a function $g$ in that space. Consider now another function $f \in C_c^{\infty}((a,b) \times \mathbb{R}).$ Then
for almost any $t \in (a,b)$ we ...
- 31
4
votes
1
answer
293
views
Points of differentiability of $f(x) = \sum\limits_{n : q_n < x} c_n$
Let, $\{q_n\}_{n \in \mathbb{N}}$ be an enumeration of rational numbers. Consider the function $f : \mathbb{R} \to \mathbb{R}$ given by, $$\displaystyle f(x) = \sum\limits_{n : q_n < x} c_n$$
...
- 810
3
votes
1
answer
373
views
Ability to have function sequence converging to zero at some points
Consider the continuous and non negative function $c : \mathbb R \to [0,1]$ defined by $$
c(x) = \begin{cases}
\cos \frac{\pi x}{2} &\text{for } x \in [-1,1]\\
0 &\text{otherwise}
\end{cases}$$...
- 1,355