All Questions
5,850 questions
0
votes
1
answer
169
views
An increasing sequence of real numbers [closed]
This was first posted to SE, but now I think its better to be posted here.
For what positive real numbers $\alpha$, the sequence $a_n = \frac{\lfloor n\alpha\rfloor}n $ is (not necessary strictly) ...
- 1,881
7
votes
1
answer
226
views
Unusual isoperimetry and maximizing the measure of unions of translates of a set
Let me state a standard result first. Let a $A\subset \mathbb{R}^d$ be a set of fixed volume. Define $A_t$ to be the set of all points at distance at most $t$ from $A$. Then the volume of $A_t$ is ...
- 2,288
4
votes
0
answers
463
views
The distribution of the elements of an eigenvector of random matrices
Suppose a random matrix $A$ with its elements following Gaussian distribution with non-zero mean. We know that the eigenvalues of $A$ have two patches: one is at the real axis that is far away from ...
- 39
0
votes
1
answer
319
views
Double Integral Equations
In my research I've come across a handful of double integral equations, and I'm nearly at a total loss for how to derive anything useful from such things.
I've been lead to believe that even single ...
- 101
1
vote
1
answer
195
views
A metric on the set of BV functions, is it mentioned/studied in literature?
I'd like to propose the following metric which operates on the set $M$ of all square integrable functions that are also of bounded variation, of the form $f : (0,1) \to \mathbb{R}$.
Given any $x,y \in ...
- 698
4
votes
0
answers
500
views
Properties of the solution of the heat equation
Note 1: the following question has been post on Math Stackexchange here but receive no respond. So I post it here to get more attention.
Note 2: This is my research problem, but the original problem ...
- 679
5
votes
2
answers
359
views
Proof without distributions
I was wondering whether there is a way to show this identity
$$\pi \int_{\mathbb{R}^3} \frac{f(x)}{|x|} dx = \int_{\mathbb{R}^3} \frac{\widehat{f(x)}}{|x|^2} dx $$ without using distributions for $f ...
- 111
6
votes
0
answers
396
views
Recurrence Formula for Zernike polynomials
I'm not sure if this is research level, so if this result is known, please excuse the intrusion. I am trying to find a relation between solutions of the Laplacian equation in $4$ dimensions and those ...
- 263
4
votes
1
answer
343
views
Eigenvalues and eigenvectors of the q-Bernstein operator
The Bernstein operator maps $f\in C[0,1]$ to its Bernstein
polynomial $B_n f.$ The eigenvalues and eigenfunctions of the
Bernstein operator on $C[0,1]$ have been described in [1]. Similar description ...
- 783
7
votes
0
answers
628
views
Proving Richardson's theorem for constants
(I asked this a little over 3 months ago on math.SE, and when I initially re-asked here, no one had responded there. $\:$ After I re-asked here, Eric Towers responded there, since I had forgotten to ...
user5810
3
votes
0
answers
375
views
An alternative to the Euler--Maclaurin formula: Approximating sums by integrals only
The Euler--MacLaurin summation formula can be written as
$$ \sum_{i=0}^{n-1} f(k)\approx \int^{n-1}_0f(x)\,dx
+ \frac{f(n-1) + f(0)}2
+
\sum_{j=1}^m\frac{B_{2j}}{(2j)!}[f^{(2j - 1)}(n-1)...
- 128k
7
votes
2
answers
1k
views
Intermediate value for a vector-valued function
Consider a vector-valued function $f: [0,1]^n\rightarrow[0,1]^n$. Write $f(x)=\{f_1(x), ..., f_n(x)\}$ with $x\in[0,1]^n$, where the $f_i: [0,1]^n\rightarrow[0,1]$ are continuous functions with the ...
- 41
0
votes
1
answer
96
views
Optimal covering with finite subcollection of open sets
This is mainly a reference request. Consider a finite collection of (let's say, for simplicity) of open balls $B_i, i = 1, 2, ..., m$ in (again, for simplicity) $\mathbb{R}^n$. I am looking for ...
8
votes
1
answer
3k
views
How to calculate expected value of matrix norms of $A^TA$?
Let $A$ be a random $m$ by $n$ rectangular sign matrix, chosen uniformly at random, with $m < n$. Let $B = A^T A$. We know, for example, that $B$ is a square and symmetric $n$ by $n$ matrix with ...
- 3,377
4
votes
1
answer
374
views
An open mapping theorem for homogeneous functions?
I am researching different generalizations of the familiar open mapping theorem from functional analysis. Every "proof" I attempt while simply assuming positive-homogeneity, even in the finite-dim ...
- 123
6
votes
1
answer
488
views
Smallest eigenvalue gap of a non-symmetric random matrix
The question: Let $A$ be the matrix whose each element is an independently generated random variable which is uniform on $[0,1]$. One can see that the eigenvalues of $A$ will be distinct almost surely....
- 61
0
votes
0
answers
344
views
Beurling density $D(X)$ of $X=\{x_j\in\mathbb R, \ |x_j-x_{i}|>\gamma>0: \ i,j\in\mathbb Z\}$
Beurling density of set $X$ is defined (see, for example "Nonuniform Sampling and Reconstruction in Shift-Invariant Spaces" by Aldroubi and Grochenig) as:
$$D(X)=\lim_{r\rightarrow \infty} \inf_{y\in\...
- 297
2
votes
2
answers
411
views
Asymptotics of the derivatives of analytic functions
Are there sources that treat questions like the following ones?
Suppose that $f\colon\mathbb{C}\to\mathbb{C}$ is an entire function such that $f(x)$ is real for all real $x$ and $f(x)\sim1/x$ as $x\...
- 128k
4
votes
1
answer
875
views
comparing norms of tensor product of two Hilbert spaces
Suppose $H_1$ and $H_2$ are two Hilbert spaces with dimension $n$ and $m$, for $ x \in H_1 \otimes H_2$
consider $$\|x\|_\pi = \inf \left\{ \sum_{i=1}^n \|a_i\| \|b_i\| : x = \sum_{i} a_i \otimes b_i ...
- 41
6
votes
2
answers
378
views
Slight variation on law of the iterated logarithm
Let$$M_t = \max\{B_s : 0 \le s \le t\},\text{ }m_t = \min\{B_s : 0 \le s \le t\},$$where $B_t$ is a standard Brownian motion. My question is, does there exist $r$ such that with probability one,$$\...
user80013
1
vote
0
answers
157
views
Laplace method with "bad" zero set
It is well-known that if $\phi:\mathbb{R}^n \longrightarrow \mathbb{R}$ is a function with $\phi(0) = 0$, $\phi(x)>0$ if $x \neq 0$ and $D^2\phi(0) \geq 0$, then the integral
$$\int_{\mathbb{R}^n} ...
- 9,853
2
votes
1
answer
572
views
Extension of Dynkin's formula, conclude that process is a martingale
This question was asked here, but it did not get enough attention, so I'm crossposting it to MO.
Let $u: \mathbb{R}_+ \times \mathbb{R}^d$ be a bounded $C^2$ function whose first and second partial ...
user61522
3
votes
1
answer
138
views
$M_Λ(A) → A ⊗ M_Λ(C)$
I saw this in here. Let $A$ be a Banach algebra, and let $\Lambda$ be a non-empty set. We denote by
$M_\Lambda(A)$ be the set of $\Lambda\times\Lambda$ matrices $(a_{ij})_{i,j\in\Lambda}$ with entries ...
- 209
5
votes
2
answers
1k
views
On the embedding of a function space $X$ into $L^2\cap L^4$
It is well-known that if $\Omega\in \mathbb{R}^n$ is a bounded domain, then we have the embedding
$$
L^4({\Omega})\subset L^2({\Omega})
$$
since $||f||_{L^2(\Omega)}\leq C(\Omega) ||f||_{L^4(\Omega)}$ ...
- 81
0
votes
1
answer
141
views
growth of derivative
(Alexandre Eremenko gave the answer to the question I posted earlier. Then I realised the question didn't give what I wanted. Here is the updated question.)
Suppose that $f:[a,\infty)\to \mathbb{R}$ ...
- 640
1
vote
1
answer
237
views
Poisson kernel, expectation, an absolute value comes in
See here.
Let $d = 2$, and consider the domain $D = \mathbb{H}$, the upper half-plane. Let $W_t = (X_t, Y_t)$. We see that for any $\theta \in \mathbb{R}$ and any $t \ge 0$, we have$$E^{(x, y)}\...
- 13
33
votes
4
answers
2k
views
Hahn-Banach theorem with convex majorant
At least 99% of books on functional analysis state and prove the Hahn-Banach theorem in the following form: Let $p:X\to \mathbb R$ be sublinear on a real vector space, $L$ a subspace of $X$, and $f:L\...
- 16.5k
0
votes
1
answer
186
views
Poisson kernel, $E^{(x, y)}\text{exp}\{i\theta X_t - \theta Y_t\} = e^{i\theta x - \theta y}$
Let $d = 2$, and consider the domain $D = \mathbb{H}$, the upper half-plane. Let $W_t = (X_t, Y_t)$. How do I see that for any $\theta \in \mathbb{R}$ and any $t \ge 0$, we have$$E^{(x, y)}\text{exp}\{...
user76167
6
votes
1
answer
306
views
In the plane, does complement of Brownian path have infinitely many connected components?
Let $d = 2$. Do we have that with $P_x$—probability $1$, for every $T> 0$ the complement $W[0, T]^c$ of the Brownian path up to time $T$ has infinitely many connected components?
I had seen this ...
- 61
6
votes
2
answers
2k
views
Distribution of $\max_{n \ge 0} S_n$, random walk
Say we have a random walk that is a nearest neighbor random walk on the integers where at each step the probability of moving one step to the right is $p$ and the probability of moving one step to the ...
- 61
1
vote
1
answer
288
views
A classification of (reasonable) asymptotics
Notations: "eventually" means "for $x$ sufficiently large"; "positive" means "strictly positive".
Let $\exp_1 = \exp$ and $\exp_{n+1} = \exp_n \circ \exp$.
Let $E$ be the set of smooth function $f: ...
2
votes
1
answer
157
views
Is the set of multiple points of the Brownian path $W[0, \infty)$ dense in the plane almost surely?
Let $d = 2$. With probability $1$, is the set of multiple points of the Brownian path $W[0, \infty)$ dense in the plane?
user75246
-1
votes
1
answer
519
views
Poisson kernel is the Cauchy distribution, reference?
Let $d = 2$, and consider the domain $D = \mathbb{H}$, the upper half-plane. Can someone give me a reference to a proof that the Poisson kernel is the Cauchy distribution?
2
votes
0
answers
124
views
Error term for a Fourier integral
There is a well-known theorem that states that for $f$ continuous and $f,\hat f$ integrable,
$$f(0)=\frac{1}{\pi}\lim_{T\to\infty}\int_{-\infty}^\infty f(x)\frac{\sin(Tx)}{x}dx.$$
So it should be that
...
- 3,799
1
vote
1
answer
186
views
Expectation equation, harmonic functions, do not understand why equation is true
Let $u: \mathbb{R}_+ \times \mathbb{R}^d$ be a bounded $C^2$ function whose first and second partial derivatives are uniformly bounded (or, more generally, have at most polynomial growth as $|x| \to \...
- 13
5
votes
2
answers
957
views
Dirichlet's approximation only using prime power as denominator
I am not sure whether this is a suitable question for MO. We know the classical version of Dirichlet's approximation theorem that if $x$ is a real number and $Q>0$ there exist $p,q\in \mathbb{Z}$ ...
- 1,692
3
votes
1
answer
147
views
Number and asymptotic for cyclic sequences
Cyclic sequence is equivalence class of cyclic shift action.
If $a = (a_1, ... , a_i)_c$ is cyclic sequence then $(a_1, a_2, \ldots a_{i-1}, a_i)_c = (a_2, a_3, \ldots, a_i, a_1)_c = \ldots = (a_i, ...
- 123
3
votes
1
answer
222
views
Asymptotic for binomial sums
Let $S(n, t) = \sum_{k = 0}^n {n \choose k} ^t$.
The task is to find asymptotic behavior of $S(n,5)$, $n \to \infty$.
Asymptotic for $S(n,0)$ and $S(n,1)$ is very simple.
For $S(n,2)$ we can use ...
- 33
5
votes
1
answer
250
views
Brownian motion, "increase interval", exists constants, bound,
Let $B_t$ be a standard Brownian motion. Let $J(j, n) = [j/n, (j+1)/n]$. We will call $J(j, n)$ an increase interval if$$B_s \le B_t,\text{ }0 \le s \le {j\over{n}},\text{ }{{j+1}\over{n}} \le t \le 3....
user76025
3
votes
1
answer
350
views
Brownian motion, crossing intervals, possible usage of second moment method?
This is a followup to my question here.
Let $B_t$ be a standard Brownian motion. Let $E_{j, n}$ denote the event$$\left\{B_t = 0 \text{ for some }{{j-1}\over{2^n}} \le t \le {j\over{2^n}}\right\},$$...
user80013
1
vote
0
answers
70
views
The jump set of $SBV$ function over a hyper surface
Assume $\Omega\subset \mathbb R^N$ is open bounded, smooth boundary. Also assume $S\subset \Omega$ is a smooth hyper surface such that $0<\mathcal H^{N-1}(S)<+\infty$.
Now, given a positive ...
- 679
2
votes
0
answers
134
views
Hermite interpolation
I need a help to my problem, I would be grateful if anyone could help.
Let $\epsilon \in [0,1]$ and for an integer $n$ we consider a set of nodes $T_n={t_0,t_1,....t_n}$.
We define the function $f(x)...
- 21
3
votes
0
answers
131
views
What subdomains of $\mathbb{R}^2$ are diffeomorphic to $\mathbb{R}^2_+$ via rational functions?
For what subdomains $D \subset \mathbb{R}^2$ does there exist a rational diffeomorphism $h:D \to \mathbb{R}^2_+$, such that its inverse is also a rational function? (By "rational function" I mean a ...
- 111
1
vote
1
answer
572
views
Equivalent measures on algebra also equivalent on $\sigma$-algebra?
Suppose $\mu$ and $\nu$ are finite positive measures on a measurable space $(X,\mathcal A)$. Let $\mathcal G$ be an algebra of $\mathcal A$. If $\mu$ and $\nu$ are equivalent on $\mathcal G$ in the ...
- 622
6
votes
4
answers
614
views
Number of intervals needed to cross, Brownian motion
Let $B_t$ be a standard Brownian motion. Let $E_{j, n}$ denote the event$$\left\{B_t = 0 \text{ for some }{{j-1}\over{2^n}} \le t \le {j\over{2^n}}\right\},$$and let$$K_n = \sum_{j = 2^n + 1}^{2^{2n}} ...
user80013
13
votes
2
answers
1k
views
On Hamkins' answer to a problem by Michael Hardy
Based on a post by Michael Hardy and Hamkins' answer to it Andreas Blass, Will Brian, Joel Hamkins, Michael Hardy and Paul Larson introduced a new cardinal characteristic of the continuum $\mathfrak{...
- 2,381
4
votes
0
answers
716
views
Can one integrate around a branch-cut?
How meaningful is it to try to integrate around the branch-cut of a function?
For example lets say I have the function $\log(z^2+a^2)$ for $a>0$ and I choose my branch-cuts to be starting at $\pm ...
- 1,893
4
votes
2
answers
168
views
For which $r > 0$ is it the case with probability one, for all $n$ sufficiently large $M_n \le r\sqrt{\log n}$?
Let $B_t$ be a standard Brownian motion. Let$$M_n = \max\{|B_t - B_{n-1}| : n - 1 \le t \le n\}.$$For which $r > 0$ is it the case with probability one, for all $n$ sufficiently large$$M_n \le r\...
- 75
1
vote
0
answers
75
views
Characterization of certain families of functions
For $R$ equal $\mathbb{R}$ or $\mathbb{Z}$, let $D^+_R:=\{(x,y)\in R^2\colon x<y\}$. For each natural $n$, let $F_{n,R}$ denote the set of all Borel-measurable functions $f\colon D^+_R\to\mathbb{R}$...
- 128k
7
votes
3
answers
905
views
A definition of the fractional derivative
I was investigating the idea of fractional derivatives and devised the following definition. WHich definition is it equivalent to and can I have a reference for it?
$$\frac{d^n}{dx^n}f(x) = \lim_{h \...
- 1,129