All Questions
5,850 questions
3
votes
0
answers
689
views
"Nicely" strong measure zero sets
This question is essentially an expanded version of the unanswered half of Two strengthenings of "strong measure zero".
A set $X$ of reals is strong measure zero if, for any $f: \omega\...
- 20.5k
1
vote
1
answer
497
views
Composition algebra of Gevrey function for $s<1$
Let $g,f$ be real-valued functions defined on the real line. Let $s$ be a real number.
Assuming that $g,f$ are both in the Gevrey class $G^{s}$, it is true that $g\circ f$ belongs to $G^{s}$ if $s\ge ...
- 16.2k
1
vote
0
answers
208
views
A Question about compactness of an embedding into $L^p$ spaces
Assume $ \Omega \subset \mathbb{R}^N$ is a smooth bounded domain. There is well known Hardy inequality that says
For any $ u \in W_0^{1,2}(\Omega) $, $N\geq3$ we have
$$ \Lambda \int_{\Omega} \frac{u^...
- 371
21
votes
3
answers
610
views
Which partitions of $[0,1]$ are collection of level sets of a real continuous function?
Let $f:[0,1]\to[0,1]$ be given. The level sets of $f$ (ie the collection of all sets of the form $\{x\in[0,1]:f(x)=y\}$, for each fixed $y\in[0,1]$) partition the domain of $f$. I am curious for set ...
- 1,014
3
votes
2
answers
666
views
Brownian motion, quadratic variation, existence of partitions?
Let $B_t$ be a standard Brownian motion. Does there with probability one exist a sequence of partitions $\{t_{k, n} : k = 0, 1, \dots, k_n\}$ $$0 = t_{0, n} < t_{1, n} < \dots < t_{k_n, n} = ...
- 33
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
1
vote
2
answers
2k
views
Standard Brownian motion, Hölder continuous with exponent $\gamma$ for any $\gamma < 1/2$, not for any $\gamma \ge 1/2$
In some results on Hölder continuity with regards to standard Brownian motion, the following is asserted without proof.
It is not hard to see that for every $k < \infty$, and every $\epsilon >...
user80013
7
votes
1
answer
306
views
Measure of chords from a cantor set
The following problem is inspired by a problem in Pugh's Mathematical Analysis book. (Chapter 2 Problem 42).
In the problem he asks one to consider the standard Cantor set on the unit interval, and ...
- 1,187
5
votes
1
answer
187
views
Getting out a system of linear ODEs by knowing the Magnus expansion
Assume we are given for a transition between two time points $t_0 = 0$ and $t_1$ a matrix relationship, eventually describing the solution of a system of linear with non-constant coefficients,
$$Y(t_1)...
- 749
3
votes
0
answers
74
views
Semi-continuity of the dimension of the null space
Suppose $T_n : X \rightarrow X$ is a sequence of Fredholm operators on a Banach space such that $T_k \rightarrow T$ strongly (in the induced operator norm). If $N_k$ and $N$ denote the dimensions of ...
- 537
43
votes
0
answers
821
views
A kaleidoscopic coloring of the plane
Problem. Is there a partition $\mathbb R^2=A\sqcup B$ of the Euclidean plane into two Lebesgue measurable sets such that for any disk $D$ of the unit radius we get $\lambda(A\cap D)=\lambda(B\cap D)=\...
- 42k
4
votes
1
answer
559
views
How to construct i.i.d. standard normal random variables on $\Omega = [0, 1]$ with the Lebesgue measure
Let $(\Omega, \mathcal{F}, \mathbb{P})$ be the unit interval with Lebesgue measure on the Borel subsets. Then we can find independent random variables $X_1, X_2, X_3, \dots$ defined on $(\Omega, \...
user64615
2
votes
2
answers
328
views
Minimum of an apparently harmless function of two variables
DISCLAIMER: I already posted this question on Mathematics a month ago, here. However, since it has not been solved yet on that platform, I decided to ask it also here on mathoverflow. At a first ...
- 837
7
votes
1
answer
192
views
On the zero set of a $C^2$ function on $[0,1]^2$
Let $f:[0,1]^2\rightarrow \mathbb{R}$ be a twice continuously differentiable function with the property that for all $x\in [0,1]$, there is an interval $I_x\subset [0,1]$ such that $f(x,y)=0$ for all $...
- 73
1
vote
1
answer
401
views
Are solutions of the Beltrami Equations necessarily smooth?
Let $ a $, $ b $ and $ c $ be real constants such that $ \Delta \stackrel{\text{df}}{=} a c - b^{2} > 0 $. The Beltrami Equations are defined as the following system of PDE’s on the domain $ \Bbb{R}...
- 1,396
9
votes
1
answer
460
views
Why should the map $-\Delta^{-1}$ be continuous?
I'm reading an article by Wei-Ming Ni about the existence of solutions for the elliptic problem $$\Delta u +|x|^\lambda |u|^\tau =0,$$
in the unit ball $\Omega$ in dimension $>2$. I'm looking for ...
- 91
5
votes
1
answer
220
views
Order between two completely monotone functions?
I am wondering if the following assertion is true:
Let $f,g:\mathbb{R}_+\rightarrow [0,1]$ be completely monotone functions on $\mathbb{R}_+^*$, that is, $(-1)^n f^{(n)}(x)\geq 0$ and $(-1)^n g^{(n)}...
- 266
3
votes
0
answers
237
views
Reference request: Darboux properties of real-valued set functions (measures, densities, etc.)
Fix a set $S$ and let $f: \mathcal P(S) \rightharpoonup \mathbf R$ be a real-valued partial function on the power set of $S$; denote by $\mathcal D$ the domain of $f$. We say that $f$ has:
(i) the ...
- 10.5k
3
votes
1
answer
318
views
Optimal condition for the weak convergence of the jacobian determinant
Whenever $n<q,$ it is known that given a sequence $\{ u_{k} \}$ which is weakly convergent in $W^{1,q}(U)$ one has that the Jacobian determinants $\text{det} Du_{k}$ converge weakly in $L^{q/n}(U).$...
- 251
2
votes
1
answer
140
views
interpret of Picone inequality for non-regular functions
Assume $\Omega \subset \mathbb{R}^N$, $ N>4 $ is open set.
There is a well-known picone identity that says
Let $u,v \in C^2(\Omega)$ satisfy $v>0$ and $-\Delta v \geq 0$ in $\Omega$. The ...
- 371
21
votes
1
answer
840
views
Relative null-ness
Here, "measure" always means Lebesgue measure on $\mathbb{R}$. This question is partly motivated by my answer https://math.stackexchange.com/questions/1444498/is-there-a-categorizaiton-system-for-null-...
- 20.5k
1
vote
0
answers
66
views
$X_t = B_t^q$, $X_t = (\sin B_t)^q$, $X_t = B_t^q (\sin B_t)^r$, $dM_t = R_t\,M_t\,dB_t$ [closed]
What are the SDE's satisfied by the following processes?
$X_t = B_t^q$
$X_t = (\sin B_t)^q$
$X_t = B_t^q (\sin B_t)^r$
Assume $B_t$ is a standard Brownian motion with $B_0 > 0$ and the equations ...
- 11
0
votes
1
answer
163
views
$\int_0^t f(s)\,dB_s$ normally distributed, mean and variance
Suppose that $f(t)$ is a (non-random) continuous function on $[0, \infty)$. Let$$Z_t = \int_0^t f(s)\,dB_s.$$
How do I see that $Z_t$ is normally distributed?
What is the mean and variance?
I need ...
- 43
6
votes
1
answer
188
views
On continuous perturbations of functions of the first Baire class on the Cantor set
Is it true that for any function of the first Baire class $f:X\to\mathbb R$ on the Cantor cube $X=2^\omega$ there is a continuous function $g:X\to[0,1]$ such that the image $(f+g)(X)$ is disjoint with ...
- 42k
3
votes
0
answers
652
views
Derivatives of $O$-regular varying functions are $O$-regular varying functions?
The Monotone Density Theorem for regularly varying functions says, in essence:
Theorem (Monotone Density Theorem). Let $f$ be a differentiable regularly varying real-function of index $\rho$ well-...
- 825
7
votes
4
answers
986
views
Probability that planar Brownian motion doesn't "encircle" 0
Suppose $B_t$ is a standard Brownian motion in $\mathbb{R}^2$ and $T = \text{inf}\{t : |B_t| = 1\}$. Let $E$ denote the event that $0$ is contained in the unbounded component of $\mathbb{R}^2 \...
- 71
1
vote
1
answer
159
views
$M_t = f(B_{t \wedge \tau}) + (t \wedge \tau)$ local martingale, $\textbf{E}^x[\tau] = f(x)?$
Suppose $D \subset \mathbb{R}^d$ is a domain and $f: \overline{D} \to \mathbb{R}$ is a continuous function, $C^2$ in $D$, satisfying$$f(x) = 0\text{ for }x\in \partial D,$$$${1\over2} \Delta f(x) = -1 ...
user80013
7
votes
0
answers
227
views
Uniform approximation of separately continuous functions on zero-dimensional spaces
For topological spaces $X,Y,Z$ а function $f:X\times Y\to Z$ is called separately continuous if for any $(x,y)\in X\times Y$ the restrictions of $f$ to the sets $\{x\}\times Y$ and $X\times \{y\}$ are ...
- 42k
1
vote
1
answer
174
views
Is this function concave or convex? [closed]
let $g_{n,\gamma}(\sigma)$ be the function defined as the following
$$
g_{n,\gamma}(\sigma)= \left(\frac{(\sigma-1)^2 +\gamma^2}{\sigma^2
+\gamma^2} \right)^{n/2} T_n\left( \frac{\sigma(\sigma-1)
+\...
- 1,257
7
votes
1
answer
308
views
Can the integral of a "generic" bounded measurable function be determined by its values on the rationals?
[This question is an extension of my question Does a positive-measure subset of the unit interval almost surely intersect a random translation of some countable subgroup of $\mathbb{R}$?. I'm asking ...
- 708
6
votes
3
answers
481
views
Quantum Mechanics and bilinear optimal control theory
I was wondering whether there are any rigorous results about the optimal controllability of Schrödinger operators.
So my question is something like this:
Let $i \partial_t \psi(x,t) = H_0(x)\psi(x,t)...
- 259
4
votes
0
answers
197
views
Dynamics of an inequality
The dynamics $D\ni(r_i,r_{i+1})\mapsto(r_{i+1},r_{i+2})\in D$ on the set $D:=\{(x,y)\in\mathbb{R}^2\colon x>0,y>x^2/2\}$ is given by the recurrence
$$r_{i+2}=\frac{r_{i+1}^2}2+\frac1{r_{i+1}^3}
...
- 128k
2
votes
1
answer
267
views
Monotonicity of the integral
Let $R(x)$ be the residual function associated to the normal probability density, i.e.
$$R(x)~=~\int_x^{+\infty}\frac{1}{\sqrt{2\pi}}e^{-\frac{y^2}{2}}dy, \mbox{ for all } x\in R.$$
Define
$$\phi(...
- 1,835
1
vote
0
answers
488
views
concavity of a vector function
I'm given a function $g:\mathbb{R}^n \mapsto \mathbb{R}$, $g(y) = \prod_{i\in[n]} (1+y_i\cdot c_i)$, where $c_i>0$.
Let $e_a,e_b$ be two arbitrary standard vectors. It is easy to show that for any ...
- 341
6
votes
1
answer
1k
views
About the generating structure of Borel field
This is a graduate-level measure theory problem. I have thought throught it and asked on math.SE but received no satisfying answer.
On P.32 of [P.Billingsley] Probability and Measure, 3ed, 1993, the ...
- 8,071
0
votes
1
answer
82
views
Introducton books for $\frak{E}_p(I)$
Are there any good books different from abstract harmonic analysis by hewitt to study $\frak{E}_p(I)$. where $\frak{E}_p(I)$ is: Let $I$ be an arbitrary index set. For each $i\in I$ let $H_i$ ...
- 209
-1
votes
1
answer
346
views
An infinite set in a compact space
Let $X$ be a topological space. Is there any characterization for the property that says "for every infinit subset $A$ of $X$ there exists $a\in A$ such that if $f$ be an arbitrary real continuous ...
3
votes
1
answer
336
views
Bounding the difference in the value of a strongly convex function at its integer minimum and other integer points
I am currently working on a problem where I have to minimize a $m$-strongly convex function
$$f ~: ~\mathbb{R}^n \rightarrow \mathbb{R}^+$$
over a bounded integer lattice,
$$L = \mathbb{Z}^n \cap [-...
- 379
3
votes
1
answer
446
views
floating point representation via the perspective of TTE/computable analysis
Floating point numbers are not compatible with the usual theory of type 2 theory of effectivity (TTE), and not even the real-RAM model; there are functions that are computable in one model but not ...
- 459
0
votes
0
answers
116
views
Dimension of the set of the polynomial growth harmonic function on the hyperbolic plane
We consider the hyperbolic plane and the harmonic function there. Pick any point $p$. Let $H_n, n \in\mathbb N$ be the set of the harmonic functions $f$ such that $|f(x)|\leq c(1+ d(x,p))^n$.
What is ...
- 5,063
16
votes
3
answers
1k
views
Can integration spoil real-analyticity?
Is there an example of a function $f:(a,b)\times(c,d)\to\mathbb{R}$, which is real analytic in its domain, integrable in the second variable, and such that the function
$$ g:(a,b)\to\mathbb{R},\qquad ...
- 353
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
12
votes
1
answer
239
views
Interval arithmetic with different definitions of intervals
Interval arithmetic normally deals with intervals defined as $[a,b]$ with rules like $$[a,b]+[c,d]=[a+c,b+d]$$ I am interested in interval arithmetic with different interval definitions such as $$\{a\}...
- 497
19
votes
0
answers
775
views
A Linear Order from AP Calculus
In teaching my calculus students about limits and function domination, we ran into the class of functions
$$\Theta=\{x^\alpha (\ln{x})^\beta\}_{(\alpha,\beta)\in\mathbb{R}^2}$$
Suppose we say that $...
- 433
2
votes
1
answer
383
views
Hardy space, Lebesgue space for $p<1$,
We denote $\mathcal D'(\mathbb R^n)$ the space of distributions, and $\mathcal D(\mathbb R^n)$ the space of smooth, compactly supported functions.
Let $\rho\in \mathcal D'(\mathbb R^n)$ such that ...
- 630
-1
votes
1
answer
173
views
For a given $n$, under what condition(s) there exists (at least) two different $c$ and $c′$ such that $X_n^c=X_n^{c'}$
Let $X_n^c=\{\cos\left((4k-c)\frac{\pi}{2n}+\frac{\pi}{4}\right): k=0, 1, \dots, n-1\}$ where $c\in\{0, 1, \ldots, \lfloor\frac{n}{2}\rfloor\}$ and $n$ is any positive integer greater than 3. I want ...
- 11
5
votes
0
answers
247
views
Involutions on $[0,1]$ given by power series (related to probability generating functions)
Let $A$ be a function from $[0,1]$ to $[0,1]$. $A$ is an involution if $A(A(x))=x$ for all $x\in[0,1]$.
Which involutions $A$ exist such that $A(x)=\sum_{k=0}^\infty a_k x^k$ with $a_0=1$ and $a_k\...
- 3,937
3
votes
0
answers
105
views
Can Mumford-Shah functional be adapted to lower $L^1$ space?
The well know Mumford-Shah functional functional
$$
F(u)=\int_\Omega|\nabla u|^2+\mathcal H^{N-1}(S_u) \tag 1
$$
where $u\in SBV(\Omega)$ and $\nabla u$ is the absolutely continuous part of ...
- 679
3
votes
1
answer
265
views
Scaling properties of the Hölder estimate for heat equation
Lately, I have been interested in scaling properties of parabolic equations, and this question is related to an earlier one I asked about Harnack constants.
Let $Q(R) := Q(R^2,R) = B(0, R) \times [-R^...
- 632
5
votes
1
answer
215
views
Smoothening a measure, II
There is an almost invisible, but significant difference between the question below and that recently answered by Boris Bukh.
Given a probability measure $\mu$ supported on a finite set $S\subset{\...
- 23k