All Questions
5,849 questions
1
vote
1
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189
views
Precompactness of a sequence of convex functions
Suppose we have a bounded convex open set $\Omega$ in $\mathbf{R}^n$,and a sequence of convex functions $P_n$ such that $||P_n||_{L^2(\Omega)}\leq C\forall n$.Is it possible to find a subsequence ...
- 151
1
vote
0
answers
304
views
Asymptotic Expansion of Double integral
Crosspost from math.stackexchange. Have a look at the great answers there, even though they do not quite answer the question completely.
Define
$$G(\theta) = \int\limits_0^\infty \int\limits_0^{2\pi} ...
- 9,853
1
vote
0
answers
244
views
Distribution of a signal covariance matrix
A common estimation problem in signal processing assumes the following signal model
\begin{equation}
\mathbf{r} = \sum_{i=1}^{Q}\alpha_i\mathbf{s}\left(w_i\right)+\mathbf{n}
\end{equation}
where $\...
- 345
12
votes
1
answer
694
views
History of the Jaccard distance $d(A,B) = \mathbb P(\overline A\cup\overline B\mid A\cup B)$
I'm wondering where the relative probabilistic distance or Jaccard distance was first studied:
$$d(A,B) =\mathbb P(\overline A\cup\overline B\mid A\cup B)$$
where $\overline A$ is the complement of $A$...
- 24.8k
3
votes
2
answers
383
views
Looking for some function
Is there a continuous function $F: R\to R$ such that $F$ is a surjection but not an injection, $F(Q)\subset Q$ and the restriction $F: Q\to Q$ is an injection, but not a surjection. Here $Q$ denotes ...
- 1,835
1
vote
0
answers
378
views
On the remainder term in Taylor's formula [closed]
(1) What are the main differences, in terms of "usefulness" while solving problems (even at research level), among Cauchy, Lagrange, and Schlömilch's forms of the remainder in Taylor's ...
13
votes
2
answers
2k
views
New research and re-discovering classic results in "basic" real analysis
Sometimes, it happens that researchers publish a new proof of an old well-known result in "basic real analysis" (I'm referring to what some American people may call "honors calculus"). For instance, ...
2
votes
1
answer
254
views
Sets of Vitali's type in models of $\mathsf{ZF}+\mathsf{GCH}$ where $V \neq L$
Consider sets of Vitali's type in models of $\mathsf{ZF}+\mathsf{GCH}$ where $V \neq L$. Are there sets of Vitali's type in both $L$ and $V \backslash L$? If so, is there any way one can distinguish ...
- 6,132
5
votes
0
answers
423
views
Cusp point and straightness of a smooth curve.
I have a smooth curve of length $L$ with a single cusp point $P$ occuring at length $s = L_P$. Let the curve in arc length parametrization be $\alpha_t(s) \equiv (X_t(s),Y_t(s)) $. They are actually a ...
- 698
1
vote
0
answers
125
views
Convergence of solutions of the volterra integral equation with convergent kernels
Consider the following Volterra integral equation
$$
g(t) = \int_0^t K_n(t,s)w_n(s) ds
$$
where g(t) and K_n(t,s) are continuous and $K_n(t,s)\geq K_{n+1}(t,s)$ for all $t,s$. Moreover, $K_n(t,s)$ ...
- 111
9
votes
4
answers
952
views
What does it mean when we say we have computed a number to a certain accuracy using a probabilistic algorithm?
My intention is to ask a general question about probabilistic (Monte Carlo) algorithms. But to keep things simple, I will focus on a few specific examples.
Let me start the discussion with ...
- 3,245
14
votes
2
answers
540
views
Are all well behaved "mean" functions on $\mathbb{R}^+$ equivalent?
Given a set $S$, a function $M: S\times S \rightarrow S$ is a mean if it satisfies the properties:
$M(a,a)=a\qquad$ (identity)
$M(a,b)=M(b,a)\qquad$ (commutativity).
and possibly
$M(M(a,b),M(a,c))=...
- 5,103
3
votes
0
answers
511
views
Two (strictly related) proofs by induction of inequalities
This is a question I originally asked on MSE, receiving no answer, even with a bounty (which expired) on it. Therefore I am crosslinking in order to prevent duplication of effort: see here for the ...
-1
votes
1
answer
230
views
Prove that $\sum_{a<n\le b}\{f(n)\}=\frac{1}{2}(b-a)+O(\lambda^{1/3}(b-a)+\lambda^{-1/2})$ [closed]
Let $a,b\in\mathbb{Z}$, and $f\in C^2([a,b])$ such that $|f''(t)|\asymp \lambda$ for $a\le t\le b$. Prove that
$$\sum_{a<n\le b}\{f(n)\}=\frac{1}{2}(b-a)+O(\lambda^{1/3}(b-a)+\lambda^{-1/2}).$$
...
- 31
1
vote
0
answers
93
views
Schoenberg correspondence on $L^p$
Schoenberg correspondence states that $\psi: \mathbb R^d\longrightarrow \mathbb C$ is conditionally positive definite and hermitian if and only if $e^{t\psi}$ is positive definite for each $t>0$. ...
- 630
2
votes
1
answer
2k
views
Fourier transform of $sin(\frac{1}{x})$ for $x > 0 (x > 1)$
Please, give me the cue: does exist analytical representation of Fourier Transform of $sin(\frac{1}{x})$ for$ x>0$ (or $x>1$). Maybe exist an approximation of $FT(sin(\frac{1}{x}))$ by Bessel ...
0
votes
1
answer
182
views
Surjectivity of "nice maps" from local properties
What tools are available from real algebraic geometry, analysis and
topology to check surjectivity of a map $f:M_{1}\rightarrow\mathbb{R}^{d}$
from local properties and maybe function values?
...
- 1,256
1
vote
2
answers
163
views
Finding conditions to guarantee existence of solutions to IVP [closed]
Consider the following IVP:
$x'=f(t,x)$ and $x(0)=x_0$, where $x\in \mathbb{R}^n$ and $t\in \mathbb{R}$.
Suppose that for all $(t,x)\in\mathbb{R}^{n+1}$, $|f(t,x)|\leq b(t) |x|^2$.
In order for the ...
- 111
3
votes
1
answer
657
views
Banach space of discontinuous functions(Killing continuous functions)
Edit: According to the comment of Prof. Majer, I revise the question:
For a metric space $X$, we put $A=\{f:X\to \mathbb{C}\mid \text{f is bounded}\}$. We define two semi norm on $A$
$$\...
- 356
0
votes
1
answer
156
views
Prove a function, defined by integration of a harmonic function, is log-convex [closed]
Let $u$ be a harmonic function and we define
$$ q(r)=\int_{\partial B(0,r)}u^2(x)\,dx $$
The question is about to prove that $q(r)$ is log-convex, i.e., I want to show $\log q(r)$ is convex function ...
- 679
8
votes
1
answer
694
views
A generalization of Jensen's Inequality
Jensen's inequality is well known as
$$E\big[f(X)\big]\le f\big(E[X]\big)$$
where $X$ is a integrable random variable and $f: R\to R$ is a bounded concave function, see also http://en.wikipedia.org/...
- 1,835
-2
votes
1
answer
248
views
Upper and lower limits [closed]
Find the following limits:
(1) $\limsup_{n\to\infty } \sin (n!) $
(2) $\liminf_{n\to\infty } \sin (n!) $
(3) $\limsup_{n\to\infty } \cos (n!) $
(4) $\liminf_{n\to\infty } \cos (n!) .$
- 469
2
votes
1
answer
307
views
Question regarding to approximate continuity
Given $u\in BV(R^N)$, we say $u$ is approximate continuous at $x$ and the approximation limit is $l\in R$ if
$$ \lim_{r\to 0}\frac{\mathcal{L}^N(B(x,r)\cap \{|u-l|>\epsilon\})}{r^N} =0 $$
for all $...
- 679
7
votes
0
answers
111
views
A monoid-structure on pairs of interlacing polynomials
Let us call a pair of two real polynomials $(P,Q)$ interlacing if $\deg(P)=\deg(Q)+1$, both polynomials have strictly positive leading coefficients and $P,Q$ have only real roots which interlace ...
- 17.9k
3
votes
0
answers
119
views
Reasoning about dependent and independent quantities by "degrees of freedom"
In his classic textbook Foundations of the Theory of Probability Kolmogorov defines Independence a little bit differenent then it is usually done today. He denotes a probability space by $(E, \mathcal ...
- 798
0
votes
1
answer
316
views
The weighting function for the infinite product of necklaces
Let us consider the limit $\lim_{n\to \infty}\prod_{p=1}^n N(p,a)$ where $N(n,a)$ is the number of fixed necklaces of length $n$ composed of $a$ types of beads.
Let's rewrite the product in a way ...
1
vote
0
answers
525
views
Separability of the space $C(C[0, 1], \mathbb{R})$
Let $E=C([0, 1])$ be the space of all real-valued continuous functions on $[0, 1]$, equipped with the uniform norm. $C(E)$ stand for the continuous real-valued functions on $E$.
I am wondering that ...
- 199
8
votes
2
answers
2k
views
A generalized mean-value theorem
I'm pretty sure that if the function $f$ is continuous on $[x_1,x_3]$ and twice-differentiable on $(x_1,x_3)$, with $x_1 < x_2 < x_3$, then there must exist $x$ in $(x_1,x_3)$ for which $f''(x)$ ...
- 19.7k
6
votes
1
answer
353
views
Quaternion Wishart matrices of half-integer dimension?
For a physics application (quantum delay times of a chaotic scatterer) I need to generate $m$ positive random variables $\lambda_1,\lambda_2,\ldots\lambda_m$ with probability distribution
$$P_\beta(\...
- 188k
23
votes
1
answer
706
views
Which ordered fields are homeomorphic to their power?
It is well known that $\mathbb{R}^2\ncong \mathbb{R}$. It is also known that $\mathbb{Q}^2\cong \mathbb{Q}$. It is a corollary to Sierpiński's theorem which states that every countable metric space ...
- 6,741
11
votes
3
answers
900
views
Are these three different notions of a graph Laplacian?
I seem to see three different things that are being called the Laplacian of a graph,
One is the matrix $L_1 = D - A$ where $D$ is a diagonal matrix consisting of degrees of all the vertices and $A$ ...
- 1,893
2
votes
0
answers
448
views
Lebesgue point and regularity of functions
A known theorem says that for $f \in L_{loc}^1(\mathbb{R}^d)$, almost every point is a Lebesgue point.
I know too a theorem saying that for $f \in W_{loc}^{1,p}(\mathbb{R}^d)$ , every point is a ...
- 21
3
votes
1
answer
334
views
Does this function have any exponential growth?
Has anyone seen any function of the following type?
$$
g(x):=\sum_{n=0}^\infty \frac{x^n}{n!}\exp\left(-\frac{a^n}{x}\right),\quad a>1,x\ge 0.
$$
The question is whether for some constant $c>...
- 1,649
0
votes
0
answers
94
views
Do they have the same limit?
Suppose $a(\cdot)\in L^p$ and is symmetric and $b(\cdot)\in L^q$, where $1/p+2/q=2$, $p,q\ge 1$. Consider the quantity $Q_T=$
$$
\frac{1}{T}\int_{\mathbb{R}}dx\int_{[-T,T]^2}d\mathbf{v}\int_{[-T,T]^2}...
- 87
0
votes
0
answers
161
views
Asymptotic analysis of a sum of complex summands using integral
I'm trying to find the exact asymptotics of a sum:
$$A = \sum^n_{i=0} \begin{pmatrix} 2n \\ i \end{pmatrix} x^{i} y^{2n-i} $$
as $n\rightarrow\infty$. Here $x,y$ are complex numbers, $|x|\leq1, |y|\...
- 93
2
votes
1
answer
888
views
Absolutely continuous functions
it is well known that if a function $f:[0,T]\to\mathbb{R}$ satisfies the inequality
$$\vert f(t)-f(s)\vert\leq \int_s^t{m(r) dr},$$
for $s<t$ and some $m\in L^1([0,T])$ then $f$ is absolutely ...
- 145
3
votes
0
answers
158
views
Worst-Case Solution to (Stochastic) Matrix Inequality
EDIT: Some specific conjectures added.
This problem comes with an associated stochastic process, but I phrase everything as linear algebra in case somebody from a non-probability community has seen ...
- 31
0
votes
1
answer
705
views
Continuity of a Functional
A certain functional $T$ is defined as:
$$T(F)=\int_{(0,1)}F^{-1}(s)M(ds)$$
where $M$ is a probability measure with support $[\alpha,1-\alpha]$,for $\alpha>0$.
The result that above functional is ...
- 111
1
vote
0
answers
225
views
Is there an improvement for the Schur-Horn inequalities for positive semi-definite matrices?
By the Schur-Horn inequality I am thinking of the statement that for any Hermitian matrix $H$ its diagonal n-tuple $(H_{11},H_{22},..,H_{nn})$ for any choice of basis lies in the convex hull of the $n!...
- 1,893
-2
votes
2
answers
119
views
Systems of ODEs that fulfill a matrix relationship at steady state [closed]
It is well known that for a system of linear ODE $$x'(t) = A(t) \cdot x(t) + b(t)$$
with initial condition $x(t_0) = x_0$, that for a solution at any other time point $t_1$, $x(t_1) = (z_1, \ldots, ...
- 749
1
vote
1
answer
258
views
Do the sequences with divergent associated $\zeta$-function form a vector space?
Let $V$ be the set of sequences $a \in\mathbb{R}^\mathbb{N}$ such that $\lim_{n\to\infty} a_n = 0$. The set $V$ can be seen as a real vector space, with pointwise addition and scalar multiplication.
...
- 48.9k
5
votes
1
answer
185
views
Existence of an equivariant Morse function
Let $G$ be a (finite) group and $M$ a $G$ manifold. Now I have a smooth real valued function $f: M\rightarrow R$ with $f(x)=f(g(x)),\, \forall g\in G$. Now in general $f$ will maybe not be a Morse ...
- 53
0
votes
0
answers
145
views
A question about the duality principle
Suppose $X$ and $Y$ are finite sets and $K:X\times Y\to \mathbb R$ is some function. We get an integral transform from the space of real functions on $X$ to real functions on $Y$ given by $$\Phi_Kf(y)=...
- 133
1
vote
1
answer
281
views
On the Hölder regularity of an integral function
Let $n\geq 3$. Let $\Omega$ be an open and bounded subset of $\mathbb{R}^n$. Let define $X_0$ as the space of functions $f:\bar\Omega\times\partial\Omega\to\mathbb{R}$ such that $f(x,\cdot)$ is ...
- 301
-2
votes
3
answers
447
views
Determinant of matrix from set {-1, 1} [closed]
Let $A \in \mathbb{R}^{11 \times 11}$ and it's elements are form set $\{ -1,1 \}$. $\mathbb{P}(-1) = \mathbb{P}(1) = 0.5$. What is a probability to get such a matrix, that $\det A > 4000$?
I have ...
- 45
2
votes
0
answers
343
views
continuity with respect to weak-${\ast}$ topology
Let $V:=V([0,1],R)$ be the space of all cadlag functions defined on $[0,1]$ of bounded variation. Thus any element $v\in V$ determines a signed measure $\nu$ on $[0, 1]$ given by the formula $\nu([0, ...
- 1,835
2
votes
1
answer
800
views
A question about Skorokhod metric
I have a question related to the Skorokhod distance.
Let $\Omega:=D([0,1],R)$ be the space of cadlag functions $x$ defined on $[0,1]$. Let $\Lambda$ be the collection of non-decreasing continuous ...
- 1,835
6
votes
1
answer
2k
views
Jackson's theorem for partial sum of Fourier series
There is a classical theorem of Jackson stating that the $N$-th partial sum $S_N f$ of the Fourier series of a Lipschitz continuous function $f$ (which is periodic with period 1) satisfies
$$
|f(x) - ...
- 2,207
2
votes
1
answer
135
views
Skorokhod distance between $\omega, \omega\circ f_{\varepsilon}$ and $\omega, \omega\circ b_{\varepsilon}$
Let $\Omega:=D([0,1],R)$ be the space of cadlag functions $x$ defined on $[0,1]$. Let $\rho$ be the Skorokhod metric on $\Omega$, see e.g.
http://en.wikipedia.org/wiki/C%C3%A0dl%C3%A0g
Now define ...
- 1,835
2
votes
0
answers
431
views
What is the purpose of the definition of "metric regularity"/"regularity modulus"?
A set mapping $F:X \rightrightarrows Y$ is said to be metrically regular for $\overline{x}\in X$ and $\overline{y} \in Y$ if there exists a $\kappa\in(0,\infty)$ for which
$$
d(x,F^{-1}(y))\leq \...
- 81