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3 votes
2 answers
2k views

Examples of deterministic processes of quadratic variation which are of unbounded variation

In [Föllmer 81] (English translation to be found here) writes: "The class of processes of quadratic variation is clearly larger than the class of semimartingales: Just consider a deterministic process ...
5 votes
0 answers
583 views

Cohomology of Real algebraic Varieities

I understand Serre's GAGA theorem as saying that equations over algebraically closed fields can be studied equally from the algebraic and analytic points of view, at least with respect to cohomology. ...
1 vote
1 answer
275 views

Shift operator that generates separable orbit

Suppose, that $f$ is bounded measurable function, $T_h(f)(x) = f(x+h)$ is the shift operator. How to prove, that if the whole orbit $T_h(f):\, h\in\mathbb{R}$ has a dense, countable subset $T_{n_k}(f)$...
9 votes
2 answers
791 views

Asymptotic difference between a function and its "binomial average"

(I posted this question on Math.SE a few weeks ago. I got a few comments, but nothing definite, and so I thought I would try MO.) The origin of this question is the identity $$\sum_{k=0}^n \binom{n}{...
3 votes
0 answers
302 views

functions on intervals with endpoints

Would most analysts say that $(2/3) x^{3/2}$ is an antiderivative of $x^{1/2}$ on $[0,\infty)$, or just on $(0,\infty)$? More generally, is there a standard interpretation of the assertion "$F$ is an ...
1 vote
0 answers
174 views

Eigenvalues of a Parametrized Family of Linear Functions

Suppose that we have a family of linear functions $L(\alpha) : \mathbb{R}^n \rightarrow \mathbb{R}^n$, where $\alpha$ is a positive real number. For each $\alpha$, it is given that $L(\alpha)$ is a ...
21 votes
2 answers
924 views

Codimension of Measurable Sets

I am currently teaching an advanced undergraduate analysis class, and the following question came up. Intuition suggests that "most" subsets of $[0,1]$ are not Lebesgue measurable. However, the ...
1 vote
1 answer
685 views

This limit converges to the partial derivative?

Let a function $f:X \times \mathbb{R} \rightarrow \mathbb{R}$ continuous, with $X \subset \mathbb{R}$ compact, and supose that $\partial_2 f(x,t)$ exists for all $x \in X$ and is continuous. (here $\...
-1 votes
1 answer
185 views

eigenvalues of $I\otimes B\otimes C + A\otimes I \otimes C + A\otimes B \otimes I $

Let $A$, $B$ and $C$ be symmetric matrices. What can we say about eigenvalues of $I\otimes B\otimes C + A\otimes I \otimes C + A\otimes B \otimes I $?
5 votes
0 answers
369 views

Independent Events Inducing Probability Measures

Let $\mathcal{F}$ be a sigma algebra over $\Omega$ and $M$ the set of all probability measures on $\mathcal{F}$. Let $\mathcal{C}$ be some collection of pairs $(A,B)$ with $ \ A,B\in\mathcal{F}$. Now ...
2 votes
1 answer
3k views

Is it possible to decompose a symmetric, positive definite matrix in this way?

Let $\Sigma$ be a symmetric positive definite matrix. Then the Cholesky decomposition gives us $\Sigma=LL'$ where $L$ is lower triangular and unique. Under what conditions (if any) does there exist ...
0 votes
1 answer
937 views

Lebesgue's Majorized Convergence Theorem

Can anyone point me to an explanation and a proof of this theorem? For reference, it is mentioned in Kolmogorov's almost everywhere divergent function in $L$ as given in Zygmund, volume I. In the ...
4 votes
1 answer
1k views

An application of Baire category theorem

Hi, Does somebody know a proof (or a reference) for the following statement: Let $f:\mathbb{R} \rightarrow \mathbb{R}$ be an infinitely differentiable function. Suppose that for all $x$, $f^n(x)=0$ ...
8 votes
3 answers
813 views

Strange real functions

I know there are a lot of strange functions $f~:~\mathbb R \to \mathbb R$. I'm looking for an "elementary but complete" exposition of a result discovered by W. Sierpi\'nski and A. Zygmund in "Sur une ...
44 votes
3 answers
4k views

Smooth functions for which $f(x)$ is rational if and only if $x$ is rational

A friend of mine introduced me to the following question: Does there exist a smooth function $f: \mathbb{R} \to \mathbb{R}$, ($f \in C^\infty$), such that $f$ maps rationals to rationals and ...
2 votes
2 answers
492 views

on existence of matrices X, Y s.t. XAY is diagonal over non-commutative ring

Given $A\in Mat_{n\times n}(R)$ where $R$ is a non-commutative associative ring are there exist any (non-zero) matrices $X, Y\in Mat_{n\times n}(R)$ such that $XAY=diag(a_1, \ldots , a_n)$ for some $...
1 vote
1 answer
399 views

Which linear transformations between f.d. Hilbert spaces contract the inner product?

Given two finite-dimensional Hilbert spaces $U, V,$ a linear transformation $T:U\to V$ contracts the inner product if for all $x,y \in U,$ $$\langle x,y \rangle_U \ge \langle Tx, Ty\rangle_V.$$ ...
5 votes
1 answer
781 views

Does a log-concave function on a convex set extend continuously to the boundary?

Let $U$ be an open convex set in a locally convex space $X$, and let $f : U \to [0,1]$ be a log-concave function on $U$ (i.e., bounded and real-valued). Under what conditions does $f$ have a ...
1 vote
0 answers
396 views

Notation for bilinear form $y^t M z$, where $M$ is a matrix and $y,z$ are vectors.

I'm working on a problem where I need to consider a bilinear form of the form $y^t M z$ where $M$ is an $n$-by-$n$ real symmetric matrix and $y,z \in \mathbb{R}^n$ are vectors. I also need to consider ...
1 vote
2 answers
641 views

Sharp upper bounds for sums of the form $\sum_{p \mid k} \frac{1}{p+1}$

Are there known sharp upper bounds (in terms of $k$ or $\omega(k)$, the number of distinct prime divisors of $k$) for sums of the form $\sum_{p \mid k} \frac{1}{p+1}$ for $k > 1$ subject to the ...
1 vote
0 answers
615 views

Is there a Real valued function with image of every open interval the whole real line [duplicate]

Possible Duplicate: Function with range equal to whole reals on every open set Hello, My problem is the following "Is there a Real valued function with image of every open interval the whole ...
3 votes
3 answers
1k views

Structure theorem for finitely generated Z[G] modules

For a finite abelian group $G$ is there an analogue of structure theorem for finitely generated modules like for P.I.D. rings but with $Z[G]$ group ring over integers instead ?
5 votes
4 answers
2k views

Diagonalization of Infinite Hermitian matrices

We know that $n\times n$ square Hermitian matrices can be diagonalized and have real eigenvalues. Suppose I have a countable sized Hermitian matrix $A=(a_{ij})$ where the indices $i$ and $j$ run ...
2 votes
1 answer
465 views

What is the regularity of the argument of a complex function?

Let $\psi=f+ig=\rho e^{i\theta}$ be a complex function on some open subset of $\mathbb{R}^n$, where $f,g,\rho$ and $\theta$ are real-valued. I happened to find that the identity of differentiation for ...
4 votes
2 answers
734 views

Analyzing the solution to a second-order, non-linear ODE

Let $\psi : [0,\infty] \to \mathbb R$ be a strictly positive, continuously differentiable function, and consider the non-linear ODE $$\ddot x = - \frac{1}{4} \frac{\psi'(x)}{\psi(x)} \left( \dot x^2 - ...
3 votes
1 answer
952 views

Geometrical structure of critical points of harmonic functions

For a harmonic function $\Phi$ on a simply connected subset $\Gamma$ of $\mathbb{R}^3$, define a guide curve $\gamma: I \mapsto \Gamma$ of $\Phi$ as a simple regular $C^1$ curve such that all point ...
5 votes
2 answers
917 views

Is the inclusion of Lebesgue spaces compact?

[Disclaimer: this may be a very trivial question; it certainly looks like it ought to have been studied and understood. I started thinking about it this morning when writing some notes for Rellich-...
2 votes
0 answers
470 views

Can any antidifference (indefinite sum) of a function be expressed in elementary functions and generalized polygamma function if its integral can be expressed in elementary functions?

If the integral or multiplicative integral of a function can be expressed with elementary functions, does it mean its indefinite sum (antidifference) or indefinite product respectively can be ...
4 votes
3 answers
794 views

Monotone injection of an ordinal into $[0,1]$

This is related to my recent question and would provide a natural positive answer to Question 2. I am sure this must be known to experts. Question: Is there a monotone injection $(\omega_1,<) \...
4 votes
0 answers
939 views

Proofs of Baire category theorem

I would like to have a list of proofs of the fact that the real line is not meager (also very useful would be a reference to such a list, if it already exists somewhere). My motivation is the ...
7 votes
3 answers
2k views

Is there a field which is the union of finitely many proper subfields?

Is there a field which is the union of finitely many proper subfields?
11 votes
3 answers
1k views

Can there be two continuous real-valued functions such that at least one has rational values for all x?

Of course, no continuous real valued non-constant function can attain only rational or irrational values, but can there be a pair of nowhere-constant continuous functions f and g such that for all x, ...
1 vote
2 answers
360 views

Inf of a mutivariate function

Let $f(x_1,\ldots , x_n) = \frac{x_1}{x_2+x_3} + \frac{x_2}{x_3+x_4} + \cdots + \frac{x_n}{x_1+x_2}$, defined for $x_i>0$. Is there $(x_1, \ldots ,x_n)\in {\mathbb{R}^*_+}^n$ such that $f(x_1,\...
9 votes
3 answers
4k views

Are there sigma-algebras of cardinality $\kappa>2^{\aleph_0}$ with countable cofinality?

A standard homework in measure theory textbooks asks the student to prove that there are not countably infinite $\sigma$-algebras. The only proof that I know is via a contradiction argument which ...
7 votes
3 answers
744 views

Looking for applications of a nice result in linear algebra

Hello everybody There is a nice classical result in linear algebra: if $A, B$ are two matrices in $M_n(k),$ where $k$ is a field, and $B$ commutes with every element of $M_n(k)$ which commutes with $...
10 votes
4 answers
3k views

Measure 0 sets on the line with Hausdorff dimension 1

I use $\dim_H(E)$ to denote the Hausdorff dimension of a set $E \subseteq \mathbb{R}$ and $|E|$ to denote its Lebesgue measure. It is easy to see from the definition of Hausdorff dimension that if $\...
3 votes
1 answer
362 views

Cartesian product of test function spaces

Mini introduction Suppose $U \subset \mathbb R^n, V \subset \mathbb R^m$ are two open sets. If we take http://en.wikipedia.org/wiki/Distributions_space#Test_function_space">test functions $f_i \in \...
3 votes
1 answer
367 views

A differential inclusion relating to the slope of a convex function

This question is concerned with a possible lemma which would be very useful in one of my current research projects, but which I am currently unable to prove. The project as a whole relates to the ...
6 votes
1 answer
369 views

Denominators in the solution to Hilbert's XVII

Hilbert's seventeenth problem asks to prove that every positive semidefinite form can be written as the sum of squares of rational functions. Currently we don't seem to have a good understanding of ...
4 votes
1 answer
346 views

approximately linear functions -- more

Suppose $f,g$ are continuous functions from $\mathbb R$ to $\mathbb R$, with the property that $$f(x)+f(y)=g(x+y)$$ for all $x,y$. Taking $x=y=z/2$ implies that $g(x)=2f(x/2)$ so that the above ...
13 votes
3 answers
2k views

Set of real numbers with positive measure containing no midpoints

Does there exists a subset E of R with positive measure and without containing any midpoints (i.e. x,y distinct in E, (x+y)/2 not in E)?
5 votes
1 answer
2k views

Continuous functions remaining constant

I solved a problem in analysis and i was thinking of generalizing this question which i couldn't succeed. If $f:\mathbb{R} \to \mathbb{R}$ is a continuous function which satisfies $f(x)=f(2x+1)$, ...
7 votes
1 answer
2k views

approximately linear functions

i suppose it's fairly well known that if a (continuous, real-valued) function $f$ on the real line satisfies $f(x-y)=f(x)-f(y)+const$ then it is necessarily linear. are there any general ...
4 votes
4 answers
385 views

Is anything known about $w^*(x)=\sup_y w(x+y)/w(y)$ for measurable functions w on $R^n$

In my recent studies (fourier multipliers on weighted Lp spaces) I have to deal with this kind of transformation: if w is a measurable function on $R^n$, define $w^*(x)=\sup_y \frac{w(x+y)}{w(y)}$. ...
3 votes
1 answer
2k views

What is the pure intuition for topological continuity and topology? [closed]

I have read the introductory sections of many books on Real Analysis and Topology, yet nowhere have I found an unbiased motivation for the notions of either topology or (topological) continuity. The ...
1 vote
4 answers
620 views

Do there exist nonconstant functions such that...

Do there exist nonconstant real valued functions $f$ and $g$ such that the expression: $$f(x) -v/g(x)$$ is maximized at $x = v$ for all positive real $v$?
3 votes
2 answers
376 views

Invariant subspaces of subalgebras of $M_n(C)$

Given a subalgebra E of $M_n$ (nxn complex valued matrices), what can we say about the subspaces F of $M_n$ such that $EF \subset F$? Googling for an answer gives me the reference: Israel Gohberg, ...
7 votes
1 answer
2k views

Hanner's inequalities: the intuition behind them

Hanner's inequalities in the theory of $L^p$ spaces (see http://en.wikipedia.org/wiki/Hanner's_inequalities) look hard to come-up with at the first glance. Their proof (say, the one in Lieb & Loss ...
6 votes
1 answer
778 views

Inverse function theorem for DC-functions

I would like to have an inverse (or/and) implicite function theorem for DC-functions. It seems that I have right definitions, but I fail to prove it... Definitions: Let $h:\mathbb R^n\to\mathbb R$ ...
-3 votes
2 answers
260 views

On \ell_3 norm in R^2

Let $v,w\in\mathbb{R}^{2}$ and $v\perp w$. Is it true that $\left\Vert v\right\Vert _{3}\leq\left\Vert v+w\right\Vert _{3}$, in which $\left\Vert \left(x,y\right)\right\Vert _{3}:=\sqrt[3]{\left|x\...