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Special functions, orthogonal polynomials, harmonic analysis, ordinary differential equations (ODE's), differential relations, calculus of variations, approximations, expansions, asymptotics.

23 votes
Accepted

A question of Erdős on equidistribution

The statement was shown to be false by J. Bourgain in a paper published in 1988 (Almost Sure Convergence and Bounded Entropy, doi:10.1007/BF02765022). Well before either Harman's 1997 book and the 200 …
George Lowther's user avatar
21 votes
0 answers
1k views

Almost everywhere differentiability for a class of functions on $\mathbb{R}^2$

A while ago, I came across the following problem, which I was not able to resolve one way or the other. Let $f,g\colon\mathbb{R}^2\to\mathbb{R}$ be continuous functions such that $f(t,x)$ and $g(t …
George Lowther's user avatar
16 votes
Accepted

On the average of continuous functions $f:\mathbb{R}^2\rightarrow[0,1]$

Yes, any such $f$ is constant. In fact, if we relax the condition so that $f$ is only required to be bounded below, but not above, then it is still true that $f$ is constant. This can be proven by mar …
George Lowther's user avatar
15 votes
Accepted

Real analytic function, injective, non surjective and preserving the rationals ?

The statement in the question is not true. Given any two enumerable and dense sets in open intervals of the reals, there is a (complex) analytic1 function giving a bijection between them. See the foll …
George Lowther's user avatar
14 votes

What is the standard notation for a multiplicative integral?

As I mentioned in my comment, this concept is the time-ordered exponential (as I remember from Quantum Field Theory lectures, long ago). Alternatively, the path-ordered exponential. I'm no expert here …
George Lowther's user avatar
13 votes
Accepted

Have commuting functions a common value ?

Yes. The set of fixed points of $g$ is closed, nonempty, and is mapped into itself by $f$. Letting $a\le b$ be, respectively, the minimum and maximum fixed points of $g$, we have $f(a)\ge a=g(a)$ and …
George Lowther's user avatar
9 votes
Accepted

Consequence of equidistribution or not?

No, you cannot put any better bound than SN = o(N). There is a general technique, using the Baire category theorem of proving the existence of counterexamples to problems like this (which I discovered …
George Lowther's user avatar
6 votes
Accepted

Continuous dependence of the expectation of a r.v. on the probability measure

This problem reduces quickly to Holder continuity of the operator square root. That is, there exists a $C > 0$ such that $$ \begin{align} \lVert\sqrt{A}-\sqrt{B}\rVert\le C\lVert A-B\rVert^{1/2}&&{\rm …
George Lowther's user avatar
3 votes
Accepted

Limit connected with a periodic function

No, convergence does not hold for all irrational $x$. I posted a full answer to the question at math.stackexchange and I'll summarize the result here. There are uncountably many values of $x$ for whi …
George Lowther's user avatar
2 votes

Hilbert transforms of measures

Showing that the two definitions agree almost everywhere is easy! Using the truncated transform $$ \mathcal{H}\_\epsilon\mu(x)=\frac1\pi\int_{\lvert y-x\rvert > \epsilon}\frac{d\mu(y)}{x-y} $$ then, b …
George Lowther's user avatar
1 vote

Euclidean volume of the unit ball of matrices under the matrix norm

I had a go at this question, but the method I tried here doesn't quite work out. It does reduce it to upper triangular matrices, although that doesn't seem to be a lot of help for general n. Let your …
George Lowther's user avatar