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This tag is used if a reference is needed in a paper or textbook on a specific result.

5 votes
3 answers
158 views

Reference for a Grünwald–Letnikov-type definition of the $n$-th derivative of a function

Let $U\subset\mathbb R$ be an open set. Let $n\in\mathbb N$ and suppose that $f\in\mathcal C^n(U)$, i.e. that $f$ is $n$-times continuously differentiable on $U$. The $n$-th derivative of $f$, denoted …
Maximilian Janisch's user avatar
2 votes
1 answer
233 views

Kolmogoroff condition for truncated random variables

Question summary. Does the Kolmogoroff condition $\sum_{n=1}^\infty\frac{\mathbb V Y_n}{n^2} < \infty$ hold for truncated random variables $Y_n := X_n \cdot 1_{\{X_n \le n\}}$ (see below for a more ri …
Maximilian Janisch's user avatar
2 votes
1 answer
267 views

An oversimplified model for optimal distribution of wealth

Consider the following, overly simplified, model for determining an optimal wealth distribution for society: Let $X$ be a random variable, which will model the distribution of wealth in a society. The …
Maximilian Janisch's user avatar