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Real-valued functions of real variable, analytic properties of functions and sequences, limits, continuity, smoothness of these.

3 votes
1 answer
108 views

Inequality: multivariate normal distribition

Let $p(u,x)=\frac{1}{(4\pi u)^{q/2}}e^{-|x|^2/(4u)},u>0,x \in \mathbb{R}^q.$ Prove that for $r\geq 0,c>1$ there exists $C>0$ (depending on $r,c$) such that $$\forall x \in \mathbb{R}^q,u>0,\frac{|x|^ …
mathex's user avatar
  • 573
0 votes
1 answer
109 views

Integral and inequality

Let $p(u,x):=(4 \pi u)^{-1/2}e^{-\frac{x^2}{4u}},u>0,x \in \mathbb{R}.$ Let $\mathcal{E}:=\{\phi \in C_c^\infty (\mathbb{R}),\operatorname{supp}(\phi) \subset B(0,1),\|\phi\|_\infty \leq 1\}.$ Prove t …
mathex's user avatar
  • 573
0 votes
1 answer
247 views

Integral with inequality

Let $p(u,x):=(4 \pi u)^{-1/2}e^{-\frac{x^2}{4u}},u>0,x \in \mathbb{R}.$ Let $\mathcal{E}:=\{\phi \in C_c^\infty (\mathbb{R}),\operatorname{supp}(\phi) \subset B(0,1),\|\phi\|_\infty \leq 1\}.$ Prove o …
mathex's user avatar
  • 573
1 vote
1 answer
190 views

Inequality and integral

Let $p(u,x):=(4 \pi u)^{-1/2}e^{-\frac{x^2}{4u}},u>0,x \in \mathbb{R}.$ Let $\mathcal{E}:=\{\phi \in C_c^\infty (\mathbb{R}),\operatorname{supp}(\phi) \subset B(0,1),\|\phi\|_\infty \leq 1\}.$ Prove t …
mathex's user avatar
  • 573
0 votes
1 answer
74 views

$\int_{\mathbb{R}}|p(v-r,x)-p(u-r,x)|\,dx \leq C\frac{v-u}{u-r}$

Consider $p(u,x)=(4\pi u)^{-d/2}e^{-\frac{|x|^2}{4u}},u>0,x\in \mathbb{R}^d.$ Prove that there exists $C>0$ such that for all $0<u\leq v,r\in[0,u[,$ $$\int_{\mathbb{R}^d}|p(v-r,x)-p(u-r,x)|\, dx \leq …
mathex's user avatar
  • 573
1 vote
0 answers
181 views

Hardy's inequality proof using Doob's inequalities

Consider a probability space $([0,1],\mathcal{B}([0,1],\lambda),p>1$ and $f \in L^p(]0,\infty[).$ We want to prove Hardy's inequality using martingale theory and Doob's maximal inequalities. Let $\mat …
mathex's user avatar
  • 573
2 votes
1 answer
156 views

$\int_0^u\int_{[-1,1]^2}\int_{[-1,1]^2}\frac{1}{r}e^{-\alpha^2|x-y|^2/r} \, dx\,dy\,dr\leq C...

I am looking for a proof for the following fact: for $U>0,\beta>0,$ there exists $C>0,\epsilon>0$ such that $$\forall u\in [0,U],\alpha\in\left]0,1\right],\int_0^u\int_{[-1,1]^2}\int_{[-1,1]^2} \frac{ …
mathex's user avatar
  • 573