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

32 votes
3 answers
12k views

What is the Katz-Sarnak philosophy?

It has been recently mentioned by a speaker (his talk is completely not relevant to random matrix theory/RMT though) that modern statistics, especially random matrices theory, will help solving some n …
Henry.L's user avatar
  • 8,071
7 votes
0 answers
270 views

Relations between Betti numbers for clique complex

Given a clique complex $K$ constructed from a discrete set of vertices (i.e. its faces are isomorphic to the set of cliques in the 1-skeleton of $K$.), it seems that the Betti numbers $\beta_k$ define …
Henry.L's user avatar
  • 8,071
1 vote

Bounding the "spikiness" of a probability distribution

Non-Gaussianness is an ambiguous concept. In the continuum of probability distributions such as the uniform, where all events are clustered into a given range and equally likely. On the other s …
Henry.L's user avatar
  • 8,071
2 votes
Accepted

Does Irreducibility holds for the Ergodic non-stationary Markov chain?

Generally, i want to know what are the main differences between Ergodicity of a stationary Markov chain and non-stationary one? This question could be a better question if formulated better. ( …
Henry.L's user avatar
  • 8,071
2 votes
Accepted

Expand the pdf of Wishart distribution into power series via orthogonal polynomials

Note that the Laguerre orthogonal polynomials are in form of [1](bearing combinatoric interpretation) and [3] \begin{align} & L_n^\nu(x)=(-1)^n\sum_{m=0}^n \binom n m \prod_{i=1}^m (\nu+2(n-i))(-x)^{ …
Henry.L's user avatar
  • 8,071
4 votes

Wiener Measure measure on functions?

The trick is to regard the Wiener measure as a random sample function $f(x,t)$ where $x\in (\Omega, \mathscr{F},P)$ and $t\in \mathscr{T}$ is the time index set. Then the whole stochastic process can …
Henry.L's user avatar
  • 8,071
4 votes
Accepted

Square integrable conditional expectations as projections

No. Vector space structure is not enough, we actually need a compatible lattice structure to make things work. To apply the conditional expectation operator $E(\bullet\mid Y)$ onto the Hilbert space c …
Henry.L's user avatar
  • 8,071
3 votes

Looking for a certain kind of a distribution

(1) supported on half planes of $\mathbb{R}^n$, you may want to look at folded Gaussian distributions. (2) supported on a compact surface like $\mathbb{S}^n$, you may want to look at projected Gaussi …
Henry.L's user avatar
  • 8,071
1 vote

Solution to semilinear heat equation at $t=0$: $u_t(0,x) - \Delta u(0,x) + f(x,u,u_x)= 0 \ ?$

This is a well known result from diffusion PDE theory. For example [1] studied the semi-linear equation in form of $$u_t - \Delta u + u^\gamma = 0, \quad (t,x) \in (0,T) \times \mathbb{R}^n, \gamma> …
Henry.L's user avatar
  • 8,071
2 votes

Weak convergence for discrete-time processes using characteristic functions

If the process you concern is a harmonizable process then Bochner Theorem can be easily generalized into discrete time case by regarding it as Fourier representation. And in some more specific cases D …
Henry.L's user avatar
  • 8,071
18 votes

Manifold of probability measures: connections between two types of metrics

In response to the critical comments below I revised my answer. Hope this is more helpful! (1) Two kinds of metrics are defined on generally different spaces. It is not fair to compare these two met …
Henry.L's user avatar
  • 8,071
5 votes
Accepted

Does MCMC overcome the curse of dimensionality?

You need a global convexity to enjoy the optimal convergence rate, otherwise even local convexity will almost surely(not in probabilistic sense) lead to the worst rate you pointed out. MCMC(Markov Ch …
Henry.L's user avatar
  • 8,071
1 vote

Can we find an Stein operator characterizing a distribution without density function?

The answer is yes. Stein operator is essentially no more than a differential equation $E$(written as an operator notation) which characterized a distribution $f$ as its unique solution. That is the re …
Henry.L's user avatar
  • 8,071
3 votes

Relation between Legendre and Chebyshev polynomials

On pp.13~15 of Fox, L. Parker. Chebyshev polynomials in numerical analysis. No. 519.4 F6. 1968., especially (64)(65), we can see the arguement. As an approach to the minimax solution to the function $ …
Henry.L's user avatar
  • 8,071
7 votes

A Point-free probability theory?

I do not think the accepted answer is a complete one. To be honest there is no such a pointless theory as far as I know. And I actually have read the book [Kappos] which could be viewed as a continut …
Henry.L's user avatar
  • 8,071

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