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Questions about mathematics which don't fall into the other arXiv categories. If you have a general question about mathematics but it is not research level, it's off-topic but it might be welcomed on Mathematics Stack Exchange.

2 votes
Accepted

What's the lower bound of the correlation coefficient?

$\newcommand\P{\operatorname P}\newcommand\E{\operatorname E}\newcommand\Var{\operatorname{Var}}\newcommand\Cov{\operatorname{Cov}}$As you noted, necessarily $\rho\ge0$, so that $0$ is a lower bound o …
Iosif Pinelis's user avatar
3 votes
Accepted

Any theorem shows that flowmap $\phi_{\sum_{i=1}^n a_i f_i(x)}^\tau$ can be approximated by ...

$\renewcommand{\a}{\mathbf a}$The conclusion is indeed very intuitive. However, the proof of it is rather tedious, along the lines of the proof of the Picard–Lindelöf theorem. Accordingly, assume the …
Iosif Pinelis's user avatar
1 vote
Accepted

What's the lower bound for this quantity?

The exact lower bound on $k$ is $0$. Indeed, let $a:=\alpha$. By Jensen's inequality, $\ln Ee^{ax}\ge0$ for all real $a$. So, $k\ge0$ when $k$ is defined. On the other hand, let $y$ be any random vari …
Iosif Pinelis's user avatar
3 votes
Accepted

Is the right-hand term of the autonomous dynamic system equivalent to the original system af...

In the autonomous case the answer is yes. Indeed, suppose that $$\text{$z'(t)=f(z(t))$ for $t\in[0,\tau']=[0,a\tau]$ and $z(0)=x_0$.}$$ For $t\in[0,\tau]$, let $X(t):=z(at)$. Then $$\text{$X'(t)=az'(a …
Iosif Pinelis's user avatar
2 votes
Accepted

Does this inequality hold for the cumulant generating function?

This is not true in general. Indeed, let $X$ be a zero-mean random variable (r.v.) such that $Ee^{tX}<\infty$ for $t\in[0,\tau)$ but $Ee^{\tau X}=\infty$. Then for all $t\in(0,\tau)$ the left-hand sid …
Iosif Pinelis's user avatar
2 votes
Accepted

Does this KL divergence inequality hold?

The answer is no. E.g., if $p_1=1/2$, $p_2=1/2$, $q_1=1/100$, $q_2=99/100$, and $\beta=1/10$, then the ratio of the left-hand side of the conjectured inequality to its right-hand is $0.00877\ldots<1$. …
Iosif Pinelis's user avatar
-7 votes

Examples of bad notation and its consequences

$\newcommand\E{\mathsf E}\newcommand\P{\mathsf P}\newcommand\Eb{\mathbb E}\newcommand\Pb{\mathbb P}\newcommand\R{\mathbb R}\newcommand\C{\mathbb C}$ChatGPT gives a few examples of bad notation used m …
Iosif Pinelis's user avatar
7 votes

Progress in robustifying mathematics - i.e. making mathematical theorems robust to small cha...

There is a direction of research in statistics called robust statistics. There also is a direction of research in probability, initiated by Zolotarev, concerned with stability problems in probability …
Iosif Pinelis's user avatar
15 votes
Accepted

Is it ever unnecessary to mathematically formalize a concept?

Your question is Are there ever cases where formally defining physical phenomena in mathematical language is unnecessary? It is never possible to define physical phenomena directly in mathematical l …
Iosif Pinelis's user avatar
2 votes

How to prove this high-degree inequality

This is to complement the nice answer by Fedor Petrov by a calculus proof of the inequality $$ (2 x^{10} + x^{-20})^2\ge3 (2 x^{13} + x^{-26}),$$ for real $x>0$. Rewrite this inequality as $$f(x):=4 …
Iosif Pinelis's user avatar
9 votes
Accepted

How to prove this high-degree inequality

These inequalities are algebraic and thus can be proved purely algorithmically. Mathematica takes a minute or two for this proof of your first inequality: Here is a "more human" proof: Substituting …
Iosif Pinelis's user avatar
2 votes

Existence of functions satisfying a homogeneity condition

$\newcommand\R{\mathbf R}$Here we shall interpret the condition that $g$ be nontrivial as the condition that $g$ be non-constant. We have \begin{equation} g(af(a)s)=f(a)g(s) \quad\text{for all real $a …
Iosif Pinelis's user avatar
1 vote
Accepted

Closed-form for recursive "geometric-like" recursion

It seems extremely unlikely that a simple "non-recursive" expression for $x_n$ is possible. However, let us obtain an exact upper bound on the $x_n$'s. Let $a:=\alpha\in(0,1]$ and $b:=k|C|^a\in(0,\inf …
Iosif Pinelis's user avatar