Search Results
Search type | Search syntax |
---|---|
Tags | [tag] |
Exact | "words here" |
Author |
user:1234 user:me (yours) |
Score |
score:3 (3+) score:0 (none) |
Answers |
answers:3 (3+) answers:0 (none) isaccepted:yes hasaccepted:no inquestion:1234 |
Views | views:250 |
Code | code:"if (foo != bar)" |
Sections |
title:apples body:"apples oranges" |
URL | url:"*.example.com" |
Saves | in:saves |
Status |
closed:yes duplicate:no migrated:no wiki:no |
Types |
is:question is:answer |
Exclude |
-[tag] -apples |
For more details on advanced search visit our help page |
Real-valued functions of real variable, analytic properties of functions and sequences, limits, continuity, smoothness of these.
7
votes
1
answer
728
views
Should coffee machines be deconcentrated?
We model some region by convex and compact $E\subset \mathbb R^2$. $N\ge 1$ coffee machines are provided for the people living on $E$, of capacities $\alpha_1,\ldots, \alpha_N>0$. Assume the populatio …
4
votes
2
answers
382
views
A measure assigning values in $\{0,1\}$ must be a Dirac measure?
Let $\mu$ be a measure on some measurable space $(\Omega, \mathcal F)$ such that
$$\mu(B)\in \{0,1\},\quad \forall B\in \mathcal F.$$
Can we show that $\mu$ must be a Dirac measure (under suitable con …
3
votes
1
answer
351
views
An integral on the interval depending on the integrand
Let $C_p\equiv C_p(\mathbb R_+,\mathbb R_+)$ be the space of right-continuous piecewise constant functions $f: \mathbb R_+\to \mathbb R_+$, i.e. $f\in C_p$ iff
$$f(t)=\sum_{k=1}^n {\mathbf 1}_{[t_{k-1 …
3
votes
0
answers
135
views
On the continuity with respect to the increasing convex order
For $p\ge 1$, let $\mathcal P_p(\mathbb R)$ be the set of probability measures on $\mathbb R$ of finite $p^{\rm th}$ moment. Denote by $W_p$ the Wasserstein metric of order $p$ and by $\preceq$ the in …
3
votes
0
answers
89
views
How to compute the partial derivatives of this function?
For any probability measure $\mu$ on $\mathbb R^2$ and $\theta\in [0,2\pi]$, denote by $\mu_\theta$ its projection along $v:=(\cos\theta,\sin\theta)$. Namely, if $X$ is a random variable distributed a …
3
votes
2
answers
609
views
Should coffee machines be placed at the region's boundary?
This is a continuation of Should coffee machines be deconcentrated?
Recall that some region is denoted by convex and compact $E\subset \mathbb R^2$. $N\ge 1$ coffee machines are provided for the peopl …
2
votes
1
answer
107
views
Equivalence among these functions
Let $\Phi$ be the CDF of a standard Gaussian distribution, i.e.
$$\Phi(x):=\int_{-\infty}^x \frac{1}{\sqrt{2\pi}} e^{-y^2/2}dy,\quad \forall~ x\in \mathbb R.$$
Denote by $\Phi^{-1}$ its inverse functi …
2
votes
1
answer
196
views
Does this maximisation problem admit a finite upper bound?
Let $\mathcal M_2$ be the space of real $2\times 2$ matrices and $\mathcal S_2\subset \mathcal M_2$ be its subset consisting of positive semidefinite elements, i.e. $A\in \mathcal S_2$ iff $A$ is symm …
1
vote
0
answers
119
views
On some integral equation
Let $M$ be the set of continuous and increasing functions $h: [0,1)\to\mathbb R_+$ s.t. $h(0)=0$ and $h(1-)=+\infty$. Consider the equation as follows:
$$
1-t= \int\limits_0^\infty p(x)\Phi\left(\frac …
1
vote
1
answer
90
views
Differentiability of some function defined as the maximum
Let $d,n\ge 1$ be fixed integers. Given some compact subset $E\subset \mathbb R^d$, consider the function $f: E^n\ni (x_1,\ldots, x_n) \longrightarrow f(x_1,\ldots, x_n)\in \mathbb R$ defined by
$$f( …
1
vote
0
answers
214
views
Inequality on matrix trace
Consider the following inequality of Lemma 1 arising in The law of large numbers for quantum stochastic filtering and control of many-particle systems :
$$\Big|tr(L\gamma LB) - \frac{1}{2}tr(B(L\gamma …
1
vote
1
answer
64
views
Boundedness of maximisers of parametric strictly concave functions
Let $L:[0,1]\times \mathbb R^m\times \mathbb R^n\to \mathbb R$ be defined by
$$L(\lambda, x,y):=\sum_{1\le i\le m}\alpha_i x_i + \sum_{1\le j\le n}\beta_j y_j -\sum_{1\le i\le m, 1\le j\le n} p_{i,j}\ …
1
vote
0
answers
53
views
Extension of this maximisation problem : finite or not?
$\mathcal M$ is the space of real $d\times d$ matrices and $\mathcal S\subset \mathcal M$ is its subset consisting of positive semidefinite elements. We consider the distance the product space $\mathb …
0
votes
1
answer
50
views
Is the number of uncrossing invariant under time-change?
Let $X=(X_t:t\ge 0)$ be a stochastic process (martingale in general) starting at $X_0=0$. For $T>0$ and $a<b$, let $U^T_{a,b}(X)$ be the number of upcrossings of $X$ across the interval $[a,b]$ over $ …
0
votes
0
answers
59
views
A maximisation problem : finite or not?
Let $\mathcal M_2$ be the space of real $2\times 2$ matrices and $\mathcal S_2\subset \mathcal M_2$ be its subset consisting of positive semidefinite elements, i.e. $A\in \mathcal S_2$ iff $A$ is symm …