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

2 votes
1 answer
223 views

Is Boltzmann entropy well-defined for arbitrary probability density function?

$\newcommand{\bR}{\mathbb{R}}\newcommand{\diff}{\mathop{}\!\mathrm{d}}$ We define a continuous function $\varphi : \bR_+ \to \bR$ by $$ \varphi (s) := \begin{cases} 0 &\text{if} \quad s =0 , \\ s \ln …
Akira's user avatar
  • 825
2 votes
0 answers
63 views

Construct a differentiable function whose gradient has a prescribed modulus of continuity

$\newcommand{\bR}{\mathbb{R}}$ Let $\alpha := e^{-(1 + \sqrt{2})}$. We define the following modulus $\psi : \bR_+ \to \bR_+$ of continuity $$ \psi (x) := \begin{cases} 0 &\text{if} \quad x =0 , \\ x | …
Akira's user avatar
  • 825
2 votes
1 answer
203 views

Hölder continuity in time of heat semigroup for regular initial distribution

$ \newcommand{\bR}{\mathbb{R}} \newcommand{\diff}{\mathop{}\!\mathrm{d}} $ Let $(p_t)_{t>0}$ be the standard Gaussian heat kernel on $\bR^d$, i.e., $$ p_t (x) := \frac{1}{(4 \pi t)^{\frac{d}{2}}} \exp …
Akira's user avatar
  • 825
3 votes
1 answer
256 views

Hölder continuity in time of heat semigroup

$ \newcommand{\bR}{\mathbb{R}} \newcommand{\diff}{\mathop{}\!\mathrm{d}} $ We fix $\alpha \in (0, 1)$ and $c>0$. Let $\ell : \bR^d \to \bR_+$ be a probability density function such that $$ \|\ell\|_{\ …
Akira's user avatar
  • 825
1 vote
1 answer
120 views

Does Gaussian heat kernel ensure $\int_{\mathbb R^d} (1+|x|) \sqrt{\ell_{t_0} (x)} \, \mathr...

$ \newcommand{\bR}{\mathbb{R}} \newcommand{\diff}{\mathop{}\!\mathrm{d}} $ Let $\ell : \bR^d \to \bR_+$ be a probability density function such that $$ \int_{\bR^d} (1+|x|) \sqrt{\ell (x)} \diff x < \i …
Akira's user avatar
  • 825
2 votes
1 answer
794 views

Does $\int_{\mathbb R^d} (1+|x|^{1 + \alpha}) \ell (x) \, d x < \infty$ imply $\int_{\mathbb...

$ \newcommand{\bR}{\mathbb{R}} \newcommand{\bE}{\mathbb{E}} \newcommand{\diff}{\mathop{}\!\mathrm{d}} $ We fix $\alpha \in (0, 1)$. Let $\ell : \bR^d \to \bR_+$ be a continuous function such that $$ \ …
Akira's user avatar
  • 825
0 votes
1 answer
95 views

Convergence of mollified functions in weighted $L^p$ norm

$ \newcommand{\bR}{\mathbb{R}} \newcommand{\bE}{\mathbb{E}} \newcommand{\supp}{\operatorname{supp}} $ Let $(\rho_n)_{n \geq 1}$ be a sequence of mollifiers on $\bR^d$, i.e., each $\rho_n$ is a probabi …
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  • 825
0 votes

Upper bound $\int_{\mathbb{R}^d \times \mathbb{R}^d} |fx)-f(y)| (1+|y|) \ell (x) p_t (x-y) \...

$ \newcommand{\bR}{\mathbb{R}} \newcommand{\bE}{\mathbb{E}} \newcommand{\diff}{\mathop{}\!\mathrm{d}} $ Let $d:=1, Z \sim \mathcal N (0, 1)$ and $\ell := p_1$. We write $M_1 \lesssim M_2$ if there exi …
Akira's user avatar
  • 825
2 votes
2 answers
149 views

Upper bound $\int_{\mathbb{R}^d \times \mathbb{R}^d} |fx)-f(y)| (1+|y|) \ell (x) p_t (x-y) \...

$ \newcommand{\bR}{\mathbb{R}} \newcommand{\diff}{\mathop{}\!\mathrm{d}} $ We fix $\alpha \in (0, 1)$ and $c>0$. Let $f : \bR^d \to \bR$ and $\ell : \bR^d \to \bR_+$ be measurable such that $\ell$ is …
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  • 825
2 votes
0 answers
80 views

Stability of Hölder constants of frozen Itô stochastic integrals

$ \newcommand{\RR}{\mathbb{R}} \newcommand{\TT}{\mathbb{T}} \newcommand{\NN}{\mathbb{N}} \newcommand{\PP}{\mathbb{P}} \newcommand{\EE}{\mathbb{E}} \newcommand{\FF}{\mathbb{F}} \newcommand{\PPP}{\maths …
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  • 825
1 vote
1 answer
116 views

Is there $\varepsilon \in (0, 1)$ such that $\sup_{t \in [0, \varepsilon]} [\ell_t]_\beta < ...

$ \newcommand{\bR}{\mathbb{R}} \newcommand{\bT}{\mathbb{T}} \newcommand{\bN}{\mathbb{N}} \newcommand{\bP}{\mathbb{P}} \newcommand{\bE}{\mathbb{E}} \newcommand{\bF}{\mathbb{F}} \newcommand{\bD}{\mathbb …
Akira's user avatar
  • 825
2 votes
2 answers
189 views

Gronwall's inequality in discretized time

$ \newcommand{\RR}{\mathbb{R}} \newcommand{\TT}{\mathbb{T}} \newcommand{\NN}{\mathbb{N}} \newcommand{\PP}{\mathbb{P}} \newcommand{\EE}{\mathbb{E}} \newcommand{\FF}{\mathbb{F}} \newcommand{\PPP}{\maths …
Akira's user avatar
  • 825
0 votes
0 answers
44 views

Are there probability densities $\rho, f_n$ such that $\lim_n \frac{[\rho * f_n]_\alpha}{\|\...

We fix $\alpha \in (0, 1)$. Let $[f]_\alpha$ be the best $\alpha$-Hölder constant of $f: \mathbb R^d \to \mathbb R^k \otimes \mathbb R^m$, i.e., $[f]_\alpha := \sup_{x \neq y} \frac{|f(x) - f(y)|}{|x- …
Akira's user avatar
  • 825
1 vote
1 answer
54 views

Lower bound the best $\alpha$-Hölder constant of a convolution

Let $\mathcal D_1$ be the set of bounded probability density functions on $\mathbb R^d$. This means $f \in \mathcal D_1$ if and only if $f$ is non-negative measurable such that $\int_{\mathbb R^d} f ( …
Akira's user avatar
  • 825
1 vote
2 answers
86 views

Is the difference between $\alpha$-Hölder constants of $f*\rho$ and $g*\rho$ controlled by $...

Let $\mathcal D_1$ be the set of bounded probability density functions on $\mathbb R^d$. This means $f \in \mathcal D_1$ if and only if $f$ is non-negative measurable such that $\int_{\mathbb R^d} f ( …
Akira's user avatar
  • 825

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