All Questions
Tagged with fa.functional-analysis pr.probability
596
questions
1
vote
1
answer
189
views
Does an uncountable convex combination of elements of a set lie in the convex hull of the set in finite dimension?
Suppose that $\mathcal{F}$ is a finite-dimensional vector space and that $C\subseteq\mathcal{F}$ is a convex subset of $\mathcal{F}$.
Is it true that an uncountable convex-combination of elements of $...
- 179
2
votes
1
answer
92
views
Why do distributional isomorphisms preserve joint distribution?
Let $(\Omega,\mathcal{A},\mu)$ and $(\Omega',\mathcal{A}',\mu')$ be probability spaces and
$$f_1,\ldots,f_n:\Omega\to\mathbb R,\; f_1',\cdots, f_n':\Omega'\to\mathbb{R}$$
be integrable random ...
1
vote
0
answers
76
views
What do $\gamma$-radonifying operators radonify?
In the second volume of their Analysis in Banach Spaces, Hytönen et al. introduce the notion of $\gamma$-radonifying operator more or less as follow.
Let $(\gamma_j)_{j\in\mathbf N}$ be a sequence of ...
- 335
1
vote
0
answers
51
views
functional resembling random variable norm
Let $N\subset\mathbb{R}$ be finite
and define
$$
A(N)
=
\sum_{i
\in\mathbb{Z}
}\min\{
2
^i,
|N\cap[2^i,2^{i+1})|
\},
$$
where
$\mathbb{Z}=\{0,\pm1,\pm2,\ldots\}$
and
$|\cdot|$ denotes set cardinality.
...
- 6,111
1
vote
1
answer
137
views
Is the Boltzmann entropy continuous in the supremum norm?
We define $U : [0, +\infty) \to [0, +\infty)$ by $U(0) := 0$ and $U (s) := s \log s$ for $s >0$. Then $U$ is strictly convex. Let $D$ be the set of all bounded non-negative continuous functions $\...
- 1,179
0
votes
0
answers
69
views
Computationally efficient solution for the measure of central tendency minimizing Lp loss for p > 1
We know that the measure of central tendency that minimizes the Lp loss is $\min_c \sum_{i=1}^n |x_i - c|^p$
For $p=1$ (L1 loss), this is the median. For $p=2$ (L2 loss), this is the mean. Both of ...
- 109
3
votes
1
answer
179
views
Conditional expectation as square-loss minimizer over continuous functions
It is well-known that the conditional expectation of a square-integrable random variable $Y$ given another (real) random variable $X$ can be obtained by minimizing the mean square loss between $Y$ and ...
- 461
1
vote
1
answer
91
views
Does convergence of Radon transforms of a sequence of probability distributions implies convergence of the distributions themselves?
Let $P_1,P_2,\ldots $ be a sequence of absolutely continuous probability measures on $\mathbb R^n$, and let
$f_j:\mathbb R^n\to\mathbb R$ be their PDFs. Assume that $\operatorname{E}P_j = 0$ and $\...
- 13
4
votes
2
answers
373
views
A possible measure-theoretic pathology
Let $S$ be a nonempty closed subset of the open unit square $(0,1)^2 = X \times Y$
that has the following "shadow property":
For any aligned open square $C = A \times B$ that intersects $S$, ...
- 41
8
votes
2
answers
626
views
Uniqueness of the uniform distribution on hypersphere
I'm looking for a uniqueness-type result for the following problem, which is related to the uniform distribution in the hypersphere $\mathbb{S}^{p-1}$. Suppose $f$ is a sufficiently smooth function on ...
- 81
1
vote
0
answers
129
views
Estimator for the conditional expectation operator with convergence rate in operator norm
Let $X$ and $Z$ be two random variables defined on the same probability space, taking values in euclidian spaces $E_X$ and $E_Z$, with distributions $\pi$ and $\nu$, respectively.
Let $L^2(\pi)$ ...
- 111
3
votes
2
answers
90
views
Reference for Wiener type measure on $C(T)$ when $T$ is open
I'm considering Gaussian process on open domain $T$ in $\mathbb{R}^n$ and I tried to follow the abstract Wiener space construction of Gross. Since my sample paths are meant to be continuous, I thought ...
- 163
1
vote
1
answer
153
views
Reference request: Inequalities involving convex sets and Gaussian variables stated in a paper by Talagrand
I'm looking for references for two facts that are stated without proof in the paper:
Talagrand, M., Are all sets of
positive measure essentially convex?, Lindenstrauss, J. (ed.) et al.,
Geometric ...
- 445
1
vote
1
answer
207
views
What is convergence in distribution of random variables taking values in a non-metrizable product space?
Let $F = (F(x) : x \in \mathbf{R}^n)$ be a family of $\mathbf{R}^k$-valued random variables indexed by $\mathbf{R}^n$ (to be clear there is a single probability space $(\Omega,\Sigma,\mathbf{P})$ such ...
- 1,161
3
votes
1
answer
190
views
Is there a real/functional analytic proof of Cramér–Lévy theorem?
In the book Gaussian Measures in Finite and Infinite Dimensions by Stroock, there is a theorem with a comment
The following remarkable theorem was discovered by Cramér and Lévy. So far as I know, ...
- 647