Recent content by economicsnerd

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    A Smoothness of a value function with discontinuous parameters

    Related question: If everything above were ##C^2##, then ##v## would satisfy the DE, ##r(x)v(x) = f(x) + \mu(x)v'(x) + \tfrac12 v''(x)##. I'd love to know if, when ##\mu, f, r## are discontinuous, there's still any meaningful sense in which the DE is satisfied.
  2. E

    A Smoothness of a value function with discontinuous parameters

    Let ##\mu: \mathbb{R}\to \mathbb{R}##, ##f: \mathbb{R}\to \mathbb{R}##, and ##r: \mathbb{R}\to [1, \infty)## be bounded measurable functions (which may be discontinuous). I'm interested in the function ##v:\mathbb{R}\to\mathbb{R}## given by ##v(x) = \mathbb E \left[ \int_0^\infty e^{-\int_0^t...
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    A Functions with "antisymmetric partial"

    I did mean ##\tfrac{\partial}{\partial y} f(y, x) = -\tfrac{\partial}{\partial x} f(x,y)##, not ##\tfrac{\partial}{\partial y} f(x, y) = -\tfrac{\partial}{\partial x} f(x,y) ##. So I'm after the set of functions whose first partial is an antisymmetric function. I'm wondering if there's a way...
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    A Functions with "antisymmetric partial"

    Sorry for the terribly vague title; I just can't think of a better name for the thread. I'm interested in functions ##f:[0,1]^2\to\mathbb{R}## which solve the DE, ##\tfrac{\partial}{\partial y} f(y, x) = -\tfrac{\partial}{\partial x} f(x,y) ##. I know this is a huge collection of functions...
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    I Why is cf(x) not equal to \aleph_a when x=\aleph_{a} and a is a limit ordinal?

    And notice that stevendaryl's argument that ##cf(\aleph_a) \leq |a|## can be slightly modified to show ##cf(\aleph_a) \leq cf(a)##. Indeed, letting ##C## be some cofinal subset of ##a##, one can verify that ##\{\aleph_c: \ c\in C\}## is cofinal in ##\aleph_a##.
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    Outer products & positive (semi-) definiteness

    Let ##u,v## be vectors in the same Euclidean space, and define the symmetric matrix ##M = uv'+vu'##, the sum of their two outer products. I'm interested in whether or not ##M## is positive (semi)definite. Does anybody know of any equivalent conditions that I might phrase "directly" in terms of...
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    Notation question for probability measures on product spaces

    Hi Krylov, 1) As it turns out, what you've provided is the definition I'm aware of for measurability of a map whose codomain is the space of probability measures on ##(B, \mathcal{B})##. In fact, I'm used to seeing the "standard" ##\sigma##-algebra on ##\mathcal P(B, \mathcal{B})## as the one...
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    Intuition for sign of third derivative

    I think I found one that works okay. For some fixed ##d>0## and ##\lambda\in(0,1)##, let ##g(x)## denote the "gap" between the graph of ##f## and its secant between ##x## and ##x+d##, measured proportion ##\lambda## of the way along. That is, let ##g(x):= [\lambda f(x+d) + (1-\lambda) f(x)] -...
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    Intuition for sign of third derivative

    [I asked this question over a year ago, but I thought I'd try again.] Let ##I\subseteq \mathbb R## be an interval and ##f:I\to\mathbb R## be a ##C^\infty## function. I have the following characterizations: 1) ##f'\geq 0## everywhere iff ##f## is increasing. 2) ##f''\geq 0## everywhere iff...
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    Notation question for probability measures on product spaces

    1.5 years later, I'm still curious about this!
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    Disproving A=B with Counter Example: Sets A, B & C

    I don't buy that argument. I don't think it follows from ##(a,c)\in A\times C## and ##c\in C## that ##a\in A##. Let ##C= \mathbb R^\infty## and ##A=\mathbb R##. Let ##c=(1,1,1,...)\in C## and ##a = (0,0)\in \mathbb R^2.## Then ##a\notin A##, but ##(a,c)=(0,d)##, where ##d=(0,1,1,1,...)\in...
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    Is there a strictly algebraic way of coding "whole number value of"?

    Assume we're only dealing with real numbers. Let ##\Phi_0(z)\equiv##"##\exists a,b\in\mathbb R \text{ such that } z = a^2, \enspace 1-z = b^2 \text{ and } b\neq 0##." It's straightforward to check that ##\Phi_0(z)## is true if and only if ##z\in[0,1)##. For any ##n\in \mathbb N##, let...
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    Is F continuous if it is both upper and lower semicontinuous?

    The usual definition of a set-valued map being continuous is that it's both upper and lower semicontinuous. So of course, it can't be continuous without being lower semicontinuous.
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    Is F continuous if it is both upper and lower semicontinuous?

    It appears to be lower semicontinuous but not upper semicontinuous. To see it's lower semicontinuous, fix an open set ##V\subseteq \mathbb R^2## which intersects ##F(\alpha)## for some given ##\alpha\in[0,2\pi]##. That is, ##\lambda(\cos\alpha,\sin\alpha) \in V## for some ##\lambda\geq0##...
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