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Cm7F7Bb
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33 votes
4 answers
30k views

When does the inverse of a covariance matrix exist?

15 votes
1 answer
4k views

Understanding the definition of the covariance operator

11 votes
3 answers
2k views

Trace of non-negative self-adjoint integral operator

8 votes
1 answer
605 views

The birthday problem when the order is not important

8 votes
3 answers
2k views

Are conjugate vectors unique?

7 votes
2 answers
381 views

Random elements and random processes

6 votes
1 answer
6k views

Square of a series

5 votes
1 answer
1k views

Convergence of the fdds vs convergence in distribution in a function space

5 votes
1 answer
535 views

Kolmogorov continuity theorem for Banach space valued random processes

5 votes
1 answer
778 views

Is the sum of two tight sequences tight?

5 votes
1 answer
1k views

Tensor product $L^2([0,1],\mathbb R)\otimes L^2([0,1],\mathbb R)$

5 votes
1 answer
1k views

Are derivatives of the standard Gaussian density bounded?

4 votes
1 answer
758 views

If $\sqrt n X_n\xrightarrow{d}N(0,1)$, what can we say about $X_n$?

4 votes
0 answers
162 views

The Cramér–Wold theorem for complex random vectors

4 votes
1 answer
73 views

If $f\in L^2([0,1]^2)$, what can we say about $g(x)=f(x,x)$?

4 votes
1 answer
461 views

Is the nuclear norm equal to the Hilbert-Schmidt norm for a particular operator?

4 votes
2 answers
1k views

Equality in the Cauchy-Bunyakowsky-Schwarz inequality for a semi-inner product

4 votes
1 answer
192 views

Convergence of $\operatorname E|X_n|^p$ when $0<p<1$

4 votes
1 answer
233 views

Proving that copulas are Lipschitz continuous

3 votes
1 answer
170 views

Convergence rate of the tail of the series

3 votes
2 answers
215 views

Derivative of $f(x,y)=x-y$, where $x,y\in\mathbb R^2$

3 votes
1 answer
126 views

Neumann series with random matrices

3 votes
0 answers
94 views

Expression for the third moment of a sum

3 votes
1 answer
142 views

Convergence of the series $\sum_n|\langle f,e_n\rangle|$

3 votes
1 answer
709 views

Moment and tail probability inequality

3 votes
0 answers
103 views

Convergence of a particular product

3 votes
2 answers
248 views

Riemann sum for improper integral

3 votes
1 answer
64 views

Is it true that $\lim_{n\to\infty}\sum_{i=1}^nx_{i,n}=\sum_{i=1}^\infty x_{i,\infty}$?

3 votes
0 answers
109 views

Are autocovariance operators trace class?

2 votes
0 answers
528 views

Tensor products of Hilbert spaces and Hilbert-Schmidt operators