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almostsuremath.com | ||
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www.jeremykun.com
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| | | | Last time we investigated the naive (which I'll henceforth call "classical") notion of the Fourier transform and its inverse. While the development wasn't quite rigorous, we nevertheless discovered elegant formulas and interesting properties that proved useful in at least solving differential equations. Of course, we wouldn't be following this trail of mathematics if it didn't result in some worthwhile applications to programming. While we'll get there eventually, this primer will take us deeper down the rabbit hole of abstraction. | |
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terrytao.wordpress.com
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| | | | Thus far, we have only focused on measure and integration theory in the context of Euclidean spaces $latex {{\bf R}^d}&fg=000000$. Now, we will work in a more abstract and general setting, in w... | |
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jmanton.wordpress.com
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| | | | If $latex Y$ is a $latex \sigma(X)$-measurable random variable then there exists a Borel-measurable function $latex f \colon \mathbb{R} \rightarrow \mathbb{R}$ such that $latex Y = f(X)$. The standard proof of this fact leaves several questions unanswered. This note explains what goes wrong when attempting a "direct" proof. It also explains how the standard proof... | |
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fabricebaudoin.blog
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| | In this section, we consider a diffusion operator $latex L=\sum_{i,j=1}^n \sigma_{ij} (x) \frac{\partial^2}{ \partial x_i \partial x_j} +\sum_{i=1}^n b_i (x)\frac{\partial}{\partial x_i}, $ where $latex b_i$ and $latex \sigma_{ij}$ are continuous functions on $latex \mathbb{R}^n$ and for every $latex x \in \mathbb{R}^n$, the matrix $latex (\sigma_{ij}(x))_{1\le i,j\le n}$ is a symmetric and non negative matrix. Our... |