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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...
| | almostsuremath.com
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| | The aim of this post is to motivate the idea of representing probability spaces as states on a commutative algebra. We will consider how this abstract construction relates directly to classical probabilities. In the standard axiomatization of probability theory, due to Kolmogorov, the central construct is a probability space $latex {(\Omega,\mathcal F,{\mathbb P})}&fg=000000$. This consists...
| | thenumb.at
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| | bartoszmilewski.com
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| This is part 12 of Categories for Programmers. Previously: Declarative Programming. See the Table of Contents. It seems like in category theory everything is related to everything and everything can be viewed from many angles. Take for instance the universal construction of the product. Now that we know more about functors and natural transformations, can...