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 almostsuremath.com
ContinuousProcesseswithIndependentIncrements - Almost Sure
| | stevensoojin.kim
Steven Soojin Kim
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| | A survey of Poincaré inequalities appearing outside of PDE.
| | gregorygundersen.com
Proof the Binomial Model Converges to Black-Scholes
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| | fa.bianp.net
On the Convergence of the Unadjusted Langevin Algorithm
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| | The Langevin algorithm is a simple and powerful method to sample from a probability distribution. It's a key ingredient of some machine learning methods such as diffusion models and differentially private learning. In this post, I'll derive a simple convergence analysis of this method in the special case when the ...
| | mikespivey.wordpress.com
A Connection Between the Riemann Zeta Function and the Power Sum | A Narrow Margin
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| The Riemann zeta function $latex \zeta(s)$ can be expressed as $latex \zeta(s) = \sum_{n=1}^{\infty} \frac{1}{n^s}$, for complex numbers s whose real part is greater than 1. By analytic continuation, $latex \zeta(s)$ can be extended to all complex numbers except where $latex s = 1$. The power sum $latex S_a(M)$ is given by $latex S_a(M) =...