You are here |
extremal010101.wordpress.com | ||
| | | |
almostsuremath.com
|
|
| | | | 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... | |
| | | |
fabricebaudoin.blog
|
|
| | | | 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
|
|
| | | | Spitzer's formula is a remarkable result giving the precise joint distribution of the maximum and terminal value of a random walk in terms of the marginal distributions of the process. I have already covered the use of the reflection principle to describe the maximum of Brownian motion, and the same technique can be used for... | |
| | | |
www.trek10.com
|
|
| | With AWS Fargate, Trek10 can help you simplify the deployment of container-based applications by abstracting away the underlying host infrastructure. |