|
You are here |
extremal010101.wordpress.com | ||
| | | | |
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... | |
| | | | |
gregorygundersen.com
|
|
| | | | | ||
| | | | |
qchu.wordpress.com
|
|
| | | | | As a warm-up to the subject of this blog post, consider the problem of how to classify$latex n \times m$ matrices $latex M \in \mathbb{R}^{n \times m}$ up to change of basis in both the source ($latex \mathbb{R}^m$) and the target ($latex \mathbb{R}^n$). In other words, the problem is todescribe the equivalence classes of the... | |
| | | | |
www.seascapemodels.org
|
|
| | | |||