## Search found 7 matches

Tue Mar 24, 2009 5:50 pm UTC
Forum: Mathematics
Topic: Definition of a gaussian stochastic process
Replies: 6
Views: 995

### Re: Definition of a gaussian stochastic process

Hello, A few clarifications. A stochastic process X_{t} is called gaussian exactly when the variables X_{s} are all individually Gaussian. This implies that all vectors are Gaussian, and also that all linear functionals involving only finitely many indices are Gaussian. As wikipedia notes, sometimes...
Sat Mar 07, 2009 4:13 pm UTC
Forum: Mathematics
Topic: Representation theory help
Replies: 23
Views: 2120

### Re: Representation theory help

Time to split responses, I suppose To DavCrav: Thanks for the suggestion - I know the Diaconis notes, but was unaware of the book... though on checking it is in a part of the library I pass through frequently. If you know of any applications of modular representation theory, you would be a hero. To ...
Sat Mar 07, 2009 4:09 am UTC
Forum: Mathematics
Topic: Representation theory help
Replies: 23
Views: 2120

### Re: Representation theory help

If you're interested in this kind of thing, representation theory is how to do Fourier analysis on groups besides the integers, the torus, and the reals (well, its also how one does Fourier analysis on those groups). Much of the theory of Fourier analysis carries over, replacing functions like e^{in...
Mon Feb 02, 2009 5:46 pm UTC
Forum: Mathematics
Topic: Conditional probability / expectation
Replies: 2
Views: 790

### Re: Conditional probability / expectation

Hello, The relationship to Bayes rule is that conditioning X on A, where P(A)>0, using Bayes rule is the same as conditioning X on the indicator function of A using this spiffy new version of conditional probability. One of my favourite introductions to this is in Williams' book on Martingales, whic...
Wed Aug 20, 2008 12:52 pm UTC
Forum: Mathematics
Topic: Linear algebra problem
Replies: 13
Views: 2108

### Re: Linear algebra problem

My face is red - I must have thought we were looking for a disc, not a circle, though I'm not sure how I misread the question...
Mon Aug 18, 2008 2:30 am UTC
Forum: Mathematics
Topic: Linear algebra problem
Replies: 13
Views: 2108

### Re: Linear algebra problem

The above hints are probably sufficient to solve the problem. However, as somebody who normally spends far too much time calculating and not nearly enough time being lazy, I thought I should point out that if this is for a course, you have almost certainly been given a mega-theorem which can deal wi...
Wed May 28, 2008 4:18 pm UTC
Forum: School
Topic: Doing something you suck at for a living
Replies: 12
Views: 2169

### Re: Doing something you suck at for a living

Alright, a little late here, but from anecdotal evidence it is quite possible to change this. There are a few students in my year here at (one of Berkeley/Stanford/MIT/Harvard) who didn't do much math when young, including one who was apparently the worst student in his high school class for a numbe...