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As somebody used to say:
Does research. Smokes. Battles administration. Smokes. Wishes he could stop battling administration so that he could have more time to do research. Smokes some more.
The same. Except I do not smoke.
This paragraph is for my personal use but freely available:
Welcome to Math.SE! Please, consider updating your question to include what you have tried and where you are getting stuck. That way, people on this site will know exactly what help you need.
Apr 16 |
comment |
Is minimum of convex envelope the same as minimum of the original function?
@CristóbalGuzmán Nice to see the nonconvexity of $f$ is not a problem anymore. The modification you now suggest is trivial--I am sure you will figure it with pleasure. |
Apr 16 |
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Is minimum of convex envelope the same as minimum of the original function?
@CristóbalGuzmán Off-topic. Please refer to my comment dated Nov 15 '12 at 12:19 on Yiyong Feng's post. |
Mar 15 |
awarded | Yearling |
Jan 17 |
answered | Population dynamics for fish arriving via a Poisson process and living for a time given by some (not necessarily symmetric) general distribution |
Jan 14 |
awarded | Necromancer |
Dec 15 |
revised |
Structures that turn out to exhibit a symmetry even though their definition doesn't
deleted 6 characters in body |
Dec 5 |
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Proving that Brownian motion has no points of increase
@AndrásBátkai The set is an event, that is, a subset of the probability space $\Omega$. |
Nov 10 |
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Examples of theorems with proofs that have dramatically improved over time
With no further specification, this post is not an answer to the question asked. |
Oct 29 |
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Large deviations for missing mass
OK. I mentioned the fact at the beginning of your post. |
Oct 29 |
revised |
Large deviations for missing mass
added 40 characters in body |
Oct 29 |
comment |
Large deviations for missing mass
The second formula for $V_n$ is not equal to the first, defining, one. The second one enumerates the number of times $X_i=j$ while one is interested in whether or not $X_i=j$ for some $i$s. In other words, you use $k$ instead of $\min(k,1)$. |
Oct 12 |
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Expectation of the time t standard brownian motion stopped at itself's square
@NateEldredge Indeed joint measurability shows the result (thus, this probably assumes that one uses a continuous (not only almost surely continuous) version of $W$, which of course one can do). |
Oct 11 |
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Expectation of the time t standard brownian motion stopped at itself's square
@NateEldredge "why not?" is rarely considered as a proof. |
Oct 11 |
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Expectation of the time t standard brownian motion stopped at itself's square
Is $W_{(W_t)^2}$ a random variable? |
Sep 30 |
awarded | Caucus |
Sep 3 |
comment |
An integral representation of the Riemann zeta function
Which one of the three equal signs in (3.29) do you want to see explained? The rightmost one follows from the series expansion of the denominator in terms of $\mathrm e^{-2\pi\sqrt{\lambda}}$ and a term-by-term integration. The same approach probably also applies to the rightmost equal sign of (4.20). |
Aug 31 |
comment |
Convergence Question
"This question does not appear to be about research level mathematics within the scope defined in the help center." |
Aug 19 |
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What might extraterrestrial mathematics look like?
The first sentence of the post made my day. Unmistakenly Monty Pythonesque. |
Aug 9 |
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Is there a probability density function providing the least expected value?
math.stackexchange.com/questions/461410 |
Jul 29 |
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What is characteristic function of maximum of i.i.d. random variables?
The last $\mathrm d\mu$ should be $\mathrm d\mu_X$. And if $F$ is defined by $F(x)=P(X\leqslant x)$ (the càdlàg choice, if you wish), then the $+$ sign before this integral should be a $-$ sign. |