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seen Jul 5 at 16:21

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
comment 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
comment 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
comment 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
comment 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
comment 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
comment Expectation of the time t standard brownian motion stopped at itself's square
@NateEldredge "why not?" is rarely considered as a proof.
Oct
11
comment 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
comment What might extraterrestrial mathematics look like?
The first sentence of the post made my day. Unmistakenly Monty Pythonesque.
Aug
9
comment Is there a probability density function providing the least expected value?
math.stackexchange.com/questions/461410
Jul
29
comment 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.