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Results tagged with stochastic-calculus
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user 489481
Stochastic calculus provides a consistent theory of integration for stochastic processes and is used to model random systems. Its applications range from statistical physics to quantitative finance.
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A double sum with complex numbers having stochastic variables
I tried the way @Carlo suggested in the answer.
First, I tried expanding the sine ratio term.
$$ \left( \frac{\sin(Nx/2)}{\sin(x/2)} \right)^2 = \left( \frac{ \exp(i N x/2) - \exp(-iN x/2) }{ \exp(i …
- 159
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2
answers
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A double sum with complex numbers having stochastic variables
I am very confused by a sum I have been trying to solve analytically/ numerically for a long time. It comes from the idea of a physical problem where the observation is made that has a combined respon …
- 159
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1
answer
131
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Is it possible to sum this analytically in any way?
The sum I am looking for is the following sum as $M \to \infty$:
$$ L(\omega) = \sum_{m = 1}^{M} \frac{\sin\left( N \frac{\omega_m - \omega}{2} \right)}{\sin\left( \frac{\omega_m - \omega}{2} \righ …
- 159