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Questions asking for the intuition behind some definition, conjecture, proof etc. In other words, questions designed to improve or to acquire understanding on a conceptual or intuitive level, as opposed to on a technical or formal level. When asking such a question it can be helpful to include a rough description of ones understanding of the subject at hand (on a technical level).
4
votes
Accepted
Intuitive "proof" or explanation of a result in Friedman's urn
You might be interested in the article by David A. Freedman on Friedman's urn. He reports a simple and intuitive proof due to Ornstein, which only uses the strong law
of large numbers.
In his notati …
4
votes
Can the "physical argument" for the existence of a solution to Dirichlet's problem be made i...
The electrostatic intuition does lead to a correct mathematical formulation of the Dirichlet problem. … See a nice little textbook by Arnold where he shows how to make the physical intuition rigorous in this problem. …
32
votes
Accepted
Intuition and/or visualisation of Itô integral/Itô's lemma
I find the intuitive explanation in Paul Wilmott on Quantitative Finance particularly appealing.
Fix a small $h>0$. The stochastic integral
$$\int_0^{h} f(W(t))\ dW(t)=\lim\limits_{N\to\infty}\sum\lim …
20
votes
Intuition for the Hardy space $H^1$ on $R^n$
In many ways $H^1$ is just a natural substitute for $L^1$.
A typical $H^1$ function is a $1$-atom, i.e. a function $\phi\in L^1(\mathbb R^n)$ such that the support of $\phi$ is contained in some bal …