Author Archives: mg50

The Radon-Nikodym theorem

Posted in Uncategorized | Comments Off on The Radon-Nikodym theorem

Analysis exercises

Posted in Uncategorized | Comments Off on Analysis exercises

Infinite Products and Weierstrass Factorization

Posted in Uncategorized | Tagged , , | Comments Off on Infinite Products and Weierstrass Factorization

Maximum Modulus

Posted in Uncategorized | Comments Off on Maximum Modulus

Hahn decomposition

Posted in Uncategorized | Comments Off on Hahn decomposition

Discrete Fourier Transform notes

Fast Fourier Transform Assume we have n data points x0,x1,,xn1. For convenience, assume n is a power of two; if it’s different, we can just pad with zeroes. We want to efficiently compute the transformed sequence $y_k … Continue reading

Posted in Uncategorized | Comments Off on Discrete Fourier Transform notes

Notes on linear regression

So suppose we have a set of points (x1,y1),,(xn,yn) and we want to find β0, β1 such that yi=β1xi+β0 for each i, or in matrix notation Y=Xβ¯, where … Continue reading

Posted in Uncategorized | Comments Off on Notes on linear regression

Notes on the t-distribution

Let X1,X2,,Xn be IID normal variables with mean μ and variance σ2. Let X be the mean of these variables, and define the deviations Di=XXi. Let $Y = [X_1 \ X_2 \ \ldots … Continue reading

Posted in Uncategorized | Tagged , , | Comments Off on Notes on the t-distribution

Complex analysis notes

Cauchy-Riemann Let f(z)=f(x+iy)=g(x,y)+ih(x,y). If it’s holomorphic, we can differentiate along the real line and the imaginary line: f=limf(x+a,y)f(x,y)a=gx+ihx $f’ = … Continue reading

Posted in Uncategorized | Tagged , | Comments Off on Complex analysis notes

Invariant Subspaces

Let M be a matrix, and suppose v1,,vn for a basis for a linearly independent subspace of M. This means $$ Mv_1 = a_{11}v_1 + a_{12}v_2 + \ldots + a_{1n}v_n \ Mv_2 = a_{21}v_1 + a_{22}v_2 + \ldots … Continue reading

Posted in Uncategorized | Tagged | Comments Off on Invariant Subspaces