Girsanov theorem

The Quasi-Polynomial Freiman-Ruzsa Theorem of Sanders - Shachar Lovett

Shachar Lovett Institute for Advanced Study March 20, 2012 The polynomial Freiman-Ruzsa conjecture is one of the important open problems in additive combinatorics. In computer science, it already has several diverse applications: explicit constructions of two-source extractors; improved bo

From playlist Mathematics

Fin Math L-12: Girsanov Theorem

In this video we discuss Girsanov theorem. We will make some simplifying assumptions to make the proof easier, but the more general version just follows the steps we will see together, only with a higher level of sophistication. In this lesson we will cover topics in Chapter 2 and 5 of th

From playlist Financial Mathematics

(ML 19.2) Existence of Gaussian processes

Statement of the theorem on existence of Gaussian processes, and an explanation of what it is saying.

From playlist Machine Learning

Fin Math L5-1: The Cameron-Martin theorem

Welcome to the first part of Lesson 5 of Financial Mathematics. The topic of this video is the important Cameron-Martin theorem, which represents a special case of Girsanov's one. The theorem tell us how to connect a standard Brownian motion and a Brownian motion with drift. Topics: 00:0

From playlist Financial Mathematics

Fin Math L5-2: A simple exchange rate model

In this second part of Lesson 5, we consider a simple exchange rate model, which allows us to see the Cameron-Martin theorem in action. The model also introduces a particular version of the exponential martingale that will be essential for us later. I ask you to spend some time reasoning a

From playlist Financial Mathematics

Joe Neeman: Gaussian isoperimetry and related topics II

The Gaussian isoperimetric inequality gives a sharp lower bound on the Gaussian surface area of any set in terms of its Gaussian measure. Its dimension-independent nature makes it a powerful tool for proving concentration inequalities in high dimensions. We will explore several consequence

From playlist Winter School on the Interplay between High-Dimensional Geometry and Probability

(PP 6.3) Gaussian coordinates does not imply (multivariate) Gaussian

An example illustrating the fact that a vector of Gaussian random variables is not necessarily (multivariate) Gaussian.

From playlist Probability Theory

Joe Neeman: Gaussian isoperimetry and related topics I

The Gaussian isoperimetric inequality gives a sharp lower bound on the Gaussian surface area of any set in terms of its Gaussian measure. Its dimension-independent nature makes it a powerful tool for proving concentration inequalities in high dimensions. We will explore several consequence

From playlist Winter School on the Interplay between High-Dimensional Geometry and Probability

Understanding and computing the Riemann zeta function

In this video I explain Riemann's zeta function and the Riemann hypothesis. I also implement and algorithm to compute the return values - here's the Python script:https://gist.github.com/Nikolaj-K/996dba1ff1045d767b10d4d07b1b032f

From playlist Programming

Differential Equations | Application of Abel's Theorem Example 2

We give an example of applying Abel's Theorem to construct a second solution to a differential equation given one solution. www.michael-penn.net

From playlist Differential Equations

(PP 6.1) Multivariate Gaussian - definition

Introduction to the multivariate Gaussian (or multivariate Normal) distribution.

From playlist Probability Theory

(PP 6.5) Affine property, Constructing Gaussians, and Sphering

Any affine transformation of a (multivariate) Gaussian random variable is (multivariate) Gaussian. How to construct any (multivariate) Gaussian using an affine transformation of standard normals. How to "sphere" a Gaussian, i.e. transform it into a vector of independent standard normals.

From playlist Probability Theory

Calculus 1 (Stewart) Ep 22, Mean Value Theorem (Oct 28, 2021)

This is a recording of a live class for Math 1171, Calculus 1, an undergraduate course for math majors (and others) at Fairfield University, Fall 2021. The textbook is Stewart. PDF of the written notes, and a list of all episodes is at the class website. Class website: http://cstaecker.f

From playlist Math 1171 (Calculus 1) Fall 2021

Equidistribution of Unipotent Random Walks on Homogeneous spaces by Emmanuel Breuillard

PROGRAM : ERGODIC THEORY AND DYNAMICAL SYSTEMS (HYBRID) ORGANIZERS : C. S. Aravinda (TIFR-CAM, Bengaluru), Anish Ghosh (TIFR, Mumbai) and Riddhi Shah (JNU, New Delhi) DATE : 05 December 2022 to 16 December 2022 VENUE : Ramanujan Lecture Hall and Online The programme will have an emphasis

From playlist Ergodic Theory and Dynamical Systems 2022

What is Green's theorem? Chris Tisdell UNSW

This lecture discusses Green's theorem in the plane. Green's theorem not only gives a relationship between double integrals and line integrals, but it also gives a relationship between "curl" and "circulation". In addition, Gauss' divergence theorem in the plane is also discussed, whic

From playlist Vector Calculus @ UNSW Sydney. Dr Chris Tisdell

Real Analysis Ep 32: The Mean Value Theorem

Episode 32 of my videos for my undergraduate Real Analysis course at Fairfield University. This is a recording of a live class. This episode is more about the mean value theorem and related ideas. Class webpage: http://cstaecker.fairfield.edu/~cstaecker/courses/2020f3371/ Chris Staecker

From playlist Math 3371 (Real analysis) Fall 2020

Pythagorean theorem - What is it?

► My Geometry course: https://www.kristakingmath.com/geometry-course Pythagorean theorem is super important in math. You will probably learn about it for the first time in Algebra, but you will literally use it in Algebra, Geometry, Trigonometry, Precalculus, Calculus, and beyond! That’s

From playlist Geometry

Wolfram Physics Project: Working Session Sept. 15, 2020 [Physicalization of Metamathematics]

This is a Wolfram Physics Project working session on metamathematics and its physicalization in the Wolfram Model. Begins at 10:15 Originally livestreamed at: https://twitch.tv/stephen_wolfram Stay up-to-date on this project by visiting our website: http://wolfr.am/physics Check out the

From playlist Wolfram Physics Project Livestream Archive

Johnathan Bush (7/8/2020): Borsuk–Ulam theorems for maps into higher-dimensional codomains

Title: Borsuk–Ulam theorems for maps into higher-dimensional codomains Abstract: I will describe Borsuk-Ulam theorems for maps of spheres into higher-dimensional codomains. Given a continuous map from a sphere to Euclidean space, we say the map is odd if it respects the standard antipodal

From playlist AATRN 2020

Monotonicity of the Riemann zeta function and related functions - P Zvengrowski [2012]

General Mathematics Seminar of the St. Petersburg Division of Steklov Institute of Mathematics, Russian Academy of Sciences May 17, 2012 14:00, St. Petersburg, POMI, room 311 (27 Fontanka) Monotonicity of the Riemann zeta function and related functions P. Zvengrowski University o

From playlist Number Theory