Moment (mathematics) | Mathematical problems | Mathematical analysis | Probability problems
In mathematics, the Stieltjes moment problem, named after Thomas Joannes Stieltjes, seeks necessary and sufficient conditions for a sequence (m0, m1, m2, ...) to be of the form for some measure μ. If such a function μ exists, one asks whether it is unique. The essential difference between this and other well-known moment problems is that this is on a half-line [0, ∞), whereas in the Hausdorff moment problem one considers a bounded interval [0, 1], and in the Hamburger moment problem one considers the whole line (−∞, ∞). (Wikipedia).
Separation of variables and the Schrodinger equation
A brief explanation of separation of variables, application to the time-dependent Schrodinger equation, and the solution to the time part. (This lecture is part of a series for a course based on Griffiths' Introduction to Quantum Mechanics. The Full playlist is at http://www.youtube.com/
From playlist Mathematical Physics II - Youtube
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
Dealing with Schrodinger's Equation - The Hamiltonian
https://www.patreon.com/edmundsj If you want to see more of these videos, or would like to say thanks for this one, the best way you can do that is by becoming a patron - see the link above :). And a huge thank you to all my existing patrons - you make these videos possible. Schrodinger's
From playlist Quantum Mechanics
Welcome to Financial Mathematics! This is a course I teach in the master in applied mathematics of Delft University of Technology. I simply record my live classes to be shared online. In this course I assume some previous knowledge of basic stochastic processes (in particular the Brownia
From playlist Financial Mathematics
Jana Cslovjecsek: Efficient algorithms for multistage stochastic integer programming using proximity
We consider the problem of solving integer programs of the form min {c^T x : Ax = b; x geq 0}, where A is a multistage stochastic matrix. We give an algorithm that solves this problem in fixed-parameter time f(d; ||A||_infty) n log^O(2d) n, where f is a computable function, d is the treed
From playlist Workshop: Parametrized complexity and discrete optimization
In this video (which I made up on the spot!), I calculate the Stieltjes integral of x from 0 to 1 with alpha(x) = x^2. That integral is a nice generalization of the Riemann integral and closely resembles it. Then I show how those integrals are similar in the case alpha is smooth, and final
From playlist Real Analysis
Lebesgue-Stieltjes measures (Measure Theory Part 13)
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From playlist Measure Theory
David Kelly: Fast slow systems with chaotic noise
Find this video and other talks given by worldwide mathematicians on CIRM's Audiovisual Mathematics Library: http://library.cirm-math.fr. And discover all its functionalities: - Chapter markers and keywords to watch the parts of your choice in the video - Videos enriched with abstracts, b
From playlist Probability and Statistics
English version here: https://youtu.be/IsmgLGVpLpQ Abonniert den Kanal oder unterstützt ihn auf Steady: https://steadyhq.com/en/brightsideofmaths Offizielle Unterstützer in diesem Monat: - William Ripley - Petar Djurkovic - Mayra Sharif - Dov Bulka - Lukas Mührke Hier erzähle ich etwas
From playlist Maßtheorie und Integrationstheorie
Physicist Explains Wikipedia Page: The Schrodinger Equation
Why are Wikipedia Physics pages so difficult to understand? Hey guys, I'm back with a new video! This time, I'm looking at how certain Wikipedia pages can be so complicated to understand, and so here's a Wikipedia page made easy! Now I can totally understand that a wiki page is meant to p
From playlist Quantum Physics by Parth G
Why do physicists try to understand time?
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From playlist Science Unplugged: Time
The Schrodinger equation made simple | Linearity
We've talked about the quantum state plenty- but what happens to it over time? That's exactly the question the Schrodinger equation solves. This video we talk about 'Linearity'. In the next video we discuss the equation itself and its derivation. Click here fore that: https://youtu.be/DEgW
From playlist Quantum Mechanics (all the videos)
Physics - Ch 66 Ch 4 Quantum Mechanics: Schrodinger Eqn(63 of 92) Transmission vs Reflection-Classic
Visit http://ilectureonline.com for more math and science lectures! In this video I will explain what happens in the “real” (non-quantum mechanic) world when a particle comes upon a barrier or a step-function where the energy of the particle is related to the potential of that step. With
From playlist PHYSICS 66.1 QUANTUM MECHANICS - SCHRODINGER EQUATION
FinMath L1-3: Properties of the Ito integral for simple processes
In the last video of Lesson 1, we study some basic properties of the ito integral for simple processes. These will be essential later on, when we define the Ito integral for a generic function in the M2 class. Topics: 00:00 Additivity and multiplication by a constant 06:23 Expectation equ
From playlist Financial Mathematics
FinMath L1-2: M2 class and Ito integral for simple processes
In the second part of Lesson 1, we give some basic details about the Ito integral and discuss what are the functions for which the Ito integral can be correctly defined. The M2 class is a first answer, but we will soon see that it can be enlarged. We will then introduce the concept of simp
From playlist Financial Mathematics
Compositional Structure of Classical Integral Transforms
The recently implemented fractional order integro-differentiation operator, FractionalD, is a particular case of more general integral transforms. The majority of classical integral transforms are representable as compositions of only two transforms: the modified direct and inverse Laplace
From playlist Wolfram Technology Conference 2022
Physics - Ch 66 Ch 4 Quantum Mechanics: Schrodinger Eqn (13 of 92) Time & Position Dependencies 2/3
Visit http://ilectureonline.com for more math and science lectures! In this video I will find C=?, of the position part of the Schrodinger's equation by using the time dependent part of Schrodinger's equation, part 2/3. Next video in this series can be seen at: https://youtu.be/1mxipWt-W
From playlist PHYSICS 66.1 QUANTUM MECHANICS - SCHRODINGER EQUATION
Physics - Chapt. 66 Quantum Mechanics (8 of 9) Schrodinger's Equation
Visit http://ilectureonline.com for more math and science lectures! In this video I will introduce Schrodinger and explain his partial differential equation describing how the quantum state changes with time. Next video in the series can be seen at: https://youtu.be/lptfhi_cQLc
From playlist PHYSICS 66 - QUANTUM MECHANICS
Basic stochastic simulation b: Stochastic simulation algorithm
(C) 2012-2013 David Liao (lookatphysics.com) CC-BY-SA Specify system Determine duration until next event Exponentially distributed waiting times Determine what kind of reaction next event will be For more information, please search the internet for "stochastic simulation algorithm" or "kin
From playlist Probability, statistics, and stochastic processes
Iain Johnstone: Eigenvalues and variance components
Abstract: Motivated by questions from quantitative genetics, we consider high dimensional versions of some common variance component models. We focus on quadratic estimators of 'genetic covariance' and study the behavior of both the bulk of the estimated eigenvalues and the largest estimat
From playlist Probability and Statistics