47,982 reputation
461129
bio website linkedin.com/pub/…
location Illinois
age 39
visits member for 3 years, 2 months
seen 10 hours ago

I'm a mix of things, a physicist by education, I earn my living as a mathematician and programmer working at Wolfram Research. I thoroughly enjoy learning and discovery process.


“Technical skill is mastery of complexity, while creativity is mastery of simplicity”
— Erik Christopher Zeeman

Project Euler


Jul
25
comment Is it possible that a randomized recursion has a nonzero probability of either converging or diverging?
Do you sample $X$ once and evaluate the recursion, or do you sample $X$ at each step of the recursion?
Jul
24
comment If $X,Y$ ~$U(0,1)$ what is the distribution of $Z=0.5x^{2}+0.5y^{2}$?
+1 Very good. Here is the plot of the density from W|A.
Jul
24
comment If $X,Y$ ~$U(0,1)$ what is the distribution of $Z=0.5x^{2}+0.5y^{2}$?
It seems this answers states what the distribution of $Z$ is not, rather than what it is.
Jul
22
awarded  Necromancer
Jul
21
awarded  Enlightened
Jul
21
awarded  Nice Answer
Jul
14
awarded  Good Answer
Jul
6
answered Alternating sum of a simple product of binomial coefficients
Jul
3
awarded  Nice Answer
Jul
2
awarded  Curious
Jul
2
awarded  Inquisitive
Jul
1
comment Risch Algorithm for trigonometric functions
In short, yes, and Bronstein calls it the hypertangent case.
Jul
1
revised Delta Function as The Probability Distribution Function.
added 539 characters in body
Jun
27
comment Problem with the expectation of a maximum of independent gamma distributed random variables
If you wish, you can delete the question by pressing 'delete' button at the bottom of the question text.
Jun
12
revised A question about tail $\sigma $-algebras
added 13 characters in body
Jun
1
comment What's the difference between multinomial coefficients and the number of weak compositions?
Your question is alike 'What is the difference between matches and fire extinguishers, both are related to fire'. I suggest put some effort in refining it.
Jun
1
comment Covariance matrix and Gaussian i.i.d. random variables
You need $\{X_i\}$ to also be jointly Gaussian for the diagonal covariance to imply i.i.d.
Jun
1
comment Sum of poisson random variables
Note that $N - S = \sum_{k=1}^{N} (1-X_k)$ and that $1-X_k \sim B(1-p)$, hence $N-S \sim \mathrm{Poi}(\lambda (1-p))$.
Jun
1
awarded  Nice Answer
May
29
revised Recursive Generating function for enumerating leaf labeled binary trees
Corrected Mathematica input