256 reputation
15
bio website bachelierfinance.org
location United States
age 45
visits member for 2 years, 11 months
seen Dec 15 at 4:14

Worked in a lot of quant areas


Dec
3
comment A function that is not a derivative
Good catch, Matthew, and so edited.
Nov
20
comment Preparing for Spivak
I'll never forget all the time I spent figuring out one of Spivak's problems: finding the antiderivative of $\sqrt{\tan(x)}$. Nowadays, Mathematica gets that one automatically.
Mar
18
comment Correlation matrix from Covariance matrix
Thanks, I fixed that now.
Feb
17
comment How to show that for $|x|<1$, $1+2x+3x^2+\cdots=\frac1{(1-x)^2}$?
Definitely untrue for certain values of $n$ and $x$
Mar
22
comment Dirac Delta function
@Carl: Agreed. The original dirac delta was a limit of gaussians, defined in such a way. It is possible to define a point mass functional as a limit of 1-sided kernels as well. I think of these things in functional analytic terms: the $\delta$ defines a functional taking $f$ to its value at the location of the point mass. A limit of even functions is an odder beast, taking $f$ to $f(0)/2$ if the point is on the boundary and $f(0)$ or $0$ otherwise. Note that defining $\delta(x)$ as a limit of even functions has the annoying property that $\int_{(-\infty,0)} f(x) \delta(x) dx = f(0)/2$.
Feb
24
comment Direct proof that $\pi$ is not constructible
If there were such a direct proof wouldn't we have seen far fewer cranks trying to square the circle in the last century or so?
Feb
15
comment Are sines of primes dense in $[-1,1]?$
On distributional principles it sure seems true. Very cool question.