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yoki
  • Member for 12 years, 2 months
  • Last seen more than 2 years ago
23 votes
5 answers
6k views

Example of two dependent random variables that satisfy $E[f(X)f(Y)]=Ef(X)Ef(Y)$ for every $f$

6 votes
3 answers
4k views

Derivative of Convolution with Respect to One of the Arguments of the Convolution

5 votes
2 answers
493 views

Nonlinear optimization with constraints

5 votes
1 answer
1k views

Largest eigenvalue of a $A^T A$ matrix?

5 votes
2 answers
166 views

Disprove independence of vector of Gaussians by independence of marginals

4 votes
1 answer
350 views

When is a function of two Normal variables Normal?

4 votes
3 answers
562 views

Double Dirac delta integral

3 votes
1 answer
214 views

Derivative of a real function (the magnitude of a variable) w.r.t a complex variable

3 votes
0 answers
253 views

the 2D fractional Gaussian noise as derived from the 2D fractional Brownian motion

3 votes
1 answer
66 views

Can a random function of a normal variable be independent of it

3 votes
1 answer
116 views

Is $H(X)<E(X)$ for natural $X$?

2 votes
0 answers
171 views

Eigenfunctions of a 2D fractional Brownian motion covariance

2 votes
1 answer
619 views

Discrete time Fourier transform on decimated signals

2 votes
1 answer
749 views

Algorithm for identifying Markov chain communicating classes

2 votes
0 answers
24 views

Is it possible to conveniently express the probability density of a vector by its Fourier transform?

2 votes
1 answer
347 views

Equivalence between Dirac delta of a function to a usual Dirac delta [duplicate]

1 vote
0 answers
233 views

Minimization problem, constrained on the positive unit sphere

1 vote
0 answers
32 views

Find $f^TBf$ given $f^TA^TBAf$

1 vote
1 answer
186 views

Minimizing geodesic distance on cylindrical manifold

1 vote
3 answers
603 views

Solving a third degree matrix equation

1 vote
2 answers
269 views

Detecting linear dependencies in a matrix

1 vote
0 answers
165 views

Solution for a Fredholm integral equation

1 vote
0 answers
78 views

A "Fourier Phase" for (stationary) random processes?

1 vote
1 answer
4k views

Stopping time and random walk: Proof that Stopping time of reaching a certain value is finite a.s. [duplicate]

1 vote
1 answer
254 views

No probability density for linearly dependent random vector?

1 vote
1 answer
265 views

Does conditional on a vector of normals imply a multivariate normal?

1 vote
0 answers
26 views

Question of disproving a sum is of a specific form

1 vote
0 answers
122 views

$E[g(x)f(x)]=0$ for all $g(x)$ implies $f(x)=0$?

1 vote
1 answer
3k views

About linear dependence in covariance matrix and implications on the variables

0 votes
1 answer
192 views

Does second moment ergodicity imply ergodicity in the mean?