McKean SDE and Particle method

Feb 13 2021 Notes

Keywords: McKean Stochastic Differential Equations, simulation

Trickster-Part2-The Number of Integer Solution

Feb 7 2021 Trickster

Keywords: Tricks

Feb 4 2021 Notes

Keywords: Inference for the spectrum

Feb 2 2021 Notes

Keywords: Asymptotic distribution of estimators

Jan 28 2021

Keywords: Complex-valued ACF, Spectral Distribution, Herglotz’s Theorem, Isomorphism, Orthogonal-increment process

Jan 27 2021 Trickster

Keywords: Characteristic Function, Fourier Transformation

Jan 26 2021

Keywords: stochastic integral, spectral representation

Jan 23 2021

Keywords: Orthonormal set, Bessel’s inequality, Parseval’s identity, Fourier Coefficients

Jan 23 2021

Keywords: Closed Subspace, Orthogonal Complement, The Projection Theorem

Jan 22 2021

Keywords: Inner product space and Hilbert space 细节梳理