« first day (2467 days earlier)      last day (2850 days later) » 

00:01
Good evening boys.
May I ask for a little help?
If someone is here.
May I write in LaTeX here?
$$\lim_{x\to\infty} \int_{x}^{x^2} e^{-t^2} dt$$
I'm trying to study this limit, but I'm having difficulties.
to enable it, use the latex in chat link in the room desc
00:04
Great question, @Alberto.
What do you think the answer is?
Trying the link.
$$\lim_{x\to\infty} \int_{x}^{x^2} e^{-t^2} dt$$
Damn, it doesn't work.
It works fine for us. We see what you have typed nicely.
Oh, nice. I don't see it.
You'll want to add the link listed there as a bookmark, then click said bookmark while in this chat.
00:06
i dont see latex rendered
For some people, the MathJax bookmark needs to be updated, as in the 6th starred item to the right.
Huh, odd.
I haven't had to do that yet, which is weird.
Did you load the bookmark, @Alberto?
00:06
i don't use the link though so I don't really count.
just wanted to make it clear that not everyone sees it rendered
:p
Ducks render a lot of fat if you cook them right.
2
I'm really having trouble doing it, sorry.
Well, don't worry, @Alberto. What do you think your limit is?
@TedShifrin im a human though
00:07
cooking humans to render fat is a crime
I think of you as a duck, Duck.
I don't know, really.
i don't think of myself as a duck
I previously studied the integral function.
Have you drawn a picture of the function?
00:08
but i do think of myself as a quack
And yet you call yourself one :P
I've only drawn a picture of my integral function.
Draw $e^{-x^2}$ and what is an upper estimate on that integral?
Before we continue, can you please tell me how to see rendered LaTeX? :')
LOL, you have to use that link to get a bookmark, and then click on the bookmark when you're in here. (Are you on mobile or on a desktop?)
00:10
mobile
Desktop. I'll try it. Gimme a second.
I got it to work on iPad and iPhone, Duck, but it was sneaky. I think robjohn put up the instructions that I passed on to him.
Oh, finally I got it.
Yippee :)
If only math were that easy :)
Hi @TimThe
00:12
@TedShifrin Hello
$lim_{x\to\infty}e^{-x^2}=\sqrt(pi)
If I put a dollar at the end it'd be better.
No, no, @Alberto. But the math is wrong.
You can edit what you wrote.
Oh damn, I'm stupid.
I wanted to say a different thing.
It's late, and I'm tired.
Relax.
00:13
Obviously the limit is $0^+$
Yeah, you shouldn't be doing math at 2 AM.
I wanted to say that the integral converges at $\sqrt{\pi}$
Right. But you have a decreasing function. So what is always an upper bound on the integral from $a$ to $b$?
The integral does that from $-\infty$ to $\infty$. That's not relevant here.
$1$ is always an upper bound.
00:14
On the function, yes, but what about on the interval $[x,x^2]$?
Wouldn't it also work just to write $\int_0^{x^2}-\int_0^x$ and compute the two (equal) limits separately?
Anzone here knows the upwind scheme
Anyone
@Semiclassic — yeah, but that's overkill and doesn't lead to the best learning.
$f(x)>f(x^2)$
(Talking about $x>0$)
Right. In fact, $f(x)>f(y)$ for all $y>x$.
00:16
True.
So the area we're looking at is contained in a rectangle with base $[x,x^2]$ and what height?
So what is an upper bound on your integral?
$[x,x^2]*f(x)$
Um ...
Write down the explicit number (function of $x$)
00:19
$(x(x-1))e^x$?
What's $f(x)$ here?
Gnight, @MikeM.
No, look at the problem again, @Alberto.
Oh, I want an upper bound for my entire function. So I'd say.. $e^{-x^2}*(x^2-x)e^x$
Why do you have $e^x$ in there?
Don't use * in math.
This isn't a computer program. :)
00:22
I think I have $e^x$ because I'm taking the upper bound of the area and then multypling it for the other piece.
Huh? The maximum height is $f(x) = e^{-x^2}$ and the base of the rectangle is $x^2-x$, as you said.
Oh, sure. You're completely right.
So.. I'd say the upper bound for my general function is $e^{-2x^2}(x^2-x)$
Why the $2$?
So in this answer math.stackexchange.com/a/2267129/385075 he uses a functional equation for $f(x-1)$ in terms of $f(x)$ to show that each class of extrema of a function has a different magnitude. As I see it, this would require the x values of the extrema to each differ by 1, or am I missing something?
Because without the 2 it's only an upper bound for my integral. Then I'm multiplying it for $e^{-x^2}$
Uhh, now I understand.
I wrote in a wrong way the limit.
00:27
Never mind, I'm just being stupid again.
So do we agree it should just be $e^{-x^2}(x^2-x)$?
I can't process that fast, @TimThe.
$$lim_{x\to\infty} e^{-x^2} int_{x}^{x^2} e^{-x^2} dx$$
Oh, wait, @Alberto. Are you changing the question now?
@TedShifrin No need Ted, I figured out what I was missing. Thanks anyway.
I bet that is not the question, @Alberto. Let's be sure now.
00:29
I don't know why my LaTeX is not computing well. And sorry for my mistake, I knew I was missing something.
I'll write it again.
Well.
$\lim_{x\to\infty} e^{x^2}\int_{x}^{x^2} e^{-t^2} dt$
Now it's right.
That's not what you wrote earlier, though.
OK, this is more subtle.
I know. I'm not good at writing in LaTeX and I always do mistakes.
Now we have to use L'Hôpital's rule.
Can you see how to set this up with L'Hôpital's rule?
The limit I asked for before it's easy, that's why I was having doubts with your answers.
00:33
Yeah, our earlier limit was obviously 0. Now we have $\infty\cdot 0$, so we have to work harder.
I want to put it in a $\frac{\infty}{\infty}$ or $\frac{0}{0}$ form to use Hopital.
Well, we already know that part of it goes to $0$, so let's go for $0/0$. :)
Uhh. If I multiply and divide for $e^{-x^2}$ I should obtain $\frac{\int_{x}^{x^2} e^{-t^2} dt}{e^{-x^2}}$
Proceed.
Now It's suitable. Thanks a lot.
00:38
And, what's more, now you know how to read ChatJax in here.
I own you a favour! :') Thanks again, you're gentle.
LOL, you're welcome.
So the limit should be $-\infty$, right?
No, that can't be possible.
Are you doing the Fundamental Theorem of Calculus correctly?
I'll try again before I ask you for a further hint.
00:41
Good :)
But positive/positive can't go to $-\infty$ ... :)
Uh, I had a minus I shouldn't have had. I think the limit is 0.
That is the correct answer.
Uh. Finally.
Thanks again.
A good follow up question is what you'd need to have as a prefactor in order to get a finite limit.
It's quite reasonable, based on our earlier discussion, because the exponential decreases so fast that that rectangle was a terrible overestimate.
Good question, @Semiclassic.
00:45
What do you mean exactly?
Me, or Semiclassic?
Suppose you were to have also put $x$ out in front. Would the limit still be zero?
And if so, what about higher powers etc.
(I happen to know what power is needed because I cheated with Mathematica first.)
I was thinking about changing the $e^{-x^2}$ in the denominator, instead.
I think that if you make it $e^{-ax^2}$ with $a>1$ then it diverges.
I'll think about it. Thanks for the question! It's always nice when I log in on Stack. I always learn things in a better way.
00:50
Sleep well, @Alberto. Buono notte.
So what do I do to get a nonzero finite limit, @Semiclassic?
I'll not sleep right now. I'm a night student, you know. AHAH Thanks again! And.. Ted, it's "Buona Notte", with the final A. The O means you are talking about a masculine thing, night, in italian, is feminine.
$\displaystyle \lim_{x\to \infty} xe^{x^2}\int_x^{x^2}e^{-t^2}\,dt=\frac12$.
Oops, sorry, @Alberto. I'm good with French and decent with German, but know no Italian :(
00:52
Just telling you so you can learn, you tought me how to solve that limit, I'll teach you how to speak in Italian. :lol:
LOL, keep teaching. Now that I think about it, "night" is feminine in every language I can think of (except for English, which is too ridiculous to have genders for nouns).
I did use Mathematica to facilitate finding that, though.
@Semiclassic: I don't cheat the way you do. I did it by thinking. You still haven't answered my question :P
Which? To get a nonzero finite limit, one has to multiply by $xe^{x^2}$ rather than $e^{x^2}$.
No, I want to change the $e^{-x^2}$ in the denominator, once we've rewritten.
(And don't tell me $e^{-x^2}/x$.)
00:56
Okay, I'll just tell you $e^{-x^2-\ln x}$ instead :P
puts Semiclassic on ignore
pfft
I don't really see what you're looking for, though.
Well, I guess, having worked the problem (unlike you), I knew what I wanted the derivative to be to get a finite limit.
So how would you modify it?
You know me better than that — I don't give away answers.
00:59
roll
I don't see what's wrong with $e^{-x^2}/x$ as an answer, to be honest.
I was thinking more simply of something whose derivative would be just $-e^{-x^2}$.
So you prefer the transcendental error function?
That...ehhhh
To me, -that- feels like cheating.
It's sort of interesting that it and $e^{-x^2}/x$ are "on a par."
In fact, that seems totally wrong.
The asymptotic behavior of erf is kinda weird.
No, I guess it doesn't seem wrong, after all.
Interesting in terms of average value.
01:03
I actually have run into that question of erf's large-x behavior before, in fact.
I haven't.
Lemme find the slide I know.
@TedShifrin Thanks a lot for the Griffith reference. I should just work through it.
There's some beautiful stuff in there, @JohnJ.
I gave a bunch of geometry seminar lectures on it years ago.
@TedShifrin I was hoping to find the slides, but couldn't.
01:11
I forgive you, @Semiclassic.
But I did find the bit from the author's book on Google books: books.google.com/…
@TedShifrin Oh wow. I am eager now!
We need to get together next time I drive up to the Bay Area, @JohnJ. Probably this fall sometime.
Yes you are always welcome to my suburb! Maybe right after my Greece trip in early September.
Basically, they construct the sectionally analytic function $$\psi(z)= \left\{\begin{array} {e^{z^2}}(2-\text{erfc}(z)),&\text{Re }z>0\\-e^{z^2}\text{erfc}(z),&\text{Re }z<0 \end{array}\right.$$
there we go.
01:14
@JohnJ: I'm going to Europe in June. We'll see if the Orange Cheeto lets me back in.
sigh. gone
we'll see if he quits before then
Oh, too much ego to quit.
@Semiclassic: What's erfc?
bah. Should be $e^{z^2}$ in front of the first function.
complementary error function i.e. $\int_z^\infty e^{-t^2}\,dt$.
01:16
Oh, OK
erfc = 1 - int_0^x gaussian or something
int_^{-\infty}^x
Well, if there's a $\sqrt{2\pi}$ normalizing or something.
OK, I don't want to think about this any more.
Hell, I'm retired. This is too much work.
Basically, they then go on to argue that $\psi(z)$ is a solution to a Riemann-Hilbert problem
01:18
@JohnJ: The fun news is that I may well teach a class for AoPS starting in the fall. They're building a brick-and-mortar school about 20 minutes from me.
3
With the punchline being at the end of the second page, namely that $\psi(z)$ can be found globally from a single fast Fourier transform
(the slide actually talked about that in a little more detail, whereas the book refers to a later section. so not as helpful in that regard.)
@TedShifrin That would be such a great thing! Just don't get burned out by those kids.
Well, all but one of my attempts to volunteer to work with kids who really need help have been ignored. I'm bummed.
@TedShifrin I wish I have the your energy level today.
See this page for the details of that, though I don't consider that terribly clear.
01:21
@Semiclassic: Let it go. :)
@JohnJ: Trying to raise kids takes too much energy :)
It is neat, though, that it converges uniformly and superalgebraically.
@TedShifrin there is some truth to it. Though my kids are certainly not the worst, since they probably inherited my low energy levels :p
LOL ... tell your wife to energize you a bit :)
OK, I'm outta here. Bye, all.
01:24
I am hoping to get revitalized by Archimedes in the fall.
ok hope to see you soon! good night
Archimedes, huh? Cool. Talk soon, John.
yep, or pythagoras
though I have less respect for the altter
latter
01:58
Has anyone here been able to access nLab recently?
02:36
In the context of a Bernoulli process, does $P(S_3 = 2\,|\,S_5 = 3)=0$
depending on whether you have idle probability
idle probability?
@Simple if S_{i+1} is always S_i +/- 1, then this probability is clearly 0
is that what you meant by bernoulli process?
I usually call that simple random walk
02:45
there is possibility that $S_4=3$
then you are looking at a lazy simple random walk
mean with nonzero idle probability (nonstandard terminology)
so then your original probaiblity is not 0
Thanks
Suppose $T_i: T_i=\min n\,|\,S_n=i$, $S_n$ is a bernoulli process. How to compute $E(T_i\,|\,T_{i-1})$
I don't think you can, not enough info
the min could have been achieved very recently or a long time ago
in other words, T_i is not Markov
oh actually I misread
$T_i$ is the first time the Bernoulli process $S_n$ has $i$ successes.
right, then its' doable
02:57
$E(T_i\,|\,T_{i-1})=E(S_n\,|\,S_{n-1})?$
that should just be E(T_1) right?
I am not sure that
I mean E(T_i | T_{i-1}) = E(T_1) + T_{i-1} I think
Basically because T_i - T_{i-1} has the same distribution as T_1
$T_i-T_{i-1}=S_n-S_{n-1}=1$?
nono, n is a dummy variable
in the definition of T_i
try to mentally or on paper simulate what T_i is supposed to mean
03:01
$T_i$ is the first time to reach $n$
no it's the first time to reach i
n is time here
that's why n is dummy
yes, I misread it on the problem
ok cool. glad you didn't miscopy it:)
does $T_i=T_{i-1}+T_1$
good question
it depends on what you mean by the right hand side. We need to know the joint distribution of what you meant by T_{i-1} and T_1
they need to be independent, then yes
03:09
We know $T_i=\min n\,|\,S_n=i$, $T_1$ and $T_{i-1}$ are independent
if T_1 and T_{i-1} refer to the random variable associated with the same sample paths, then they are dependent
because knowing T_1 will restrict the value that T_{i-1} can take
Oh, right. $S_n$ and $S_{n-1}$ are dependent, so, $T_{i}, T_{i-1}$ are dependnet as well
yes, so saying T_i - T_{i-1} equals T_1 in distribution is the most natural thiing
since you do want T_i and T_{i-1} to be dependent here
of course you can also say T_{i-1} + T_1 equals T_i in distribution for random walks
but this is not true for markov chains in general
independent T_{i-1} and T_1 that is
03:30
I still confuse your answer $E(T_i\,|\,T_{i-1}) = E(T_1) + E(T_{i-1})$
you understand conditional expectation?
$E(T_i\,|\,T_{i-1}=\sum iP(T_i,T_{i-1})/P(T_{i-1})$
not really
conditional expectation is a bit different from conditional probability, although the latter is a special case of the former
when the random variables are indicators
Here is an intuitive explanation: imagine T_{i-1} is already known to you, what do you expect T_i to be
$i$
that's E(T_i | T_{i-1}). But this is itself a random variable, since you want to view this from the perspective of you at T_0
03:38
I just learned about the bolzano weierstrass theorem and i came up with an interpretation. Is this right? In frogger, No matter how many lives you start with, if you dont move you'll eventually lose.
no! remember i is not the same as n
that expectation should be T_{i-1} + E(T_1)
T_{i-1} is the part of T_i you already know
the remaining part of T_i is equi-distributed with T_1, so when you take expectation, you just get E(T_1)
03:55
$P(T_i\,|\,T_{i-1})=1/i$ @JohnJiang
the LHS makes no sense. E.g what do you mean by P(T_i)?
and no matter how many lanes
T_i is not an event, it's a random variable
so you can't take its probability
unless you meant E(T_i | T_{i-1}), but the RHS is incorrect. It should just be E(T_1)
I still don't see the reason behind it. Could you show me all the steps?
is this the graph of $log(x) / x$
How do I plot it for natural numbers only
04:04
S_n = sum_{i=1}^n X_i, where X_i = +/-1 with probability 0.5, and X_i's are independent
is this your definition of S_n?
$X_i=1$ with probability $p$, $X_i=0$ with probability $1-p$
ok
Then do you agree that T_i - T_{i-1} has the same distribution as T_1?
P(T_1 = 0) = 0, P(T_1 = 1) = P(X_1 = 1) = p, P(T_1 = 2) = P(X_1 = 0 & X_2 = 1) = (1-p) * p, etc
We start from $T_0$, then up to $T_1$, so $T_1-T_0$ is the same as $T_1$
yes
P(T_i - T_{i-1} = 0) = 0, P(T_i - T_{i-1} = 1) = \sum_{j=1}^\infty P(T_i - j = 1|T_{i-1} = j) * P(T_{i-1} = j) = P(X=1) * \sum_{j-1}^\infty P(T_{i-1} = j) = P(X=1) = p
for i > 1
so to be very pedantic, you need to write down all the possibilities of T_{i-1} and apply Bayes rule to each. There are infinitely many such
note that P(T_i - j = 1 | T_{i-1} = j) = P(X_{j+1} = 1). So I wrote X to stand for any of X_{j+1}, since they are all identically distributed
Maximum value of Log(n) / n ?
for which n?
n is a natural number!
and what happens when I extend these natural numbers case to real number case?
like maximum value of Log(x)/x where x is a real numbere (positive)
04:22
@Simple yea probability is often easy to reason but laborious to write down completely rigorously
$E(T_i\,|\,T_{i-1})=E(T_i-T_{i-1})=E(T_1)$?
nice one there @SimplyBeautifulArt
nope, that was my typo above. It should be T_{i-1} + E(T_1)
as stated earlier
You mean $E(T_{i-1})+E(T_1)$
nope that's not waht I meant
I really meant T_{i-1} + E(T_1)
the most tricky concept in probability theory is "conditional expectation"
there is a measure theoretic way to understand it, and a more intuitive way.
E(.. | T_{i-1}) means what is expected value of .. if you already know the value of T_{i-1} (and that's all you know)
04:28
$E(T_i\,|\,T_{i-1})=E(T_i-T_{i-1}+T_{i-1}\,|\,T_{i-1})=E(T_1)+E(T_{i-1}\,|\,T_{i‌​-1})=E(T_1)+i+1$
all correct except the last step
E(T_{i-1}|T_{i-1}) = T_{i-1}
read my sentence above
the expected value of something you already know is that something itself!
$E(T_{i-1})=np$
you seem confused about n and i
n is always a dummy variable here.
04:30
(i-1)p
yea except (i-1) p I think
yep!
the final result is $p+(i-1)p$
but when you write E(T_{i-1}) you are from the perspective of the beginning of the process
not the middle of the process when you already know the value of T_{i-1}
anyway I hope I conveyed enough of the subtleties in conditional probability here that you have some faith in the theory
Although I still have a little confusion, I will study more about it. Thanks your help
no problem. Just note that E_(T_i) is the same as E(T_i | T_0)
 
1 hour later…
Anonymous
05:40
@BalarkaSen If $f(x)f(y)=f(x+y)$ [$f$ is a real valued differentiable function]. Then can $f(x)$ be anything other than $f(x)=0$ and $f(x)=e^{kx}$ ? [I solved using the differential eqn method but bit confused about the $f(0)=0$ case]
@blue $f(0) = 0$ means $f(x) = f(x+0) = f(x)f(0) = 0$ for all $x$.
Anonymous
@BalarkaSen Oh, that's great. So no other possible solutions. yay
Well, no, that's just the $f(x) = 0$ solution. There's no other possible solutions.
Ah, you edited.
Anonymous
(edited^)
Anonymous
:P
Anonymous
05:49
These functional equations can be confusing
Anonymous
More or less I see that the differential eqn method works for most
Yeah you have to play with the symmetry of the equation.
Anonymous
Yup, okay thanks :)
@blue Only if the function is differentiable. I guess if you're just writing an answer then you don't care as long as the answer is correct.
Anonymous
@BalarkaSen Oh yes, and that. We have only functional equations for smooth differentiable and real valued functions as of now(in syllabus)
05:52
OK.
Anonymous
BTW if a function is infinitely differentiable at a point and all its derivatives vanish then must it be a constant function ?
Nope :)
Anonymous
But from the Taylor polynomial it seems so
Anonymous
(Assuming it's smooth and derivable)
The crucial point about Taylor polynomial is that it always has a remainder term. It does not express the function as a convergent power series - that is a far stronger notion of analytic functions.
In mathematics, a bump function is a function f : Rn → R on a Euclidean space Rn which is both smooth (in the sense of having continuous derivatives of all orders) and compactly supported. These are also called test functions [φ]. The space of all bump functions on Rn is denoted C 0 ∞ ( R n ) {\displaystyle C_{0}^{\infty }(\mathbf {R} ^{n})} or ...
Anonymous
05:58
@BalarkaSen Umm, so the function must have a convergent Taylor series for that claim to be valid?
Yes, if a function has a convergent power series expansion on a neighborhood, then vanishing derivatives implies it's constant.
This is the thing.
Anonymous
@BalarkaSen "on a neighborhood", does that imply in other places it might not have a convergent taylor series but yet it will be constant if in a certain neighbourhood its all derivatives vanish?
No, it will vanish on that neighborhood.
Not necessarily anywhere else.
Anonymous
I see. Interesting
But you're analytic everywhere then you're constant everywhere.
Anonymous
06:03
Is there any method to check where a function is analytic ?
You can recognize most analytic functions to be analytic by understanding if they have convergent Taylor series
Eg $e^x$ is clearly analytic.
Anonymous
@BalarkaSen I see. Right. I can check if Taylor series is converging by putting some values in the initial terms anyway. Cool!
06:35
Hey, is the nLab down for you guys too? ncatlab.org
Anonymous
"ncatlab.org’s server DNS address could not be found"
Anonymous
"This site can’t be reached"
damn
thanks
Anonymous
np
07:50
I don't know how the above image got flipped ::but try the above summation.It seems to be arithmo -geometric progression and I have no idea how to talk to this guy!!
Maybe you guys can talk so help me to interact with this guy!
Let $S$ be that sum. $S - 1/2S = 1/4 + 1/8 + 1/16 + \cdots$, which is a geometric series.
thanks @BalarkaSen
 
1 hour later…
08:55
@TedShifrin - am I right in saying that the difference between an ordinary vector field and a "material" vector field is defined by the following relation V(a,t) = Jij(t) V(a). That is a material vector field is defined in terms of it's neighboring points in space and time but a ordinary vector field is a mapping from a particular origin to a point in space ?
The above definition I gave was in terms of a Lagrangian reference
but you could take an Eulerian definition similar to the above
this point is not emphasized in fluid dynamics texts books
the difference between a material vector field and a ordinary vector field
people just state the definition of the material derivative and leave it at that
the above definition helps you in relating the material derivative to the Lie derivative

« first day (2467 days earlier)      last day (2850 days later) »