Recent content by gel

A sum of m independent unit variance squared Gaussian RVs added to a sum of n independent unit variance squared Gaussian RVs is clearly equal to a sum of (m+n) such squared Gaussians. So the sum of independent chi square RVs with degrees of freedom m and n respectively is a chi square with (m+n)...

A sum of independent noncentral chi-square RVs is noncentral chi-square. You just add their degrees of freedom and means together. This follows directly from the definition (depending what definition you are using for chi-square, of course).

Just to add - the distribution of the process doesn't matter. Once you know that it is piecewise constant then you can conclude that the quadratic variation is just the sum of the squares of the jumps, which is easily calculated as I did above.

A Poisson process has quadratic variation equal to itself. This is because it is a pure jump process with jump sizes equal to 1. If Nt is the Poisson process then the only contribution to the quadratic variation [N] comes from the jumps, [N]_t=\sum_{s\le t} \Delta N_s^2 = \sum_{s\le...

Hmm, just noticed the lack of scrolling typing that post.

Well, I've just been bought an iPhone by the wife. Been using it browse this site for the last week. Seems pretty good to me. Clear and easy to use. Dunno what the old mobile version was like though.

Is it 4:3 aspect ratio with vertical resolution 1024? 1366 = 212/3, more or less. Maybe a bit wacky, but could it arrange the pixels along vertical lines in memory? Or, using RGB, 3 bytes per pixel, gives each horizontal line taking up 1366*3 = 212 +2 bytes. Just over a power of 2, so it...

Yeah, joining straight after a first degree will mean starting at a slightly lower level (such as an analyst). Don't think that really means being a slave to anyone. It all depends on what you make of your role and what team you join.

As long as you study a highly numerical subject at university such as maths/physics/etc, then this line of work should be open to you after completing an undergraduate degree. A PhD can also help. It's not necessary though, while a lot of people working in financial engineering have a PhD, many...

I agree completely. You can have negative numbers, but they aren't probabilities. Even if someone calls them that.

I'd still have thought that speaking to them would be the first thing to do. Even if they can't endorse it themselves, if they like your work they should be able to help out and maybe suggest someone. Sounds better than just asking on a website. The tricky bit, is that you really need to...

I think that there is a difference between saying that the physics is causal/acausal and saying the same of the universe. If there is a cause for the photon to pass through the polariser, then it is not included within standard QM. So, we can say that QM is acausal. There may or may not be a...

We're in agreement then. We don't know whether the photon will pass through the polariser until after it has already passed through or been absorbed. Furthermore, I don't think we will ever be able to predict such things. That doesn't mean that there is no cause. I accept that there could be...

This doesn't seem right though. With QM we say that we don't know what the outcome of an experiment will be, not simply because we have no idea what is happening, but rather that it is believed to be impossible to do better than give a probability. On the other hand, our ancestors had a pretty...

If the polariser is working properly, then - a photon with polarization aligned with the polariser axis will pass through it. - a photon with polarization at 90 deg to it will be absorbed. That's all you need to be able to conclude that the probability is 50% in my experiment, regardless of how...