feat: removes some trivs and thrfs for wider consumption

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Deepak Mallubhotla 2022-03-28 11:16:49 -05:00
parent 7f8961aaa5
commit 2cf4c694d1
Signed by: deepak
GPG Key ID: BEBAEBF28083E022
3 changed files with 12 additions and 10 deletions

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@ -132,7 +132,7 @@
\pdv{\log P}{\sigma} &= - \frac{N}{\sigma} - \frac{S + N \left(\mean{x} - \mu \right)^2}{2} \frac{-2}{\sigma^3} \\
\pdv{\log P}{\sigma} &= - \frac{N}{\sigma} + \frac{S + N \left(\mean{x} - \mu \right)^2}{\sigma^3}
\end{align}
\triv we can now sub $\mu = \mean{x}$, giving us
Naturally we can now sub $\mu = \mean{x}$, giving us
\begin{align}
\pdv{\log P}{\sigma} &= - \frac{N}{\sigma} + \frac{S}{\sigma^3}.
\end{align}

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@ -19,7 +19,7 @@
\usepackage{enumerate}
% custom deepak packages
\usepackage{luatrivially}
% \usepackage{luatrivially}
\usepackage{subtitling}
\begin{luacode*}
@ -27,7 +27,7 @@
\end{luacode*}
\title{Problem 1.2}
\subtitle{Probability distributions: gory version}
\subtitle{Probability distributions}
\author{\begin{telugu}హృదయ్ దీపక్ మల్లుభొట్ల\end{telugu}}
% want empty date
\predate{}

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@ -54,13 +54,13 @@
\end{enumerate}
\section{Solution} \label{sec:solution}
\subsection{(b) Eigenvalue differences} \label{subsec:solb}
\triv the eigenvalues $\nu_{\pm}$ are easy to find.
The eigenvalues $\nu_{\pm}$ are easy to find.
Set up the characteristic equation.
\begin{align}
0 &= \left(a - \nu\right)\left(c - \nu\right) - b^2 \\
&= (ac - b^2) - \left(a + c\right) \nu + \nu^2.
\end{align}
\thrf
Therefore
\begin{align}
\nu_\pm &= \frac{\left(a + c \right) \pm \sqrt{\left(a + c\right)^2 - 4 \left(ac -b^2\right)}}{2} \\
\nu_\pm &= \frac{\left(a + c \right) \pm \sqrt{\left(c - a\right)^2 + 4 b^2}}{2}
@ -69,7 +69,7 @@
We have thus $\flatfrac{\lambda^2}{4} = d^2 + b^2$, so the region of between fixed $\lambda$ and $\lambda + \Delta$ is an annulus, around the circle with radius $\flatfrac{\lambda}{2}$.
\triv \begin{align}
We see that \begin{align}
\rho(\lambda) &= \int_{(d, b)} \rho(d, b) \dd{d} \dd{b} \\
&\propto \int_{(d, b)} \rho(d, b) \lambda \dd{\lambda} \dd{\phi} \\
&\propto 2 \pi \int_{(d, b)} \rho(d, b) \lambda \dd{\lambda}
@ -82,13 +82,13 @@
\subsubsection{diagonal elements}
For the diagonal elements, say $a$, we have a double of a Gaussian variable.
\thrf for instance $\rho(a) = \rho_g(\flatfrac{a}{2})$.
Therefore for instance $\rho(a) = \rho_g(\flatfrac{a}{2})$.
\begin{align}
\rho(a) &\propto \frac{1}{\sqrt{2 \pi}} e^{-\flatfrac{a^2}{8}},
\end{align}
which means that $\sigma_a = 2$.
\subsubsection{off-diagonal}
\subsubsection{off-diagonal} \label{subsec:offdiag}
For off diagonal elements, say $b$, we have two independent Gaussians being summed.
\begin{align}
\rho(b) &= \int_{-\infty}^\infty \dd{x} \rho_g(x) \rho_g(b - x) \\
@ -103,8 +103,10 @@
\subsubsection{standard deviation of difference}
We want to show that the standard deviation of $d = \flatfrac{\left(c - a\right)}{2}$ is equal to the standard deviation of $b$, $\sqrt{2}$.
\triv the numerator gets added in quadrature, $\sigma_d \propto \sqrt{2} \sigma_a$, denominator rescales by $\frac12$, becomes $\sqrt{2}$.
As we see, the numerator gets added in quadrature, $\sigma_d \propto \sqrt{2} \sigma_a$, denominator rescales by $\frac12$, becomes $\sqrt{2}$.
This exactly parallels the derivation in \cref{subsec:offdiag}.
In fact, you can pretty easily set up a homomorphism between sums and differences of variables with distributions of Gaussians of other means and standard deviations and distributions that sum in the ways implied by these expressions.\todo{What's the nice categorical view of this stuff? Morphisms of the category of probability spaces to some measurable space.}
\subsection{(d) Find the formula for probability distirbution of $\lambda$}
The two boys $d$ and $b$ are independent Gaussians, with standard deviations $\sqrt{2}$.