
overheating will affect performance
this problem all started when i turned my laptop on after i play gta iv for about 7 hours on my laptop.. when i wanted to play it again the next day, it lagged. actually this lag never happened …
Create a new pseudo-random number based on a seed, using …
If I may: it takes a lot of care and effort to write a reliable PRNG that passes all the usual statistical tests (no correlations, sufficiently long period, etc.). Why not use a canned method and be …
Negative autocorrelation values - Mathematics Stack Exchange
Autocorrelation is informally defined (Wikipedia article) as "the similarity between observations as a function of the time lag between them". I create the following time series in MATLAB: >&g...
How is the auto-correlation of vectors defined?
Nov 16, 2018 · Roughly speaking, the sample autocorrelation of lag $\ell$ of a vector $ (X_1, \dots X_n)$ is the sample correlation of the vector $ (X_1, \dots, X_ {n-\ell})$ and and the …
linear algebra - Can a unitary matrix be constructed from any …
Answering my own question: No, the reverse does not hold. There exist doubly stochastic matrices whose elements are not the squared magnitudes of the elements of a unitary matrix. …
Integer Programming problem - Mathematics Stack Exchange
Any combination of these variables that could lead to a sum of 36 will amount to lagged sumproduct less than 529 ( which is the maximum). This happens with x0=10,x1=23,x2=13.
The equivalence between Cauchy integral and Riemann integral …
It will be better to add the definition of Riemann integral you using.
Determining whether a sequence of coin flips is random
May 1, 2018 · Say we have observed a finite sequence of coin flips. Is there a metric for how likely this sequence is generated by a truly random coin flip. For example, if we flip a coin 1000 …
How to prove that the Galois group of a radical field extension is ...
Geoff Robertson has written a sketch solution, but my immediate reaction is that this is a standard textbook result, and you would do better to read a book about it rather than trying to do it as an …
Endogenous covariate in first-difference panel data model
Mar 31, 2015 · The first difference of your covariate will not be exogenous in the first-differenced model if, e.g., the original model has a lagged dependent variable as a regressor.