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  1. 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 …

  2. 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 …

  3. 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...

  4. 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 …

  5. 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. …

  6. 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.

  7. The equivalence between Cauchy integral and Riemann integral …

    It will be better to add the definition of Riemann integral you using.

  8. 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 …

  9. 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 …

  10. 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.