On 12 May 2001 22:07:07 GMT, [EMAIL PROTECTED] (Francis Dermot
Sweeney) wrote:
I had got to a similar stage, and had tried showing the integral vanishes
by complex analysis methods. I had thought that since ln r is harmonic,
the value of the integral around the curve gives teh value at the
On 11 May 2001 19:17:40 GMT, [EMAIL PROTECTED] (Francis Dermot
Sweeney) wrote:
Here is a problem that is quite tricky. Starting at a radius R_o, a hop
is made of length from the current point to the origin (R_o), in a random,
uniform direction, on a 2d plane. This take us to a new point, with
I had got to a similar stage, and had tried showing the integral vanishes
by complex analysis methods. I had thought that since ln r is harmonic,
the value of the integral around the curve gives teh value at the center
(*2pi), but the problem is that the origin is a point on the curve where
Here is a problem that is quite tricky. Starting at a radius R_o, a hop
is made of length from the current point to the origin (R_o), in a random,
uniform direction, in 2d. This take us to a new point, with distance to
the
origin R_1. The next hop is then of length R_1, in a random uniform
Here is a problem that is quite tricky. Starting at a radius R_o, a hop
is made of length from the current point to the origin (R_o), in a random,
uniform direction, on a 2d plane. This take us to a new point, with
distance to the
origin R_1. The next hop is then of length R_1, in a random
In a random walk with state space = Z and transition
probabilities P(k -- k+1)=p, P(k -- k)=r, P( k -- k-1)=q
with p+q+r=1, the expected number of steps before
moving up is either finite or infinite depending on p, q,
r.
This means (applied to the stock market) that it is possible
for a stock