Asymptotic theory (statistics) | Theorems in statistics | Probability theorems
In probability theory, Slutsky’s theorem extends some properties of algebraic operations on convergent sequences of real numbers to sequences of random variables. The theorem was named after Eugen Slutsky. Slutsky's theorem is also attributed to Harald Cramér. (Wikipedia).
Introduction to additive combinatorics lecture 1.8 --- Plünnecke's theorem
In this video I present a proof of Plünnecke's theorem due to George Petridis, which also uses some arguments of Imre Ruzsa. Plünnecke's theorem is a very useful tool in additive combinatorics, which implies that if A is a set of integers such that |A+A| is at most C|A|, then for any pair
From playlist Introduction to Additive Combinatorics (Cambridge Part III course)
4. Parametric Inference (cont.) and Maximum Likelihood Estimation
MIT 18.650 Statistics for Applications, Fall 2016 View the complete course: http://ocw.mit.edu/18-650F16 Instructor: Philippe Rigollet In this lecture, Prof. Rigollet talked about confidence intervals, total variation distance, and Kullback-Leibler divergence. License: Creative Commons B
From playlist MIT 18.650 Statistics for Applications, Fall 2016
Lecture 19: Identification and Falsification
MIT 14.04 Intermediate Microeconomic Theory, Fall 2020 Instructor: Prof. Robert Townsend View the complete course: https://ocw.mit.edu/courses/14-04-intermediate-microeconomic-theory-fall-2020/ YouTube Playlist: https://www.youtube.com/watch?v=XSTSfCs74bg&list=PLUl4u3cNGP63wnrKge9vllow3Y2
From playlist MIT 14.04 Intermediate Microeconomic Theory, Fall 2020
MIT 14.04 Intermediate Microeconomic Theory, Fall 2020 Instructor: Prof. Robert Townsend View the complete course: https://ocw.mit.edu/courses/14-04-intermediate-microeconomic-theory-fall-2020/ YouTube Playlist: https://www.youtube.com/watch?v=XSTSfCs74bg&list=PLUl4u3cNGP63wnrKge9vllow3Y2
From playlist MIT 14.04 Intermediate Microeconomic Theory, Fall 2020
9. Parametric Hypothesis Testing (cont.)
MIT 18.650 Statistics for Applications, Fall 2016 View the complete course: http://ocw.mit.edu/18-650F16 Instructor: Philippe Rigollet In this lecture, Prof. Rigollet talked about Wald's test, likelihood ratio test, and testing implicit hypotheses. License: Creative Commons BY-NC-SA More
From playlist MIT 18.650 Statistics for Applications, Fall 2016
Norbert Mauser: The quantum Vlasov equation
Abstract: We present the Quantum Vlasov or Wigner equation as a "phase space" presentation of quantum mechanics that is close to the classical Vlasov equation, but where the "distribution function" w(x,v,t) will in general have also negative values. We discuss the relation to the classical
From playlist Mathematical Physics
Introduction to additive combinatorics lecture 10.8 --- A weak form of Freiman's theorem
In this short video I explain how the proof of Freiman's theorem for subsets of Z differs from the proof given earlier for subsets of F_p^N. The answer is not very much: the main differences are due to the fact that cyclic groups of prime order do not have lots of subgroups, so one has to
From playlist Introduction to Additive Combinatorics (Cambridge Part III course)
Lecture 20: Failure of Welfare Theorems
MIT 14.04 Intermediate Microeconomic Theory, Fall 2020 Instructor: Prof. Robert Townsend View the complete course: https://ocw.mit.edu/courses/14-04-intermediate-microeconomic-theory-fall-2020/ YouTube Playlist: https://www.youtube.com/watch?v=XSTSfCs74bg&list=PLUl4u3cNGP63wnrKge9vllow3Y2
From playlist MIT 14.04 Intermediate Microeconomic Theory, Fall 2020
Lecture 3: Income and Substitution Effects
MIT 14.04 Intermediate Microeconomic Theory, Fall 2020 Instructor: Prof. Robert Townsend View the complete course: https://ocw.mit.edu/courses/14-04-intermediate-microeconomic-theory-fall-2020/ YouTube Playlist: https://www.youtube.com/watch?v=XSTSfCs74bg&list=PLUl4u3cNGP63wnrKge9vllow3Y2
From playlist MIT 14.04 Intermediate Microeconomic Theory, Fall 2020
Cayley-Hamilton Theorem: General Case
Matrix Theory: We state and prove the Cayley-Hamilton Theorem over a general field F. That is, we show each square matrix with entries in F satisfies its characteristic polynomial. We consider the special cases of diagonal and companion matrices before giving the proof.
From playlist Matrix Theory
In this video I show you how to prove Cayley's theorem, which states that every group is isomorphic to a permutation group. This video is a bit long because I take the time to revisit all the concepts required in the proof. these include isomorphisms, injective, surjective, and bijective
From playlist Abstract algebra
What is the Riemann Hypothesis?
This video provides a basic introduction to the Riemann Hypothesis based on the the superb book 'Prime Obsession' by John Derbyshire. Along the way I look at convergent and divergent series, Euler's famous solution to the Basel problem, and the Riemann-Zeta function. Analytic continuation
From playlist Mathematics
MIT 14.04 Intermediate Microeconomic Theory, Fall 2020 Instructor: Prof. Robert Townsend View the complete course: https://ocw.mit.edu/courses/14-04-intermediate-microeconomic-theory-fall-2020/ YouTube Playlist: https://www.youtube.com/watch?v=XSTSfCs74bg&list=PLUl4u3cNGP63wnrKge9vllow3Y2
From playlist MIT 14.04 Intermediate Microeconomic Theory, Fall 2020
Ten Years of "The Wonder of Their Voices": The Future of the Boder Collection
On December 2, 2020, the Fortunoff Video Archive hosted a discussion with author Alan Rosen and Illinois Institute of Technology (IIT) library and archive staff, Adam Strohm and Mindy Pugh, about the work of psychologist and interviewer David Boder. As a faculty member of IIT, Boder interv
From playlist Fortunoff Video Archive for Holocaust Testimonies
Dimitri Zvonkine - Hurwitz numbers, the ELSV formula, and the topological recursion
We will use the example of Hurwitz numbers to make an introduction into the intersection theory of moduli spaces of curves and into the subject of topological recursion.
From playlist Physique mathématique des nombres de Hurwitz pour débutants
Discrete Math - 4.1.1 Divisibility
The definition and properties of divisibility with proofs of several properties. Formulas for quotient and remainder, leading into modular arithmetic. Textbook: Rosen, Discrete Mathematics and Its Applications, 7e Playlist: https://www.youtube.com/playlist?list=PLl-gb0E4MII28GykmtuBXNU
From playlist Discrete Math I (Entire Course)
MIT 14.04 Intermediate Microeconomic Theory, Fall 2020 Instructor: Prof. Robert Townsend View the complete course: https://ocw.mit.edu/courses/14-04-intermediate-microeconomic-theory-fall-2020/ YouTube Playlist: https://www.youtube.com/playlist?list=PLUl4u3cNGP63wnrKge9vllow3Y2OOOKqF Prof
From playlist MIT 14.04 Intermediate Microeconomic Theory, Fall 2020
Dimitri Zvonkine - On two ELSV formulas
The ELSV formula (discovered by Ekedahl, Lando, Shapiro and Vainshtein) is an equality between two numbers. The first one is a Hurwitz number that can be defined as the number of factorizations of a given permutation into transpositions. The second is the integral of a characteristic class
From playlist 4th Itzykson Colloquium - Moduli Spaces and Quantum Curves
Jean-Marc Bardet : Asymptotic behavior of the Laplacian quasi-maximum likelihood estimator of...
Abstract : We prove the consistency and asymptotic normality of the Laplacian Quasi-Maximum Likelihood Estimator (QMLE) for a general class of causal time series including ARMA, AR(∞), GARCH, ARCH(∞), ARMA-GARCH, APARCH, ARMA-APARCH,..., processes. We notably exhibit the advantages (moment
From playlist Probability and Statistics
Orbit of a set in abstract algebra
In this video we start to take a look at the orbit-stabilizer theorem. Our first stop is the orbit of a set. The orbit is created by taking an arbitrary element of a set and acting on that element by all the elements in the set of an an arbitrary group. In this video, we look at a few p
From playlist Abstract algebra