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Saturday, October 15, 2022
Spitzer's Formula
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The following identity is an abstract version of the Spitzer's formula introduced in Wendel's 1958 paper [1] and the proof thereof,...
Sunday, October 2, 2022
Dominated Convergence Theorem for Series
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In this post, we will cover a classical but nevertheless powerful result about interchanging the order of limit and sum. Let $G$ be an abe...
Tuesday, July 26, 2022
Product of two beta distributions
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Theorem. Let $p, q, r > 0$. If $X \sim \operatorname{Beta}(p, q)$ and $Y \sim \operatorname{Beta}(p+q, r)$, then $$ ...
Thursday, July 21, 2022
A simple calculus question
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Consider the problem of finding an antiderivative of $$ \int \frac{1}{a + b \cos x} \, \mathrm{d}x, $$ where $|b| \lt a$. It is o...
Tuesday, July 19, 2022
A nasty integral
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In this post, we discuss how certain integrals of rational functions can be computed. Example 1. $$ \int_{0}^{\infty} \frac{x...
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