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Saturday, March 28, 2009

Far in the distance

This week's Metrics assignment has us doing a little analysis - using Hölder's inequality to prove special cases of the Cauchy-Schwarz, Lyapunov's, and the fact that E(|X|p) ≤ E(|X|)p (this is sometimes referred to as Jensen's inequality, but in fact is merely a special case of the same).

It took me a little while to get all the connections working again - MATH 312 was two years ago - but after I'd woken up the necessary bits of brain, I was most disappointed to realise that these proofs are all just one step away from being completely trivial.

Sometimes it seems as if studying analysis was some perfect state of being, which, having lost, I must strive not to recall too vividly, or risk dying from disappointment.


bk drinkwater said...

Take MATH 441 (Measure Theory). It's even awesomer.

fibby said...

You're making me even jealouser :-P

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