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seen Oct 26 at 15:13

Oct
29
awarded  Supporter
Apr
3
accepted Eigenvalues of a mean correlation matrix (integral over correlation matrices with arbitrary density)
Apr
3
revised Eigenvalues of a mean correlation matrix (integral over correlation matrices with arbitrary density)
Minor fix
Apr
2
answered Eigenvalues of a mean correlation matrix (integral over correlation matrices with arbitrary density)
Mar
13
revised Eigenvalues of a mean correlation matrix (integral over correlation matrices with arbitrary density)
added 203 characters in body
Mar
12
revised Eigenvalues of a mean correlation matrix (integral over correlation matrices with arbitrary density)
added 13 characters in body
Mar
12
asked Eigenvalues of a mean correlation matrix (integral over correlation matrices with arbitrary density)
Aug
7
accepted Convergance of a system to Boltzmann distribution
Aug
7
revised Convergance of a system to Boltzmann distribution
added 8 characters in body
Aug
7
awarded  Editor
Aug
7
revised Convergance of a system to Boltzmann distribution
Made clear X is finite dimension
Aug
7
comment Convergance of a system to Boltzmann distribution
Thanks, I meant finite dimension for X.
Aug
7
asked Convergance of a system to Boltzmann distribution
Mar
13
awarded  Scholar
Mar
13
accepted Normal distribution of x, xdot
Mar
4
comment Normal distribution of x, xdot
With the histogram I presented I have 120 seconds sampled using 20K samples/sec, but I have much more data.
Mar
4
comment Normal distribution of x, xdot
This is a biological measurements from cells, and x is the voltage which fluctuate quite randomly, due to external (non-measured) events. No observable oscillations there!
Mar
3
comment Normal distribution of x, xdot
Ok, this is experimental measurements so obviously I don't have access to xdot, just to (x(t+dt)-x(t))/dt for dt of my choise (sampling frequency). I believe the variance of x is fixed as t increases, which is inconsistent with a Wiener process. I'll recheck this.
Mar
3
comment Normal distribution of x, xdot
The case here is of a complex dynamic system which is indeed bounded, so your comment is very interesting. Can you suggest some intuition why do such relation occur (relation by Fourier transform)?
Mar
3
comment Normal distribution of x, xdot
Normal distribution appear in many diverse cases due to CLT, as you said, but the most interesting bit here is that (x, xdot) is joinly distributed as gaussian. What kind of process randomly pertubate both x, xdot?