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These are questions asked by mah00

Hi everyone,


I would like to do:

Basically it is to define j(f(x))
But this is doesn't work. What is the right way to do it?\
My final goal is to calculate int(j(f(x)), f(x)=-infinity..infinity).

Hi everyone,


Is it possible to perform an integral over vector without writing a multiple integral over each component?

I am integrating over a vector of dimension 12, so I am trying to find another way to calculate rather than writing 12 integrals.



Hi everyone,


I want to create a Gaussian PDF so I need to calculate Determinant(sigma) with sigma the covariance matrix of a gaussian variable.

If we call this variable alpha (which is a 12 dimension vector and represents the noise in a discrete dynamical equation), then sigma_ij=ExpectedValue(alpha_i*alpha_j)-ExpectedValue(alpha_i)*ExpectedValue(alpha_j)

and this is zero most of the time! So the covariance matrix is singular and the determinant is zero. 

Hello everyone,

I have a problem with the Brownian Motion (I'm using Maple 15).

Here is the code:


X1:=SamplePath(X(t),t=0..T,timesteps =T/d):



The last line give me a number different from zero, which is not true for a Brownian Motion as defined.

Could you please tell me where is the problem?


PS: I have the same problem with WienerProcess(sigma).

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