Homework

Tn: L Hoi Phong

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-Phn phi chun nhiu chiu miu t lut Gauss trong khng gian Euclide k-chiu. Mt vector
X
R k c p h n p h i c h u n n hi u c hi u n u b t k t h n h p h n tuy n t n h n o c a n k . j=a j X j

Phng sai ca X l ma trn i xng V xc nh dng kxk. Phn phi chun

nhiu chiu l trng hp t bit ca phn phi Elip. Qu tch mt khi k=2 l
hnh elip v trng hp l k th n chnh l Elipxoit.
-Phn phi Gauss c phin bn ca phn phi chun vi tt c cc phn t m quay
v 0.
k
-Phn phi chun s phc l gii quyt vector chun phc. Mt vector X
c ni l chun tc nu c phn thc v o phn bit c phn phi chun nhiu
bin 2k-chiu. Cu trc phng sai- tnh hip bin ca X c miu t bi 2 ma
trn: Ma trn phng sai v ma trn quan h .
-Phn phi chun ma trn miu t trng hp ca ma trn phn phi chun tc
-qu trnh Gauss c phn phi chun. iu ny c th c xem nh cc phn t
ca Khng gian Hilbert H c s chiu v hn, v v vy n tng t nh nhng
vector chun tc nhiu chiu cho trng hp k= . Mt phn t bt k h H
c gi l chun tc nu mi hng s a H bt k tch v hng ca (a,h) c
phn phi chun. Cu trc phng sai ca phn t bt k Gauss c th c miu
t bi ton t tuyn tnh c tnh hip bin K: H H. Qu trnh Gauss khc nhau
tr thnh kh ph bin y c nhng ci tn ring:
+ Brownian motion
+ Brownian Brige
+Qu trnh Ornstein-Uhlenbeck.
-q-Phn phi Gauss l mt xy dng ton hc tru tng m i din cho mt q-
analogue ca phn phi chun .
-q-Gauss l mt phn phi tng t vi phn phi Gauss, cc i ha Tsallis en-
tr-pi v l mt loi ca phn phi Tsallis. Ch rng phn phi ny khc vi q-
phn phi Gauss trn.