
Recent Posts
Recent Comments
Alexander Perlis on Heronian triangles conjecture Mateusz Kwaśnicki on Mathematica and hypergeometric… juanmarqz on Mathematica and hypergeometric… mateuszkwasnicki on Heronian triangles conjecture Johannes boot on Heronian triangles conjecture Archives
Categories
Meta
Tag Archives: Mathematica
Numerical computation of the distribution of the supremum functional
Let be a Lévy process with LévyKhintchin exponent for a complete Bernstein function (some examples below). Let be the supremum functional of . Given some growth condition on , a formula for was given in my recent preprint written with … Continue reading
Posted in numerical math
Tagged complete Bernstein function, levy process, Mathematica, Numerical maths, Supremum
Leave a comment
Mathematica and hypergeometric functions
Recently I did some numerical experiments in Mathematica involving the hypergeometric function . The results were clearly wrong (a positivedefinite matrix having negative eigenvalues, for example), so I spent a couple of hours checking the code. Finally, I discovered a … Continue reading