LIHKG 計劃進修PhD/Research討論區(27) The brain is wider than the sky
婆你呀麼彈彈波 2017-6-29 21:50:00
http://www.ams.org/journals/bull/2017-54-01/S0273-0979-2016-01552-7/S0273-0979-2016-01552-7.pdf
WHAT ARE LYAPUNOV EXPONENTS, AND WHY ARE THEY INTERESTING?
碌落少少已經唔覺得interesting
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Oseledets's theorem好interesting
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不過篇文真係寫得麻麻地
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冇乜background應該唔太知噏乜
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Lyapunov exponent大致上就係睇一個dynamical system平均嘅"expansion rate"有幾快

例如f(x)=2x mod 1,你當依個map係個dynamical system on circle嘅話,你會發現依個map會將啲嘢「放大」(例如將[0,1/2]變做[0,1]

但如果你睇g(x)=3x mod 1,應該唔難想像g expand得快過f

個rate可以話係取決於個slope有幾大,上面嘅例子個slope係constant,所以你可以好隨便咁講f嘅rate係2,g嘅rate係3

不過咁樣會唔夠好,因為dynamical system睇嘅唔單止係f,仲想睇f(f(...f(x))...)嘅behaviour,所以要睇嘅應該係f^n嘅slope

用上面嘅例子,f^n嘅slope係2^n,g^n嘅slope係3^n,依個sequence唔converge,但take完logarithm然後除以n就好好多,分別係log2同log3

但喺一般情況,個map個slope唔會係constant,但你仍然可以consider log|(h^n)'(x)|,你會發現用chain rule後會變咗 sum log|h'(h^i(x))|,如果h係ergodic依個sum除以n會converge to integrate log|h'| over the space,而依個數字就係Lyapunov exponent,話你知h平均expand得幾快

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婆你呀麼彈彈波 2017-6-29 22:03:44

Oseledets's theorem好interesting
:^(

不過篇文真係寫得麻麻地
:^(
冇乜background應該唔太知噏乜
:^(


Lyapunov exponent大致上就係睇一個dynamical system平均嘅"expansion rate"有幾快

例如f(x)=2x mod 1,你當依個map係個dynamical system on circle嘅話,你會發現依個map會將啲嘢「放大」(例如將[0,1/2]變做[0,1]

但如果你睇g(x)=3x mod 1,應該唔難想像g expand得快過f

個rate可以話係取決於個slope有幾大,上面嘅例子個slope係constant,所以你可以好隨便咁講f嘅rate係2,g嘅rate係3

不過咁樣會唔夠好,因為dynamical system睇嘅唔單止係f,仲想睇f(f(...f(x))...)嘅behaviour,所以要睇嘅應該係f^n嘅slope

用上面嘅例子,f^n嘅slope係2^n,g^n嘅slope係3^n,依個sequence唔converge,但take完logarithm然後除以n就好好多,分別係log2同log3

但喺一般情況,個map個slope唔會係constant,但你仍然可以consider log|(h^n)'(x)|,你會發現用chain rule後會變咗 sum log|h'(h^i(x))|,如果h係ergodic依個sum除以n會converge to integrate log|h'| over the space,而依個數字就係Lyapunov exponent,話你知h平均expand得幾快

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婆你呀麼彈彈波 2017-6-29 23:04:39

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數學白痴 2017-6-30 00:01:17

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樓上唔好派膠 2017-6-30 00:17:27 如果想讀pg econ, undergrad 個陣可以點equip 自己?
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樓上唔好派膠 2017-6-30 00:21:35
如果想讀pg econ, undergrad 個陣可以點equip 自己?
:^(
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學好數學
:^(

除左math, 如果唔識programming 會唔會好蝕底?
:^(
數學白痴 2017-6-30 00:34:56
如果想讀pg econ, undergrad 個陣可以點equip 自己?
:^(
:^(

學好數學
:^(

除左math, 如果唔識programming 會唔會好蝕底?
:^(

唔識programming 咩都好蝕底
:^(

:^(
數學白痴 2017-6-30 00:35:14

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繼續沈醉(霧之戀) 2017-6-30 00:36:18 點解econ好似特別多人想讀上去
kpy22 2017-6-30 00:36:35
如果想讀pg econ, undergrad 個陣可以點equip 自己?
:^(
:^(

學好數學
:^(

除左math, 如果唔識programming 會唔會好蝕底?
:^(

唔識programming 咩都好蝕底
:^(

睇你想做咩field啦
如果係pure theory嘅,讀多啲數會好啲
如果係macro or applied 果啲就一定要識programming,我果時啲prof/同學 多數用matlab,stata,C++ or python
不過你仲係ug嘅就咩都最好掂少少,我識好多人phd頭幾年都會轉field
J痕叔叔 2017-6-30 00:38:51
點解econ好似特別多人想讀上去

最近特別多
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樓上唔好派膠 2017-6-30 00:42:48
如果想讀pg econ, undergrad 個陣可以點equip 自己?
:^(
:^(

學好數學
:^(

除左math, 如果唔識programming 會唔會好蝕底?
:^(

唔識programming 咩都好蝕底
:^(

睇你想做咩field啦
如果係pure theory嘅,讀多啲數會好啲
如果係macro or applied 果啲就一定要識programming,我果時啲prof/同學 多數用matlab,stata,C++ or python
不過你仲係ug嘅就咩都最好掂少少,我識好多人phd頭幾年都會轉field

我而家都讀左啲好basic 嘅數,諗住之後會讀埋real analysis, topology or even functional analysis, 咁樣夠唔夠用?
programming 睇黎真係要下啲苦工
:^(
數學白痴 2017-6-30 00:43:38
點解econ好似特別多人想讀上去

最近特別多
:^(
:^(
:^(

:^(
數學白痴 2017-6-30 00:47:17
點解econ好似特別多人想讀上去

最近特別多
:^(
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前幾日經過連登,見到好多學生一車車咁讀上去,有好多隻流眼淚佢地知就快俾人殺...真係好慘!

讀PhD就要有人財兩空的覺悟
數學白痴 2017-6-30 00:47:32
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kpy22 2017-6-30 00:57:31
如果想讀pg econ, undergrad 個陣可以點equip 自己?
:^(
:^(

學好數學
:^(

除左math, 如果唔識programming 會唔會好蝕底?
:^(

唔識programming 咩都好蝕底
:^(

睇你想做咩field啦
如果係pure theory嘅,讀多啲數會好啲
如果係macro or applied 果啲就一定要識programming,我果時啲prof/同學 多數用matlab,stata,C++ or python
不過你仲係ug嘅就咩都最好掂少少,我識好多人phd頭幾年都會轉field

我而家都讀左啲好basic 嘅數,諗住之後會讀埋real analysis, topology or even functional analysis, 咁樣夠唔夠用?
programming 睇黎真係要下啲苦工
:^(

我果時都係讀到real analysis 再自修咗少少measure theory同topology,頭兩年完全夠用,其實你打好咗個底嘅,好多時可以到要用果時再自修