diff --git a/Chapters/15-Appendix-A/INDEX.md b/Chapters/15-Appendix-A/INDEX.md index 1d68956..f32da2c 100644 --- a/Chapters/15-Appendix-A/INDEX.md +++ b/Chapters/15-Appendix-A/INDEX.md @@ -120,6 +120,66 @@ H(f) = \begin{bmatrix} \end{bmatrix} $$ +## [Flow](https://en.wikipedia.org/wiki/Flow_(mathematics))[^wiki-flow] + +A flow over a set $A$ is a mapping of $R$ over $A$: + +$$ +a \in A, t \in \R \\ +\varphi(a, t) \in A +$$ + +Moreover, since $\varphi(a, t) \in A$ it also applies: + +$$ +a \in A, t \in \R, s \in \R \\ +\begin{aligned} + \varphi(\varphi(a, t), s) &= \varphi(a, t + s) \in A \\ + \varphi(a, 0) &= a +\end{aligned} +$$ + +In other words, applying a flow over a flow of a variable is like applying +the flow over the variable and the sum of real numbers (think of summing times). + +Also, 0 is the neutral element of a flow. + +## [Vector Field](https://en.wikipedia.org/wiki/Vector_field)[^wiki-vector-field] + +It is a mapping from from a set $A \subset \R^n$ so that: + +$$ +V: A \rightarrow \R^n +$$ + +So, this means that for each element of $A$, which we can consider point, it +associates another vector, which we may consider a velocity (but also points). + +So, in a way, it can be seen as the amount of movement of that point in space. + +## Change of Variables in probability[^stack-change-var] + +let's change from 2 random variables, $X$ and $Y$ where $X$ has a CDF that is $F_X$ +and $Y = g(X)$ and $g$ is monotonic: + +$$ +\begin{aligned} + P(Y \leq y) &= P(g(X) \leq y) = P(g^{-1}(g(X)) \leq g^{-1}(y)) = \\ + &= P(X \leq x) \rightarrow \\ + \rightarrow F_Y(y) &= F_X(x) = F_X(g^{-1}(y)) +\end{aligned} +$$ + +Now, let's derive both handles of the equation for y: + +$$ +f_Y(y) = f_X(g^{-1}(y)) \cdot \frac{d\, g^{-1}(y)}{d \, y} +$$ + +> [!NOTE] +> In case x and y are in higher dimensions, the last term is the determinant of +> the Jacobian matrix, or Jacobian + [^khan-1]: [Khan Academy | Laplace Intuition | 9th November 2025](https://www.youtube.com/watch?v=EW08rD-GFh0) [^wiki-cross-entropy]: [Wikipedia | Cross Entropy | 17th November 2025](https://en.wikipedia.org/wiki/Cross-entropy) @@ -127,3 +187,9 @@ $$ [^wiki-entropy]: [Wikipedia | Entropy | 17th November 2025](https://en.wikipedia.org/wiki/Entropy_(information_theory)) [^wiki-pca]: [Wikipedia | Principal Component Analysis | 18th November 2025](https://en.wikipedia.org/wiki/Principal_component_analysis#Computation_using_the_covariance_method) + +[^wiki-flow]: [Wikipedia | Flow (Mathematics) | 23rd November 2025](https://en.wikipedia.org/wiki/Flow_(mathematics)) + +[^wiki-vector-field]: [Wikipedia | Vector Field |23rd november 2025](https://en.wikipedia.org/wiki/Vector_field) + +[^stack-change-var]: [StackExchange | Derivation of change of variables of a probability density function? | 25th November 2025](https://stats.stackexchange.com/questions/239588/derivation-of-change-of-variables-of-a-probability-density-function) \ No newline at end of file