I am not sure and I am not diagnosed with it, but I suspect that it has a big role in me being horrible at teaching. I would like advice on how to speak when you are teaching (I usually have a script with everything I think I should say, and share it as a PDF file to my students) or how to compensate better if I can't speak in a situation in which it's necessary.
I am in my previous-to-last year of PhD (theoretical physics, also with background in math), I hadn't completed a single research project on my own, I hadn't written any paper without other people, and find hard to work without talking with other people. I would like to have advice in how to do research on my own. Also, do you have any advice on how to get an advisor for postdoc that know more than oneself and can teach fun things in the research areas I like?
Also, I would like advice on how to be patient with people and how to not be an asshole and make people be happy and help people instead of being an hostile prick.
Hi everyone. I was wondering about, if we have an X that has a measure N_t e^{-int_0^t V(X_s)ds}d P_0({X_s}_{0≤s<t}) with P_0 the measure of a wienner process, and N_t the deterministic necessary one to make N_t e^{-int_0^t V(X_s)ds} a Markov variable that at t=0 be 1, can we deduce what stochastic differential equation will X_t follow? Will it obey any differential equation?
(Sorry if what I had written is gibberish)
edit: V is a real bounded from bellow smooth function, so e^{-int_0^t V(X_s)ds} is nonnegative, nonnull and bounded, so if we have it's product with a characteristic function of a measurable set (for the wienner measure) it gives us a positive quantity, N_t is 1/E[e^{-int_0^t V(X_s)ds}]. one can verify the modified expectation value corresponds to the one associated to a probability measure. I am not sure how to relate X_t with a Wienner process.
I began thinking about this because stochastic quantization adds a fictitious time dimension to get the measure in usual terms, but one would like to have a SDE or SPDE that solved gives us the measure without adding more dimensions and etc.
Título: Campo libre Gaussiano y extremos de campos logarítmicamente correlacionados
Profesores: Santiago Saglietti, Pontificia Universidad Católica de Chile Avelio Sepúlveda, Universidad de Chile
Duración: 2 semanas (13 al 24 de julio) Carga horaria: Clases teórico-prácticas de 3,5 hs cada una, 3 veces por semana Horarios: martes, miércoles y viernes, 10 a 13.30 hs.
Aula a designar
Conocimientos previos: se requiere un curso de probabilidad elemental, y nociones de probabilidad avanzada incluyendo cadenas de Markov, procesos de Poisson y movimiento Browniano.
Nota personal: Los campos gaussianos coinciden bajo rotación de Wick con los campos no interactuantes de QFT. Si te interesa QFT matemáticamente rigurosa, etc.
[Aclaración, este curso de dará en la FCEyN, en el DM. Creo que hay que mandarle mail a Inés Armendáriz para anotarse, pero no estoy seguro. Si sos de física, difícilmente tengas todo el background necesario de probá y procesos de poison. Igual yo me mandaría a ver qué onda.]
[El curso será en el aula 1205 del Pabellón 0.]