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    <a href="https://milanmarks.github.io/posts/2022/durbin-levinson/" rel="permalink">Durbin-levinson algorithm </a>
  
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  <p class="page__meta"><i class="fa fa-clock-o" aria-hidden="true"></i> 


  
  less than 1 minute read

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     <p class="page__date"><strong><i class="fa fa-fw fa-calendar" aria-hidden="true"></i> Published:</strong> <time datetime="2022-04-16T00:00:00-07:00">April 16, 2022</time></p>
    


<p class="archive__item-excerpt" itemprop="description"><p>在看shumway学习ARMA模型的PACF时,下面两个问题总是困扰着我:</p>

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    <a href="https://milanmarks.github.io/posts/2022/MT-lesson17/" rel="permalink">MT Lesson 17: Product measures </a>
  
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     <p class="page__date"><strong><i class="fa fa-fw fa-calendar" aria-hidden="true"></i> Published:</strong> <time datetime="2022-03-05T00:00:00-08:00">March 05, 2022</time></p>
    


<p class="archive__item-excerpt" itemprop="description"><p>In this section, we talk about product measures.</p>

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    <a href="https://milanmarks.github.io/posts/2022/MT-lesson16/" rel="permalink">MT Lesson 16: Monotone converge theorem </a>
  
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     <p class="page__date"><strong><i class="fa fa-fw fa-calendar" aria-hidden="true"></i> Published:</strong> <time datetime="2022-03-05T00:00:00-08:00">March 05, 2022</time></p>
    


<p class="archive__item-excerpt" itemprop="description"><p>In this section, we talk about the the theorems related to the convergence of sequence of integrals.</p>

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    <a href="https://milanmarks.github.io/posts/2022/MapReduce/" rel="permalink">MapReduce </a>
  
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     <p class="page__date"><strong><i class="fa fa-fw fa-calendar" aria-hidden="true"></i> Published:</strong> <time datetime="2022-02-24T00:00:00-08:00">February 24, 2022</time></p>
    


<p class="archive__item-excerpt" itemprop="description"><p><a href="http://nil.csail.mit.edu/6.824/2021/papers/mapreduce.pdf">MapReduce</a> is a programming model for large data operating on multiple computers. Key functions listed below:</p>

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    <a href="https://milanmarks.github.io/posts/2022/MT-lesson4/" rel="permalink">MT Lesson 4: Caratheodory theorem </a>
  
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  3 minute read

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     <p class="page__date"><strong><i class="fa fa-fw fa-calendar" aria-hidden="true"></i> Published:</strong> <time datetime="2022-02-22T00:00:00-08:00">February 22, 2022</time></p>
    


<p class="archive__item-excerpt" itemprop="description"><p>In this section, we prove the Caratheodory theorem: the $\sigma$-additive set function on algebra $\mathcal{A}\subseteq \mathcal{P}(\Omega)$ can be extended to a $\sigma$ -additive function, which is an outer measure, on the $\sigma$-algebra $\mathcal{F}$ generated from $\mathcal{A}$, and the extension is unique if $\Omega$ is $\sigma$-finite.</p>

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    <a href="https://milanmarks.github.io/posts/2022/MT-lesson3/" rel="permalink">MT Lesson 3: Set functions </a>
  
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  2 minute read

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     <p class="page__date"><strong><i class="fa fa-fw fa-calendar" aria-hidden="true"></i> Published:</strong> <time datetime="2022-01-28T00:00:00-08:00">January 28, 2022</time></p>
    


<p class="archive__item-excerpt" itemprop="description"><p>In this section, we talk about the continuity of set functions.</p>

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    <a href="https://milanmarks.github.io/posts/2022/MT-lesson2/" rel="permalink">MT Lesson 2: Classes of subsets and set functions </a>
  
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  <p class="page__meta"><i class="fa fa-clock-o" aria-hidden="true"></i> 


  
  3 minute read

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     <p class="page__date"><strong><i class="fa fa-fw fa-calendar" aria-hidden="true"></i> Published:</strong> <time datetime="2022-01-25T00:00:00-08:00">January 25, 2022</time></p>
    


<p class="archive__item-excerpt" itemprop="description"><p>In this section, we construct the set for measures, and we define the function on these sets.</p>

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    <a href="https://milanmarks.github.io/posts/2022/MT-lesson1/" rel="permalink">MT Lesson 1: Non-measurable set </a>
  
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  <p class="page__meta"><i class="fa fa-clock-o" aria-hidden="true"></i> 


  
  2 minute read

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     <p class="page__date"><strong><i class="fa fa-fw fa-calendar" aria-hidden="true"></i> Published:</strong> <time datetime="2022-01-24T00:00:00-08:00">January 24, 2022</time></p>
    


<p class="archive__item-excerpt" itemprop="description"><p>In this section, we show that we need some specified set to construct the definition of measure.</p>

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    <a href="https://milanmarks.github.io/posts/2022/MT-index/" rel="permalink">Measure Theory Lecture Notes </a>
  
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     <p class="page__date"><strong><i class="fa fa-fw fa-calendar" aria-hidden="true"></i> Published:</strong> <time datetime="2022-01-24T00:00:00-08:00">January 24, 2022</time></p>
    


<p class="archive__item-excerpt" itemprop="description"><p>This is the index of measure theory lecture notes for <a href="https://www.youtube.com/watch?v=llnNaRzuvd4&amp;list=PLo4jXE-LdDTQq8ZyA8F8reSQHej3F6RFX">Landim</a>. You can watch the videos on <a href="https://www.bilibili.com/video/BV19q4y1N7m2?from=search&amp;seid=11835744593067119488&amp;spm_id_from=333.337.0.0">bilibili</a>.</p>

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portfolio

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