- #1
JulmaJuha
- 2
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Hello
How to do expand this: [itex](\sum_{j=1}^{n}(X(t_j)-X(t_{j-1}))^2 - t)^2[/itex] where [itex]X(t_j)-X(t_{j-1}) = \Delta X_j[/itex]
to this: [itex](\sum_{j=1}^{n}(\Delta X_j)^4 + 2*\sum_{i=1}^{n}\sum_{j<i}^{ }(\Delta X_i)^2(\Delta X_j)^2[/itex] [itex]-2*t*\sum_{j=1}^{n}(\Delta X_j)^2+t^2[/itex]I get near the North Pole... but it seems that I've forgotten some fundamental rules of finite series to do the last part of the manipulation .I assume that the blue part has to be expaned further. This is what I've done:
[itex]\sum_{j=1}^{n}(\Delta X_i)^2 = a,t=b[/itex]
[itex]E[(a-b)^2]=E[a^2-2ab+b^2]=E[\color{blue} {(\sum_{j=1}^{n}(\Delta X)^2)^2} \color{black} -2*t*\sum_{j=1}^{n}(\Delta X)^2+t^2][/itex]
Any help would be greatly appreciated.
How to do expand this: [itex](\sum_{j=1}^{n}(X(t_j)-X(t_{j-1}))^2 - t)^2[/itex] where [itex]X(t_j)-X(t_{j-1}) = \Delta X_j[/itex]
to this: [itex](\sum_{j=1}^{n}(\Delta X_j)^4 + 2*\sum_{i=1}^{n}\sum_{j<i}^{ }(\Delta X_i)^2(\Delta X_j)^2[/itex] [itex]-2*t*\sum_{j=1}^{n}(\Delta X_j)^2+t^2[/itex]I get near the North Pole... but it seems that I've forgotten some fundamental rules of finite series to do the last part of the manipulation .I assume that the blue part has to be expaned further. This is what I've done:
[itex]\sum_{j=1}^{n}(\Delta X_i)^2 = a,t=b[/itex]
[itex]E[(a-b)^2]=E[a^2-2ab+b^2]=E[\color{blue} {(\sum_{j=1}^{n}(\Delta X)^2)^2} \color{black} -2*t*\sum_{j=1}^{n}(\Delta X)^2+t^2][/itex]
Any help would be greatly appreciated.
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