🧵 ITT moments in /sci/ence & math you "got it"

Anonymous at Mon, 6 May 2024 16:52:06 UTC No. 16162465

>covariances are inner products
>therefore Gaussian spaces let you do probability in terms of linear algebra
>isometries let you preserve covariances, so you can construct "white noise" and get Brownian motion and a notion of integration
FINALLY stochastic calculus makes sense
Post moments you became enlightened about stuff