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Summary spacing problem. <p>Goodmorning, I'm trying without any success to vertically align the "abstract" word in the first page of my final thesis. I'm able to do it if I don't insert the "edit with latex" sentence but I'd like to keep it. Any suggestion?<a href="https://i.stack.imgur.com/hS5vL.png" rel="nofollow noreferrer"><img src="https://i.stack.imgur.com/hS5vL.png" alt="enter image description here"></a></p>
<pre><code>\documentclass[12pt,a4paper,oneside,openright]{book}
\usepackage[italian]{babel}
\usepackage[T1]{fontenc}
\usepackage{textcomp}
\usepackage[utf8]{inputenc}
\usepackage[scaled=.90]{helvet}
\usepackage{titlesec}
\usepackage{guit}
\usepackage{makeidx}
\usepackage{lipsum}
\usepackage{layaureo}
\usepackage{emptypage}
\usepackage{setspace}
\usepackage{fancyhdr}
\usepackage{graphicx}
\usepackage{caption}
\usepackage{pdfpages}
\usepackage{float}
\usepackage{adjustbox}
\usepackage{longtable}
\usepackage{tabu}
\usepackage{pdflscape}
\usepackage{makecell}
\setcellgapes{2pt}
\usepackage{array}
\usepackage{dcolumn}
\usepackage{amsthm}
\usepackage{amsfonts}
\usepackage{eufrak}
\usepackage{mathrsfs}
\usepackage{amsmath,amssymb}
\usepackage{siunitx}
\usepackage{nicefrac}
\usepackage{xfrac}
\usepackage{varwidth}
\usepackage{tasks}
\usepackage{booktabs,cellspace}
\setlength\cellspacetoplimit{5pt}
\setlength\cellspacebottomlimit{5pt}
\usepackage{ragged2e}
\usepackage{changepage}
\usepackage{tabularx}
\usepackage{subfig}
\usepackage{cancel}
\usepackage{dblfloatfix}
\usepackage[colorlinks=true,allbordercolors=white]{hyperref}
\usepackage[all]{hypcap}
\usepackage{cleveref}
\usepackage[inline]{enumitem}
\usepackage[autostyle,italian=guillemets]{csquotes}
\usepackage[bibstyle=authoryear,citestyle=authoryear-comp,backend=biber,useprefix=true]{biblatex}
\usepackage{url}
\usepackage{multirow}
\usepackage{rotating}
\usepackage{listings}
\usepackage{pgfplots}
\pgfplotsset{compat=newest}
\usepackage{colortbl}
\usepackage{xcolor}
\usepackage[italian]{varioref}
\usepackage{bookmark}
\usepackage{verbatim}
\usepackage{pict2e}[2009/06/01]
\usepackage{wrapfig}
\usepackage{wasysym}
\usepackage{numprint}
\usepackage{tikz}
%%%%%%%%%%%%%%%%%%%%%%%% envinronment definition %%%%%%%%%%%%%%%%
\makeatletter
\if@titlepage
\newenvironment{abstract}{%
\titlepage
\null\vfil
\@beginparpenalty\@lowpenalty
\begin{center}
\bfseries \abstractname
\@endparpenalty\@M
\end{center}}%
{\par\vfil\null\endtitlepage}
\else
\newenvironment{abstract}{%
\if@twocolumn
\section*{\abstractname}%
\else
\small
\begin{center}%
{\bfseries \abstractname\vspace{-.5em}\vspace{\z@}}%
\end{center}%
\quotation
\fi}
{\if@twocolumn\else\endquotation\fi}
\fi
\makeatother
%%%%%%%%%%%%%%%%%%%%%%%% end envinronment definition %%%%%%%%%%%%%%%%
\onehalfspacing
\raggedbottom
\begin{document}
\frontmatter
\pagestyle{plain}
\begin{abstract}
\vfill
\lipsum[1]
\mbox{}
\vfill
\centering
{\large Edit with \LaTeX }\\
\end{abstract}
\mainmatter
\appendix
\backmatter
\end{document}\\
</code></pre>
| 0non-cybersec
| Stackexchange |
If you liked the Twilight Zone watch Black Mirror on Netflix. Hey everyone, you gotta check out this British show Black Mirror on Netflix. I hate most shows these days tbh but its like a distopian future twilight zone-esqe kinda thing, really cool. Each episode is an hour and tells a different story every episode. there are only 6 (yet there are 2 seasons). Its on netflix and I guess other places but I'm from the US and don't have cable.
Don't wimp out on the first episode
either bc it was intense. Each episode is different I'm on ep 3, taking it slow even though its so good only bc I dont want it to end. Please watch bc its my hope that it can get big enough to become the twilight zone of today.
(Just to clarify I'm not a shill, I just wanted to get the word out on this amazing show I found scrolling through Netflix today.)
If you've seen it, what do you think about it so far?! :) | 0non-cybersec
| Reddit |
How can I change the IP and gateway addresses permanently?. <p>I recently installed Linux Ubuntu 14.04 to my computer. To enable internet connection I needed to change my IP and Gateway address.
I did the following as a root user</p>
<pre><code># ifconfig eth0 "my ip address here" netmask 255.255.255.0 up
# route add default gw " gw address here"
</code></pre>
<p>It works fine for a couple of minutes but then goes back to the previous settings every time.
So, How can I change the IP and the gw addresses permanently?</p>
| 0non-cybersec
| Stackexchange |
mY FIRSt proper mealprep - if + 550cal per meal - Window: 1300 to 1900. | 0non-cybersec
| Reddit |
Familiar template syntax for generic lambdas. <p>For c++20 it is proposed to add the following syntax for generic lambdas <a href="http://www.open-std.org/jtc1/sc22/wg21/docs/papers/2017/p0428r2.pdf" rel="nofollow noreferrer" title="p0428r2.pdf">p0428r2.pdf</a>
</p>
<pre class="lang-cpp prettyprint-override"><code>auto f = []<typename T>( T t ) {};
</code></pre>
<p>But the current implementation in gcc 8 did not accept the following instantiation:</p>
<pre class="lang-cpp prettyprint-override"><code>f<std::string>("");
</code></pre>
<p>Is that a implementation bug in gcc or a missing language feature? I know we talk about a proposal and not a approved specification.</p>
<p>Complete example ( with comparison to template function syntax ):</p>
<pre class="lang-cpp prettyprint-override"><code>template <typename T> void n( T t ) { std::cout << t << std::endl; }
auto f = []<typename T>( T t ) { std::cout << t << std::endl; };
int main()
{
f<std::string>("Hello"); // error!
n<std::string>("World");
}
</code></pre>
<p>complains with following error:</p>
<blockquote>
<p>main.cpp:25:22: error: expected primary-expression before '>' token
f("Hello");</p>
</blockquote>
| 0non-cybersec
| Stackexchange |
What is the reason for _secret_backdoor_key variable in Python HMAC library source code?. <p>When I was browsing Python HMAC module source code today I found out that it contains global variable <code>_secret_backdoor_key</code>. This variable is then checked to interrupt object initialization. </p>
<p>The code looks like this</p>
<pre><code># A unique object passed by HMAC.copy() to the HMAC constructor, in order
# that the latter return very quickly. HMAC("") in contrast is quite
# expensive.
_secret_backdoor_key = []
class HMAC:
"""RFC 2104 HMAC class. Also complies with RFC 4231.
This supports the API for Cryptographic Hash Functions (PEP 247).
"""
blocksize = 64 # 512-bit HMAC; can be changed in subclasses.
def __init__(self, key, msg = None, digestmod = None):
"""Create a new HMAC object.
key: key for the keyed hash object.
msg: Initial input for the hash, if provided.
digestmod: A module supporting PEP 247. *OR*
A hashlib constructor returning a new hash object.
Defaults to hashlib.md5.
"""
if key is _secret_backdoor_key: # cheap
return
</code></pre>
<p>Full <a href="https://hg.python.org/cpython/file/2.7/Lib/hmac.py#l21">code is here</a>. </p>
<p>Does anyone know what is the reason for this variable? Comment says it is there for HMAC to return quicker than blank string (""). But why would user want to pass empty key to HMAC function? Is variable naming just a joke from HMAC developer or is it really some sort of backdoor?</p>
| 1cybersec
| Stackexchange |
Freelan A VPN anyone know how to set up. | 0non-cybersec
| Reddit |
I am a 21 year old man and i love the song Let It Go. [Light] [No regrets] the title says it all. After seeing the movie Frozen i have been constantly listening to Let It Go.
I work at an Ice Rink and when it's late and night and im in the rink alone ill plug my phone into the speakers and play Let It Go full blast. I will then act out what Elsa does in the movie while singing the song. Ill run and slide across the ice, do jumps and spins and pretend i have ice powers. i have done this a few times and i have absolutely no regrets, its a damn good song.
| 0non-cybersec
| Reddit |
The bubbles at the top of my drink mirrored exactly the shape of the base of the bottle. (First post). | 0non-cybersec
| Reddit |
How to use spot instance with amazon elastic beanstalk?. <p>I have one infra that use amazon elastic beanstalk to deploy my application.
I need to scale my app adding some spot instances that EB do not support.</p>
<p>So I create a second autoscaling from a launch configuration with spot instances.
The autoscaling use the same load balancer created by beanstalk.</p>
<p>To up instances with the last version of my app, I copy the user data from the original launch configuration (created with beanstalk) to the launch configuration with spot instances (created by me).</p>
<p>This work fine, but:</p>
<ol>
<li><p>how to update spot instances that have come up from the second autoscaling when the beanstalk update instances managed by him with a new version of the app?</p>
</li>
<li><p>is there another way so easy as, and elegant, to use spot instances and enjoy the benefits of beanstalk?</p>
</li>
</ol>
<p><strong>UPDATE</strong></p>
<p>Elastic Beanstalk add support to spot instance since 2019... see:
<a href="https://docs.aws.amazon.com/elasticbeanstalk/latest/relnotes/release-2019-11-25-spot.html" rel="nofollow noreferrer">https://docs.aws.amazon.com/elasticbeanstalk/latest/relnotes/release-2019-11-25-spot.html</a></p>
| 0non-cybersec
| Stackexchange |
Tangent plane to the graph of $f(x,y)=|xy|$ at $(0,0)$. <p>Given the function $$f(x,y)=|xy|$$
how to know if the graph of f has a tangent plane at $(0,0)$?</p>
<p>I know that $\frac{\partial f}{\partial x}$ and $\frac{\partial f}{\partial y}$ don't exist at $(0,0)$, is this enough to say that the tangent plane doesn't exist at that point?</p>
<p>My intuition says that maybe a tangent plane could exist since both axis are in the graph.</p>
| 0non-cybersec
| Stackexchange |
DIY Beer Pong Table ~Hockey Edition~ Inspired By the 'Hockey Porn' Twitter Page. | 0non-cybersec
| Reddit |
My mom showed me this scroll she has. Anyone know what it is?. My mother used to work at a shipping business. This package was shipped in the late 90s and was returned as a damaged package. They had a mans info and tried to reach out to him for 3 years but he never responded. Now we have this thing in our basement. Any idea to what it is?
http://imgur.com/a/pJxXG | 0non-cybersec
| Reddit |
Toshiba windows 7 laptop, all icons the same. <p>all desktop icons the same and when I try to open it says this action is valid for products that are already installed. when I enter regedit in the search it says the same thing so i can't even fix it with this solution because everything I try to open says the same thing</p>
| 0non-cybersec
| Stackexchange |
Square Enix on why Dragon Quest hasn’t been as popular as Final Fantasy in the west, keeping the series fresh. | 0non-cybersec
| Reddit |
nginx rewrite or internal redirection cycle while internally redirecting to /index.html. <p>I know this question has been posted many times, but even with the help of those answers, I can't seem to figure this out.</p>
<p>I'm a freelance web developer and just started maintaining and administering an existing vBulletin forum site. The site has hundreds of thousands of members and millions of posts already on it, so to avoid catastrophe, I thought I should setup a dev environment to work off of rather than mucking around with the real production site.</p>
<p>But being a complete newbie to nginx (the server used on production), I can't figure out why I'm constantly getting the error mentioned in the title.</p>
<p>Here's the site's config file:</p>
<pre><code>server {
listen 80; ## listen for ipv4; this line is default and implied
root /home/bolt/domains/bolt.cd/public_html;
index forum.php index.html;
# Make site accessible from http://localhost/
server_name bolt.cd www.bolt.cd;
location / {
# try_files $uri $uri/ /index.php;
}
location /board/ {
rewrite ^/board/((urllist|sitemap_).*\.(xml|txt)(\.gz)?)$ /board/vbseo_sitemap/vbseo_getsitemap.php?sitemap=$1 last;
try_files $uri $uri/ /board/vbseo.php?$args;
access_log off;
}
location /board/vbseo/(packages|vb|includes|resources/html|resources/xml)/ {
allow 127.0.0.1;
deny all;
}
# location ~ /board/(.*\.php)$ {
# rewrite ^/board/(.*)$ /board/vbseo.php last;
# }
location /board/(neverfind-72891|modareaz-3782|install)/ {
auth_basic "Private";
auth_basic_user_file /home/bolt/.htpasswd;
}
location ~ \.php$ {
fastcgi_split_path_info ^(.+\.php)(/.+)$;
fastcgi_pass unix:/var/run/php5-fpm.sock;
fastcgi_index forum.php;
include fastcgi_params;
fastcgi_param SCRIPT_FILENAME $document_root$fastcgi_script_name;
fastcgi_param QUERY_STRING $query_string;
fastcgi_param REQUEST_METHOD $request_method;
fastcgi_param CONTENT_TYPE $content_type;
fastcgi_param CONTENT_LENGTH $content_length;
fastcgi_intercept_errors on;
fastcgi_ignore_client_abort off;
fastcgi_connect_timeout 60;
fastcgi_send_timeout 180;
fastcgi_read_timeout 180;
fastcgi_buffers 256 16k;
fastcgi_buffer_size 32k;
fastcgi_temp_file_write_size 256k;
}
location = /robots.txt { access_log off; log_not_found off; }
location = /favicon.ico { access_log off; log_not_found off; }
location ~ /\. { deny all; }
}
</code></pre>
<p>And every request to {root url}/board returns a 500 error page, with the following logged in <code>/var/log/nginx/error.log</code>:</p>
<pre><code>2016/10/26 07:31:37 [error] 4760#0: *4 rewrite or internal redirection cycle while internally redirecting to "/index.html", client: 10.0.2.2, server: localhost, request: "GET /favicon.ico HTTP/1.1", host: "localhost:6544", referrer: "http://localhost:6544/board"
</code></pre>
<p>I'm pretty sure I've installed PHP-FPM correctly, although it could be a problem with that, or with the <code>php.ini</code> config file, but I'm pretty certain the error is somewhere in that nginx config file.</p>
<p>MTIA for any help with this frustrating issue! :-)</p>
| 0non-cybersec
| Stackexchange |
Invoke-ReverseSocksProxy: A powershell based SSL tunnel to pivot into internal networks through system proxies.. | 1cybersec
| Reddit |
Find $x,~y;~z\in (0;1)$ witch satisfy equation. <p>Find $x,~y;~z\in (0;1)$, such that:</p>
<p>$$(x+\frac{1}{2x}-1)(y+\frac{1}{2y}-1)(z+\frac{1}{2z}-1)=(1-\frac{xy}{z})(1-\frac{yz}{x})(1-\frac{zx}{y})$$</p>
<p>$$
\begin{array}{l}
m = \left( {x + \frac{1}{{2x}} - 1} \right)\left( {y + \frac{1}{{2y}} - 1} \right)\left( {z + \frac{1}{{2z}} - 1} \right) \\
\Leftrightarrow m = \frac{{2x^2 - 2x + 1}}{{2x}} \times \frac{{2y^2 - 2y + 1}}{{2y}} \times \frac{{2z^2 - 2z + 1}}{{2z}} \\
\Leftrightarrow m = \frac{{(2x^2 -2x +1)(2y^2 -2y +1)(2z^2 -2z +1)}}{8xyz}\\
k = \left( {1 - \frac{{yz}}{x}} \right)\left( {1 - \frac{{xz}}{y}} \right)\left( {1 - \frac{{xy}}{z}} \right) \\
\Leftrightarrow k = \frac{1}{{xyz}}\left( {x - yz} \right)\left( {y - xz} \right)\left( {z - xy} \right) \\
m =k \Leftrightarrow 2^3 \left( {x - yz} \right)\left( {y - xz} \right)\left( {z - xy} \right) = (2x^2 -2x +1)(2y^2 -2y +1)(2z^2 -2z +1) \\
\end{array}
$$</p>
| 0non-cybersec
| Stackexchange |
Detroit City FC to dedicate a game to LGBTQ inclusion in sports, complete with special kits - the first American sports team to do such a thing. | 0non-cybersec
| Reddit |
Processing example files with roxygen2: backslashes are duplicated (\dontrun becomes \\dontrun). <h2>Actual question</h2>
<p>How can I avoid that <code>\dontrun{</code> in a <strong>separate file</strong> containing examples becomes <code>\\dontrun{</code> in the respective Rd file after roxygenizing? </p>
<p>I did find a workaround, but feel as if I'm maybe just missing something obvious, i.e. some setting of <code>roxigenize()</code>.</p>
<h2>Details</h2>
<p>I think I noticed a possible bug or, IMHO, at least an undesired behavior when processing examples with <a href="http://cran.r-project.org/web/packages/roxygen2/index.html">roxygen2</a> that are stored in a <strong>separate file</strong> (as opposed to stating it right within the actual roxygen code).</p>
<p>The issue is that the line <code>\dontrun{</code> in the respective example files becomes <code>\\dontrun{</code> in the resulting Rd file after roxygenizing.</p>
<p>Below you'll find an illustration of the behavior along with a simple workaround </p>
<h2>1) Ensure directories</h2>
<pre><code>dir.create("src", recursive=TRUE, showWarnings=FALSE)
dir.create("package", recursive=TRUE, showWarnings=FALSE)
# Ensure empty package directory
subdirs <- list.files("package", full.names=TRUE)
if (length(subdirs)) {
sapply(subdirs, unlink, recursive=TRUE)
}
</code></pre>
<h2>2) Create example functions with two different ways of embedding examples</h2>
<pre><code>foo1 <- function(x) {message("I'm foo #1"); return(TRUE)}
roxy.1 <- c(
"#' Title foo1()",
"#'",
"#' Description foo1().",
"##' This line is commented out",
"#'",
"#' @param x Some R object that doesn't matter.",
"#' @return \\code{TRUE}.",
"#' @references \\url{http://www.something.com/}",
"#' @author John Doe \\email{john.doe@@something.com}",
"#' @seealso \\code{\\link{foo2}}",
"#' @example inst/examples/foo1.R"
)
ex.1 <- c(
"\\dontrun{",
"foo1()",
"}"
)
foo2 <- function(y) {message("I'm foo #2"); return(FALSE)}
roxy.2 <- c(
"#' Title foo2()",
"#'",
"#' Description foo2().",
"##' This line is commented out",
"#'",
"#' @param y Some R object that doesn't matter.",
"#' @return \\code{FALSE}.",
"#' @references \\url{http://www.something.com/}",
"#' @author John Doe \\email{john.doe@@something.com}",
"#' @seealso \\code{\\link{foo1}}",
"#' @examples",
"#' \\dontrun{",
"#' foo2()}",
"#' }"
)
write(roxy.1, file="src/foo1.R")
write(c("foo1 <-", deparse(foo1)), file="src/foo1.R", append=TRUE)
write(roxy.2, file="src/foo2.R")
write(c("foo2 <-", deparse(foo2)), file="src/foo2.R", append=TRUE)
</code></pre>
<h2>3) Create package skeleton</h2>
<pre><code>package.skeleton(name="test", path="package",
code_files=c("src/foo1.R", "src/foo2.R"))
</code></pre>
<h2>4) Create separate example file for <code>foo1()</code></h2>
<pre><code>dir.create("package/test/inst/examples", recursive=TRUE, showWarnings=FALSE)
write(ex.1, file="package/test/inst/examples/foo1.R")
</code></pre>
<h2>5) Roxygenize</h2>
<pre><code>require("roxygen2")
roxygenize(
package.dir="package/test",
overwrite=TRUE,
unlink.target=FALSE,
roclets = c("collate", "namespace", "rd")
)
</code></pre>
<h2>6) Check package</h2>
<pre><code>shell("R CMD check package/test", intern=FALSE)
</code></pre>
<p>Truncated output of R CMD check which shows that there's a problem with <code>\dontrun{</code> in <code>./package/test/man/foo1.Rd</code></p>
<pre><code>[...]
Warning: parse error in file 'test-Ex.R':
1: unexpected input
19:
20: \
^
* checking examples ... ERROR
Running examples in 'test-Ex.R' failed
The error most likely occurred in:
> ### Name: foo1
> ### Title: Title foo1()
> ### Aliases: foo1
>
> ### ** Examples
>
> \dontrun{
Error: unexpected input in "\"
Execution halted
Warning message:
In shell(expr, intern = FALSE) :
'R CMD check package/test' execution failed with error code 1
>
</code></pre>
<h2>7) Workaround</h2>
<pre><code>patchRdFiles <- function(
path="package",
name,
...
) {
path <- file.path(path, name, "man")
if (!file.exists(path)) {
stop(paste("Invalid directory path: '", path, "'", sep=""))
}
files <- list.files(path, full.names=TRUE)
#ii=files[1]
.dead <- sapply(files, function(ii) {
cnt <- readLines(ii, warn=FALSE)
if (length(grep("\\\\\\\\dontrun", cnt, perl=TRUE))) {
message(paste("Correcting: '", ii, "'", sep=""))
write(gsub("\\\\dontrun", "\\dontrun", cnt), file=ii)
}
return(NULL)
})
return(TRUE)
}
</code></pre>
<p>This will remove all duplicated backslashes in Rd files:</p>
<pre><code>patchRdFiles(name="test")
</code></pre>
<p>8) Checking package again</p>
<pre><code># CHECK PACKAGE AGAIN
path <- "package/test"
expr <- paste("R CMD check", path)
shell(expr, intern=FALSE)
</code></pre>
<p>Again the truncated output of R CMD check. The Rd file in question passed the check now. The current error is caused by an incomplete <code>./package/test/man/test-package.Rd</code>, which is fine at this point</p>
<pre><code>[...]
Warning: parse error in file 'test-Ex.R':
11: unexpected symbol
56:
57: ~~ simple examples
^
* checking examples ... ERROR
Running examples in 'test-Ex.R' failed
The error most likely occurred in:
> ### Name: test-package
> ### Title: What the package does (short line) ~~ package title ~~
> ### Aliases: test-package test
> ### Keywords: package
>
> ### ** Examples
>
> ~~ simple examples of the most important functions ~~
Error: unexpected symbol in "~~ simple examples"
Execution halted
Warning message:
In shell(expr, intern = FALSE) :
'R CMD check package/test' execution failed with error code 1
>
</code></pre>
| 0non-cybersec
| Stackexchange |
ITAP if that tree in New Zealand. | 0non-cybersec
| Reddit |
to get out the water. | 0non-cybersec
| Reddit |
just felt like posting this piece.. one of my favorites ive done.. | 0non-cybersec
| Reddit |
Got a raise -- moving to a new apartment. How's my budget look? (CAN). Hey all,
I'm 32, single, live in a fairly big city, and I recently got a raise from $48,000/yr to $65,000/yr.
My current living situation is really not great, so I'm going to be looking for a new apartment for December 1st.
I've put together this budget:
https://docs.google.com/spreadsheet/ccc?key=0Aq32VFeBeUnEdHFaNkQtS3NsaFdfa0g4MGR5OWV4UUE&usp=sharing
I'm using it to figure out how much I can afford to spend on rent each month.
Does this look like the right price range? I'm going to be saving the difference between my current rent ($600) and my new rent for moving-related expenses (like new furniture, kitchen stuff etc.)
| 0non-cybersec
| Reddit |
Httpd processes using more memory over time. <p>I am using a 3gb memory VPS Centos 6 server.If I reboot it I get about 4 or 5 httpd services running and all of them use about 2.5% of memory (86m on the res column from top command).</p>
<p>I am running just one website which is not live yet so I am the only one connecting to it.</p>
<p>However everyday I see that the httpd memory percentage goes up by 0.3 or 0.4 depends. Which means that after 4 or 5 days those httpd processes will be using about 4% of memory (130m on the res column from top command).I do not see any errors in the logs and everything works correctly but if I left the server without rebooting for 2 weeks I will run out of memory.</p>
<p>For example a way to reproduce it will be to use the ab command.For instance if I run:</p>
<pre><code>ab -c 2000 -t 60 http://xxx.xxx.xxx.xxx/
</code></pre>
<p>After running it each of httpd services will be using about 0.3 or 0.4 more memory than before running the test.</p>
<p>Again I do not see any errors in the logs.</p>
<p>Is this normal?</p>
<hr>
<p>I have been doing more testing and research.My values:</p>
<pre><code>KeepAlive Off
<IfModule prefork.c>
StartServers 1
MinSpareServers 1
MaxSpareServers 5
ServerLimit 15
MaxClients 15
MaxRequestsPerChild 2000
</IfModule>
</code></pre>
<p>Which seems to be ok and I always have about 500mb of memory to spare(at least when the server is just rebooted).The issue is that the five httpd processes which are always alive keep increasing size so when traffic hits the server and more child processes are created they get the size of the parent httpd process.So if the parent httpd processes are 120mb all the child processes will be 120mb.So it does not matter how small the MaxRequestsPerChild is because a new child process will be created which will take as much memory as the previus one. Any advise?</p>
| 0non-cybersec
| Stackexchange |
What program is intercepting a specific keyboard combination?. <p>How can I figure out which software has globally redefined a key combination on my system?</p>
<p>I finally hunted down the Intel driver that decided to install itself today and commandeer a slew of everyday key combinations, so that wasted time is behind me. But this is not the first time this kind of thing has happened, so I would like to be able positively identify who is getting what keystrokes.</p>
| 0non-cybersec
| Stackexchange |
Dense decomposition of very non-square matrices. <p>I have inherited code that solves <code>Eigen::Matrix</code> problems using the code <a href="https://eigen.tuxfamily.org/dox/group__LeastSquares.html" rel="nofollow noreferrer">shown on this page</a>:</p>
<pre><code>(A.transpose() * A).ldlt().solve(A.transpose() * b)
</code></pre>
<p>This works, but often my matrix size can be $[200 \times 5]$. The $A^T.A$ expression gives me a huge square matrix with 400 times as much data, so I suspect that the solver wastes a lot of time handling that extra data.</p>
<p>Is there a "better" solver that avoids creating a square matrix, or can the problem be approached by a "divide and conquer strategy, where perhaps I could solve 40 50x5 problems, then solve the 40x5 results?</p>
<p><strong>UPDATE</strong>: For further information, my problem is I have a point cloud from after doing a disparity check on a stereo image, and according to the function name, it is trying to detect a road surface. We solve the matrix, then use the calculated coefficients to weed out noise in each group of points.</p>
<p>It also strikes me that trying to accurately solve for all 2000 points seems like a lot of effort; perhaps picking each 10th point would give a roughly similar answer?</p>
<p>Furthermore, the 5 row values are something like (IIRC, I'm away from my computer for a week!) $X$, $Y$, $Z$, $X^2$ and $Y^2$</p>
<p>Finally, note that one operation in itself is not that inefficient, it's that I have over 300 groups of points for a grand total of over 100,000 points per frame.</p>
| 0non-cybersec
| Stackexchange |
Cannot connect to Wifi on ubuntu. <p>I turned my laptop on it didn't connect to the wifi. </p>
<p>I turned everything off and on again several times and nothing has happened.</p>
<p>I've tried checking the settings and got nothing.</p>
<p>my smart phone has no problem connecting to it. Just my Ubuntu that doesn't want to let me use my wifi.</p>
<p>Can someone please help???</p>
| 0non-cybersec
| Stackexchange |
I Used To Believe: Archive of strange childhood beliefs adult had.. | 0non-cybersec
| Reddit |
[Homemade] Chinese Black Pepper Beef. | 0non-cybersec
| Reddit |
How to use spot instance with amazon elastic beanstalk?. <p>I have one infra that use amazon elastic beanstalk to deploy my application.
I need to scale my app adding some spot instances that EB do not support.</p>
<p>So I create a second autoscaling from a launch configuration with spot instances.
The autoscaling use the same load balancer created by beanstalk.</p>
<p>To up instances with the last version of my app, I copy the user data from the original launch configuration (created with beanstalk) to the launch configuration with spot instances (created by me).</p>
<p>This work fine, but:</p>
<ol>
<li><p>how to update spot instances that have come up from the second autoscaling when the beanstalk update instances managed by him with a new version of the app?</p>
</li>
<li><p>is there another way so easy as, and elegant, to use spot instances and enjoy the benefits of beanstalk?</p>
</li>
</ol>
<p><strong>UPDATE</strong></p>
<p>Elastic Beanstalk add support to spot instance since 2019... see:
<a href="https://docs.aws.amazon.com/elasticbeanstalk/latest/relnotes/release-2019-11-25-spot.html" rel="nofollow noreferrer">https://docs.aws.amazon.com/elasticbeanstalk/latest/relnotes/release-2019-11-25-spot.html</a></p>
| 0non-cybersec
| Stackexchange |
Python, PyInstaller error: no module named "Encodings" and system codec missing. <p>I am using Python 3.3.3 and I have been trying to build a .exe from a simple .py script.</p>
<p>My script looks like this:</p>
<pre><code>import encodings
print('Test')
</code></pre>
<p>and executes correctly.</p>
<p>When I try to build it with PyInstaller with this command:</p>
<p><code>pyinstaller --onefile Testmodul.py</code></p>
<p>and try to open my .exe it shows up with this error:
<code>Fatal Python error: Py_Initialize: unable to load the file system codec, ImportError: No module named 'encodings'</code></p>
<p>I already tried importing the 'encodings' module in my testscript but it is still not working, I have also tried py2exe and it is also not working at all.</p>
<p>Is there anything I do wrong? Do I have to setup something in my PATH? the correct path to "C:\Python33" is included in there already.</p>
<p>EDIT: To everyone with this problem: I gave up, and after a fresh install of windows and python and all the other stuff, I tried it again, the same way as before and it worked without a problem.. It is worth a try if you are really desperate! </p>
| 0non-cybersec
| Stackexchange |
Thank you Reddit for teaching me all that I know. | 0non-cybersec
| Reddit |
Ideal iSCSI setup. <p>We are experiencing slowness and I am fairly new to using SANs so I would like some help with this. First off, I don't think this will fully solve our issue, but I would like to focus on our iSCSI connection for now. We have 3 PowerEdge R710s for servers and 2 PowerVault MD3220is. They are connected by 2 PowerConnect Gb (one on 130.x and one on 131.x) switches and each has a spare NIC.</p>
<p>All 3 ESXi hosts pretty much all have the same setup:</p>
<p>vSwitch1 (bound to NIC1)<br>
vmk1 IP: 192.168.130.1</p>
<p>vSwitch2 (bound to NIC2)<br>
vmk2 IP: 192.168.131.1</p>
<p>Each PowerVault has 2 controllers with 4 NICs for 8 NICs total. They are pretty much identically configured as follows:</p>
<p>Controller 0/1: 192.168.130.101 <br>
Controller 0/2: 192.168.131.101 <br>
Controller 0/3: 192.168.132.101 Unused <br>
Controller 0/4: 192.168.133.101 Unused </p>
<p>Controller 1/1: 192.168.130.102 <br>
Controller 1/1: 192.168.131.102<br>
Controller 1/1: 192.168.132.102 Unused<br>
Controller 1/1: 192.168.133.102 Unused</p>
<p>Is this the ideal configuration? It seems like we could get more throughput if we put everything on the same network like so:</p>
<p>vSwitch1 (bound to NIC1) <br>
vmk1 IP: 192.168.130.1 <br>
vmk2 IP: 192.168.130.2<br>
vmk3 IP: 192.168.130.3 (adding the unused NIC)<br></p>
<p>For the PowerVaults:<br>
Controller 0/1: 192.168.130.101<br>
Controller 0/2: 192.168.130.102<br>
Controller 0/3: 192.168.130.103 (adding unused NIC)<br>
Controller 0/4: 192.168.130.104 (adding unused NIC)<br></p>
<p>Controller 1/1: 192.168.130.105<br>
Controller 1/1: 192.168.130.106<br>
Controller 1/1: 192.168.130.107 (adding unused NIC)<br>
Controller 1/1: 192.168.130.108 (adding unused NIC)<br></p>
<p>I would wanted to put every other port on switch1 and the rest on switch2.<br></p>
<p>Would that provide enough redundancy? Would it speed things up? Is there a better way?</p>
| 0non-cybersec
| Stackexchange |
Show that a set of vectors is a basis in $\mathbb{R}^4$.. <p>Can you please explain this question to me? </p>
<blockquote>
<p>Show that the vectors $\beta = \{(1,1,0,0), (0,1,1,0), (0,0,1,1), (1,0,0,1)\}$ are basis in $\mathbb{R}^4$.</p>
</blockquote>
<p>Attempt: </p>
<p>The set is a basis if the vectors are linearly independent. But when I solved the question, the vectors were linearly <em>dependent</em>. But the questions says "show that ..." which means that the vectors form a basis. I don't know where I made a mistake.</p>
| 0non-cybersec
| Stackexchange |
Evaluating the Poisson Kernel in the upper half space in $n$-dimensions. <p>Let
$$K(x,y) = \frac{2x_n}{n \alpha(n)} \frac{1}{|x-y|^n}$$ be the Poisson Kernel, where $x \in \mathbb{R}_+^n$ (the upper half-space of in $\mathbb{R}^n$), $y \in \mathbb{R}^n$, and $\alpha(n)$ is the volume of the $n$-dimensional unit ball. </p>
<p>How do you show that $$\int_{\partial \mathbb{R}_+^n} K(x,y) dy =1?$$</p>
<p>I tried doing this in simple cases (e.g. two dimensions), and it can out pretty cleanly (I think you can also probably use complex analysis if we're in two-dimensions?). However, I couldn't figure how to solve it in general $n$ dimensions, because the exponent to the $n$-th power was giving me trouble. How would one go about showing the general case? </p>
| 0non-cybersec
| Stackexchange |
$R$ a domain subset of a field $K$. $I\trianglelefteq R$, show $I$ is a projective $R$-module. <blockquote>
<p>Let $R$ be a domain, $K$ a field and $R\subseteq K$. Let $I\trianglelefteq R$. Now $k_1,\ldots, k_n\in K$ are elements such that $k_iI\subseteq R$ forall $i=1,\ldots,n$. Now suppose there exist $a_1,\ldots,a_n\in I$ such that $a_1k_1+\ldots +a_nk_n=1$.</p>
<ol>
<li>Show $I=(a_1,\ldots,a_n)$</li>
<li>Show that $I$ is a projective $R$-module</li>
</ol>
</blockquote>
<p>I've managed to prove 1. But I don't find a way to show 2. I think I need to write $R$ as a direct summand: $R\cong I\oplus B$ for a certain $B\leq R$ (as a $R$-submodule). My first idea was to try something like $B=R\setminus I$ however this does not work, since $1\in B$ which would imply $B=R$ (?)</p>
<p>What would be a good way to tackle this problem?</p>
| 0non-cybersec
| Stackexchange |
IntelliJ doesn't pick up generated .class files. <p>I have implemented an AnnotationProcessor that picks up class annotations that take a string argument. The string argument is an expression in a domain-specific language, which the annotation processor will use to compile a class file.</p>
<p>I create a small test project to try this out. The behaviour I see is this:</p>
<ol>
<li>I can successfully build the project using maven</li>
<li>I can successfully run the project from within intellij</li>
<li>Despite the project RUNNING in intellij, the generated class is not recognised in the editor ("Cannot resolve class '...'"), and intelli-sense does not work, either.</li>
</ol>
<p>I've tried to find the issue and found:</p>
<ul>
<li><p>the class file that is being generated is being created in target/classes/package/name/KlassName.class (this is the location that the Filer::createClassFile method picks, I'd have expected this to go to some separate directory though).</p></li>
<li><p>if I'd create a java source file during annotation processing (using Filer::createSourceFile), intellij would have no problem. However, I can't do that, since the compiler is a library that really must create classes directly.</p></li>
</ul>
<p>I have two guesses about what a solution might look like:</p>
<ol>
<li>This problem might stem from intellij not looking inside target/classes when type checking in the editor window.</li>
<li>The class files should be generated in a separate directory instead. If so, what is the setting to fix that?</li>
</ol>
<p>I have reproduced this issue using intellij IDEA 2016.2.1 and intellij IDEA 2017.2 EAP.</p>
| 0non-cybersec
| Stackexchange |
Incredible choreography makes this South Korean cheer team look like a human LCD. | 0non-cybersec
| Reddit |
Cranberry Orange Pork Roast [OC] [683x1024]. | 0non-cybersec
| Reddit |
jQuery in Firefox extension. <p>I would like to include jQuery in a Firefox extension. </p>
<p>I add the following line of code to import the jQuery file:</p>
<pre><code>Components.utils.import("resource://js/jquery.js", window.content.document);
</code></pre>
<p>Firefox runs the file immediately after importing. The jQuery file looks like this with an anonymous closures:</p>
<pre><code> (function( window, undefined ) {
...bunch of code....
_jQuery = window.jQuery,
})(window);
</code></pre>
<p>When the extension runs there is an error "window is not defined". What is a way to give jQuery access to the window?</p>
| 0non-cybersec
| Stackexchange |
How to Resolve deadlock on concurrent MERGE on two tables. <p>Recently I have been encountering deadlocks occasionally when I try to insert data concurrently on two tables.</p>
<p>Following is the table structure</p>
<pre><code>Create Table TableA
(
Id Bigint not null primary key ,
FieldA1 nvarchar(50)
)
go
Create Table TableB
(
Id Bigint not null primary key,
TableAId Bigint not null constraint FK_TableA Foreign Key (TableAId) References TableB(Id),
FieldB1 nvarchar(50)
)
go
CREATE type TableBParam as table
(
Id Bigint,
TableAId Bigint not null,
FieldB1 nvarchar(50)
)
--Deadlock was observed on the save query
go
CREATE PROC SaveTableB
(
@val [dbo].[TableBParam] READONLY
)
AS
BEGIN
SET NOCOUNT ON;
MERGE [dbo].[TableB] AS T
USING (SELECT * FROM @val) AS S
ON ( T.Id = S.Id)
WHEN MATCHED THEN
update set FieldB1 = S.FieldB1
WHEN NOT MATCHED THEN
insert(TableAId, FieldB1) Values(S.TableAId, S.FieldB1);
END
go
</code></pre>
<p>On a single transaction I am trying to complete data insertion on tableA and Table B by calling respective stored procedure (SaveTableA and SaveTableB).
SaveTableA is same as SaveTableB.</p>
<p>.<a href="https://i.stack.imgur.com/xORq9.png" rel="nofollow noreferrer"><img src="https://i.stack.imgur.com/xORq9.png" alt="DeadlockGraph"></a></p>
<p>Database has read committed snapshot isolation enabled.
wondering how deadlock occurs on insertion? From the above graph I infer that the SaveTableB from one thread is victim while other instance of same procedure on different thread was holding lock on primary key of TableA. </p>
<p>From this reference I understand that the lock here is on the Btree of the Index based on the reference <a href="https://technet.microsoft.com/en-us/library/ms189849(v=sql.105).aspx" rel="nofollow noreferrer">https://technet.microsoft.com/en-us/library/ms189849(v=sql.105).aspx</a> and the deadlock graph above. While the locked resource is on the clustered index BTree node itself, </p>
<p>From the above inference I am curious to understand following</p>
<ol>
<li>Does Insertion operation always holds lock at BTree level as seen the graph?</li>
<li>Trying to understand why there is a lock on the clustered index of TableA when the statements involved in the deadlock are SaveTableB procedure from two different transactions?</li>
<li>Since I am using the Merge statement here, is it the assumption that the btree lock on insert is hold on till the transaction ends or till the Merge statement ends?</li>
</ol>
<p>Curious to understand that if it is possible to get deadlocks in this kind of scenario mentioned, trying to understand on how to approach it so that I will prepare myself to solve it. Thanks for helping me learn about this. </p>
| 0non-cybersec
| Stackexchange |
I made a keyboard from neighbour's walnut tree. | 0non-cybersec
| Reddit |
Discover the Music Vault: A Massive YouTube Archive of 13,000 Live Concert Videos. | 0non-cybersec
| Reddit |
[50/50] A bad stab wound [NSFW] | A really flexible girl stretching with some help from a friend [NSFW]. | 0non-cybersec
| Reddit |
Validation error from htmlvalidator.com using wp_enqueue_script that text/javascript is obsolete. <p>This code was being flagged on my Wordpress website:</p>
<pre><code><script type='text/javascript' src='http://www.publictalksoftware.co.uk/wp-content/plugins/simple-download-monitor/js/sdm_g_recaptcha.js?ver=1'></script>
<script type='text/javascript' src='//www.google.com/recaptcha/api.js?hl=en_GB&onload=sdm_reCaptcha&render=explicit&ver=4.9.5'></script>
</code></pre>
<p>The error:</p>
<blockquote>
<p>Media type <code>“text/javascript”</code> is obsolete, recommend <code>“application/javascript”</code> instead.</p>
</blockquote>
<p>I contacted the plugin author and they stated that the final HTML code was generated by <a href="https://developer.wordpress.org/reference/functions/wp_enqueue_script/" rel="nofollow noreferrer"><code>wp_enqueue_script</code></a>. So, is there any way to rectify this issue?</p>
| 0non-cybersec
| Stackexchange |
How to use spot instance with amazon elastic beanstalk?. <p>I have one infra that use amazon elastic beanstalk to deploy my application.
I need to scale my app adding some spot instances that EB do not support.</p>
<p>So I create a second autoscaling from a launch configuration with spot instances.
The autoscaling use the same load balancer created by beanstalk.</p>
<p>To up instances with the last version of my app, I copy the user data from the original launch configuration (created with beanstalk) to the launch configuration with spot instances (created by me).</p>
<p>This work fine, but:</p>
<ol>
<li><p>how to update spot instances that have come up from the second autoscaling when the beanstalk update instances managed by him with a new version of the app?</p>
</li>
<li><p>is there another way so easy as, and elegant, to use spot instances and enjoy the benefits of beanstalk?</p>
</li>
</ol>
<p><strong>UPDATE</strong></p>
<p>Elastic Beanstalk add support to spot instance since 2019... see:
<a href="https://docs.aws.amazon.com/elasticbeanstalk/latest/relnotes/release-2019-11-25-spot.html" rel="nofollow noreferrer">https://docs.aws.amazon.com/elasticbeanstalk/latest/relnotes/release-2019-11-25-spot.html</a></p>
| 0non-cybersec
| Stackexchange |
What is the exact meaning of Platform independence?. <p>What is the meaning of platform independence?</p>
<p>I am taking the case of Java. Can I run a Java application on Linux that built on Windows platform? Or the reverse?</p>
<p>Can I use a same (or exact) programming algorithm on both operating systems?</p>
<p>In my view File Types are platform independent like Videos, Images, Documents etc.</p>
| 0non-cybersec
| Stackexchange |
Make an old server more power efficient - HP DL380 G7. <p>i recently picked on ebay an old HP DL380 G7, i think it was a great deal, lots of disk space and a very low price, for what I need, it was a great deal. </p>
<p>These are the specs:</p>
<p><strong>CPU:</strong> 2 x INTEL XEON E5530 2.40GHz 8MB QUAD CORE CPU</p>
<p><strong>RAM:</strong> 8GB </p>
<p><strong>HDD:</strong> 2 x GENERIC 600GB 15k 3.5" SAS - 4x HP 2TB 6G 7.2K 3.5" SAS</p>
<p><strong>RAID CONTROLLER:</strong> P410i/256MB</p>
<p><strong>PSU:</strong> 2 x 460W HOT PLUG PSU</p>
<p>It does not have to do very heavy work, it is used mostly as a storage and backup device, the cpu idle at about 3-4% but the power consumption is very high. The ILO report 150W, even a power meter report 150W (wow, i didn't expect that to be so accurate). My PC that is much powerfull idle at about 60W. </p>
<p>So what is it using so much power? What i should change for better power consumption (CPU, PSU ecc). </p>
<p>Maybe it's normal that servers use so much power? (i don't think so), are maybe the 6 disk that use so much power?</p>
<p>Here there is the screenshot of the power meter page:
<a href="https://i.stack.imgur.com/oPHWn.jpg" rel="nofollow noreferrer">Power Meter Screen</a></p>
| 0non-cybersec
| Stackexchange |
Uploading file from SD Card to FileZilla Server. <p>My application is uploading the file from SD Card to the directory on FileZilla FTP Server. After running my appliaction it gives me exception which I am unable to resolve after so many searches.</p>
<p>here is the log cat output:</p>
<pre><code>06-24 11:06:53.715: W/System.err(1304): java.io.IOException: SimpleFTP received an unknown response when connecting to the FTP server: 220-FileZilla Server version 0.9.41 beta
06-24 11:06:54.055: W/System.err(1304): at org.jibble.simpleftp.SimpleFTP.connect(SimpleFTP.java:74)
06-24 11:06:54.087: W/System.err(1304): at com.example.upload1.MainActivity$UploadVideo.doInBackground(MainActivity.java:63)
06-24 11:06:54.167: W/System.err(1304): at com.example.upload1.MainActivity$UploadVideo.doInBackground(MainActivity.java:1)
06-24 11:06:54.167: W/System.err(1304): at android.os.AsyncTask$2.call(AsyncTask.java:287)
06-24 11:06:54.167: W/System.err(1304): at java.util.concurrent.FutureTask$Sync.innerRun(FutureTask.java:305)
06-24 11:06:54.167: W/System.err(1304): at java.util.concurrent.FutureTask.run(FutureTask.java:137)
06-24 11:06:54.167: W/System.err(1304): at android.os.AsyncTask$SerialExecutor$1.run(AsyncTask.java:230)
06-24 11:06:54.167: W/System.err(1304): at java.util.concurrent.ThreadPoolExecutor.runWorker(ThreadPoolExecutor.java:1076)
06-24 11:06:54.403: W/System.err(1304): at java.util.concurrent.ThreadPoolExecutor$Worker.run(ThreadPoolExecutor.java:569)
06-24 11:06:54.403: W/System.err(1304): at java.lang.Thread.run(Thread.java:856)
</code></pre>
<p>and this is my code for the MainActivity.java</p>
<pre><code>import java.io.File;
import org.jibble.simpleftp.SimpleFTP;
import android.app.Activity;
import android.os.AsyncTask;
import android.os.Bundle;
import android.os.Environment;
import android.view.View;
import android.view.View.OnClickListener;
import android.widget.Button;
import android.widget.Toast;
//import com.kpbird.ftpdemo.R;
public class MainActivity extends Activity implements OnClickListener {
//FTPClient client;
/********* work only for Dedicated IP ***********/
static final String FTP_HOST= "203.199.134.131";
/********* FTP USERNAME ***********/
static final String FTP_USER = "a_gupta";
/********* FTP PASSWORD ***********/
static final String FTP_PASS ="AditI123";
Button btn;
@Override
public void onCreate(Bundle savedInstanceState) {
super.onCreate(savedInstanceState);
setContentView(R.layout.activity_main);
btn = (Button) findViewById(R.id.button1);
btn.setOnClickListener(this);
}
public void onClick(View v) {
UploadFile async = new UploadFile();
async.execute();
}
class UploadFile extends AsyncTask<String, Integer, String> {
@Override
protected String doInBackground(String... params) {
// ftpClient=uploadingFilestoFtp();
try {
SimpleFTP ftp = new SimpleFTP();
ftp.connect(FTP_HOST, 21, FTP_USER, FTP_PASS);
ftp.bin();
// Change to a new working directory on the FTP server.
ftp.cwd("callrecording");
// Upload some files.
ftp.stor(new File(Environment.getExternalStorageDirectory().getParent() + "/invite_json.txt"));
// ftp.stor(new File("comicbot-latest.png"));
// You can also upload from an InputStream, e.g.
// ftp.stor(new FileInputStream(new File("test.png")),
// "test.png");
// ftp.stor(someSocket.getInputStream(), "blah.dat");
// Quit from the FTP server.
ftp.disconnect();
} catch (Exception e) {
e.printStackTrace();
}
return null;
}
@Override
protected void onPreExecute() {
super.onPreExecute();
// dialog.show();
}
@Override
protected void onPostExecute(String result) {
// TODO Auto-generated method stub
super.onPostExecute(result);
Toast.makeText(MainActivity.this, "sent", Toast.LENGTH_LONG).show();
}
}
</code></pre>
| 0non-cybersec
| Stackexchange |
Out of Context D&D Quotes. | 0non-cybersec
| Reddit |
Motorcycle Games. | 0non-cybersec
| Reddit |
Love Is A Cosmic Force by Alex Grey [Pic]
. | 0non-cybersec
| Reddit |
The first work of fiction smuggled out of North Korea reveals life under the Kim dynasty. | 0non-cybersec
| Reddit |
How to use spot instance with amazon elastic beanstalk?. <p>I have one infra that use amazon elastic beanstalk to deploy my application.
I need to scale my app adding some spot instances that EB do not support.</p>
<p>So I create a second autoscaling from a launch configuration with spot instances.
The autoscaling use the same load balancer created by beanstalk.</p>
<p>To up instances with the last version of my app, I copy the user data from the original launch configuration (created with beanstalk) to the launch configuration with spot instances (created by me).</p>
<p>This work fine, but:</p>
<ol>
<li><p>how to update spot instances that have come up from the second autoscaling when the beanstalk update instances managed by him with a new version of the app?</p>
</li>
<li><p>is there another way so easy as, and elegant, to use spot instances and enjoy the benefits of beanstalk?</p>
</li>
</ol>
<p><strong>UPDATE</strong></p>
<p>Elastic Beanstalk add support to spot instance since 2019... see:
<a href="https://docs.aws.amazon.com/elasticbeanstalk/latest/relnotes/release-2019-11-25-spot.html" rel="nofollow noreferrer">https://docs.aws.amazon.com/elasticbeanstalk/latest/relnotes/release-2019-11-25-spot.html</a></p>
| 0non-cybersec
| Stackexchange |
Occupy movement all over again. | 0non-cybersec
| Reddit |
IamA NYT best-selling author of crime novels, an investigative reporter, & documentary producer. I've been to crime scenes & spent time inside big-time prisons & on death row. I've interviewed cops & killers. I interviewed John Wayne Gacy twice, including the night before he was executed. AMA!. **My short bio:** Michael is the best-selling author of six crime novels, The Chicago Way, The Fifth Floor, The Third Rail, We All Fall Down, The Innocence Game and The Governor’s Wife. Film rights to his seventh, a stand-alone thriller titled Brighton, were recently optioned by Graham King, producer of The Departed and The Town. The book is set in Michael's hometown of Boston and will be published by Ecco in June of 2016.
Michael is also an investigative reporter, documentary producer and co-creator, producer and executive producer of A&E’s groundbreaking forensic series, Cold Case Files.
Michael’s investigative journalism and documentary work has won multiple news Emmys and CableACE awards, numerous national and international film festival awards, a CINE Golden Eagle, two Prime-Time Emmy nominations, as well as an Academy Award nomination. Michael was also selected by the Chicago Tribune as Chicagoan of the Year in Literature for 2011.
Michael holds a bachelors degree, magna cum laude with honors, in classical languages from Holy Cross College, a law degree with honors from Duke University and a masters degree in journalism from Northwestern University. Michael is currently an adjunct professor at Northwestern’s Medill School of Journalism.
**My Proof:** https://www.facebook.com/MichaelHarveyBooks/photos/a.298445668257.147940.298431118257/10154290582008258/?type=3&theater | 0non-cybersec
| Reddit |
suplementary vs default. <p>I'm new with Mac os and have few questions about the groups(I guess the question applies to unix too).</p>
<p>I know what Primary and Secondary groups are, but as I was reading the articles about the difference between those two, I came across with this terminology that I could not understand. </p>
<p>As I understand default groups are ones that are created on fresh install, but what is the difference between default and supplementary groups? Is supplementary group same as secondary groups? If not how can I differentiate that? thanks. </p>
| 0non-cybersec
| Stackexchange |
Biblatex cite 2 different sources for one paper as [Xa] and [Xb]. <p>I'm using biblatex with numeric style. I think about referring this both sources </p>
<p>This shall be a MWE</p>
<pre><code>\documentclass{scrartcl}
\usepackage[backend=biber,%
bibencoding=ascii,%
style=numeric,%
natbib=true,% Lädt das Kompatibilitätsmodul, welches Pseudonyme für die Befehle der Literaturverweisregeln des natbib-Pakets zur Verfügung stellt.
maxbibnames=3,% Es werden maximal 5 Namen in der Bibliographie ausgegeben
sorting=nyt,% Name, year, title
giveninits=true,% Vornamen werden abgekürzt
uniquename=init,% Einzigartige Namen werden abgekürzt
isbn=false,% Isbn wird nicht ausgegeben
doi=false,% doi wird nicht ausgegeben
clearlang=false,% weiß ich nicht
maxcitenames=3,% in Zitationen erscheinen höchstens zwei Autoren
urldate=comp,%
defernumbers=true%
]{biblatex}
\RequirePackage{filecontents}
\begin{filecontents*}{\jobname-bib.bib}
@misc{Kim_Barbulescu-2016,
author = {Taechan Kim and Razvan Barbulescu},
title = {Extended Tower Number Field Sieve: A New Complexity for the Medium Prime Case},
howpublished = {Cryptology ePrint Archive, Report 2015/1027},
year = {2016},
url = {http://eprint.iacr.org/2015/1027},
urldate = {2017-03-20},
keywords = {paper}
}
@Inbook{Kim_Barbulescu-2016b,
author="Kim, Taechan and Barbulescu, Razvan",
editor="Robshaw, Matthew and Katz, Jonathan",
title="Extended Tower Number Field Sieve: A New Complexity for the Medium Prime Case",
bookTitle="Advances in Cryptology -- CRYPTO 2016: 36th Annual International Cryptology Conference",
year="2016",
publisher="Springer Berlin Heidelberg",
address="Berlin, Heidelberg",
pages="543--571",
isbn="978-3-662-53018-4",
doi="10.1007/978-3-662-53018-4_20",
url="http://dx.doi.org/10.1007/978-3-662-53018-4_20",
keywords = "paper"
}
\end{filecontents*}
\bibliography{\jobname-bib}
\begin{document}
\nocite{*}
\printbibliography[title={Paper}, heading=subbibliography, keyword=paper]
\end{document}
</code></pre>
<p>Since those are both the same releases, I would like to list them as different sources highlighted by [Xa] and [Xb] (where X is a natural number)</p>
<p>My first question: Would you refer to both publications?
How can I reach my intention?</p>
| 0non-cybersec
| Stackexchange |
Is there any way to enable two-finger zoom and vertical scrolling in Dell Inspiron 15 5547 Core i5?. <p>I have Dell Inspiron 15 5547 Core i5 machine in which I'm running Ubuntu 14.04 via External Hard disk. I want to enable zooming feature and vertical scrolling feature in the mouse-pad. Is there any way or tweak that I can follow to achieve that? Otherwise, experience is getting hampered, mainly while programming.</p>
| 0non-cybersec
| Stackexchange |
I see all of these 6-7k point posts now that reddit has changed the voting system algorithm. | 0non-cybersec
| Reddit |
Is my SE ranking statistically unlikely?. <p>I recently noticed --not that I was checking! --that my ranking on the <a href="http://philosophy.stackexchange.com">Philosophy Stack Exchange</a> is currently #8 for all time, year, quarter, month <em>and</em> week. It seems statistically unlikely that these numbers should all align, but is it? Is there some hidden (or obvious!) reason they should all match up? </p>
<p>Of course this would be the expected state of affairs if the SE was brand new but it isn't. </p>
| 0non-cybersec
| Stackexchange |
Oh yes, the collective stupidity rule.. | 0non-cybersec
| Reddit |
Minimal Spanning Tree With Double Weight Parameters. <p>Consider a graph $G(V,E)$. Each edge $e$ has two weights $A_e$ and $B_e$. Find a spanning tree that minimizes the product $\left(\sum_{e \in T}{A_e}\right)\left(\sum_{e \in T}{B_e}\right)$. The algorithm should run in polynomial time with respect to $|V|, |E|$.</p>
<p>I find it difficult to adapt any of the traditional algorithms on spanning trees(Kruskal, Prim, Edge-Deletion). How to solve it? Any hints?</p>
| 0non-cybersec
| Stackexchange |
Problems with sex ( trigger warning). I’m a very experienced sexual girl. I’ve had sex many times with many different people and masterbated lots. problem here is, I’ve never actually orgasmed from my g-spot. My clit is perfectly fine when I’m working on myself and does wonders. When Im with someone else I can’t get myself to orgasam from my clit either. I’m not sure what the problem is. Like sex still feels amazing but I’ve yet to cum and have that “ feeling” with anybody else and I can’t find my g-spot and get that going so I’m left with an “ eh” feeling after. Anyone have any tips or anything that could help?(trigger warning- also I was raped by a few people in my life past and recently.so it could potentially be a cause of that, but personally I feel like Im in a positive headspace now and in a healthy relationship and I truly love the man I’m having sex with. )
I’m also a squirter but it doesn’t feel like an orgasam when I squirt? I’m just confused and need help | 0non-cybersec
| Reddit |
Cloudy day at Vestrahorn, Iceland [OC][6016x4016]. | 0non-cybersec
| Reddit |
How to prevent docker from searching docker hub. <p>I'm standing up a few docker hosts to run in a production environment. We want all of our images to have to go through our container pipeline and we do not want to be able to pull images from Docker Hub (security concerns).</p>
<p>How can I stop docker being able to pull images from dockerhub? Ideally I would like to do this via configuring the docker daemon.</p>
| 0non-cybersec
| Stackexchange |
Sometimes I wish Deathwing would return from the dead and take a giant dump on Orgrimmar.... Just a massive earth crushing poop. One so large that it flattens the entire thing so you don't have to run around in circles for five minutes because you can't remember where they put the elevator that brings you up to the flight master. | 0non-cybersec
| Reddit |
Rolling a 10-sided dice. Probability.. <p>If I roll a 10-sided dice and I get 6 or more as a result, I get a "success". But if I roll the dice and I get 1, it cancels one success, so that If I roll two times the dice and I get (7,1), I have 0 success, if I roll it and I get (7,2), I have one success, if I roll it and I get (1,1) I have -2 success. I am trying to compute the probability of to get at least one success. And yeah, I can have negative successes.</p>
<p>What I thought so far is to call A="get 6 or more" and B="to not get 1" and compute $P(A \cap B)$. But I am pretty sure is wrong since it doesn't depend of the number of times I roll the dice.</p>
<p>I also tried to compute it rolling the dice one time but it changes dramatically as I increase the number of times I roll the dice, and I don't understand how to describe this change.</p>
<p>Best regards.</p>
<p>--</p>
<h2>Adding information</h2>
<p>You can choose the number of times we roll the dice. Obviously I am interested in the general case ($n$ times) but I suspect is not possible, so I would like to know the case of rolling it 5 times.</p>
| 0non-cybersec
| Stackexchange |
()
ar
X
iv
:1
31
2.
78
60
v1
[
q-
fi
n.
T
R
]
3
0
D
ec
2
01
3
A Global Game with Heterogenous Priors1
Wolfgang Kuhle
Max Planck Institute for Research on Collective Goods, Kurt-Schumacher-Str. 10, 53113
Bonn, Germany. Email: [email protected].
Abstract: This paper relaxes the common prior assumption in the public and private informa-
tion game of Morris and Shin (2000, 2004). For the generalized game, where the agent’s prior
expectations are heterogenous, it derives a sharp condition for the emergence of unique/multiple
equilibria. This condition indicates that unique equilibria are played if player’s public disagree-
ment is substantial. If disagreement is small, equilibrium multiplicity depends on the relative
precisions of private signals and subjective priors. Extensions to environments with public sig-
nals of exogenous and endogenous quality show that prior heterogeneity, unlike heterogeneity
in private information, provides a robust anchor for unique equilibria. Finally, irrespective of
whether priors are common or not, we show that public signals can ensure equilibrium unique-
ness, rather than multiplicity, if they are sufficiently precise.
Keywords: Global Games, Equilibrium Selection, Heterogenous Priors, Thin out
Effect
JEL: D53, D82, D83
1 Introduction
Heterogeneity in private beliefs is the core component of global coordination games. In the orig-
inal two-player games introduced by Carlsson and van Damme (1993) and Rubinstein (1989),
as well as in the Morris and Shin (1998) extension with a continuum of players, it is a small
perturbation away from common knowledge, which selects unique equilibria. This pivotal role
of private beliefs was put into perspective by Morris and Shin (2000, 2004), Hellwig (2002), and
Metz (2002), who introduce common priors and public signals into the global games model. In
such extended settings, it turns out that the global game structure, and its inductive equilib-
1I thank Martin Hellwig for bringing the literature on global games to my attention. I thank Sophie Bade,
Nataliya Demchenko, Alia Gizatulina, Olga Gorelkina, Dominik Grafenhofer, Carl Christian von Weizs̈ı¿1
2
cker,
and seminar participants in Bonn for helpful and encouraging discussions.
1
http://arxiv.org/abs/1312.7860v1
rium selection mechanism, is distorted. And it depends on the relative precision of public and
private information whether agents can coordinate on multiple equilibria.
Given that the dispersion of private beliefs is pivotal to the global games approach, it
is complementary to study how a relaxation of the common prior assumption, which adds a
new dimension to the dispersion of private beliefs, affects equilibrium outcomes. To address
this question, we study coordination games which are played by a continuum of agents that
differ with regard to (i) private information and (ii) the mean of their prior over an unknown
fundamental that characterizes the game’s payoffs. While the heterogeneity in private signals
is unobservable to players, players will know the distribution of priors. That is, we study how
agents can coordinate on equilibria in environments, where they know that others hold, and act
upon, views that they commonly know to disagree with. The main result shows that if player’s
public disagreement regarding the coordination game’s payoff structure is substantial, then
they play unique equilibria. That is, unique equilibria can be selected through the dispersion
of priors.
We derive our results in two steps. First, we isolate the pure interaction between private
signals and dispersed priors in an environment which abstracts from public signals. Second, we
add three different types of public signals to examine the robustness of our results. In the first
environment, which abstracts from public signals, we find that heterogeneity in beliefs, which
originates from the dispersion of prior expectations µ, contributes to equilibrium uniqueness.
Dispersion in private signals, on the contrary, induces equilibrium multiplicity. In the extended
settings, where we introduce different types of public signals, we find that prior heterogeneity
still unambiguously contributes towards equilibrium uniqueness. The role of private signals,
on the contrary, is ambiguous and depends critically on the specification of the public signal.
The main finding in the second part of the paper is therefore that heterogeneity in priors,
unlike heterogeneity in private information, provides a robust anchor for unique equilibria. Put
differently, we show that heterogeneous priors robustly select unique equilibria in rather diverse
environments. In turn, we compare this finding to the literature where the presence of common
priors induces multiple rather than unique equilibria.
Finally, as a byproduct of our analysis, we find that public signals in themselves, irrespective
of whether priors are heterogenous or common, have an ambiguous effect on equilibrium multi-
plicity: increases in the public signal’s precision can ensure equilibrium uniqueness. This result
2
is of interest in comparison with those of Morris and Shin (2000, 2004), Hellwig (2002), Metz
(2002), Angeletos and Werning (2006) who find that increases in the public signal’s precision
unambiguously induce multiple rather than unique equilibria.2
Compared to the literature, we extend the canonic common prior coordination games by
Morris and Shin (2000, 2004) to a setting where agents’ prior distribution’s mean µ, regard-
ing the true state of the world, are normally distributed over the economy’s population. In
the model of Morris and Shin (2000, 2004), equilibrium uniqueness is ensured iff
√
αx
αp
≥ 1√
2π
;
where αx is the private signal’s precision and αp is the prior’s precision. For the general-
ized game, where subjective prior expectations µ are distributed with variance σµ, we obtain
√
(
√
αx
αp
)2 + σ2µ ≥ 1√2π as an analog condition for equilibrium uniqueness. This formula’s main
strength is that it isolates how prior heterogeneity σµ affects the number of possible equilibria.
In general, the condition shows that incomplete information games where the population of
players is polarized such that there are two large tails have unique equilibria. Or, equivalently,
unique equilibria are ensured if there is only a small group of agents which have “intermedi-
ate” or “moderate” beliefs. Put differently, increases in the priors dispersion, σµ, “thin out”
the group of agents with “moderate” beliefs which can, potentially, coordinate on multiple
equilibria. Technically, equilibrium multiplicity depends on the relative precisions of private
information (αx) and the subjective prior (αp) if the prior’s dispersion is small (σµ <
1√
2π
).
For sufficiently dispersed priors, (σµ >
1√
2π
), equilibria are unique, irrespective of the relative
precisions of private signals and priors. The original uniqueness condition for the common prior
economy (
√
αx
αp
≥ 1√
2π
) obtains as prior dispersion (σµ) vanishes.
In Section 3, we extend the information structure and embed our coordination game into
three different public signal environments. These extensions provide a background to study the
fundamental difference between heterogeneity in priors and private signals. The main finding
in this section is that only heterogeneity in priors selects unique equilibria reliably. On the
contrary, the role of both private and public signals changes from environment to environment.
These findings originate, first of all, from an environment where the public signal reveals the
true state of the game with exogenous quality; secondly, from an environment that may be
seen as a financial markets context, where stock prices aggregate and reveal dispersed private
2There will be two classes of equilibria in this setting, and the public signal’s precision ensures uniqueness
for every given signal realization. However, if the public signal’s precision is sufficiently high, there may be
multiplicity in the public signal’s realization itself.
3
information with endogenous quality; and thirdly, from an environment with public signals
that allow agents to observe each other’s actions. Comparison of all three public signal settings
shows that the prior’s dispersion σµ is the only parameter which can ensure unique equilibria in
all environments. The implications of the public and private signals’ precisions, however, vary
from case to case. In particular, increases in the private signal’s precision ensure uniqueness
(multiplicity) when public signals are of exogenous (endogenous) precision.
Recently, Steiner and Stewart (2008), Izmalkov and Yildiz (2010), and Mathevet (2012)
have introduced heterogenous priors into global games. Steiner and Stewart (2008), Izmalkov and Yildiz
(2010), and Mathevet (2012) focus, respectively, on learning, rationalizability of strategies, and
applications to mechanism design. Unlike Steiner and Stewart (2008) and Mathevet (2012),
who focus on N-player games, we study games with a continuum of players as in Izmalkov and Yildiz
(2010). Contrary to Izmalkov and Yildiz (2010), who focus on the private information limit3 of
Carlsson and van Damme (1993), which carries over to these more general games, the present
paper develops a sharp characterization of equilibrium multiplicity at and away from the private
information limit.4 The present paper is therefore the first to derive closed form expressions for
the emergence of multiple equilibria in large games with heterogeneous priors. Moreover, by
means of the public signal environments, it provides a framework to interpret the role of prior
heterogeneity in the global games structure.5
Regarding the heterogeneity in priors, we note that Morris and Shin (1998, 2000, 2004)
embed their common prior incomplete information coordination games in a currency crises,
3In the “private information limit”, the private signal’s precision goes to infinity. A crucial consequence of
this is that the importance of priors for the agent’s decisions vanishes.
4Izmalkov and Yildiz (2010) discuss prior heterogeneity in a game with a continuum of players.
Izmalkov and Yildiz (2010), p. 25, focus on the formation of individual threshold strategies and avoid the
“delicate” question of equilibrium multiplicity, which is the focus of the present paper. More precisely,
Izmalkov and Yildiz (2010) study games with heterogenous priors (“sentiments”) and characterize for a family of
coordination games how prior dispersion affects the unique threshold equilibrium which is ensured once private
information becomes sufficiently precise. Due to the focus on the private information limit, it remains an open
question how prior heterogeneity affects the number of equilibria in those cases where private signals are not
arbitrarily precise. This question is the focus of the current paper. Finally, while Izmalkov and Yildiz (2010)
characterize games with general distribution functions, the present characterization of equilibrium uniqueness
and multiplicity, away from the limit where private information is very precise, relies on the afore mentioned
normality assumptions.
5Steiner and Stewart (2008), Izmalkov and Yildiz (2010), and Mathevet (2012) abstract from public signals.
4
bank-run and debt-run context respectively. In these contexts, our assumption of a prior
distribution µi ∼ N (E[µ], σ2µ), which is known to all agents, may be interpreted as a publicly
observable distribution of exchange rate forecasts or credit ratings. Such a distribution of
conflicting beliefs, may also be seen as consistent with publicly disclosed long and short positions
that large investors take in a firm’s stock or debt. While Morris (1995) and Sethi and Yildiz
(2012), discuss heterogenous priors and their origins in detail, we will take prior heterogeneity
as a given. In turn, we focus purely on the implications that public disagreement has for the
emergence of multiple equilibria in the global games framework.
The rest of the paper is organized as follows. In Section 2.1, we introduce the model. Section
2.2 contains the main result. In Section 3, we reflect on our findings in three distinct public
signal environments. Section 4 concludes.
2 The Model
To isolate the implications of prior dispersion, we start with a setting that differs only with
regard to the heterogeneity of priors from the canonic framework introduced by Morris and Shin
(2000, 2004).
2.1 Strategies, Payoffs and Information
There is a status quo and a unit measure of agents indexed by i ∈ [0, 1]. Each of these agents
i can choose between two actions ai ∈ {0, 1}. Choosing ai = 1 means to attack the status quo.
Choosing ai = 0 means that the agent does not attack the status quo. An attack on the status
quo is associated with a cost c ∈ (0, 1). If the attack is successful, the status quo is abandoned
and attacking agents receive a net payoff 1− c > 0. If the attack is not successful, an attacking
agent’s net payoff is −c. The payoff for an agent who does not attack is normalized to zero.
The status quo is abandoned if the aggregate size of the attack A :=
∫ 1
0
aidi exceeds the
strength of the status quo θ, i.e., if A > θ. Otherwise, if A < θ, the status quo is maintained
and the attack fails. Regarding the fundamental, θ, each agent i holds a prior belief θ ∼
N (µi, σ2p). In our setting, we assume that the priors, regarding the fundamental θ, are normally
distributed across the population, i.e., µi ∼ N (E[µ], σ2µ). And the distribution of priors is
common knowledge. In addition to the prior, each agent receives a private signal xi = θ+σxξi.
5
Where signal noise ξi ∼ N (0, 1) is i.i.d. across the population. We parameterize the information
structure in terms of precisions αx ≡ 1σ2x and αp ≡
1
σ2p
. Agents use their information to calculate
expected utility
E[U(A, θ, c, ai)|µi, xi] = ai(1× P (θ < A|µi, xi)− c). (1)
Where P (θ < A|µi, xi) is the probability that the attack is successful given signal xi and prior
belief µi. Regarding payoffs, (1) reflects that an agent i, who does not attack (ai = 0) receives
a safe payoff of 0, while an agent who does attack (ai = 1) receives 1 − c if the attack is
successful, and −c otherwise. To close the description of agents’ information, we note that the
distributions of xi and µi are commonly known to all players. With the private choice problem
in place, we now characterize equilibrium.
2.2 Equilibrium
As Morris and Shin (1998, 2004), we focus on monotone threshold equilibria. Each threshold
equilibrium will be characterized by a pair ψ∗, θ∗. Where θ∗ separates values θ < θ∗ for
which the status quo is abandoned from values θ > θ∗ where it prevails. The threshold level
ψ∗ ≡ αx
α
x∗ +
αp
α
µ∗ summarizes the critical pairs x∗, µ∗, for which agents are just indifferent
between attacking and not attacking.6 The equilibrium pairs, ψ∗, θ∗, are determined by the
simultaneous evaluation of the payoff indifference condition and the critical mass condition.
The payoff indifference condition, PIC, follows directly from the individual choice problem (1).
Taking the threshold level θ∗ as given, we have:78
P (θ ≤ θ∗|x∗, µ∗) = c ⇔ Φ
(√
α(θ∗ − αx
α
x∗ − αp
α
µ∗)
)
= c; α = αx + αp, (2)
where Φ() is the cumulative of the standard normal distribution. The PIC (2) characterizes
those pairs x∗, µ∗ which are such that the agent is indifferent between attacking and not at-
6In the context of the currency crises model of Morris and Shin (1998), attacking agents would sell short
a country’s currency, and the central bank’s reserves θ are either sufficient (θ > A) to defend the peg or not
(θ < A). In another interpretation, agents can run on/sell short a firm’s debt, and if the firm’s financial strength
is insufficient it defaults.
7See Raiffa and Schlaifer (2000), p. 250, for the standard results on prior and posterior distributions of
normally distributed variables which are used throughout the paper.
8Note that we already use the (forthcoming) critical mass condition, (4), which requires that θ∗ ≡ A(ψ∗, θ∗),
and replace A with θ∗ in (1) to obtain (2).
6
tacking. To work with Condition (2), we define ψ ≡ αx
α
x+
αp
α
µ such that (2) writes:
P (θ ≤ θ∗|ψ∗) = c ⇔ Φ
(√
α(θ∗ − ψ∗)
)
= c; α = αx + αp. (3)
And agents who receive ψ ≤ ψ∗, which is evidence of a weak fundamental, attack. Agents
who receive ψ > ψ∗ do not attack since they believe in a strong fundamental, which makes a
successful attack unlikely.
The critical mass condition, CMC, takes the cutoff value ψ∗ as given and determines the
threshold θ∗, where the attack is just strong enough to overwhelm the status quo. To calculate
the mass of attacking agents, we note that ψ|θ ∼ N (αx
α
θ +
αp
α
E[µ], α−1ψ ) where αψ ≡ α
2
αx+α2pσ
2
µ
and α = αx + αp. The CMC therefore writes:
A(ψ∗, θ∗) ≡ P (ψ < ψ∗|θ∗) = θ∗ ⇔ Φ
(√
αψ(ψ
∗ − αx
α
θ∗ − αp
α
E[µ])
)
= θ∗. (4)
Again, Φ() is the cumulative of the standard normal distribution. Regarding (4), we note that
it implies that there exists only one ψ∗ for every θ∗. Simultaneous evaluation of (3) and (4)
yields threshold equilibria ψ∗, θ∗:
Proposition 1. The equilibrium ψ∗, θ∗ is unique, for all parameter pairs, if and only if
√
(
√
αx
αp
)2 + σ2µ ≥ 1√2π .
Proof. We solve (3) for the threshold level ψ∗ = −Φ−1(c) 1√
α
+ θ∗, and substitute ψ∗ into (4)
to obtain a one-dimensional equation in θ∗:
Φ
(√
αψ
(
− Φ−1(c) 1√
α
+ θ∗ − αx
α
θ∗ − αp
α
E[µ]
))
= θ∗. (5)
The sufficient condition for uniqueness of the threshold θ∗ is therefore:
√
αψ
αp
α
φ
(√
αψ
(
− Φ−1(c) 1√
α
+
αp
α
θ
∗ − αp
α
E[µ]
))
≦ 1
⇔ √αψ
αp
α
1√
2π
e
−
(
√
αψ
(
−Φ−1(c) 1√
α
+
αp
α
θ∗−αp
α
E[µ]
))2
1
2
≦ 1. (6)
Finally, we recall that αψ =
α2√
αx+α2pσ
2
µ
and take logarithms to obtain:
ln
( 1√
2π
1
√
(
√
αx
αp
)2 + σ2µ
)
≦
(√
αψ
(
− Φ−1(c) 1√
α
+
αp
α
θ∗ − αp
α
E[µ]
))2 1
2
.
7
Accordingly, unique equilibria are ensured once:9
ln
( 1√
2π
1
√
(
√
αx
αp
)2 + σ2µ
)
≤ 0 ⇔
√
(√αx
αp
)2
+ σ2µ ≥
1√
2π
. (7)
In one interpretation, the role of the prior’s dispersion σµ in Condition (7) indicates that
polarized economies, with two large groups (tails) which believe that the status quo is going
to be maintained (abandoned), have unique equilibria. Put differently, increases in the prior’s
dispersion σµ “thin out” the group of agents, around the mean E[µ] who hold “moderate”
beliefs. And it is this group which can potentially coordinate on multiple equilibria. Regarding
the prior’s weight, αp, we find that, for every given prior expectation µ, increases in αp make
actions more predictable. This allows agents to coordinate, as in the common prior economy
of Morris and Shin (2004), which contributes towards equilibrium multiplicity. Comparison of
the two origins of belief heterogeneity indicates that increased dispersion of private signals
contributes towards equilibrium multiplicity, while increases in the dispersion of prior beliefs
µ contributes towards uniqueness. In the next section, we show that the thinning-out effect is
robust to various changes in the informational environment. And it is the only avenue that can
ensure unique equilibria in all three public signal environments that follow.
From a technical perspective, we note that Proposition 1 has two corollaries:
Corollary 1. If the prior µ is sufficiently dispersed, such that σµ >
1√
2π
, equilibria are unique
irrespective of the relative precision
√
αx
αp
of private signal and prior. And in the case where the
private signal is uninformative, αx = 0, unique (multiple) equilibria exist if σµ > (<)
1√
2π
.
Corollary 2. The uniqueness condition
√
(
√
αx
αp
)2 + σ2µ ≥ 1√2π converges smoothly to the unique-
ness condition,
√
αx
αp
≥ 1√
2π
, of the Morris and Shin (2004) common prior game, as σµ → 0.
3 Public Signals
To reflect on the role of prior heterogeneity, we introduce three different types of public signals
into our baseline setting. Each of these public signals is chosen to isolate particular differences
9That is, if (7) holds, then (6) never holds with equality for real-valued θ∗’s. Put differently, the polynomial
which characterizes those values θ∗, for which (6) holds with equality, has two complex roots.
8
between heterogeneity in priors and heterogeneity in private signals. The main finding in this
section is that only heterogeneity in priors selects unique equilibria reliably. That is, if player’s
disagreement, as measured by σµ, is substantial, then they play unique equilibria irrespective
of the particular public signal context. That is, the result from the previous section, i.e., that
prior heterogeneity induces equilibrium uniqueness through the thinning-out effect, is robust
to the introduction of public signals. On the contrary, the role the private signal will change
from environment to environment.
The first public signal, which we introduce into our baseline model from Section 2, is of
exogenous quality. That is, it reveals the true fundamental of the game with exogenous precision
αz. In such an extended setting, we find that the comparative statics of the subjective prior’s
precision αp change: contrary to the baseline setting, where increases in the prior weight always
contribute towards multiplicity, we find that increases in the prior weight can now shift the
modified economy from multiplicity towards uniqueness. In a second step, we endogenize the
quality of the public signal. To do so, we embed our coordination game into a financial markets
context, where a stock price aggregates and reveals dispersed private information. In this
setting, we find that the role of private information, with respect to equilibrium multiplicity,
is reversed. Namely, equilibrium multiplicity is ensured in the limit where private information
becomes arbitrarily precise. On the contrary, the role of prior dispersion is robust to such
changes in the model structure.
In the last Section 3.1, we introduce a public signal which partially reveals the aggregate
attack A. This signal provides an environment where changes in the prior’s dispersion may, for
intermediate values, induce multiplicity rather than uniqueness. However, in the limit where
prior dispersion grows large, it still ensures unique equilibria. Finally, as a byproduct of our
analysis in Section 3.1, we find that public signals in themselves have an ambiguous effect on
equilibrium multiplicity: sufficiently precise public signals can ensure unique threshold equilib-
ria. This finding is of independent interest in comparison with the games of Morris and Shin
(2000, 2004), Hellwig (2002), Metz (2002), Angeletos and Werning (2006), where increases in
the public signal’s precision unambiguously induce multiple rather than unique threshold equi-
libria.
9
1) Public Signal with Exogenous Precision The public signal
Z = θ + σzε, ε ∼ N (0, 1), (8)
allows agents to forecast the true state of the fundamental with precision αz =
1
σ2z
. Agents can
therefore use Z, in addition to x and µ, to calculate the probability with which the aggregate
attack overwhelms the status quo. In Appendix A, we show that, if this signal is used as an
additional source of information in the coordination game of Section 2, we have:
Proposition 2. The equilibrium in the public and private information game with heterogenous
priors is unique if
√
( √αx
αp + αz
)2
+ σ2µ
1
(1 + αz
αp
)2
≥ 1√
2π
. (9)
In particular, if the prior’s dispersion is large, such that σµ
1
1+αz
αp
> 1√
2π
, the equilibrium is
unique independently of the private signal’s precision αx.
Compared to the uniqueness condition (7) from the baseline model, we find once again that
the modified condition (9) has two elements. The first,
√
αx
αp+αz
, reflects the trade-off between
private information αx and prior αp, described by Morris and Shin (2000, 2004) in an economy
without public signals, or respectively, the trade-off between private information and public
signals αz which was emphasized by Metz (2002) and Hellwig (2002) in an economy with a
uniform uninformative prior. Regarding this first term, we find that public information and
prior are perfect substitutes, and both contribute to equilibrium multiplicity. The second term
σ2µ
1
(1+
αz
αp
)2
, however, shows that increases in the public signal’s precision αz reduce the effect
of the prior’s dispersion, while the prior weight αp increases it. Condition (9) therefore shows
that the public signal’s precision unambiguously contributes towards multiplicity. Increases
in the prior’s weight αp on the contrary have an ambiguous consequences as they shift the
economy towards uniqueness (multiplicity) if σ2µ > (<)
αx
αpαz
. Finally, (9) reflects that equilibria
are unique in the private information limit where αx → ∞.
2) Public Signal with Endogenous Precision To highlight the different implications
of prior dispersion and the dispersion of private signals, we discuss an environment where the
global game is embedded in a financial market setting. Following, Atkeson (2000), Angeletos and Werning
(2006), and Hellwig et al. (2006), we introduce a financial market which aggregates dispersed
10
private information on the unknown fundamental θ, through its publicly observable stock price,
as in Grossman and Stiglitz (1976, 1980), and Hellwig (1980).10 In one interpretation, the ex-
tended model may describe a situation, where bond investors use a firm’s stock price to infer its
default probability, which is of importance for a coordination game that concerns a potential
run on the firm’s debt. We show in Appendix B that it is possible to specify the financial
market such that the public stock price signal, Z, partially reveals the true fundamental θ:
Z = θ − γσεσ2xε, ε ∼ N (0, 1). (10)
Thus, the signal’s precision αz =
1
(γσε)2
α2x is an increasing function of the private signal’s
precision αx =
1
σ2x
. That is, the stock price’s informativeness increases once the stock investors’
information becomes more informative. In the current context, it is important that the precision
with which this financial market publicly reveals the true state of the world θ is increasing
faster (in the private signal’s precision) than the private signal’s precision αx itself. To perform
the equilibrium analysis which concerns the coordination game, we recall (9) and note that
αz = αz(αx). This yields
Proposition 3. The equilibrium is unique if
√
√
√
√
( √αx
αp + αz(αx)
)2
+ σ2µ
1
(1 +
αz(αx)
αp
)2
≥ 1√
2π
, αz :=
1
(γσε)2
α2x. (11)
Multiple equilibria exist in the private information limit where αx → ∞. The equilibrium is
unique in the limit where σµ → ∞.
Proof. Follows from (11) with αz(αx) =
1
(γσε)2
α2x.
Proposition 3 establishes that the finding of Angeletos and Werning (2006) carries over to
an economy with heterogenous priors. Namely, if stock prices aggregate private information
rapidly as in (10), then it is precise private information which ensures equilibrium multiplic-
ity. Moreover, as αz(αx) becomes large, it marginalizes the influence of prior heterogeneity
10That is, we assume that agents trade stocks prior to the coordination game. These stocks are traded at
a market price P and pay an unknown amount θ. This market price will, in equilibrium, aggregate dispersed
private information and reveal the true fundamental θ partially. Where the partial revelation is due to aggregate
noise-trader activity, σεε, ε ∼ N (0, 1), on the asset’s supply side.
11
σ2µ
1
(1+αz
αp
)2
. Finally, if private noise becomes large as αx → 0 and thus αz(αx) → 0, equilibrium
multiplicity depends on prior dispersion, σµ, alone.
11
Concerning the different implications of heterogenous priors and heterogenous private sig-
nals, the key insight is that the endogeneity of public information inverts the original findings
of Morris and Shin (2000, 2004), Metz (2002), and Hellwig (2002), where increases in private
information induce equilibrium uniqueness as in (9), where the public signal’s precision is ex-
ogenous. The same is not true for the role of prior dispersion, which is, contrary to the private
signal’s dispersion, robust to the introduction of an endogenous public price signal and unam-
biguously contributes towards equilibrium uniqueness. That is, heterogeneity in priors, unlike
heterogeneity in private information, provides a robust anchor for unique equilibria.
3.1 Observing Other’s Actions
In this section, agents can observe the size of the aggregate attack through a noisy public
signal S = Φ−1(A) + σεε where ε ∼ N (0, 1). While games where agents can observe each
other’s actions were already studied by Minelli and Polemarchakis (2003), the current signal
specification is taken from Dasgupta (2007) and Angeletos and Werning (2006), since it al-
lows to preserve normal distributions. The following discussion of equilibrium uniqueness is
accordingly parallel to that in Angeletos and Werning (2006); and their results obtain as spe-
cial cases where priors are uninformative, i.e., where αp = 0. Compared to the analysis in
Angeletos and Werning (2006) we note that public signals of high precision can ensure unique
threshold equilibria in our specification if priors are informative. That is, the role of the public
signal in Angeletos and Werning (2006), pp. 1733-1734, depends critically on the absence of
an informative prior.12
11This finding naturally differs from Angeletos and Werning (2006), where σµ = 0, such that noisy pri-
vate signals unambiguously induce unique equilibria when public information is endogenous once αx → 0 and
αz(αx) → 0. Related to this observation, we note that among all parameters, αx, αp, σµ, the prior’s dispersion
σµ is the only parameter which can ensure equilibrium uniqueness regardless of the values of the remaining
parameters.
12More precisely, for a priorless game, Angeletos and Werning (2006) show that threshold equilibria are always
unique, but there may exist multiple equilibria in “strategies”. In the present model, which includes informative
(possibly unique) priors, we show that multiple threshold equilibria may exist. However, if the public signal,
over others’ actions A, is sufficiently precise then threshold equilibria are always unique. The observation
that public signals of high quality can ensure unique rather than multiple threshold equilibria is of interest
12
Compared to the previous two signal environments, signal S carries two types of information.
First, similar to signals (8) and (10), the signal S allows agents to make inference on the true
fundamental θ since A = A(θ, ψ∗). Second, unlike signals (8) and (10), the particular signal
realization S is endogenous in the sense that S is implicitly defined by S = Φ−1(A(θ, ψ∗(S)))+
σεε. And there may exist multiple signal values S for every given pair θ, ε. We examine
these potential sources of multiplicity, namely equilibrium multiplicity in thresholds θ∗, ψ∗ and
equilibrium multiplicity in strategies S, ψ∗(S) in separate steps.
3) Equilibrium Multiplicity in Thresholds In the augmented game, with heterogeneous
priors, where agents observe the aggregate attack through signal S, we have:
S = Φ−1(A) + σεε, ε ∼ N (0, 1) (12)
A ≡ P (ψ ≤ ψ∗(S)|θ∗) = θ∗ (13)
P (θ ≤ θ∗|ψ∗, S) = c. (14)
Evaluation of (12)-(14) yields:
Proposition 4. For every given signal realization S, threshold equilibria θ∗, ψ∗ are unique if
1√
2π
≤ (αx+αz)
αx
√
(√
αx
αp
)2
+ σ2µ where αz =
α2xαψ
σ2εα
2 =
α2x
σ2ε (αx+α
2
pσ
2
µ)
. And equilibria are unique when
priors are either sufficiently dispersed or when the public signal is sufficiently precise.
Proof. See Appendix C
With regard to the role of prior dispersion, Proposition 4 shows that prior dispersion con-
tributes towards equilibrium uniqueness in the generalized setting where agents can observe
each other’s actions.13 The more significant finding, however, is that the public signal’s preci-
sion induces equilibrium uniqueness rather than multiplicity. That is, in the present framework,
we find that the public signal allows agents to coordinate on one particular equilibrium rather
than multiple equilibria as in Morris and Shin (2000, 2004), Metz (2002), Hellwig (2002), and
Angeletos and Werning (2006). Moreover, the comparative statics with regard to the public
in comparison with Morris and Shin (2000, 2004), Metz (2002), and Hellwig (2002), who show that multiple
threshold equilibria emerge once public signals are of high quality.
13Note that increases in the prior’s dispersion reduce the public signal’s precision αz =
α
2
xαψ
σ2
ε
α2
=
α
2
x
σ2
ε
(αx+α2pσ
2
µ
)
;
for intermediate values of σµ, it is therefore not necessarily true that increases in σµ contribute towards unique-
ness.
13
signal carry over to the unique prior economy where σµ = 0. Finally, for an uninformative prior
where αp = 0, we find that the uniqueness result of Angeletos and Werning (2006) obtains as
a special case.14
4) Equilibrium Multiplicity in Strategies In this paragraph, we study the uniqueness
of the equilibrium with respect to the signal S. In Appendix C, we show that signal S is,
in equilibrium, equivalent to a signal Z(S) = α
αx
ψ∗(S) − α
αx
1√
αψ
S = θ +
αp
αx
E[µ] − σε ααx
1√
αψ
ε.
And multiple equilibria can emerge in the sense15 that there may exist several signal values S,
and thus several values ψ∗(S), which satisfy Z(S) = Z̄. Concerning this potential source of
equilibrium multiplicity we note
Proposition 5. Equilibria in strategies ψ∗(S) are unique if 1√
2π
≤
√
( √
αx
αp+αz
)2
+
σ2µ
1+αz
αp
, with
αz =
α2x
σ2ε(αx+α
2
pσ
2
µ)
. In the limit, where σµ → ∞ there exists a unique equilibrium. In the limit
where αz → ∞, there exist multiple equilibria in strategies.
Proof. See Appendix C
Comparison of propositions 4 and 5 with regard to the prior’s dispersion yields an important
corollary:
Corollary 3. The overall equilibrium is unique in the limit where σµ → ∞.
Corollary 3 underscores the main result of the paper, i.e., it confirms that sufficiently dis-
persed priors ensure unique equilibria. The public signal’s precision has a more differentiated
influence on equilibria: it ensures uniqueness in thresholds if it is sufficiently precise, but at the
same time it opens the door to multiple equilibria in strategies.
14In a setting with a uniform uninformative prior, Angeletos and Werning (2006), pp. 1733-1734, prove that
threshold equilibria are always unique irrespective of the precisions αz and αx. To obtain this result, one can
either repeat the calculations in Appendix C with αp = 0. Alternatively, one can observe that the uniqueness
condition in Proposition 4 is always satisfied once a sufficiently small value αp is chosen.
15At this point we do not discuss the conceptual validity of this alternative type/source of equilibrium
multiplicity, which implies that the particular signal S is endogenous, i.e., depends on the ψ∗ chosen.
Angeletos and Werning (2006), p.1730, provide a brief discussion and further references regarding this fun-
damental problem.
14
4 Conclusion
We have introduced heterogenous priors into the canonic global games model of Morris and Shin
(2000, 2004), Metz (2002), and Hellwig (2002). The analysis of the baseline model indicates that
heterogeneity in priors, unlike heterogeneity in private signals, makes it more difficult for agents
to coordinate on multiple equilibria. That is, the origins of belief heterogeneity are of crucial
importance to the global games approach: heterogeneity in beliefs, which originates from the
variance σµ in prior expectations, contributes to equilibrium uniqueness. Dispersion in private
signals, on the contrary, induces equilibrium multiplicity. In general, the prior’s dispersion can
ensure unique equilibria as it “thins-out” the group of agents who hold “moderate” beliefs.
That is, it reduces the mass of agents with moderate beliefs, and it is this group which can
potentially coordinate on multiple equilibria. Equivalently, our results indicate that if player’s
disagreement, as measured by σµ, is substantial, then they play unique equilibria.
More precisely, we find that if prior dispersion is small, (σµ <
1√
2π
), equilibrium multiplicity
depends on the relative precisions of private information (αx) and the subjective prior (αp). If
priors are sufficiently dispersed, (σµ >
1√
2π
), equilibria are unique irrespective of the relative
weights that players assign to private signals and priors. If prior dispersion (σµ) vanishes, the
original uniqueness condition for the common prior economy (
√
αx
αp
≥ 1√
2π
) obtains.
To compare the implications of prior dispersion and dispersion in private information, we
have discussed a modified game in which a financial market aggregates private information into a
public price signal. Such a modified environment inverts the original findings of Morris and Shin
(2000, 2004), Metz (2002), and Hellwig (2002): increases in private information now induce equi-
librium multiplicity instead of uniqueness. The same is not true for the role of prior dispersion,
which is robust to such a change in the modelling environment and contributes unambiguously
towards equilibrium uniqueness. Put differently, the extended model indicates that prior dis-
persion, rather than arbitrarily precise private information, anchors unique equilibria reliably.
In general, we found that sufficiently dispersed priors ensure unique equilibria across all three
public signal environments. Regarding these public signals, it turned out that their implications
in themselves varied significantly from case to case: increases in the public signal’s precision
ensure multiple threshold equilibria in the first two environments, where signals only contain
information on the unknown fundamental. The opposite can be true in the third environment,
where public signals allow agents to observe each other’s actions. If such signals are of high
15
quality, they can enable agents to coordinate on one unique threshold equilibrium.
Unlike previous studies, which have introduced heterogenous priors into the global games
framework, we have given explicit conditions in terms of means and variances, which allow to
study equilibrium multiplicity for a large economy at and away from the private information
limit. That is, the present framework facilitates comparative statics in the information structure
itself, which allows to characterize and compare the different implications of belief heterogeneity
which originate from priors and private signals, respectively. Moreover, these comparative
statics are useful in those applications of the global games framework where it is interesting, or
necessary, to study the interaction of private and public information away from the limit where
private signals are infinitely precise.
16
A Game with Exogenous Public Information
In this appendix, we derive the uniqueness condition that obtains once we augment our baseline
model of Section 2 with a public signal:
Z = θ + σzε, ε ∼ N (0, 1). (15)
This signal allows agents to improve their forecast of the probability with which the aggregate
attack overwhelms the status quo. The modified payoff indifference condition therefore reads:
P (θ ≤ θ∗|x∗, µ, Z) = c ⇔ Φ
(√
α(θ∗ − αx
α
x∗ − αp
α
µ− αz
α
Z)
)
= c; α = αx + αp + αz,(16)
where Φ() is the cumulative of the standard normal distribution. Again, we define ψ ≡ αx
α
x+
αp
α
µ
and rewrite (16) as:
Φ
(√
α(θ∗ − ψ∗ − αz
α
Z)
)
= c; α = αx + αp + αz. (17)
The PIC in (17) locates a critical ψ∗ such that agents attack if ψ > ψ∗ and do not attack if ψ <
ψ∗. To calculate the mass of attacking agents, we note that ψ|θ ∼ N (αx
α
θ+
αp
α
E[µ], ( α
2
αx+α2pσ
2
µ
)−1).
Once we define αψ ≡ α
2
αx+α2pσ
2
µ
, the CMC can be written as:
P (ψ < ψ∗|θ∗) = θ∗ ⇔ Φ
(√
αψ(ψ
∗ − αx
α
θ∗ − αp
α
E[µ])
)
= θ∗. (18)
Substitution of (17) into (18) again yields a one-dimensional equation in the threshold level θ∗:
Φ
(√
αψ(
αz + αp
α
θ
∗ − αz
α
Z − αp
α
E[µ]− Φ−1(c) 1√
α
)
)
= θ∗. (19)
Accordingly, equilibria are unique if:16
√
αψ
αz + αp
α
1√
2π
≦ 1 ⇔
√
( √αx
αp + αz
)2
+ σ2µ
1
(1 + αz
αp
)2
≥ 1√
2π
(20)
which is what we needed to show.
B Financial Market and Information Aggregation
In this appendix, we present a financial market that aggregates and reveals dispersed private
information, on the fundamental θ, through the stock price. For the present purpose, it is
16Recall that αψ ≡ α
2
αx+α2pσ
2
µ
.
17
convenient to pick a special case of the linear CARA-normal noise trader equilibrium discussed
by Grossman and Stiglitz (1976, 1980), Hellwig (1980), and Angeletos and Werning (2006).
Stocks are traded at a market price P and pay an unknown amount θ, which represents the
firm’s fundamental strength. This market price will, in equilibrium, aggregate dispersed private
information and reveal the true fundamental θ partially. Where the partial revelation is due
to aggregate noise-trader activity, σεε, ε ∼ N (0, 1), on the asset’s supply side. To characterize
the market price signal, we proceed in three steps. First, we guess that there exists a linear
price function, P = η1θ+ η2ε+ c. Regarding θ, this function is informationally equivalent to a
signal Z ≡ P−c
η1
= θ + η2
η1
ε, which reveals the true fundamental with precision αz =
η21
η22
. Second,
given this price function, we characterize individual demands based on the information x, µ, Z,
and calculate the market equilibrium. Finally, we determine the ratio
η21
η22
as α2x
1
γ2σ2ε
. That is,
price signal Z indeed carries information αz = α
2
x
1
γ2σ2ε
as claimed in (10) in the main text.
5) Demand Agents choose their optimal demands ki for the asset to maximize expected
CARA utility:
ki = argmax
ki
{E[−e−γ(θ−P )ki |xi, µ, Z]}
= argmax
ki
{γE[(θ − P )ki|xi, µ, Z]−
γ2
2
V ar[(θ − P )ki|xi, µ, Z]}
= argmax
ki
{γ(αx
α
xi +
αp
α
µ+
αz
α
Z − P )ki −
γ2
2
k2i
1
α
}, α = αx + αp + αz
and the individual demand function writes:
kdi =
αx
α
xi +
αp
α
µ+ αz
α
Z − P
α−1γ
. (21)
6) Equilibrium Aggregate supply KS = σεε, is unobservable and distorted by noise-trader
activity ε ∼ N (0, 1). From (21), we find that aggregate demand KD is:
KD =
∫
[0,1]
∫
ki(µ)φ(µ)dµdi =
αx
α
θ +
αp
α
E[µ] + αz
α
Z − P
α−1γ
. (22)
Equilibrium requires that:
K
D = KS ⇔
αx
α
θ +
αp
α
E[µ] + αz
α
Z − P
α−1γ
= σεε. (23)
To close the argument, we now resubstitute Z = P−c
η1
and calculate the ratio η1
η2
. First, we solve
(23) for P to obtain:
P =
αx
α− αz
η1
θ − γσε
α− αz
η1
ε+
αpE[µ]− αz cη1
α− αz
η1
. (24)
18
Comparison of (24) with our initial guess, P = η1θ+ η2ε+ c, indicates that η1, η2 must satisfy:
η1 =
αx
α− αz
η1
, η2 = −
γσε
α− αz
η1
; α = αx + αp + αz. (25)
We quickly determine η1 =
αx+αz
α
, η2 = − (αx+αz)
√
αz
α
to calculate η1
η2
= −αx 1γσε . At the same
time, it follows from the definition of Z that Z = P−c
η1
= θ+ η2
η1
ε. Hence, agents who observe P ,
and know the model’s coefficients, receive a signal Z = θ − α−1x γσεε, as claimed in (10) in the
main text.
C Proof of Propositions 4 and 5
In this appendix, we start by laying out the equations that describe equilibria. In turn, we
characterize the possible equilibria described in propositions 4 and 5 in two separate paragraphs.
We recall the model from the main text
S = Φ−1(A) + σεε, ε ∼ N (0, 1) (26)
A ≡ P (ψ ≤ ψ∗(S)|θ) = θ (27)
P (θ ≤ θ∗|x, µ, S) = c (28)
To calculate equilibria, we recall that agents act on x = θ + σxξ, with ξ ∼ N (0, 1) and
θ|µ ∼ N (µ, σ2p), where the prior µ is distributed over the population as µ ∼ N (E[µ], σµ).
Moreover, we define ψ ≡ αx
α
x+
αp
α
µ with α = αx + αp + αz. The PIC (28) now writes as:
Φ
(√
α(θ∗ − ψ∗ − αz
α
Z)
)
= c; α = αx + αp + αz. (29)
Again, (29) defines a critical ψ∗(Z) such that agents attack if ψ ≤ ψ∗ and do not attack if ψ >
ψ∗. To calculate the mass of attacking agents, we note that ψ|θ ∼ N (αx
α
θ+
αp
α
E[µ], ( α
2
αx+α2pσ
2
µ
)−1).
Once we define αψ ≡ α
2
αx+α2pσ
2
µ
, the CMC (27) can be written as:
A = P (ψ < ψ∗|θ∗) = θ∗ ⇔ Φ
(√
αψ(ψ
∗ − αx
α
θ∗ − αp
α
E[µ])
)
= θ∗. (30)
Using this expression for the aggregate attack A in condition (30), we can return to the public
signal S in (26) and write:
S =
√
αψ(ψ
∗ − αx
α
θ − αp
α
E[µ]) + σεε. (31)
19
Where S in (31) is informationally equivalent to a signal
Z(S) ≡ α
αx
ψ∗(S)− α
αx
1
√
αψ
S = θ +
αp
αx
E[µ]− σε
α
αx
1
√
αψ
ε. (32)
Regarding (32), we note that Z(S) contains two aspects (i) Z is a noisy public signal which
reveals the true state of the economy θ with precision αz =
α2xαψ
σ2εα
2 =
α2x
σ2ε(αx+α
2
pσ
2
µ)
and (ii) the
signal S allows agents to align their strategies ψ∗(S). That is, for every given Z̄, there may be
several S such that Z(S) = Z̄. That is, there is a potential source of equilibrium multiplicity,
concerning S, to which we turn in Paragraph 2) of this appendix. For now, we take S as given
and study the threshold equilibria θ∗(S), ψ∗(S).
7) Proof of Proposition 4: Multiplicity in Thresholds θ∗ For every given signal S,
we rewrite (30) as:
ψ∗ = Φ−1(θ∗)
1
√
αψ
+
αx
α
θ∗ +
αp
α
E[µ]. (33)
To obtain an equation in θ∗ only, we substitute Z(S) = α
αx
ψ∗(S)− α
αx
1√
αψ
S and (33) into (29).
Rearranging then yields:
Φ
(√
α(
αp
α
θ∗ − 1√
αψ
αx + αz
αx
Φ−1(θ∗)− (αx + αz)αp
αxα
E[µ] +
αz
αx
1
√
αψ
S)
)
= c (34)
To derive the uniqueness condition, which ensures that there exist only one θ∗(S) for every
given signal S, we differentiate (34) with respect to θ∗:17
φ(Φ(θ∗)−1) ≤ (αx + αz)
αx
√
(√αx
αp
)2
+ σ2µ, (35)
and hence, threshold equilibria are always unique iff 1√
2π
≤ (αx+αz)
αx
√
(√
αx
αp
)2
+ σ2µ. Otherwise,
if 1√
2π
≥ (αx+αz)
αx
√
(√
αx
αp
)2
+ σ2µ, there may exist up to three threshold equilibria
θ∗1(S), ψ
∗
1(S); θ
∗
2(S), ψ
∗
2(S); θ
∗
3(S), ψ
∗
3(S) for every given signal value S.
8) Proof of Proposition 5: Multiplicity in Strategies ψ∗(S) To preclude multiple
solutions18 S(Z̄) to the equation Z(S) = Z̄, where Z(S) = α
αx
ψ∗(S) − α
αx
1√
αψ
S, it will suffice
17Note that for y = Φ−1(θ∗), we have dθ
∗
dy
= φ(y) and thus dy
dθ∗
= 1
φ(y)
= 1
φ(Φ−1(θ∗))
.
18The existence of at least one solution is ensured. It follows from (33) that limS→∞
Φ(θ∗(S))−1
S
and
limS→−∞
Φ(θ∗(S))−1
S
are constants. Rewriting Z(S) = α
αx
ψ∗(S)− α
αx
1
√
αψ
S as Z(S) = α
αx
S(
ψ
∗(S)
S
− α
αx
1
√
αψ
) and
recalling ψ(θ∗(S)) as given in (33) one can show that Z(S) varies with S between ∞ and −∞.
20
to show that
∂Z(S)
∂S |(32) =
α
αx
∂ψ∗
∂S
− α
αx
1√
αψ
≤ 0. To calculate the derivative ∂ψ(θ
∗(S))
∂S
= ∂ψ
∗
∂θ∗
∂θ∗
∂S
,
defined by (33) and (34), we differentiate (34) which yields ∂θ
∗
∂S
=
−αz
αx
1√
αψ
αp
α
− 1√
αψ
αx+αz
αx
1
φ(Φ(θ∗)−1)
and
(33), (which is a 1 : 1 mapping between ψ∗ and θ∗), to obtain ∂ψ
∗
∂θ∗
= 1√
αψφ(Φ(θ
∗)−1)
+ αx
α
. Hence,
we have
∂Z(S)
∂S
=
α
αx
∂ψ∗
∂S
− α
αx
1
√
αψ
=
α
αx
∂ψ∗
∂θ∗
∂θ∗
∂S
− α
αx
1
√
αψ
= − α
αx
1
√
αψ
︸ ︷︷ ︸
−
+
( 1
√
αψφ(Φ(θ∗)−1)
+
αx
α
)
︸ ︷︷ ︸
+
−αz
αx
1√
αψ
αp
α
− 1√
αψ
αx+αz
αx
1
φ(Φ(θ∗)−1)
︸ ︷︷ ︸
+/−
α
αx
. (36)
Once we recall that αψ ≡ α
2
αx+α2pσ
2
µ
, rearranging (36) gives:
∂Z(S)
∂S
= −
√
αx + α2pσ
2
µ
αx
+
(√
αx + α2pσ
2
µ + αxφ(Φ(θ
∗)−1)
) −αz
αx
φ(Φ(θ∗)−1)αpαx√
αx+α2pσ
2
µ
− (αx + αz)
=
1
αx
[
−
√
αx + α2pσ
2
µ +
(√
αx + α2pσ
2
µ + αxφ(Φ(θ
∗)−1)
) −αz
φ(Φ(θ∗)−1)αpαx√
αx+α2pσ
2
µ
− (αx + αz)
]
=
1
αx
[
− αx(αp + αz)φ(Φ(θ∗)−1) + αx
√
αx + α2pσ
2
µ
] 1
φ(Φ(θ∗)−1)αpαx√
αx+α2pσ
2
µ
− (αx + αz)
=
[
− (αp + αz)φ(Φ(θ∗)−1) +
√
αx + α2pσ
2
µ
] 1
φ(Φ(θ∗)−1)αpαx√
αx+α2pσ
2
µ
− (αx + αz)
(37)
From (37), and the fact that θ∗ ∈ (0, 1), it follows that equilibria in strategies are unique if
1√
2π
≤
√
( √αx
αp + αz
)2
+
σ2µ
1 + αz
αp
, αz =
α2x
σ2ε(αx + α
2
pσ
2
µ)
(38)
and
1√
2π
≤
√
(αx + αz)2
αxα
2
p
+
σ2µ(αx + αz)
2
α2x
. (39)
That is, once (38) and (39) hold, we have
∂Z(S)
∂S
< 0, which ensures unique solutions S(Z̄) to
the equation Z(S) = Z̄. Comparison shows that inequality (39) is less restrictive than (38).19
Evaluation of (38) therefore yields:
1. In the limit where σµ → ∞, equilibria in strategies are unique.
19
√
αx
(αp+αz)2
+
σ2
µ
1+
αz
αp
≤
√
(αx+αz)2
αxα2p
+
σ2
µ
(αx+αz)2
α2
x
follows from the inequalities αx
(αp+αz)2
≤ (αx+αz)
2
αxα2p
and
σ
2
µ
1+
αz
αp
≤ σ
2
µ(αx+αz)
2
α2x
, which are easy to verify.
21
2. In the limit20 where αz → ∞, there exist multiple equilibria in strategies.
3. Multiple equilibria are ensured in the limit where αx → ∞.
4. Finally, in the special case where σ2µ = 0 and αp = 0, condition (38) collapses into the
uniqueness condition
√
2π ≤
√
αx
αz
, of Angeletos and Werning (2006) pp. 1733-1734, which
is nested in the present framework.
D Alternative Derivation of (7)
This appendix contains a derivation of (7) which “explicitly” accounts for the influence which
the prior’s distribution has on the critical mass condition. Recalling the PIC, we have:
P (θ ≤ θ∗|x∗, µ) = c ⇔ Φ
(√
α(θ∗ − αx
α
x∗ − αp
α
µ)
)
= c; α = αx + αp. (40)
Regarding the CMC, we now account explicitly for the prior’s distribution and write:
A(x∗(µ), θ∗) = P (x ≤ x∗|θ∗) = θ∗ ⇔
∫ ∞
−∞
Φ
(√
αx
(
x∗(µ)− θ∗
))
φ(µ)dµ = θ∗, (41)
where Φ() represents the cumulative of the standard normal distribution and φ(µ) is the normal
density of the prior. To show that the pairs x∗(µ), θ∗, which solve (40) and (41) are unique if
√
(
√
αx
αp
)2 + σ2µ ≥ 1√2π , we solve (40) for the threshold level x
∗ = −Φ−1(c)
√
α
αx
+ θ∗ α
αx
− αp
αx
µ, and
substitute x∗ into (41) to obtain a one-dimensional equation in θ∗ alone:
∫ ∞
−∞
Φ
(√
αx
(
− Φ−1(c)
√
α
αx
+ θ∗
α
αx
− αp
αx
µ− θ∗
))
φ(µ)dµ = θ∗.
The sufficient condition for uniqueness of the threshold θ∗ is therefore:
αp√
αx
1√
2π
∫ ∞
−∞
e
−
(
√
αx
(
−Φ−1(c)
√
α
αx
+θ∗
αp
αx
−αp
αx
µ
))2
1
2
φ(µ)dµ ≦ 1. (42)
To obtain the final condition, we recall that µ ∼ N (E[µ], σE[µ]), and use the moment generating
function for the non-central χ2 distribution in Paragraph 1) to rewrite (42), as:
αp√
αx
1√
2π
1
√
1 + (σµ
αp√
αx
)2
e
− 1
2
(
√
αx
(
−Φ−1(c)
√
α
αx
+θ∗
αp
αx
−αp
αx
E[µ]
))2
1
1+(σµ
αp
√
αx
)2 ≤ 1. (43)
Taking logarithms yields the uniqueness condition
√
(
√
αx
αp
)2 + σ2µ ≥ 1√2π .
20Note that the public signal’s precision is endogenous, i.e., given by αz =
α
2
x
σ2ε(αx+α
2
pσ
2
µ)
. However, the present
observation is informative in the sense that the public signal’s precision can be varied through σ2ε which is
independent of the other parameters.
22
9) Moment Generating Function Regarding (42), we recall our assumption that µ ∼
N (E[µ], σE[µ]). We can therefore define y = −Φ−1(c)
√
α
αx
+θ∗
αp
αx
−αp
αx
µ, where y ∼ N (−Φ−1(c)
√
α
αx
+
θ∗
αp
αx
− αp
αx
E[µ], σµ
αp
αx
). If a variable y is normally distributed with mean E[y] and variance σ2y ,
then z2 = y
2
σ2y
is non-centrally χ2 distributed. We can therefore use the moment generating
function for the non-central χ2 distribution (Rao (1965), p. 181):21
E[e−tz
2
] =
1√
1 + 2t
e
−E[z]2t
1+2t , t > 0, (44)
to rewrite (42) as (43). To do so, we set t = 1
2
αxσ
2
y =
1
2
σ2µ
α2p
αx
, and substitute z2 = y
2
σ2y
, with
y = −Φ−1(c)
√
α
αx
+ θ∗
αp
αx
− αp
αx
µ, into (42), to obtain:22
αp√
αx
1√
2π
∫ ∞
−∞
e−tz
2
φ(µ)dµ =|(44)
αp√
αx
1√
2π
1
√
1 + αxσ2y
e
−E[y]
2
σ2y
1
2
αxσ
2
y
1
1+αxσ
2
y (45)
=
αp√
αx
1√
2π
1
√
1 + (σµ
αp√
αx
)2
e
− 1
2
(
√
αx
(
−Φ−1(c)
√
α
αx
+θ∗
αp
αx
−αp
αx
E[µ]
))2
1
1+(σµ
αp
√
αx
)2
. (46)
Where the final step from (45) to (46) involves cancelling and resubstitution of αxσ
2
y = (σµ
αp√
αx
)2
and E[y] = −Φ−1(c)
√
α
αx
+ θ∗
αp
αx
− αp
αx
E[µ].
21
Eetz
2
= 1√
2π
∫∞
−∞
etz
2
e−
(z−E[z])2
2 dz = 1√
2π
∫∞
−∞
e−
(1−2t)z2−2E[z]z+E[z]2
2 dz =
1√
2π
∫∞
−∞
e−
(
√
1−2tz−E[z])2−
E[z]2
1−2t
+E[z]2
2 dz = 1√
1−2t
√
2π
∫∞
−∞
e
−
E[z]2t
1−2t e−
(
√
1−2tz−E[z])2
2 d
(√
1− 2tz
)
= 1√
1−2t
e
−
E[z]2t
1−2t .
22Regarding the equality in (45), we note that
αp√
αx
1√
2π
∫∞
−∞
e−tz
2
φ(µ)dµ =
αp√
αx
1√
2π
∫∞
−∞
e−tz
2 1√
2πσµ
e
−
(µ−E[µ])2
2σ2µ dµ =
αp√
αx
1√
2π
∫∞
−∞
e−tz
2 1√
2πσµ
e−
(z−E[z])2
2 σµdz =
αp√
αx
1√
2π
∫∞
−∞
e−tz
2 1√
2π
e−
(z−E[z])2
2 dz. It now follows from the steps in footnote 21, equation (44) respec-
tively, that the equality in (45) holds.
23
References
Angeletos, G.-M. and Werning, I. (2006). Crises and prices: Information aggregation, multi-
plicity, and volatility. American Economic Review, 96(5):1720–1736.
Atkeson, A. (2000). Discussion on morris and shin. In NBER Macroeconomics Annual, pages
161–170. ed. Bernanke, Ben S. and Kenneth Rogoff, Cambridge, MIT Press.
Carlsson, H. and van Damme, E. (1993). Global games and equilibrium selection. Econometrica,
61:989–1018.
Dasgupta, A. (2007). Coordination and delay in global games. Journal of Economic Theory,
134(1):195–225.
Grossman, S. and Stiglitz, J. (1976). Information and competitive price systems. American
Economic Review Papers and Proceedings, 66(2):246–253.
Grossman, S. and Stiglitz, J. (1980). On the impossibility of informationally efficient markets.
American Economic Review, 70(3):393–408.
Hellwig, C. (2002). Public information, private information, and the multiplicity of equilibria
in coordination games. Journal of Economic Theory, 107:191–222.
Hellwig, C., Mukherji, A., and Tsyvinski, A. (2006). Self-fulfilling currency crises: The role of
interest rates. American Economic Review, 95(5):1769–1787.
Hellwig, M. (1980). On the aggregation of information in competitive markets. Journal of
Economic Theory, 22:477–498.
Izmalkov, S. and Yildiz, M. (2010). Investor sentiments. American Economic Journal: Microe-
conomics, 2(1):21–38.
Mathevet, L. (2012). Beliefs and rationalizability in games with complementarities. Working-
paper, pages 1–36.
Metz, C. (2002). Public and private information in self-fulfilling currency crises. Journal of
Economics, 76:65–85.
24
Minelli, E. and Polemarchakis, H. (2003). Information at equilibrium. Economic Theory,
21(2-3):573–584.
Morris, S. (1995). The common prior assumption in economic theory. Economics and Philisophy,
11:227–253.
Morris, S. and Shin, H. S. (1998). Unique equilibrium in a model of self-fullfilling currency
attacks. American Economic Review, 88(3):578–597.
Morris, S. and Shin, H. S. (2000). Rethinking multiple equilibria in macroeconomic modeling.
In NBER Macroeconomics Annual, pages 139–161. ed. Bernanke, Ben S. and Kenneth Rogoff,
Cambridge, MIT Press.
Morris, S. and Shin, H. S. (2004). Coordination risk and the price of debt. European Economic
Review, 48(1):133–153.
Raiffa, H. and Schlaifer, R. (2000). Applied Statistical Decision Theory. Wiley Classics Library.
Rao, C. R. (1965). Linear Statistical Inference and its Applications. Wiley, New York.
Rubinstein, A. (1989). The electronic mail game: Strategic behaviour under ’almost common
knowledge’. American Economic Review, 79(3):385–391.
Sethi, R. and Yildiz, M. (2012). Public disagreement. American Economic Journal: Microeco-
nomics, 4(3):57–95.
Steiner, J. and Stewart, C. (2008). Contagion through learning. Theoretical Economics, 3:431–
458.
25
1 Introduction
2 The Model
2.1 Strategies, Payoffs and Information
2.2 Equilibrium
3 Public Signals
1) Public Signal with Exogenous Precision
2) Public Signal with Endogenous Precision
3.1 Observing Other's Actions
3) Equilibrium Multiplicity in Thresholds
4) Equilibrium Multiplicity in Strategies
4 Conclusion
A Game with Exogenous Public Information
B Financial Market and Information Aggregation
5) Demand
6) Equilibrium
C Proof of Propositions 4 and 5
7) Proof of Proposition 4: Multiplicity in Thresholds *
8) Proof of Proposition 5: Multiplicity in Strategies *(S)
D Alternative Derivation of (7)
9) Moment Generating Function
References
| 0non-cybersec
| arXiv |
How much stupid can fit in one person?. | 0non-cybersec
| Reddit |
Has anyone here ever negotiated successfully on priceline by naming your price? Any tips for me?. I'm planning a trip for my gf and I (1 year anniversary) and we're looking into going to Montreal. Does anyone have any tips on landing a good deal on a nice hotel through priceline or other avenues? I found greyhound for transportation ($106 per person round trip) and a 4.5 star hotel for about $110/night so far.
Thanks travel gurus! | 0non-cybersec
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I know we like to make E!SPN jokes, but seriously.... | 0non-cybersec
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Senate confirms former coal lobbyist Andrew Wheeler as EPA administrator. | 0non-cybersec
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Dad to the rescue. | 0non-cybersec
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How do I mount debugfs?. <p>I'm having issues playing TF2 due to random hangs. According to this git, <a href="https://github.com/ValveSoftware/Source-1-Games/issues/1943" rel="nofollow noreferrer">https://github.com/ValveSoftware/Source-1-Games/issues/1943</a> the issue is clunky Mesa dynamic power management. I've tried to resolve this by installing Radeon Profile from this repository <a href="https://launchpad.net/~trebelnik-stefina/+archive/ubuntu/radeon-profile" rel="nofollow noreferrer">https://launchpad.net/~trebelnik-stefina/+archive/ubuntu/radeon-profile</a> so I can force high performance mode while I play, but unfortunately the application says <img src="https://i.imgur.com/WB85iZx.png">
How does one mount debugfs? I've read that </p>
<blockquote>
<p>mount -t debugfs none /sys/kernel/debug/</p>
</blockquote>
<p>is the best command to use, but this gives me</p>
<blockquote>
<p>mount: none is already mounted or /sys/kernel/debug busy</p>
</blockquote>
<p>in terminal. I'm not at all familiar with mounting things other than CDs so any help is greatly appreciated. Alternate ways to interact with dpm would also be great. Thanks!</p>
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the sexiest ...thing. | 0non-cybersec
| Reddit |
Meet the Down's Syndrome man that's become an Elite Athlete. [Meet the Down's Syndrome man that's become an Elite Athlete ](http://www.youtube.com/watch?v=BECNAp7Sg-Y) | 0non-cybersec
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Cadillac Williams has agreed to terms with the Rams. | 0non-cybersec
| Reddit |
Is there alternative for datalist?. <p><div class="snippet" data-lang="js" data-hide="false" data-console="true" data-babel="false">
<div class="snippet-code">
<pre class="snippet-code-css lang-css prettyprint-override"><code>datalist {
color: red;
height: 10px;
}</code></pre>
<pre class="snippet-code-html lang-html prettyprint-override"><code><input list="langs">
<datalist id="langs">
<option value="Javascript">
<option value="PHP">
<option value="C#">
<option value="C++">
<option value="C">
<option value="Python">
<option value="Java">
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<p>I want to use <strong>datalist</strong> but list is being too extended with datas , i cant make it short.Because CSS does not affect it.Do you have any alternative advice for datalist? I dont prefer use <strong>select</strong> because i want that users can be enter input and i want to make like search text , datalist is suitable for this.But in select you have to just select option without text.</p>
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Which is more fundamental to analysis: inequalities or nets?. <p>Specifically I mean: </p>
<blockquote>
<p>What are some examples of when $\epsilon$, $\delta$ inequalities are used without implicitly trying to say that the limit of some net is approaching a certain value? When are inequalities used in analysis in a way that doesn't imply topology via convergence of nets?</p>
</blockquote>
<p>For example, with inner regularity of measures, one is basically just relating a net (or directed set) of compact sets converging to our given measurable set with the net of real numbers corresponding to the measures of these compact sets -- inner regularity just says that the convergence of the first net implies the convergence of the second net and that the resulting limit of the second net also happens to be the measure of the measurable set being approximated from within.</p>
<p>In other words, all of the examples of $\epsilon, \delta$ inequalities, which I can think of right now, just consist of mapping nets (or directed sets) in some more abstract space to nets in the Euclidean topology of the real numbers -- indeed, this seems like this would characterize nets in any Hausdorff metric space.</p>
<p>I was trying to think of how I would explain analysis to middle schoolers, and my first thought was that analysi is the study of inequalities, but after thinking about it more, the only examples of inequalities in analysis I could think of were ways to obliquely refer to the concept of net in the Euclidean topology -- leading me to the conclusion that nets might actually be the more fundamental object of study in analysis. </p>
<p>However, there is probably a simple counterexample which would disavow me of this belief (that nets are more fundamental to analysis than inequalities), which is essentially what I am asking/looking for.</p>
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PI Lawyer New Port Richey, FL - Call 202-780-0199 For A Referral. | 0non-cybersec
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My [21F] husband [23M] hates when I wear makeup, I'm getting sick of his comments.. So pretty much as the title says. My Husband HATES when I wear makeup and I'm getting sick of the comments whenever I wear it. We've been together 5 years, married 2. We have a 1yr old son together.
I started getting really into makeup about 2 years ago. I wore it all the time, watched tons of makeup tutorials, was frequent on /r/Mua, etc. I admit, I might of went a little overboard sometimes. But, it made me really confident in myself, because it covered up my redness on my cheeks and my acne scars. My husband knew it was my hobby and something I enjoyed, so he didn't say much, he'd just tell me "you don't need makeup" and that was that. I stopped wearing makeup after I had my son because I had no time for it. I sold some of my makeup collection and kept some. I wore it here and there, I'd apply it when my son was napping. I didn't apply much, just foundation and concealer, because I had MAJOR acne scars from pregnancy. again, my husband would just say "you look fine without makeup!" And that'd be that.
Fast forward to now, I have job where I work with patients everyday [medical assistant] so I try to look professional any day I have time. I just apply foundation (which matches my skin perfectly, not like I'm wearing a shade 5x darker) concealer under my eyes because I'm a mom!, and just a natural eye shadow and mascara. That's it. I don't go overboard. I keep it basic and professional. It makes me feel confident. But now, all of a sudden, my husband feels the need to make a rude comment whenever I wear it. Like, "you look so much better without that stupid makeup." Or, "you might as well throw some flour on your face!" (I have dry skin but I try to keep it hydrated and not look cakey) or "I hate makeup." and it really hurts my feelings. I've told him before it's what makes me feel confident and happy, it's not like I'm wearing bright pink eye shadow or something.
I don't know why all of a sudden he's making rude comments. He never did before. What else can I say so he stops making the rude comments? Why could he be making these all of a sudden??
**TL;DR makeup was my hobby 2 years ago but stopped wearing it when I had my son. Now I wear it again and my husband keeps making rude comments about it. It's not like I'm wearing clown makeup!** | 0non-cybersec
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So all that time you thought you were talking to Gabe Newell, you were really talking to genetically modified lemmings.. | 0non-cybersec
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T.Y. Hilton fakes being down to fool defenders and score TD [X-post, credit to tooshiftyforyou]. | 0non-cybersec
| Reddit |
Horde complains for conf.php. <p>I have a minimal Debian 7 box and install Horde from this instructions: <a href="https://wiki.debian.org/Horde" rel="nofollow noreferrer">https://wiki.debian.org/Horde</a>.</p>
<p>Request on <code>http://localhost/horde</code> gives</p>
<pre><code>A fatal error has occurred
This system is currently deactivated.
Details have been logged for the administrator.
</code></pre>
<p>When going to <code>http://localhost/horde/test.php</code> the page complains for </p>
<pre><code>Required Configuration Files
config/conf.php: No
You need to login to Horde as an administrator and create the configuration file.
</code></pre>
<p>In /srv/www/horde/horde/config I have:</p>
<pre><code>$ cp conf.php.dist conf.php
$ ll conf.php
-rw-r--r-- 1 www-data www-data 3457 Jan 9 11:12 conf.php
</code></pre>
<p>Apache2 runs with default site with sym link in <code>/var/www/horde -> /srv/www/horde</code>.</p>
| 0non-cybersec
| Stackexchange |
How do you create a "promo code" for an iPhone app. <p>How you do you "create promo codes" for an app as given in the answer by David Maymudes (below question link)? Is there an iOS UI for it?</p>
<p><a href="https://stackoverflow.com/questions/2104922/how-to-restrict-application-distribution-to-a-group-of-users-only-via-apple-appst/3738582#3738582">How to restrict application distribution to a group of users only via Apple AppStore?</a></p>
| 0non-cybersec
| Stackexchange |
[50/50] German Shepherd Smiling (SFW) | Scary Clock Spider [NSFW]. | 0non-cybersec
| Reddit |
reduce memory footprint of java virtual machine. <p>I've a citrix server where multiple users use a multiple java application.
Is there a way to reduce the memory footprint of the jvm itself?</p>
<p>The max heap is already set fairly low (64MB), as the permgen (32MB) space and we're to the point that the jvm itself uses way more memory than the application itself (the committed area is around 350MB)</p>
<p>I'm looking for a way to reduce the jvm ram usage or to make the all the applications run within the same jvm or any other way of sharing common pages between running jvm (if possible) or try switch to switch to a jvm if a jvm exists having optimizations relative to this scenario</p>
<p>currently using windows 2003 server and sun java virtual machine 1.6</p>
| 0non-cybersec
| Stackexchange |
Why do browsers disallow accessing files from local file system even if the HTML document is also on the local file system?. <blockquote>
<p>Many browsers do not allow you to access files on the local filesystem with JavaScript (even if the HTML document is also on the local filesystem).</p>
</blockquote>
<p>(<a href="https://stackoverflow.com/a/50197517">source</a>)</p>
<p>Yes I know that the solution is to "install and use a HTTP server for local development" nonetheless I don't understand why should this be required? Allowing a webpage to access local filesystem would obviously be horrible, but what are the risks of accessing local filesystem from local filesystem?</p>
<p>Any time I run a shell script I'm doing this and shell scripts don't prevent me from running <code>cat</code>. The way I'm getting it if I run anything from local filesystem (be it an arbitrary executable, executable I've compiled myself, or an interpreted script, which includes a HTML or JS document!) I'm expected to know what I'm running. Why are JS scripts run in a browser exempt from this assumption? If I have the habit of carelessly running malware from local filesystem I can easily screw myself up in a plethora of ways other than opening a HTML document.</p>
<p>Also: isn't CORS supposed to prohibit <em><strong>cross-origin</strong></em> resource loading? To my understanding requesting a local filesystem resource from a local filesystem resource is hardly <em>cross-origin</em>, rather this is the very same origin, so I don't understand why would CORS be complaining.</p>
<p>On top of that, is requiring me to run a HTTP server for local development improving anything? Doing so requires me to needlessly open a port on localhost. Clearly this can be done in such a way that will prevent outside world from talking to my local server (isn't denying incoming connections enough?) but why open a listening port if I don't have to?</p>
<p>What am I failing to understand here?</p>
<p>EDIT: On the second thought, I do see one reason. Browsers allow users to save a webpage locally. It would make sense to be able to open such webpage in a way that will not damage the local system any more than loading this same webpage from the internet.</p>
| 0non-cybersec
| Stackexchange |
Where can I learn about other types of coordinate systems?. <p>As a junior math major the only coordinate systems I've thus far been exposed to are Cartesian and polar (including cylindrical and spherical) coordinates. But of course these aren't the only ones. What book (online lectures, etc) can you recommend where I can study different types of coordinate systems in depth? I'm looking to learn more about coordinate systems such as bipolar, skew, triangular, and even more interesting ones like the following</p>
<p><img src="https://i.stack.imgur.com/4uooA.png" alt="enter image description here"></p>
<p>Thanks in advance for any suggestions.</p>
| 0non-cybersec
| Stackexchange |
Coroutines and Retrofit, best way to handle Errors. <p>After reading this issue <a href="https://github.com/JakeWharton/retrofit2-kotlin-coroutines-adapter/issues/3" rel="nofollow noreferrer">How to deal with exception</a> and this Medium <a href="https://android.jlelse.eu/android-networking-in-2019-retrofit-with-kotlins-coroutines-aefe82c4d777" rel="nofollow noreferrer">Android Networking in 2019 — Retrofit with Kotlin’s Coroutines</a> I've created my solution which consist in a <code>BaseService</code> capable of making the retrofit call and forward the results and exceptions down the "chain":</p>
<p><strong>API</strong></p>
<pre><code>@GET("...")
suspend fun fetchMyObject(): Response<List<MyObject>>
</code></pre>
<p><strong>BaseService</strong></p>
<pre><code>protected suspend fun <T : Any> apiCall(call: suspend () -> Response<T>): Result<T> {
val response: Response<T>
try {
response = call.invoke()
} catch (t: Throwable) {
return Result.Error(mapNetworkThrowable(t))
}
if (!response.isSuccessful) {
val responseErrorBody = response.errorBody()
if (responseErrorBody != null) {
//try to parse to a custom ErrorObject
...
return Result.Error...
}
return Result.Error(mapHttpThrowable(Exception(), response.raw().code, response.raw().message))
}
return Result.Success(response.body()!!)
}
</code></pre>
<p><strong>ChildService</strong></p>
<pre><code>suspend fun fetchMyObject(): Result<List<MyObject>> {
return apiCall(call = { api.fetchMyObject() })
}
</code></pre>
<p><strong>Repo</strong></p>
<pre><code> suspend fun myObjectList(): List<MyObject> {
return withContext(Dispatchers.IO) {
when (val result = service.fetchMyObject()) {
is Result.Success -> result.data
is Result.Error -> throw result.exception
}
}
}
</code></pre>
<p><strong>Note:</strong> sometimes we need more than throwing an exception or one type of success result. To handle those situations this is how we can achieve that:</p>
<pre><code>sealed class SomeApiResult<out T : Any> {
object Success : SomeApiResult<Unit>()
object NoAccount : SomeApiResult<Unit>()
sealed class Error(val exception: Exception) : SomeApiResult<Nothing>() {
class Generic(exception: Exception) : Error(exception)
class Error1(exception: Exception) : Error(exception)
class Error2(exception: Exception) : Error(exception)
class Error3(exception: Exception) : Error(exception)
}
}
</code></pre>
<p>And then in our ViewModel:</p>
<pre><code>when (result: SomeApiResult) {
is SomeApiResult.Success -> {...}
is SomeApiResult.NoAccount -> {...}
is SomeApiResult.Error.Error1 -> {...}
is SomeApiResult.Error -> {/*all other*/...}
}
</code></pre>
<p>More about this approach <a href="https://stackoverflow.com/questions/60641763/sealed-class-for-repository-to-viewmodel-comunication">here</a>.</p>
<p><strong>BaseViewModel</strong></p>
<pre><code>protected suspend fun <T : Any> safeCall(call: suspend () -> T): T? {
try {
return call()
} catch (e: Throwable) {
parseError(e)
}
return null
}
</code></pre>
<p><strong>ChildViewModel</strong></p>
<pre><code>fun fetchMyObjectList() {
viewModelScope.launch {
safeCall(call = {
repo.myObjectList()
//update ui, etc..
})
}
}
</code></pre>
<p>I think the <code>ViewModel</code> (or a <code>BaseViewModel</code>) should be the layer handling the exceptions, because in this layer lies the UI decision logic, for example, if we just want to show a toast, ignore a type of exception, call another function etc... </p>
<p>What do you think?</p>
<p><strong>EDIT:</strong> I've created a <a href="https://medium.com/@guidelgado/coroutines-retrofit-and-a-nice-way-to-handle-responses-769e013ee6ef" rel="nofollow noreferrer">medium</a> with this topic</p>
| 0non-cybersec
| Stackexchange |
Where do older versions of apps go when a developer removes them from the App Store. <p>so when a developer removes their older versions of their app from the App Store so that you cannot downgrade to them where do they go? for example if an app requires iOS 10 or later and a developer unticks the older versions of their app so that people on lets say iOS 8 cannot download the latest compatible version, what happens? thanks all :)</p>
| 0non-cybersec
| Stackexchange |
Terraces at Mammoth Hot Springs. Yellowstone National Park, WY. [4896x3672]. [OC]. | 0non-cybersec
| Reddit |
The file system /dev/loop0, has reached critical status because it is 100% full. <p>The file system <code>/dev/loop0</code>, which is mounted at <code>/tmp</code>, has reached critical status because it is 100% full.</p>
<p>The problem is when I checked the space of hard disk I found that:</p>
<blockquote>
<p>/dev/loop0 space:485M used:21M free:439M usage:5% /var/tmp</p>
</blockquote>
<p>So what is the problem, and how can I increase the tmp folder?</p>
<p>this is mount result:</p>
<pre><code>rootfs on / type rootfs (rw)
/dev/root on / type ext4 (rw,relatime,errors=remount-ro,data=ordered,jqfmt=vfsv0 ,usrjquota=quota.user)
devtmpfs on /dev type devtmpfs (rw,relatime,size=4033140k,nr_inodes=1008285,mode =755)
none on /proc type proc (rw,nosuid,nodev,noexec,relatime)
none on /sys type sysfs (rw,nosuid,nodev,noexec,relatime)
devpts on /dev/pts type devpts (rw,relatime,mode=600)
/dev/md2 on /home type ext4 (rw,relatime,data=ordered,jqfmt=vfsv0,usrjquota=quot a.user)
tmpfs on /dev/shm type tmpfs (rw,relatime)
none on /proc/sys/fs/binfmt_misc type binfmt_misc (rw,relatime)
/dev/loop0 on /tmp type ext3 (rw,nosuid,noexec,relatime,errors=continue,barrier= 1,data=writeback)
/dev/loop0 on /var/tmp type ext3 (rw,nosuid,noexec,relatime,errors=continue,barr ier=1,data=writeback)
/dev/root on /var/named/chroot/etc/named type ext4 (rw,relatime,errors=remount-r o,data=ordered,jqfmt=vfsv0,usrjquota=quota.user)
/dev/root on /var/named/chroot/etc/named.rfc1912.zones type ext4 (rw,relatime,er rors=remount-ro,data=ordered,jqfmt=vfsv0,usrjquota=quota.user)
/dev/root on /var/named/chroot/etc/rndc.key type ext4 (rw,relatime,errors=remoun t-ro,data=ordered,jqfmt=vfsv0,usrjquota=quota.user)
/dev/root on /var/named/chroot/usr/lib64/bind type ext4 (rw,relatime,errors=remo unt-ro,data=ordered,jqfmt=vfsv0,usrjquota=quota.user)
/dev/root on /var/named/chroot/etc/named.iscdlv.key type ext4 (rw,relatime,error s=remount-ro,data=ordered,jqfmt=vfsv0,usrjquota=quota.user)
/dev/root on /var/named/chroot/etc/named.root.key type ext4 (rw,relatime,errors= remount-ro,data=ordered,jqfmt=vfsv0,usrjquota=quota.user)
</code></pre>
<p>result of <code>df -h /tmp</code>:</p>
<pre><code>Filesystem Size Used Avail Use% Mounted on
/dev/loop0 485M 21M 439M 5% /tmp
</code></pre>
<p>by the way from 2 days I have found database table has 13GB space I deleted it and from this time this problem has been started and server is very heavy and all sites take a lot of time to open but when I stopped the <code>mysql</code> service, the server became very fast.</p>
| 0non-cybersec
| Stackexchange |
Test post. | 0non-cybersec
| Reddit |
Math symbols displayed incorrectly in LyX. <p>I've been able to use LyX smoothly until today. </p>
<p>The math symbols in LyX displayed incorrectly starting from today. The problems include subs and sups as well as all the Greek/Latin symbols.</p>
<p>For example, after inputing <code>\sigma</code>, I can only see 3/4 on the interface. </p>
<p>The generated <code>.pdf</code> file looks good. Besides, after turning <code>Instant Preview</code> on in preference, the display is correct. But if I move the cursor to the expression, I can see that the problem remains. I've tried to uninstall LyX and reinstall it again, but the problem is still there. </p>
<p>Could anyone let me know the possible solution? </p>
| 0non-cybersec
| Stackexchange |
How can I convert an integer to float with rounding towards zero?. <p>When an integer is converted to floating-point, and the value cannot be directly represented by the destination type, the nearest value is usually selected (required by IEEE-754).</p>
<p>I would like to convert an integer to floating-point with rounding towards zero in case the integer value cannot be directly represented by the floating-point type.</p>
<p>Example:</p>
<pre><code>int i = 2147483647;
float nearest = static_cast<float>(i); // 2147483648 (likely)
float towards_zero = convert(i); // 2147483520
</code></pre>
| 0non-cybersec
| Stackexchange |
Is $H^1_0(\Omega)$ dense in $L^2(\Omega)$?. <p>Is $H^1_0(\Omega)$ dense in $L^2(\Omega)$ for bounded domains? It is true for $H^1$ functions of course but what about this subset?</p>
<p>Sorry for the elementary question but I never see this so I think the answer is it's not.</p>
| 0non-cybersec
| Stackexchange |
Sort a list with but with pre-determined override values using SQL. <p>The business problem is a bit obtuse so I won't get into the details.</p>
<p>I have to come up with a sort index for a set of keys, but some of those keys have a pre-determined position in the index which must be respected. The remaining keys have to be ordered as normal but "around" the pre-determined ones.</p>
<p>Simple example is to sort the letters A through E, except that A must be position 3 and D must be position 1. The result I want to achieve is:</p>
<pre><code>A: 3 B: 2 C: 4 D: 1 E: 5
</code></pre>
<p>DDL to set up sample:</p>
<pre><code>CREATE TABLE test.element (element_key TEXT, override_sort_idx INTEGER);
insert into test.element VALUES ('A', 3), ('B', Null), ('C', NULL), ('D', 1), ('E', NULL);
</code></pre>
<p>The best solution I can come up with is this, but although it appears to work for this simple example, it goes wrong in the general case - it falls apart if you add some more pre-defined values [EDIT - it doesn't even work in this example because A comes out as 4 - apologies]:</p>
<pre><code>WITH inner_sort AS (SELECT element_key, override_sort_idx, row_number()
OVER (ORDER BY element_key) AS natural_sort_idx
FROM test.element)
SELECT element_key, row_number()
OVER
(ORDER BY
CASE
WHEN override_sort_idx IS NULL
THEN natural_sort_idx
ELSE override_sort_idx END) AS hybrid_sort
FROM inner_sort;
</code></pre>
<p>Any ideas for a solution that works in the general case?</p>
| 0non-cybersec
| Stackexchange |
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