I've had my Galaxy Note about 18 months. It's progressively getting slower and slower to respond to user input. Any tap has an unpredictable delay, up to a few seconds. Even typing has a noticeable lag to it. I frequently accidentally tap things twice because there's no response to the first tap.  Is there anything I can do? I'd happily completely wipe and start over at this point. It's at the stage where I barely use it for things like quickly looking up stuff on the net - it's just too tedious.  It's the stock Samsung Android 4.1.2. 350 MB free on the internal storage out of 2GB, 830MB free out of 11GB on the USB storage, and 1.7/14.7GB free on the memory card.  Any suggestions gratefully received.
Everything was working fine for a long time. But suddenly the device is getting slower than usual (e.g. apps react slowly when starting an action -- like the RSS reader takes "ages" to open an article). Also, several apps start crashing: force-closes as well as unexpected restarts. Sometimes this even involves some automatic reboot of the device.  Is there anything I can do, besides doing a factory-reset? Preferably it should work on un-rooted devices.  Remark: not all described problems may occur together, so on one device e.g. there might be no automatic reboot involved. Question remains the same, nonetheless.
Distribution of $Z_n=n \log\left(\frac{\max\left(X_{(n)},Y_{(n)}\right)}{\min\left(X_{(n)},Y_{(n)}\right)}\right)$ The random variables $X_1,X_2,...X_n,Y_1,Y_2,...Y_n $ are independent and $U(0,a)$-distributed. Determine the distribution of $$Z_n=n\cdot \log\left(\frac{\max\left(X_{(n)},Y_{(n)}\right)}{\min\left(X_{(n)},Y_{(n)}\right)}\right)$$ where $X_{(n)},Y_{(n)}$ denotes $n$th order variable.  This problem is giving me a headache. The answer is that $Z_n$ is $\text{Exp}(1)$-distributed. But i can't derive that conclusion. I'd like to show you my derivation, but its so long and contains so many integrals and fractions that it would take a while to write it here. But basically my approach was to derive the distribution of $M=\max(X_{(n)},Y_{(n)})$ and $L=\min(X_{(n)},Y_{(n)})$. I get the following cdf's: $F_M=(F_X\cdot F_Y)^n=(F_X)^{2n}$ and $F_L=1-(1-(F_X)^n)\cdot (1-(F_Y)^n)=1-(1-(F_X)^n)^2$ ,  correct? $F_X $ stands for the cdf of $X_i$  Then i define the random variable $T=\frac{M}{L}$ and compute its cdf to finally be able to derive the distribution of $Z_n=n\cdot \log(T)$. But thats where i think everything goes wrong. Any help appreciated, thanks. What would be a good way to go about attacking a Quagmire 3 cipher?  I understand that it is polyalphabetic with a key and an indicator. I have started by taking the cipher text, taking every n-th letter and putting that in a string, computing the index of coincidence for the n strings I get and then averaging that. I would assume that whatever n value corresponds with the closest average index of coincident to English (0.066) would be the number of alphabets, i.e. the length of the indicator.  Where do I go from there? Or is my approach incorrect? Why are some of my screen-recording/capturing/sharing applications (or app features) not working in Ubuntu 17.10 (and later releases)? Explicit norm on $\mathcal{C}^0(\mathbb{R},\mathbb{R})$ Do you know an explicit norm on $\mathcal{C}^0(\mathbb{R},\mathbb{R})$? Using the axiom of choice, every vector space admits a norm but have you an explicit formula on  $\mathcal{C}^0(\mathbb{R},\mathbb{R})$?  A related question is: Can we proved that $\mathcal{C}^0(\mathbb{R},\mathbb{R})$ has a norm without the axiom of choice? Will Windows 10's reset delete my Linux partitions? I want to use the "reset my PC" feature of Windows 10 to wipe the data on my Windows partition. But I have also a Linux system installed, which I want to keep.  Will Windows 10's full reset wipe all my disk, or just Windows's partitions ? I'm having a bit of a trouble with the below question     Given $G$ is an undirected graph, the degree of a vertex $v$, denoted by $\mathrm{deg}(v)$, in graph $G$ is the number of neighbors of $v$.   Prove that the number of vertices of odd degree in any graph $G$ is even. Convergence $I=\int_0^\infty \frac{\sin x}{x^s}dx$ Hi I am trying to find out for what values of the real parameter does the integral $$ I=\int_0^\infty \frac{\sin x}{x^s}dx $$ (a) convergent and (b) absolutely convergent.     I know that the integral is convergent if $s=1$ since $$ \int_0^\infty \frac{\sin x}{x}dx=\frac{\pi}{2}. $$ For $s=0$ it is easy to see divergent integral since $\int_0^\infty \sin x\, dx$ is divergent.  However I am stuck on figuring out when it is convergent AND or absolutely convergent.  I know to check for absolute convergence I can determine for an arbitrary series $\sum_{n=0}^\infty a_n$ by considering $$ \sum_{n=0}^\infty |a_n|. $$ If it helps also $$\sin x=\sum_{n=0}^\infty \frac{(-1)^{2n+1}}{(2n+1)!} {x^{2n+1}}$$. Thank you all How to make Stack Overflow tell you about a new question with certain tag(s) the second it is asked? I was watching the  tutorial by Andrew Price and I was able to follow along in Cycles until I hit the part where he mixes the day and night materials together so that the lights show up on the "dark side" of the earth.  How can I recreate this effect in cycles? I thought I could use the ray information to tell me if there was incoming light but I've found no such node to give me this information. Questions with mathjax don't fit in the box This bug is intermittent, only showing up on some answers, but not others.  Sometimes, posts that have mathjax equations expand the math, but don't resize the text box, cutting off some text on the bottom.  Note that this is on the IOS public beta, so that may partially have caused the problem.     App Version: 1.5.3.5 Device: iPhone 5s (GSM) OS Version: Version 10.0 (Build 14A5322e) Integrable - martingale Suppose $X_{n}^{(1)}$ and $X_{n}^{(2)}$ are martingales w.r.t. a filtration $F_{n}$. I have do determine whether $Z_{n}=e^{X_{n}^{1}+X_{n}^{2}}$ is a martingale, submartingale or supermartingale. I thought that because $X_{n}^{1}+X_{n}^{2}$ is a martingale I can use Jensen to say that $E[Z_{n}|F_{n-1}]\geq e^{E(X_{n}^{(1)}+X_{n}^{(2)}|F_{n-1})}=Z_{n-1}$. But I have to check whether $Z_{n}$ is integrable and I don't know how. MVC DateTime binding with incorrect date format Example 4.21 in Baby Rudin: Why is the inverse of this function not continuous at this point? Here's Theorem 4.17 in the book Principles of Mathematical Analysis by Walter Rudin, 3rd edition:      Suppose $f$ is a continuous 1-1 mapping of a compact metric space $X$ onto a metric space $Y$. Then the inverse mapping $f^{-1}$ defined on $Y$ by $$ f^{-1}( f(x) ) = x \ \ \ \ \ \ \ ( x \in X ) $$ is a continuous mapping of $Y$ onto $X$.    Now in Example 4.21 Rudin illustrates that compactness of $X$ is essential in Theorem 4.17.   So here is Example 4.21:   Let $X$ be the half open interval $[0, 2 \pi )$ on the real line, and let $\mathbf{f}$ be the mapping of $X$ onto the circle $Y$ consisting of all points whose distance from the origin is $1$, given by $$ \mathbf{f}(t) = ( \cos t, \sin t ) \ \ \ \ \ \ ( 0 \leq t &lt; 2 \pi). $$ Then this function $\mathbf{f}$ is of course continuous and injective. But Rudin asserts that the inverse function is discontinuous at the point $(1, 0) = \mathbf{f}(0)$. How to demonstrate this fact rigorously?  So far in the book, Rudin has not discussed the functions $\cos$ and $\sin$. So can we come up with an example that uses only what Rudin has discussed? Is there an easy way of getting the charset and collation of the DB tables in WordPress without resorting to SQL queries? SQL Server - Combining OUTER and INNER joins I have 3 tables and I have to inner join Table A with Table B but a left outer between Table A and Table C.   Can I combine outer and inner join in the same query? I can nest queries and attain the desired result but I am unable to do both the joins in the same query. It appears that in other SQL languages, the order of joining is important. Is this the case in SQL Server as well?    Ok, here's the scenario.  Consider 3 tables. Table A, Table F, Table D.  I will need the recordset to contain all rows in D irrespective of whether it exists in F (after it's inner joined with A). So, a outer join comes to mind. What I would need is:   First do a inner join between A and F to get a set (this may be a null set) Then do a outer join with the recordset in (1) with D I try to understand and visualize myself covariance matrix. Supposing I have a matrix A = [ 2 3 4; 5 5 6 ], how do I calculate its covariance matrix, and what is its practical meaning? (All I was able to understand by now is that on the diagonal of the covariance matrix, variances for particular variables are placed, and on the upper and lower fields correlations between those variables.) Redirect all subsequent commands' stderr using exec I wanted to align a set of equations to left. I found on the Internet that you can do it easily with align* environment.   I found it here:   So I did it:  \begin{align*}  f(b)-f(a)=&amp;f((b_1,b_2,\dots,b_k))-f((a_1,a_2,\dots,a_k))=\ &amp;=\sum_{i=1}^{k}[f((a_1,\dots,a_{i-1},b_i,\dots, b_k))-f((a_1,\dots,a_i,b_{i+1},\dots, b_k))  \end{align*}   Unfortunately, I got bunch of red errors saying that there are missing $s. Why? Doesn't that align* environment provide a math environment already? What is meant by a continuous-time white noise process? Mboxcox, interpreting difficult regressions Mboxcox in Stata suggests transforming my variables using a power of 0.1 for the independent variable, and 0.4 for the dependent variable.  I have run the model, and it fixes problems associated with the assumptions of OLS. But certainly, it complicates matters in terms of interpretations.  Please outline possible interpretations and solutions.  Dependent variable is in millions of dollars, and independent variables are number of years.  and a number of dummies which do not require transformation.