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For a fractal process with values y(t-Deltat) and y(t+Deltat), the correlation between these two values is given by the Brown function r=2^(2H-1)-1, also known as the ...

Exponentiation is the process of taking a quantity b (the base) to the power of another quantity e (the exponent). This operation most commonly denoted b^e. In TeX, the ...

Let W(u) be a Wiener process. Then where V_t=f(W(t),tau) for 0<=tau=T-t<=T, and f in C^(2,1)((0,infty)×[0,T]). Note that while Ito's lemma was proved by Kiyoshi Ito (also ...

A slightly archaic term for a computer-generated random number. The prefix pseudo- is used to distinguish this type of number from a "truly" random number generated by a ...

The process of approximating a quantity, be it for convenience or, as in the case of numerical computations, of necessity. If rounding is performed on each of a series of ...

A process of successively crossing out members of a list according to a set of rules such that only some remain. The best known sieve is the sieve of Eratosthenes for ...

A riffle shuffle, also called the Faro shuffle, is a shuffle in which a deck of 2n cards is divided into two halves. The top half of the deck is placed in the left hand, and ...

The bead-sorting algorithm orders a list of a positive integers increasingly by representing numbers as a list of a 1s, where each 1 stands for a bead. The k initial integers ...

In continuum percolation theory, the Boolean-Poisson model is a Boolean model driven by a stationary point process X which is a Poisson process. The Boolean-Poisson model is ...

A busy beaver is an n-state, 2-color Turing machine which writes a maximum number Sigma(n) of 1s before halting (Rado 1962; Lin and Rado 1965; Shallit 1998). Alternatively, ...