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A one-dimensional map whose increments are distributed according to a normal distribution. Let y(t-Deltat) and y(t+Deltat) be values, then their correlation is given by the ...

Elliptic rational functions R_n(xi,x) are a special class of rational functions that have nice properties for approximating other functions over the interval x in [-1,1]. In ...

Given 2n-1 numbers a_k, where k=-n+1, ..., -1, 0, 1, ..., n-1, a Toeplitz matrix is a matrix which has constant values along negative-sloping diagonals, i.e., a matrix of the ...

Differential Equations

Doob (1996) defines a stochastic process as a family of random variables {x(t,-),t in J} from some probability space (S,S,P) into a state space (S^',S^'). Here, J is the ...

The process of taking the complement of a set or truth function. In the latter case, complementation is equivalent to the NOT operation.

A table made by subtracting adjacent entries in a sequence, then repeating the process with those numbers.

The process of computing or obtaining an integral. A more archaic term for integration is quadrature.

Vector subtraction is the process of taking a vector difference, and is the inverse operation to vector addition.

The probability law on the space of continuous functions g with g(0)=0, induced by the Wiener process.