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Random walk trajectories which are composed of self-similar jumps. They are described by the Lévy distribution.

A sequence X_1, X_2, ... of random variates is called Markov (or Markoff) if, for any n, F(X_n|X_(n-1),X_(n-2),...,X_1)=F(X_n|X_(n-1)), i.e., if the conditional distribution ...

A square integrable function phi(t) is said to be normal if int[phi(t)]^2dt=1. However, the normal distribution function is also sometimes called "the normal function."

Evans et al. (2000, p. 6) use the unfortunate term "probability domain" to refer to the range of the distribution function of a probability density function. For a continuous ...

alpha(x) = 1/(sqrt(2pi))int_(-x)^xe^(-t^2/2)dt (1) = sqrt(2/pi)int_0^xe^(-t^2/2)dt (2) = 2Phi(x) (3) = erf(x/(sqrt(2))), (4) where Phi(x) is the normal distribution function ...

There are a number of functions in mathematics denoted with upper or lower case Qs. 1. The nome q. 2. A prefix denoting q-analogs and q-series. 3. Q_n or q_n with n=0, 1, 2, ...

The cumulative frequency in a frequency distribution divided by the total number of data points.

The ratio of the absolute frequency to the total number of data points in a frequency distribution.

Surrogate data are artificially generated data which mimic statistical properties of real data. Isospectral surrogates have identical power spectra as real data but with ...

The tail of a vector AB^-> is the initial point A, i.e., the point at which the vector originates. The tails of a statistical distribution with probability density function ...