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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 ...

V_t=e^(-ytau)S_tN(d_1)-e^(-rtau)KN(d_2), where N is the cumulative normal distribution and d_1,d_2=(log((S_t)/K)+(r-y+/-1/2sigma^2)tau)/(sigmasqrt(tau)). If y=0, this is the ...

If x_1<x_2<...<x_n denote the zeros of p_n(x), there exist real numbers lambda_1,lambda_2,...,lambda_n such that ...

2^(30)=1024^3=1073741824 bytes. Although the term gigabyte is sometimes used to refer to 1024^3 bytes, such usage is deprecated in favor of the standard SI naming convention ...

Let Pi be a permutation of n elements, and let alpha_i be the number of permutation cycles of length i in this permutation. Picking Pi at random, it turns out that ...

The hazard function (also known as the failure rate, hazard rate, or force of mortality) h(x) is the ratio of the probability density function P(x) to the survival function ...

In a chain complex of modules ...->C_(i+1)->^(d_(i+1))C_i->^(d_i)C_(i-1)->..., the module B_i of i-boundaries is the image of d_(i+1). It is a submodule of C_i and is ...

A particular type of automorphism group which exists only for groups. For a group G, the inner automorphism group is defined by Inn(G)={sigma_a:a in G} subset Aut(G) where ...

The Jacobian of a linear net of curves of order n is a curve of order 3(n-1). It passes through all points common to all curves of the net. It is the locus of points where ...

A Jensen disk is a disk in the complex plane whose diameter joins complex conjugate roots of a polynomial (Trott 2004, p. 22).