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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 ...

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).

Lagrange's continued fraction theorem, proved by Lagrange in 1770, states that any positive quadratic surd sqrt(a) has a regular continued fraction which is periodic after ...

A lattice embedding is a one-to-one lattice homomorphism.