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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 ...

If f(omega) is square integrable over the real omega-axis, then any one of the following implies the other two: 1. The Fourier transform F(t)=F_omega[f(omega)](t) is 0 for ...

The triangle function is the function Lambda(x) = {0 |x|>=1; 1-|x| |x|<1 (1) = Pi(x)*Pi(x) (2) = Pi(x)*H(x+1/2)-Pi(x)*H(x-1/2), (3) where Pi(x) is the rectangle function, ...

A vector field is a map f:R^n|->R^n that assigns each x a vector f(x). Several vector fields are illustrated above. A vector field is uniquely specified by giving its ...

Given a topological vector space X and a neighborhood V of 0 in X, the polar K=K(V) of V is defined to be the set K(V)={Lambda in X^*:|Lambdax|<=1 for every x in V} and where ...

The vector triple product identity is also known as the BAC-CAB identity, and can be written in the form Ax(BxC) = B(A·C)-C(A·B) (1) (AxB)xC = -Cx(AxB) (2) = -A(B·C)+B(A·C). ...

Let X=(X,tau) be a topological vector space whose continuous dual X^* may or may not separate points (i.e., may or may not be T2). The weak-* (pronounced "weak star") ...

Let X=(X,tau) be a topological vector space whose continuous dual X^* separates points (i.e., is T2). The weak topology tau_w on X is defined to be the coarsest/weakest ...

The Weibull distribution is given by P(x) = alphabeta^(-alpha)x^(alpha-1)e^(-(x/beta)^alpha) (1) D(x) = 1-e^(-(x/beta)^alpha) (2) for x in [0,infty), and is implemented in ...

A sequence of uncorrelated numbers alpha_n developed by Wiener (1926-1927). The numbers are constructed by beginning with {1,-1}, (1) then forming the outer product with ...