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A real-valued stochastic process {B(t):t>=0} is a Brownian motion which starts at x in R if the following properties are satisfied: 1. B(0)=x. 2. For all times ...

Let X and Y be Banach spaces and let f:X->Y be a function between them. f is said to be Gâteaux differentiable if there exists an operator T_x:X->Y such that, for all v in X, ...

The symbol o(x), pronounced "little-O of x," is one of the Landau symbols and is used to symbolically express the asymptotic behavior of a given function. In particular, if n ...

(Bailey 1935, p. 25), where _7F_6(a_1,...,a_7;b_1,...,b_6) and _4F_3(a_1,...,a_4;b_1,b_2,b_3) are generalized hypergeometric functions with argument z=1 and Gamma(z) is the ...

The Mills ratio is defined as m(x) = 1/(h(x)) (1) = (S(x))/(P(x)) (2) = (1-D(x))/(P(x)), (3) where h(x) is the hazard function, S(x) is the survival function, P(x) is the ...

In 1979, Conway and Norton discovered an unexpected intimate connection between the monster group M and the j-function. The Fourier expansion of j(tau) is given by (1) (OEIS ...

A uniform distribution, sometimes also known as a rectangular distribution, is a distribution that has constant probability. The probability density function and cumulative ...

The antilaplacian of u with respect to x is a function whose Laplacian with respect to x equals u. The antilaplacian is never unique.

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

The function f(beta,z)|->z^((1+cosbeta+isinbeta)/2), illustrated above for beta=0.4.