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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 ...

Differential entropy differs from normal or absolute entropy in that the random variable need not be discrete. Given a continuous random variable X with a probability density ...

Given a circle expressed in trilinear coordinates by a central circle is a circle such that l:m:n is a triangle center and k is a homogeneous function that is symmetric in ...

An ordinary differential equation (frequently called an "ODE," "diff eq," or "diffy Q") is an equality involving a function and its derivatives. An ODE of order n is an ...

A column-convex polyomino is a self-avoiding convex polyomino such that the intersection of any vertical line with the polyomino has at most two connected components. ...

The nth subfactorial (also called the derangement number; Goulden and Jackson 1983, p. 48; Graham et al. 2003, p. 1050) is the number of permutations of n objects in which no ...

The Wallis formula follows from the infinite product representation of the sine sinx=xproduct_(n=1)^infty(1-(x^2)/(pi^2n^2)). (1) Taking x=pi/2 gives ...

The alternating factorial is defined as the sum of consecutive factorials with alternating signs, a(n)=sum_(k=1)^n(-1)^(n-k)k!. (1) They can be given in closed form as ...

The quantities obtained from cubic, hexagonal, etc., lattice sums, evaluated at s=1, are called Madelung constants. For cubic lattice sums ...

Plouffe's constants are numbers arising in summations of series related to r_n=f(2^n) where f is a trigonometric function. Define the Iverson bracket function rho(x)={1 for ...