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The probability law on the space of continuous functions g with g(0)=0, induced by the Wiener process.

A Markov chain is collection of random variables {X_t} (where the index t runs through 0, 1, ...) having the property that, given the present, the future is conditionally ...

Any method which solves a problem by generating suitable random numbers and observing that fraction of the numbers obeying some property or properties. The method is useful ...

A direct search method of optimization that works moderately well for stochastic problems. It is based on evaluating a function at the vertices of a simplex, then iteratively ...

An error which is superimposed on top of a true signal. Noise may be random or systematic. Noise can be greatly reduced by transmitting signals digitally instead of in analog ...

Quasi-Monte Carlo integration is a method of numerical integration that operates in the same way as Monte Carlo integration, but instead uses sequences of quasirandom numbers ...

An algorithm similar to Neville's algorithm for constructing the Lagrange interpolating polynomial. Let f(x|x_0,x_1,...,x_k) be the unique polynomial of kth polynomial order ...

A B-spline is a generalization of the Bézier curve. Let a vector known as the knot vector be defined T={t_0,t_1,...,t_m}, (1) where T is a nondecreasing sequence with t_i in ...

If f has no spectrum in [-lambda,lambda], then ||f||_infty<=pi/(2lambda)||f^'||_infty (1) (Bohr 1935). A related inequality states that if A_k is the class of functions such ...

An algorithm which finds rational function extrapolations of the form R_(i(i+1)...(i+m))=(P_mu(x))/(P_nu(x))=(p_0+p_1x+...+p_mux^mu)/(q_0+q_1x+...+q_nux^nu) and can be used ...