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A transcendental number is a (possibly complex) number that is not the root of any integer polynomial, meaning that it is not an algebraic number of any degree. Every real ...

Convergents of the pi continued fractions are the simplest approximants to pi. The first few are given by 3, 22/7, 333/106, 355/113, 103993/33102, 104348/33215, ... (OEIS ...

A wavelet used in multiresolution representation to analyze the information content of images. The wavelet is defined by ...

A determinant appearing in Padé approximant identities: C_(r/s)=|a_(r-s+1) a_(r-s+2) ... a_r; | | ... |; a_r a_(r+1) ... a_(r+s-1)|.

The Remez algorithm (Remez 1934), also called the Remez exchange algorithm, is an application of the Chebyshev alternation theorem that constructs the polynomial of best ...

Let W(u) be a Wiener process. Then where V_t=f(W(t),tau) for 0<=tau=T-t<=T, and f in C^(2,1)((0,infty)×[0,T]). Note that while Ito's lemma was proved by Kiyoshi Ito (also ...

A random process whose future probabilities are determined by its most recent values. A stochastic process x(t) is called Markov if for every n and t_1<t_2...<t_n, we have ...

The term "transition matrix" is used in a number of different contexts in mathematics. In linear algebra, it is sometimes used to mean a change of coordinates matrix. In the ...

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 ...

A continuous-time stochastic process W(t) for t>=0 with W(0)=0 and such that the increment W(t)-W(s) is Gaussian with mean 0 and variance t-s for any 0<=s<t, and increments ...