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The mean square displacement (MSD) of a set of N displacements x_n is given by <|x|^2>=sum_(k=1)^N|x_k|^2. It arises particularly in Brownian motion and random walk problems. ...

A random closed set (RACS) in R^d is a measurable function from a probability space (Omega,A,P) into (F,Sigma) where F is the collection of all closed subsets of R^d and ...

Consider the Fibonacci-like recurrence a_n=+/-a_(n-1)+/-a_(n-2), (1) where a_0=0, a_1=1, and each sign is chosen independently and at random with probability 1/2. ...

A limiting value of a holonomic function near a singular point. Holonomic constants include Apéry's constant, Catalan's constant, Pólya's random walk constants for d>2, and ...

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 ...

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 ...

An approach for the calculation of a Gröbner basis into several smaller computations following a path in the Gröbner fan of the ideal generated by the system of inequalities.

A sequence of random variates X_0, X_1, ... with finite means such that the conditional expectation of X_(n+1) given X_0, X_1, X_2, ..., X_n is equal to X_n, i.e., ...

Let S_n be the set of permutations of {1, 2, ..., n}, and let sigma_t be the continuous time random walk on S_n that results when randomly chosen transpositions are performed ...

A simple path is a path which is a simple curve. More precisely, a continuous mapping gamma:[a,b]->C^0 is a simple path if it has no self-intersections. Here, C^0 denotes the ...