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The study of random geometric structures. Stochastic geometry leads to modelling and analysis tools such as Monte carlo methods.

A doubly stochastic matrix is a matrix A=(a_(ij)) such that a_(ij)>=0 and sum_(i)a_(ij)=sum_(j)a_(ij)=1 is some field for all i and j. In other words, both the matrix itself ...

A stochastic approximation method that functions by placing conditions on iterative step sizes and whose convergence is guaranteed under mild conditions. However, the method ...

The Benney equation in 1+1 dimensions is the nonlinear partial differential equation ...

The equation f(x_n|x_s)=int_(-infty)^inftyf(x_n|x_r)f(x_r|x_s)dx_r which gives the transitional densities of a Markov sequence. Here, n>r>s are any integers (Papoulis 1984, ...

The Rabinovich-Fabrikant equation is the set of coupled linear ordinary differential equations given by x^. = y(z-1+x^2)+gammax (1) y^. = x(3z+1-x^2)+gammay (2) z^. = ...

An indicial equation, also called a characteristic equation, is a recurrence equation obtained during application of the Frobenius method of solving a second-order ordinary ...

A differential equation is an equation that involves the derivatives of a function as well as the function itself. If partial derivatives are involved, the equation is called ...

An equation of the form f(x)=b (mod m), (1) where the values of 0<=x<m for which the equation holds are sought. Such an equation may have none, one, or many solutions. There ...

An equation or formula involving transcendental functions.