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The ratio X/Y of independent normally distributed variates with zero mean is distributed with a Cauchy distribution. This can be seen as follows. Let X and Y both have mean 0 ...

Consider the sequence {x_n}_(n=0)^infty defined by x_0=1 and x_(n+1)=[3/2x_n], where [z] is the ceiling function. For n=0, 1, ..., the first few terms are 1, 2, 3, 5, 8, 12, ...

The probability Q_delta that a random sample from an infinite normally distributed universe will have a mean m within a distance |delta| of the mean mu of the universe is ...

Quinn et al. (2007) investigated a class of N coupled oscillators whose bifurcation phase offset had a conjectured asymptotic behavior of sinphi∼1-c_1/N, with an experimental ...

The quintuple product identity, also called the Watson quintuple product identity, states (1) It can also be written (2) or (3) The quintuple product identity can be written ...

R(p,tau)=int_(-infty)^inftyint_(-infty)^inftyf(x,y)delta[y-(tau+px)]dydx, (1) where f(x,y)={1 for x,y in [-a,a]; 0 otherwise (2) and ...

A recurrence plot is defined as a plot of the quantity R(t,tau)=H(epsilon-||f(t)-f(tau)||), where H(x) is the Heaviside step function and ||f|| denotes a norm. A recurrence ...

An analytic function f(z) whose Laurent series is given by f(z)=sum_(n=-infty)^inftya_n(z-z_0)^n, (1) can be integrated term by term using a closed contour gamma encircling ...

The time required for a given principal to double (assuming n=1 conversion period) for compound interest is given by solving 2P=P(1+r)^t, (1) or t=(ln2)/(ln(1+r)), (2) where ...

The S distribution is defined in terms of its distribution function F(x) as the solution to the initial value problem (dF)/(dx)=alpha(F^g-F^h), where F(x_0)=F_0 (Savageau ...