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A marked point process with mark space E is a double sequence (T,Y)=((T_n)_(n>=1),(Y_n)_(n>=1)) of R^^^+-valued random variables and E^_-valued random variables Y_n defined ...

Formulas obtained from differentiating Newton's forward difference formula, where R_n^'=h^nf^((n+1))(xi)d/(dp)(p; n+1)+h^(n+1)(p; n+1)d/(dx)f^((n+1))(xi), (n; k) is a ...

An algorithm which constructs allowed mathematical statements from simple ingredients.

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 ...

The Diophantine equation x^2+y^2+z^2=3xyz. The Markov numbers m are the union of the solutions (x,y,z) to this equation and are related to Lagrange numbers.

A type I move (conjugation) takes AB->BA for A, B in B_n where B_n is a braid group. A type II move (stabilization) takes A->Ab_n or A->Ab_n^(-1) for A in B_n, and b_n, Ab_n, ...

The Markov numbers m are the union of the solutions (x,y,z) to the Markov equation x^2+y^2+z^2=3xyz, (1) and are related to Lagrange numbers L_n by L_n=sqrt(9-4/(m^2)). (2) ...

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 ...

A sequence X_1, X_2, ... of random variates is called Markov (or Markoff) if, for any n, F(X_n|X_(n-1),X_(n-2),...,X_1)=F(X_n|X_(n-1)), i.e., if the conditional distribution ...

A spectrum containing the real numbers larger than Freiman's constant.