Search Results for ""

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 stationary point process X is said to drive a model of continuum percolation theory if one of the characterizing axioms of the model hinges on the existence of X. In this ...

A "law of large numbers" is one of several theorems expressing the idea that as the number of trials of a random process increases, the percentage difference between the ...

The so-called rule of three is an educational tool utilized historically to verbalize the process of solving basic linear equations with four terms where three of the terms ...

In continuum percolation theory, the Boolean-Poisson model is a Boolean model driven by a stationary point process X which is a Poisson process. The Boolean-Poisson model is ...

For a fractal process with values y(t-Deltat) and y(t+Deltat), the correlation between these two values is given by the Brown function r=2^(2H-1)-1, also known as the ...

Exponentiation is the process of taking a quantity b (the base) to the power of another quantity e (the exponent). This operation most commonly denoted b^e. In TeX, the ...

A slightly archaic term for a computer-generated random number. The prefix pseudo- is used to distinguish this type of number from a "truly" random number generated by a ...

The bead-sorting algorithm orders a list of a positive integers increasingly by representing numbers as a list of a 1s, where each 1 stands for a bead. The k initial integers ...

The disk model is the standard Boolean-Poisson model in two-dimensional continuum percolation theory. In particular, the disk model is characterized by the existence of a ...