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Wick Product
In probability theory, the Wick product, named for Italian physicist Gian-Carlo Wick, is a particular way of defining an adjusted product of a set of random variables. In the lowest order product the adjustment corresponds to subtracting off the mean value, to leave a result whose mean is zero. For the higher-order products the adjustment involves subtracting off lower order (ordinary) products of the random variables, in a symmetric way, again leaving a result whose mean is zero. The Wick product is a polynomial function of the random variables, their expected values, and expected values of their products. The definition of the Wick product immediately leads to the Wick power of a single random variable, and this allows analogues of other functions of random variables to be defined on the basis of replacing the ordinary powers in a power series expansion by the Wick powers. The Wick powers of commonly-seen random variables can be expressed in terms of special functions such as ... [...More Info...] [...Related Items...] OR: [Wikipedia] [Google] [Baidu] |
Probability Theory
Probability theory or probability calculus is the branch of mathematics concerned with probability. Although there are several different probability interpretations, probability theory treats the concept in a rigorous mathematical manner by expressing it through a set of axioms of probability, axioms. Typically these axioms formalise probability in terms of a probability space, which assigns a measure (mathematics), measure taking values between 0 and 1, termed the probability measure, to a set of outcomes called the sample space. Any specified subset of the sample space is called an event (probability theory), event. Central subjects in probability theory include discrete and continuous random variables, probability distributions, and stochastic processes (which provide mathematical abstractions of determinism, non-deterministic or uncertain processes or measured Quantity, quantities that may either be single occurrences or evolve over time in a random fashion). Although it is no ... [...More Info...] [...Related Items...] OR: [Wikipedia] [Google] [Baidu] |
Gian-Carlo Wick
Gian Carlo Wick (15 October 1909 – 20 April 1992) was an Italian theoretical physicist who made important contributions to quantum field theory. The Wick rotation, Wick contraction, Wick's theorem, and the Wick product are named after him.Gian-Carlo Wick, October 15, 1909—April 20, 1992, Maurice Jacob biographical memoir, National Academies Press. Accessed online 6 October 2009. Life Gian Carlo Wick, first name "Gian Carlo", was born in in 1909. Wick's father was a Latinist and Greekist, and his mother, Barbara Allason (1877–196 ...[...More Info...] [...Related Items...] OR: [Wikipedia] [Google] [Baidu] |
Product (mathematics)
In mathematics, a product is the result of multiplication, or an expression that identifies objects (numbers or variables) to be multiplied, called ''factors''. For example, 21 is the product of 3 and 7 (the result of multiplication), and x\cdot (2+x) is the product of x and (2+x) (indicating that the two factors should be multiplied together). When one factor is an integer, the product is called a '' multiple''. The order in which real or complex numbers are multiplied has no bearing on the product; this is known as the ''commutative law'' of multiplication. When matrices or members of various other associative algebras are multiplied, the product usually depends on the order of the factors. Matrix multiplication, for example, is non-commutative, and so is multiplication in other algebras in general as well. There are many different kinds of products in mathematics: besides being able to multiply just numbers, polynomials or matrices, one can also define products on many di ... [...More Info...] [...Related Items...] OR: [Wikipedia] [Google] [Baidu] |
Random Variable
A random variable (also called random quantity, aleatory variable, or stochastic variable) is a Mathematics, mathematical formalization of a quantity or object which depends on randomness, random events. The term 'random variable' in its mathematical definition refers to neither randomness nor variability but instead is a mathematical function (mathematics), function in which * the Domain of a function, domain is the set of possible Outcome (probability), outcomes in a sample space (e.g. the set \ which are the possible upper sides of a flipped coin heads H or tails T as the result from tossing a coin); and * the Range of a function, range is a measurable space (e.g. corresponding to the domain above, the range might be the set \ if say heads H mapped to -1 and T mapped to 1). Typically, the range of a random variable is a subset of the Real number, real numbers. Informally, randomness typically represents some fundamental element of chance, such as in the roll of a dice, d ... [...More Info...] [...Related Items...] OR: [Wikipedia] [Google] [Baidu] |
Mean
A mean is a quantity representing the "center" of a collection of numbers and is intermediate to the extreme values of the set of numbers. There are several kinds of means (or "measures of central tendency") in mathematics, especially in statistics. Each attempts to summarize or typify a given group of data, illustrating the magnitude and sign of the data set. Which of these measures is most illuminating depends on what is being measured, and on context and purpose. The ''arithmetic mean'', also known as "arithmetic average", is the sum of the values divided by the number of values. The arithmetic mean of a set of numbers ''x''1, ''x''2, ..., x''n'' is typically denoted using an overhead bar, \bar. If the numbers are from observing a sample of a larger group, the arithmetic mean is termed the '' sample mean'' (\bar) to distinguish it from the group mean (or expected value) of the underlying distribution, denoted \mu or \mu_x. Outside probability and statistics, a wide rang ... [...More Info...] [...Related Items...] OR: [Wikipedia] [Google] [Baidu] |
Polynomial
In mathematics, a polynomial is a Expression (mathematics), mathematical expression consisting of indeterminate (variable), indeterminates (also called variable (mathematics), variables) and coefficients, that involves only the operations of addition, subtraction, multiplication and exponentiation to nonnegative integer powers, and has a finite number of terms. An example of a polynomial of a single indeterminate is . An example with three indeterminates is . Polynomials appear in many areas of mathematics and science. For example, they are used to form polynomial equations, which encode a wide range of problems, from elementary word problem (mathematics education), word problems to complicated scientific problems; they are used to define polynomial functions, which appear in settings ranging from basic chemistry and physics to economics and social science; and they are used in calculus and numerical analysis to approximate other functions. In advanced mathematics, polynomials are ... [...More Info...] [...Related Items...] OR: [Wikipedia] [Google] [Baidu] |
Expected Value
In probability theory, the expected value (also called expectation, expectancy, expectation operator, mathematical expectation, mean, expectation value, or first Moment (mathematics), moment) is a generalization of the weighted average. Informally, the expected value is the arithmetic mean, mean of the possible values a random variable can take, weighted by the probability of those outcomes. Since it is obtained through arithmetic, the expected value sometimes may not even be included in the sample data set; it is not the value you would expect to get in reality. The expected value of a random variable with a finite number of outcomes is a weighted average of all possible outcomes. In the case of a continuum of possible outcomes, the expectation is defined by Integral, integration. In the axiomatic foundation for probability provided by measure theory, the expectation is given by Lebesgue integration. The expected value of a random variable is often denoted by , , or , with a ... [...More Info...] [...Related Items...] OR: [Wikipedia] [Google] [Baidu] |
Power Series Expansion
In mathematics, a power series (in one variable) is an infinite series of the form \sum_^\infty a_n \left(x - c\right)^n = a_0 + a_1 (x - c) + a_2 (x - c)^2 + \dots where ''a_n'' represents the coefficient of the ''n''th term and ''c'' is a constant called the ''center'' of the series. Power series are useful in mathematical analysis, where they arise as Taylor series of infinitely differentiable functions. In fact, Borel's theorem implies that every power series is the Taylor series of some smooth function. In many situations, the center ''c'' is equal to zero, for instance for Maclaurin series. In such cases, the power series takes the simpler form \sum_^\infty a_n x^n = a_0 + a_1 x + a_2 x^2 + \dots. The partial sums of a power series are polynomials, the partial sums of the Taylor series of an analytic function are a sequence of converging polynomial approximations to the function at the center, and a converging power series can be seen as a kind of generalized polynomial ... [...More Info...] [...Related Items...] OR: [Wikipedia] [Google] [Baidu] |
Bernoulli Polynomial
In mathematics, the Bernoulli polynomials, named after Jacob Bernoulli, combine the Bernoulli numbers and binomial coefficients. They are used for series expansion of functions, and with the Euler–MacLaurin formula. These polynomials occur in the study of many special functions and, in particular, the Riemann zeta function and the Hurwitz zeta function. They are an Appell sequence (i.e. a Sheffer sequence for the ordinary derivative operator). For the Bernoulli polynomials, the number of crossings of the ''x''-axis in the unit interval does not go up with the degree. In the limit of large degree, they approach, when appropriately scaled, the sine and cosine functions. A similar set of polynomials, based on a generating function, is the family of Euler polynomials. Representations The Bernoulli polynomials ''B''''n'' can be defined by a generating function. They also admit a variety of derived representations. Generating functions The generating function for the Ber ... [...More Info...] [...Related Items...] OR: [Wikipedia] [Google] [Baidu] |
Hermite Polynomial
In mathematics, the Hermite polynomials are a classical orthogonal polynomial sequence. The polynomials arise in: * signal processing as Hermitian wavelets for wavelet transform analysis * probability, such as the Edgeworth series, as well as in connection with Brownian motion; * combinatorics, as an example of an Appell sequence, obeying the umbral calculus; * numerical analysis as Gaussian quadrature; * physics, where they give rise to the eigenstates of the quantum harmonic oscillator; and they also occur in some cases of the heat equation (when the term \beginxu_\end is present); * systems theory in connection with nonlinear operations on Gaussian noise. * random matrix theory in Gaussian ensembles. Hermite polynomials were defined by Pierre-Simon Laplace in 1810, though in scarcely recognizable form, and studied in detail by Pafnuty Chebyshev in 1859. Chebyshev's work was overlooked, and they were named later after Charles Hermite, who wrote on the polynomials in ... [...More Info...] [...Related Items...] OR: [Wikipedia] [Google] [Baidu] |
Moment (mathematics)
In mathematics, the moments of a function are certain quantitative measures related to the shape of the function's graph. If the function represents mass density, then the zeroth moment is the total mass, the first moment (normalized by total mass) is the center of mass, and the second moment is the moment of inertia. If the function is a probability distribution, then the first moment is the expected value, the second central moment is the variance, the third standardized moment is the skewness, and the fourth standardized moment is the kurtosis. For a distribution of mass or probability on a bounded interval, the collection of all the moments (of all orders, from to ) uniquely determines the distribution ( Hausdorff moment problem). The same is not true on unbounded intervals ( Hamburger moment problem). In the mid-nineteenth century, Pafnuty Chebyshev became the first person to think systematically in terms of the moments of random variables. Significance of th ... [...More Info...] [...Related Items...] OR: [Wikipedia] [Google] [Baidu] |
Empty Product
In mathematics, an empty product, or nullary product or vacuous product, is the result of multiplication, multiplying no factors. It is by convention equal to the multiplicative identity (assuming there is an identity for the multiplication operation in question), just as the empty sum—the result of addition, adding no numbers—is by convention 0, zero, or the additive identity. When numbers are implied, the empty product becomes 1, one. The term ''empty product'' is most often used in the above sense when discussing arithmetic operations. However, the term is sometimes employed when discussing Set theory, set-theoretic intersections, categorical products, and products in computer programming. Nullary arithmetic product Definition Let ''a''1, ''a''2, ''a''3, ... be a sequence of numbers, and let :P_m = \prod_^m a_i = a_1 \cdots a_m be the product of the first ''m'' elements of the sequence. Then :P_m = P_ a_m for all ''m'' = 1, 2, ... provided that we use the c ... [...More Info...] [...Related Items...] OR: [Wikipedia] [Google] [Baidu] |
