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Symbolically, this process can be expressed by the following differential equation, where N is the quantity and λ is a positive rate called the exponential decay constant, disintegration constant, [1] rate constant, [2] or transformation constant: [3]
Euler's formula is ubiquitous in mathematics, physics, chemistry, and engineering. The physicist Richard Feynman called the equation "our jewel" and "the most remarkable formula in mathematics". [2] When x = π, Euler's formula may be rewritten as e iπ + 1 = 0 or e iπ = −1, which is known as Euler's identity.
First order LTI systems are characterized by the differential equation + = where τ represents the exponential decay constant and V is a function of time t = (). The right-hand side is the forcing function f(t) describing an external driving function of time, which can be regarded as the system input, to which V(t) is the response, or system output.
In probability theory and statistics, the exponential distribution or negative exponential distribution is the probability distribution of the distance between events in a Poisson point process, i.e., a process in which events occur continuously and independently at a constant average rate; the distance parameter could be any meaningful mono-dimensional measure of the process, such as time ...
In nuclear physics, the Bateman equation is a mathematical model describing abundances and activities in a decay chain as a function of time, based on the decay rates and initial abundances. The model was formulated by Ernest Rutherford in 1905 [ 1 ] and the analytical solution was provided by Harry Bateman in 1910.
In particle physics, particle decay is the spontaneous process of one unstable subatomic particle transforming into multiple other particles. The particles created in this process (the final state ) must each be less massive than the original, although the total mass of the system must be conserved.
There are several closely related functions called Jacobi theta functions, and many different and incompatible systems of notation for them. One Jacobi theta function (named after Carl Gustav Jacob Jacobi) is a function defined for two complex variables z and τ, where z can be any complex number and τ is the half-period ratio, confined to the upper half-plane, which means it has a positive ...
The equation states that over any infinitesimal time interval the loss from theta and the gain from the gamma term must offset each other so that the result is a return at the riskless rate. From the viewpoint of the option issuer, e.g. an investment bank, the gamma term is the cost of hedging the option.