Search results
Results from the WOW.Com Content Network
The order in probability notation is used in probability theory and statistical theory in direct parallel to the big O notation that is standard in mathematics.Where the big O notation deals with the convergence of sequences or sets of ordinary numbers, the order in probability notation deals with convergence of sets of random variables, where convergence is in the sense of convergence in ...
The word "bounded" makes no sense in a general topological space without a corresponding metric. Boundary is a distinct concept; for example, a circle (not to be confused with a disk) in isolation is a boundaryless bounded set, while the half plane is unbounded yet has a boundary. A bounded set is not necessarily a closed set and vice
When interpreted as time, if the index set of a stochastic process has a finite or countable number of elements, such as a finite set of numbers, the set of integers, or the natural numbers, then the stochastic process is said to be in discrete time. [54] [55] If the index set is some interval of the real line, then time is said to be continuous.
In mathematics, the theory of stochastic processes is an important contribution to probability theory, [29] and continues to be an active topic of research for both theory and applications. [30] [31] [32] The word stochastic is used to describe other terms and objects in mathematics.
Let be a domain (an open and connected set) in .Let be the Laplace operator, let be a bounded function on the boundary, and consider the problem: {() =, = (),It can be shown that if a solution exists, then () is the expected value of () at the (random) first exit point from for a canonical Brownian motion starting at .
The same concepts are known in more general mathematics as stochastic convergence and they formalize the idea that certain properties of a sequence of essentially random or unpredictable events can sometimes be expected to settle down into a behavior that is essentially unchanging when items far enough into the sequence are studied. The ...
The collection of all bounded sets on a topological vector space is called the von Neumann bornology or the (canonical) bornology of .. A base or fundamental system of bounded sets of is a set of bounded subsets of such that every bounded subset of is a subset of some . [1] The set of all bounded subsets of trivially forms a fundamental system of bounded sets of .
In measure theory Prokhorov's theorem relates tightness of measures to relative compactness (and hence weak convergence) in the space of probability measures.It is credited to the Soviet mathematician Yuri Vasilyevich Prokhorov, who considered probability measures on complete separable metric spaces.