In particle physics, the Dirac equation is a relativistic wave equation derived by British physicist Paul Dirac in 1928. In its free form, or including electromagnetic interactions, it describes all spin-1⁄2 massive particles, called "Dirac particles", such as electrons and quarks for which parity is a symmetry. It is consistent with both the principles of quantum mechanics and the theory of special relativity, and was the first theory to account fully for special relativity in the context of quantum mechanics. It was validated by accounting for the fine structure of the hydrogen spectrum in a completely rigorous way.
In physics, a Langevin equation is a stochastic differential equation describing how a system evolves when subjected to a combination of deterministic and fluctuating ("random") forces. The dependent variables in a Langevin equation typically are collective (macroscopic) variables changing only slowly in comparison to the other (microscopic) variables of the system. The fast (microscopic) variables are responsible for the stochastic nature of the Langevin equation. One application is to Brownian motion, which models the fluctuating motion of a small particle in a fluid.
In statistical mechanics and information theory, the Fokker–Planck equation is a partial differential equation that describes the time evolution of the probability density function of the velocity of a particle under the influence of drag forces and random forces, as in Brownian motion. The equation can be generalized to other observables as well. The Fokker-Planck equation has multiple applications in information theory, graph theory, data science, finance, economics etc.
In mathematics, Itô's lemma or Itô's formula is an identity used in Itô calculus to find the differential of a time-dependent function of a stochastic process. It serves as the stochastic calculus counterpart of the chain rule. It can be heuristically derived by forming the Taylor series expansion of the function up to its second derivatives and retaining terms up to first order in the time increment and second order in the Wiener process increment. The lemma is widely employed in mathematical finance, and its best known application is in the derivation of the Black–Scholes equation for option values.
In mathematics, the Hodge star operator or Hodge star is a linear map defined on the exterior algebra of a finite-dimensional oriented vector space endowed with a nondegenerate symmetric bilinear form. Applying the operator to an element of the algebra produces the Hodge dual of the element. This map was introduced by W. V. D. Hodge.
In probability and statistics, an exponential family is a parametric set of probability distributions of a certain form, specified below. This special form is chosen for mathematical convenience, including the enabling of the user to calculate expectations, covariances using differentiation based on some useful algebraic properties, as well as for generality, as exponential families are in a sense very natural sets of distributions to consider. The term exponential class is sometimes used in place of "exponential family", or the older term Koopman–Darmois family. Sometimes loosely referred to as "the" exponential family, this class of distributions is distinct because they all possess a variety of desirable properties, most importantly the existence of a sufficient statistic.
In physics, the Polyakov action is an action of the two-dimensional conformal field theory describing the worldsheet of a string in string theory. It was introduced by Stanley Deser and Bruno Zumino and independently by L. Brink, P. Di Vecchia and P. S. Howe in 1976, and has become associated with Alexander Polyakov after he made use of it in quantizing the string in 1981. The action reads:
A stochastic differential equation (SDE) is a differential equation in which one or more of the terms is a stochastic process, resulting in a solution which is also a stochastic process. SDEs have many applications throughout pure mathematics and are used to model various behaviours of stochastic models such as stock prices, random growth models or physical systems that are subjected to thermal fluctuations.
In differential geometry, the four-gradient is the four-vector analogue of the gradient from vector calculus.
In physics, the Majorana equation is a relativistic wave equation. It is named after the Italian physicist Ettore Majorana, who proposed it in 1937 as a means of describing fermions that are their own antiparticle. Particles corresponding to this equation are termed Majorana particles, although that term now has a more expansive meaning, referring to any fermionic particle that is its own anti-particle.
In differential geometry and mathematical physics, a spin connection is a connection on a spinor bundle. It is induced, in a canonical manner, from the affine connection. It can also be regarded as the gauge field generated by local Lorentz transformations. In some canonical formulations of general relativity, a spin connection is defined on spatial slices and can also be regarded as the gauge field generated by local rotations.
In theoretical physics, a source field is a background field coupled to the original field as
The covariant formulation of classical electromagnetism refers to ways of writing the laws of classical electromagnetism in a form that is manifestly invariant under Lorentz transformations, in the formalism of special relativity using rectilinear inertial coordinate systems. These expressions both make it simple to prove that the laws of classical electromagnetism take the same form in any inertial coordinate system, and also provide a way to translate the fields and forces from one frame to another. However, this is not as general as Maxwell's equations in curved spacetime or non-rectilinear coordinate systems.
In physics, Maxwell's equations in curved spacetime govern the dynamics of the electromagnetic field in curved spacetime or where one uses an arbitrary coordinate system. These equations can be viewed as a generalization of the vacuum Maxwell's equations which are normally formulated in the local coordinates of flat spacetime. But because general relativity dictates that the presence of electromagnetic fields induce curvature in spacetime, Maxwell's equations in flat spacetime should be viewed as a convenient approximation.
In the theory of stochastic processes, filtering describes the problem of determining the state of a system from an incomplete and potentially noisy set of observations. While originally motivated by problems in engineering, filtering found applications in many fields from signal processing to finance.
In mathematics, the spectral theory of ordinary differential equations is the part of spectral theory concerned with the determination of the spectrum and eigenfunction expansion associated with a linear ordinary differential equation. In his dissertation, Hermann Weyl generalized the classical Sturm–Liouville theory on a finite closed interval to second order differential operators with singularities at the endpoints of the interval, possibly semi-infinite or infinite. Unlike the classical case, the spectrum may no longer consist of just a countable set of eigenvalues, but may also contain a continuous part. In this case the eigenfunction expansion involves an integral over the continuous part with respect to a spectral measure, given by the Titchmarsh–Kodaira formula. The theory was put in its final simplified form for singular differential equations of even degree by Kodaira and others, using von Neumann's spectral theorem. It has had important applications in quantum mechanics, operator theory and harmonic analysis on semisimple Lie groups.
In physics, particularly in quantum field theory, the Weyl equation is a relativistic wave equation for describing massless spin-1/2 particles called Weyl fermions. The equation is named after Hermann Weyl. The Weyl fermions are one of the three possible types of elementary fermions, the other two being the Dirac and the Majorana fermions.
In theoretical physics, relativistic Lagrangian mechanics is Lagrangian mechanics applied in the context of special relativity and general relativity.
Exponential Tilting (ET), Exponential Twisting, or Exponential Change of Measure (ECM) is a distribution shifting technique used in many parts of mathematics. The different exponential tiltings of a random variable is known as the natural exponential family of .
The GHK algorithm is an importance sampling method for simulating choice probabilities in the multivariate probit model. These simulated probabilities can be used to recover parameter estimates from the maximized likelihood equation using any one of the usual well known maximization methods. Train has well documented steps for implementing this algorithm for a multinomial probit model. What follows here will apply to the binary multivariate probit model.
