The Cauchy distribution, named after Augustin Cauchy, is a continuous probability distribution. It is also known, especially among physicists, as the Lorentz distribution, Cauchy–Lorentz distribution, Lorentz(ian) function, or Breit–Wigner distribution. The Cauchy distribution is the distribution of the x-intercept of a ray issuing from with a uniformly distributed angle. It is also the distribution of the ratio of two independent normally distributed random variables with mean zero.
In mathematics, the gamma function is one commonly used extension of the factorial function to complex numbers. The gamma function is defined for all complex numbers except the non-positive integers. For every positive integer n,
The Riemann zeta function or Euler–Riemann zeta function, denoted by the Greek letter ζ (zeta), is a mathematical function of a complex variable defined as for , and its analytic continuation elsewhere.
In mathematics, the logarithmic integral function or integral logarithm li(x) is a special function. It is relevant in problems of physics and has number theoretic significance. In particular, according to the prime number theorem, it is a very good approximation to the prime-counting function, which is defined as the number of prime numbers less than or equal to a given value .
In complex analysis, the residue theorem, sometimes called Cauchy's residue theorem, is a powerful tool to evaluate line integrals of analytic functions over closed curves; it can often be used to compute real integrals and infinite series as well. It generalizes the Cauchy integral theorem and Cauchy's integral formula. The residue theorem should not be confused with special cases of the generalized Stokes' theorem; however, the latter can be used as an ingredient of its proof.
A Fermi gas is an idealized model, an ensemble of many non-interacting fermions. Fermions are particles that obey Fermi–Dirac statistics, like electrons, protons, and neutrons, and, in general, particles with half-integer spin. These statistics determine the energy distribution of fermions in a Fermi gas in thermal equilibrium, and is characterized by their number density, temperature, and the set of available energy states. The model is named after the Italian physicist Enrico Fermi.
In probability theory and statistics, the beta distribution is a family of continuous probability distributions defined on the interval [0, 1] or in terms of two positive parameters, denoted by alpha (α) and beta (β), that appear as exponents of the variable and its complement to 1, respectively, and control the shape of the distribution.
Integration is the basic operation in integral calculus. While differentiation has straightforward rules by which the derivative of a complicated function can be found by differentiating its simpler component functions, integration does not, so tables of known integrals are often useful. This page lists some of the most common antiderivatives.
In mathematics, trigonometric integrals are a family of nonelementary integrals involving trigonometric functions.
In mathematics, the beta function, also called the Euler integral of the first kind, is a special function that is closely related to the gamma function and to binomial coefficients. It is defined by the integral
In mathematics, the complete Fermi–Dirac integral, named after Enrico Fermi and Paul Dirac, for an index j is defined by
In mathematics, the upper and lower incomplete gamma functions are types of special functions which arise as solutions to various mathematical problems such as certain integrals.
In mathematics, the polylogarithm (also known as Jonquière's function, for Alfred Jonquière) is a special function Lis(z) of order s and argument z. Only for special values of s does the polylogarithm reduce to an elementary function such as the natural logarithm or a rational function. In quantum statistics, the polylogarithm function appears as the closed form of integrals of the Fermi–Dirac distribution and the Bose–Einstein distribution, and is also known as the Fermi–Dirac integral or the Bose–Einstein integral. In quantum electrodynamics, polylogarithms of positive integer order arise in the calculation of processes represented by higher-order Feynman diagrams.
In probability theory and statistics, the logistic distribution is a continuous probability distribution. Its cumulative distribution function is the logistic function, which appears in logistic regression and feedforward neural networks. It resembles the normal distribution in shape but has heavier tails. The logistic distribution is a special case of the Tukey lambda distribution.
In mathematics, the exponential integral Ei is a special function on the complex plane.
In mathematics, the Lerch zeta function, sometimes called the Hurwitz–Lerch zeta function, is a special function that generalizes the Hurwitz zeta function and the polylogarithm. It is named after Czech mathematician Mathias Lerch, who published a paper about the function in 1887.
In mathematics, the Incomplete Polylogarithm function is related to the polylogarithm function. It is sometimes known as the incomplete Fermi–Dirac integral or the incomplete Bose–Einstein integral. It may be defined by:
Expected shortfall (ES) is a risk measure—a concept used in the field of financial risk measurement to evaluate the market risk or credit risk of a portfolio. The "expected shortfall at q% level" is the expected return on the portfolio in the worst of cases. ES is an alternative to value at risk that is more sensitive to the shape of the tail of the loss distribution.
Quantum stochastic calculus is a generalization of stochastic calculus to noncommuting variables. The tools provided by quantum stochastic calculus are of great use for modeling the random evolution of systems undergoing measurement, as in quantum trajectories. Just as the Lindblad master equation provides a quantum generalization to the Fokker–Planck equation, quantum stochastic calculus allows for the derivation of quantum stochastic differential equations (QSDE) that are analogous to classical Langevin equations.
