In mathematics, the Kolmogorov continuity theorem is a theorem that guarantees that a stochastic process that satisfies certain constraints on the moments of its increments will be continuous (or, more precisely, have a "continuous version"). It is credited to the Soviet mathematician Andrey Nikolaevich Kolmogorov.
Let be some complete metric space, and let be a stochastic process. Suppose that for all times , there exist positive constants such that
for all . Then there exists a modification of that is a continuous process, i.e. a process such that
Furthermore, the paths of are locally -Hölder-continuous for every .
In the case of Brownian motion on , the choice of constants , , will work in the Kolmogorov continuity theorem. Moreover, for any positive integer , the constants , will work, for some positive value of that depends on and .
Distributions, also known as Schwartz distributions or generalized functions, are objects that generalize the classical notion of functions in mathematical analysis. Distributions make it possible to differentiate functions whose derivatives do not exist in the classical sense. In particular, any locally integrable function has a distributional derivative. Distributions are widely used in the theory of partial differential equations, where it may be easier to establish the existence of distributional solutions than classical solutions, or appropriate classical solutions may not exist. Distributions are also important in physics and engineering where many problems naturally lead to differential equations whose solutions or initial conditions are distributions, such as the Dirac delta function.
In mathematics, the winding number of a closed curve in the plane around a given point is an integer representing the total number of times that curve travels counterclockwise around the point. The winding number depends on the orientation of the curve, and is negative if the curve travels around the point clockwise.
In mathematics, de Rham cohomology is a tool belonging both to algebraic topology and to differential topology, capable of expressing basic topological information about smooth manifolds in a form particularly adapted to computation and the concrete representation of cohomology classes. It is a cohomology theory based on the existence of differential forms with prescribed properties.
In mathematics, the adele ring of a global field is a central object of class field theory, a branch of algebraic number theory. It is the restricted product of all the completions of the global field, and is an example of a self-dual topological ring.
In mathematics, a foliation is an equivalence relation on an n-manifold, the equivalence classes being connected, injectively immersed submanifolds, all of the same dimension p, modeled on the decomposition of the real coordinate space Rn into the cosets x + Rp of the standardly embedded subspace Rp. The equivalence classes are called the leaves of the foliation. If the manifold and/or the submanifolds are required to have a piecewise-linear, differentiable, or analytic structure then one defines piecewise-linear, differentiable, or analytic foliations, respectively. In the most important case of differentiable foliation of class Cr it is usually understood that r ≥ 1. The number p is called the dimension of the foliation and q = n − p is called its codimension.
Multi-index notation is a mathematical notation that simplifies formulas used in multivariable calculus, partial differential equations and the theory of distributions, by generalising the concept of an integer index to an ordered tuple of indices.
In mathematics, a Sobolev space is a vector space of functions equipped with a norm that is a combination of Lp-norms of the function together with its derivatives up to a given order. The derivatives are understood in a suitable weak sense to make the space complete, i.e. a Banach space. Intuitively, a Sobolev space is a space of functions possessing sufficiently many derivatives for some application domain, such as partial differential equations, and equipped with a norm that measures both the size and regularity of a function.
In mathematics, mixing is an abstract concept originating from physics: the attempt to describe the irreversible thermodynamic process of mixing in the everyday world: mixing paint, mixing drinks, industrial mixing, etc.
In mathematics, in particular in algebraic geometry and differential geometry, Dolbeault cohomology is an analog of de Rham cohomology for complex manifolds. Let M be a complex manifold. Then the Dolbeault cohomology groups depend on a pair of integers p and q and are realized as a subquotient of the space of complex differential forms of degree (p,q).
In mathematics, a real or complex-valued function f on d-dimensional Euclidean space satisfies a Hölder condition, or is Hölder continuous, when there are nonnegative real constants C, α>0, such that
Continuous wavelets of compact support can be built, which are related to the beta distribution. The process is derived from probability distributions using blur derivative. These new wavelets have just one cycle, so they are termed unicycle wavelets. They can be viewed as a soft variety of Haar wavelets whose shape is fine-tuned by two parameters and . Closed-form expressions for beta wavelets and scale functions as well as their spectra are derived. Their importance is due to the Central Limit Theorem by Gnedenko and Kolmogorov applied for compactly supported signals.
In mathematics, Gårding's inequality is a result that gives a lower bound for the bilinear form induced by a real linear elliptic partial differential operator. The inequality is named after Lars Gårding.
A product distribution is a probability distribution constructed as the distribution of the product of random variables having two other known distributions. Given two statistically independent random variables X and Y, the distribution of the random variable Z that is formed as the product
In mathematics, infinite compositions of analytic functions (ICAF) offer alternative formulations of analytic continued fractions, series, products and other infinite expansions, and the theory evolving from such compositions may shed light on the convergence/divergence of these expansions. Some functions can actually be expanded directly as infinite compositions. In addition, it is possible to use ICAF to evaluate solutions of fixed point equations involving infinite expansions. Complex dynamics offers another venue for iteration of systems of functions rather than a single function. For infinite compositions of a single function see Iterated function. For compositions of a finite number of functions, useful in fractal theory, see Iterated function system.
In mathematics, the Kodaira–Spencer map, introduced by Kunihiko Kodaira and Donald C. Spencer, is a map associated to a deformation of a scheme or complex manifold X, taking a tangent space of a point of the deformation space to the first cohomology group of the sheaf of vector fields on X.
In statistical learning theory, a representer theorem is any of several related results stating that a minimizer of a regularized empirical risk functional defined over a reproducing kernel Hilbert space can be represented as a finite linear combination of kernel products evaluated on the input points in the training set data.
Input-to-state stability (ISS) is a stability notion widely used to study stability of nonlinear control systems with external inputs. Roughly speaking, a control system is ISS if it is globally asymptotically stable in the absence of external inputs and if its trajectories are bounded by a function of the size of the input for all sufficiently large times. The importance of ISS is due to the fact that the concept has bridged the gap between input–output and state-space methods, widely used within the control systems community. The notion of ISS was introduced by Eduardo Sontag in 1989.
Martin Hairer's theory of regularity structures provides a framework for studying a large class of subcritical parabolic stochastic partial differential equations arising from quantum field theory. The framework covers the Kardar–Parisi–Zhang equation, the equation and the parabolic Anderson model, all of which require renormalization in order to have a well-defined notion of solution.
This article summarizes several identities in exterior calculus.
Pokhozhaev's identity is an integral relation satisfied by stationary localized solutions to a nonlinear Schrödinger equation or nonlinear Klein–Gordon equation. It was obtained by S.I. Pokhozhaev and is similar to the Virial theorem. This relation is also known as D.H. Derrick's theorem. Similar identities can be derived for other equations of mathematical physics.
