Human body weightHuman body weight is a person's mass or weight. Strictly speaking, body weight is the measurement of weight without items located on the person. Practically though, body weight may be measured with clothes on, but without shoes or heavy accessories such as mobile phones and wallets, and using manual or digital weighing scales. Excess or reduced body weight is regarded as an indicator of determining a person's health, with body volume measurement providing an extra dimension by calculating the distribution of body weight.
Gaussian integralThe Gaussian integral, also known as the Euler–Poisson integral, is the integral of the Gaussian function over the entire real line. Named after the German mathematician Carl Friedrich Gauss, the integral is Abraham de Moivre originally discovered this type of integral in 1733, while Gauss published the precise integral in 1809. The integral has a wide range of applications. For example, with a slight change of variables it is used to compute the normalizing constant of the normal distribution.
Dirichlet integralIn mathematics, there are several integrals known as the Dirichlet integral, after the German mathematician Peter Gustav Lejeune Dirichlet, one of which is the improper integral of the sinc function over the positive real line: This integral is not absolutely convergent, meaning is not Lebesgue-integrable, because the Dirichlet integral is infinite in the sense of Lebesgue integration. It is, however, finite in the sense of the improper Riemann integral or the generalized Riemann or Henstock–Kurzweil integral.
Multiple integralIn mathematics (specifically multivariable calculus), a multiple integral is a definite integral of a function of several real variables, for instance, f(x, y) or f(x, y, z). Integrals of a function of two variables over a region in (the real-number plane) are called double integrals, and integrals of a function of three variables over a region in (real-number 3D space) are called triple integrals. For multiple integrals of a single-variable function, see the Cauchy formula for repeated integration.
Phase spaceIn dynamical systems theory and control theory, a phase space or state space is a space in which all possible "states" of a dynamical system or a control system are represented, with each possible state corresponding to one unique point in the phase space. For mechanical systems, the phase space usually consists of all possible values of position and momentum variables. It is the direct product of direct space and reciprocal space. The concept of phase space was developed in the late 19th century by Ludwig Boltzmann, Henri Poincaré, and Josiah Willard Gibbs.
Markov chainA Markov chain or Markov process is a stochastic model describing a sequence of possible events in which the probability of each event depends only on the state attained in the previous event. Informally, this may be thought of as, "What happens next depends only on the state of affairs now." A countably infinite sequence, in which the chain moves state at discrete time steps, gives a discrete-time Markov chain (DTMC). A continuous-time process is called a continuous-time Markov chain (CTMC).
Weight functionA weight function is a mathematical device used when performing a sum, integral, or average to give some elements more "weight" or influence on the result than other elements in the same set. The result of this application of a weight function is a weighted sum or weighted average. Weight functions occur frequently in statistics and analysis, and are closely related to the concept of a measure. Weight functions can be employed in both discrete and continuous settings.
Random sequenceThe concept of a random sequence is essential in probability theory and statistics. The concept generally relies on the notion of a sequence of random variables and many statistical discussions begin with the words "let X1,...,Xn be independent random variables...". Yet as D. H. Lehmer stated in 1951: "A random sequence is a vague notion... in which each term is unpredictable to the uninitiated and whose digits pass a certain number of tests traditional with statisticians".
Quasi-Monte Carlo methodIn numerical analysis, the quasi-Monte Carlo method is a method for numerical integration and solving some other problems using low-discrepancy sequences (also called quasi-random sequences or sub-random sequences). This is in contrast to the regular Monte Carlo method or Monte Carlo integration, which are based on sequences of pseudorandom numbers. Monte Carlo and quasi-Monte Carlo methods are stated in a similar way. The problem is to approximate the integral of a function f as the average of the function evaluated at a set of points x1, .
Monte Carlo methodMonte Carlo methods, or Monte Carlo experiments, are a broad class of computational algorithms that rely on repeated random sampling to obtain numerical results. The underlying concept is to use randomness to solve problems that might be deterministic in principle. They are often used in physical and mathematical problems and are most useful when it is difficult or impossible to use other approaches. Monte Carlo methods are mainly used in three problem classes: optimization, numerical integration, and generating draws from a probability distribution.
ProbabilityProbability is the branch of mathematics concerning numerical descriptions of how likely an event is to occur, or how likely it is that a proposition is true. The probability of an event is a number between 0 and 1, where, roughly speaking, 0 indicates impossibility of the event and 1 indicates certainty. The higher the probability of an event, the more likely it is that the event will occur. A simple example is the tossing of a fair (unbiased) coin.
Probability axiomsThe Kolmogorov axioms are the foundations of probability theory introduced by Russian mathematician Andrey Kolmogorov in 1933. These axioms remain central and have direct contributions to mathematics, the physical sciences, and real-world probability cases. An alternative approach to formalising probability, favoured by some Bayesians, is given by Cox's theorem. The assumptions as to setting up the axioms can be summarised as follows: Let be a measure space with being the probability of some event , and .