Stochastic Processes [STOKD]

Founded Mar 2014
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About

There is an interesting link between probability distributions and orthogonal polynomials. For instance, consider the Hermite polynomials, H0,H1,…. These are orthogonal with respect to the weight function e−x2/2 on the support (−∞,∞). In other words, ∫∞−∞Hi(x)Hj(x)e−x2/2dx=2π−−√i!δij. The weighting function and the coefficient having a factor 2π−−√ should ring a bell; specifically, you find these represented in a standard normal distribution. Norbert Wiener recognized that the two are intricately linked and developed what is called the Gauss-Hermite Polynomial Chaos. In short, we can write a random variable k of any distribution as an infinite series about a random variable ζ of a normal (Gaussian) distribution by using the Hermite polynomials as basis functions: k=∑i=0∞kiHi(ζ). It turns out, you can generalize this to other distributions, and to discrete distributions.
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Details

Founded Mar 23, 2014
Founded by Voxell
HQ Structure #60000001
Tax rate 0.0%
War eligible No
Primary timezone US East
Primary location Highsec
Last active 201407