Stochastic processes

Stationary increments

In probability theory, a stochastic process is said to have stationary increments if its change only depends on the time span of observation, but not on the time when the observation was started. Many large families of stochastic processes have stationary increments either by definition (e.g. Lévy processes) or by construction (e.g. random walks) (Wikipedia).

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Stationary Points: Step-by-Step Guide

More resources available at www.misterwootube.com

From playlist Applications of Differentiation

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Intermittent Planetary Mechanism

This mechanism produces a reciprocating movement, with the forward always longer than the backward. It uses a planetary mechanism with two inputs, the sun and the ring. The output is the arm. The inputs are provided by an intermittent mechanism, with one gear moving two others, one at a ti

From playlist Planetary Mechanisms

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Separation of Variables - Cylindrical Coordinates (Part 1)

A vibrating drum can be described by a partial differential equation - the wave equation. For a circular drum, the solution for the vibration can be found by using the technique of Separation of Variables in Cylindrical coordinates.

From playlist Mathematical Physics II Uploads

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Rectilinear Motion | Dynamics

https://goo.gl/JTcZhH for more FREE video tutorials covering Engineering Mechanics (Statics & Dynamics) The objectives of this video are to discuss about rectilinear motion followed by an introduction to useful formulas needed to solve problems about rectilinear motion. Basically, rectili

From playlist SpoonFeedMe: Engineering Mechanics (Statics & Dynamics)

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The Face of #Whoops

While visiting the #RoyalSociety of London and seeing their perpetual motion machine, #adamsavage experiences something we can surely all relate to.

From playlist YouTube Shorts

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position:fixed juddering (real device)

Mirroring my phone to computer to record, you can see the same position:fixed juddering occurs in iOS 5.1.1

From playlist position:fixed

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Stilian Stoev: Function valued random fields: tangents, intrinsic stationarity, self-similarity

We study random fields taking values in a separable Hilbert space H. First, we focus on their local structure and establish a counterpart to Falconer's characterization of tangent fields. That is, we show (under general conditions) that the tangent fields to a H-valued process are self-sim

From playlist Probability and Statistics

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Fluctuations of FPP (Lecture 4) by Philippe Sosoe

PROGRAM : FIRST-PASSAGE PERCOLATION AND RELATED MODELS (HYBRID) ORGANIZERS : Riddhipratim Basu (ICTS-TIFR, India), Jack Hanson (City University of New York, US) and Arjun Krishnan (University of Rochester, US) DATE : 11 July 2022 to 29 July 2022 VENUE : Ramanujan Lecture Hall and online T

From playlist First-Passage Percolation and Related Models 2022 Edited

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Concetration for Interacting Diffusions in the KPZ Class by Philippe Sosoe

PROGRAM : FIRST-PASSAGE PERCOLATION AND RELATED MODELS (HYBRID) ORGANIZERS : Riddhipratim Basu (ICTS-TIFR, India), Jack Hanson (City University of New York, US) and Arjun Krishnan (University of Rochester, US) DATE : 11 July 2022 to 29 July 2022 VENUE : Ramanujan Lecture Hall and online T

From playlist First-Passage Percolation and Related Models 2022 Edited

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Yongjia Xie (Purdue) -- Moderate deviation of the free energy for integrable directed polymer models

We present a unified argument based on couplings which gives sharp upper and lower bounds for right tail deviations of the known integrable polymer models in the moderate deviations regime. Our results scale to give sharp moderate deviation bounds for the KPZ equation and the

From playlist Northeastern Probability Seminar 2021

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Ivan Corwin: Stationary measure for the open KPZ equation

HYBRID EVENT Recorded during the meeting "Modern Analysis Related to Root Systems with Applications" the October 21, 2021 by the Centre International de Rencontres Mathématiques (Marseille, France) Filmmaker: Guillaume Hennenfent Find this video and other talks given by worldwide mathe

From playlist Virtual Conference

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4 Motion part 2

In this second part on Motion, we take a look at calculating the velocity and position vectors when given the acceleration vector and initial values for velocity and position. It involves as you might imagine some integration. Just remember that when calculating the indefinite integral o

From playlist Life Science Math: Vectors

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Mohamed Ndaoud - Constructing the fractional Brownian motion

In this talk, we give a new series expansion to simulate B a fractional Brownian motion based on harmonic analysis of the auto-covariance function. The construction proposed here reveals a link between Karhunen-Loève theorem and harmonic analysis for Gaussian processes with stationarity co

From playlist Les probabilités de demain 2017

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Martin Hairer: Survey of research directions

SMRI-MATRIX Symposium with Martin Hairer 4 February 2021: Survey of research directions Title: Open problems and conjectures in SPDE theory Abstract: We will survey a number of open problems and conjectures both within SPDE theory and linking SPDE theory to other areas of mathematics.

From playlist Symposium with Martin Hairer

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Time-time covariance for last passage percolation with generic initial profile by Patrik Ferrari

PROGRAM :UNIVERSALITY IN RANDOM STRUCTURES: INTERFACES, MATRICES, SANDPILES ORGANIZERS :Arvind Ayyer, Riddhipratim Basu and Manjunath Krishnapur DATE & TIME :14 January 2019 to 08 February 2019 VENUE :Madhava Lecture Hall, ICTS, Bangalore The primary focus of this program will be on the

From playlist Universality in random structures: Interfaces, Matrices, Sandpiles - 2019

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Lec 19 | MIT Finite Element Procedures for Solids and Structures, Nonlinear Analysis

Lecture 19: Beam, plate, and shell elements I Instructor: Klaus-Jürgen Bathe View the complete course: http://ocw.mit.edu/RES2-002S10 License: Creative Commons BY-NC-SA More information at http://ocw.mit.edu/terms More courses at http://ocw.mit.edu

From playlist MIT Nonlinear Finite Element Analysis

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If Corresponding Angles are Congruent, then...?

Link: https://www.geogebra.org/m/hb3xXZeF

From playlist Geometry: Dynamic Interactives!

Related pages

Lévy process | Wiener process | Random walk | Probability theory | Stochastic process | Normal distribution | Independent and identically distributed random variables