infinitely divisible measure
1Poisson random measure — Let (E, mathcal A, mu) be some measurable space with sigma finite measure mu. The Poisson random measure with intensity measure mu is a family of random variables {N A} {Ainmathcal{A defined on some probability space (Omega, mathcal F, mathrm{P}) …
2Convolution power — In mathematics, the convolution power is the n fold iteration of the convolution with itself. Thus if x is a function on Euclidean space Rd and n is a natural number, then the convolution power is defined by where * denotes the convolution… …
3Stable and tempered stable distributions with volatility clustering - financial applications — Classical financial models which assume homoskedasticity and normality cannot explain stylized phenomena such as skewness, heavy tails, and volatility clustering of the empirical asset returns in finance. In 1963, Benoit Mandelbrot first used the …
4Augustine — Gerard O’Daly 1 LIFE AND PHILOSOPHICAL READINGS Augustine was born in Thagaste (modern Souk Ahras in Algeria) in Roman North Africa in AD 354. He died as bishop of Hippo (now Annaba, Algeria) in 430. His education followed the standard Roman… …
5Normal distribution — This article is about the univariate normal distribution. For normally distributed vectors, see Multivariate normal distribution. Probability density function The red line is the standard normal distribution Cumulative distribution function …
6The Grammar of Science — is a book by Karl Pearson first published at London by Walter Scott in 1892. It was recommended by Einstein to his friends of the Olympia Academy. Several themes were covered in this book that later became part of the theories of Einstein and… …
7Capital asset pricing model — In finance, the Capital Asset Pricing Model (CAPM) is used to determine a theoretically appropriate required rate of return of an asset, if that asset is to be added to an already well diversified portfolio, given that asset s non diversifiable… …
8Universe — For other uses, see Universe (disambiguation). Physical cosmology …
9Lévy process — In probability theory, a Lévy process, named after the French mathematician Paul Lévy, is any continuous time stochastic process that starts at 0, admits càdlàg modification and has stationary independent increments this phrase will be explained… …
10Duration (philosophy) — Henri Bergson in 1927. Duration is a theory of time and consciousness posited by the French philosopher Henri Bergson. Bergson sought to improve upon inadequacies he perceived in the philosophy of Herbert Spencer, due, he believed, to Spencer s… …
