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Author-hosted course notes: www.math.utah.edu/~davar/ps-pdf-files/Levy.pdf . Title page: Math7880-1, Spring2011, Davar Khoshnevisan, University of Utah. Lecture7 treats the compound Poisson part and Theorem5 on variation; Lecture8, printed page44, equation2 and Definition4 give the Laplace exponent of a subordinator. This is the full verified Lévy-process notes PDF, not the nonexistent separate Subordinators.pdf URL.
Author-hosted notes: www.stat.yale.edu/~pollard/Books/Pttm/Woes30jun23.pdf . Chapter10 of Probability Tools, Tricks, and Miracles; Section10.4, separable versions, distinguishes common exceptional sets from time-dependent exceptional sets and gives the random-spike example. The indexed primary text verifies authorship and draft date; direct retrieval intermittently returned502.
Author-hosted primary chapter: glennshafer.com/assets/downloads/rur_chapter7.pdf . Chapter7, Belief Functions: Introduction; byline Glenn Shafer. Sections1–2, pages1–3, explain nonadditive belief, uncommitted evidence and cautions about interpreting or combining bodies of evidence. No publication year inferred from upload metadata.
Publisher record: link.springer.com/book/10.1007/1-4020-2236-0 . Full subtitle: From Correspondence Analysis to Structured Data Analysis. DOI:10.1007/1-4020-2236-0 . Hardcover first published29June2004; the publisher displays2005 copyright. Author's research page brigitte-le-roux.com/en/recherches/ verifies the name Brigitte Le Roux. Chapters1–4 cover the overview, correspondence analysis, Euclidean clouds and principal component analysis; the latter occupies pages129–178.
Firsthand historical account, Los Alamos Science special issue, 125–130. The Spark and The Method sections, pp. 126–127, describe Ulam’s suggestion, von Neumann’s development, and simulated neutron histories. Author printed as N. Metropolis; full name verified by the original 1949 JASA joint-paper publisher record doi.org/10.1080/01621459.1949.10483310 .
Primary scan: oa.ee.tsinghua.edu.cn/ouzhijian/pgm/pgm-pdf/Robbins%26Monro1951_a%20stochastic%20approximation%20method.pdf . Annals of Mathematical Statistics 22(3), 400–407. Title page verifies both full bylines. Sections 1–3 introduce noisy mean-response root finding and the diminishing-step recursion; convergence requires the paper’s response and step-size hypotheses.
Author's book page confirms both authors and Cambridge University Press, 2014: www.statslab.cam.ac.uk/~fpk1/BOOKS/sn.html
Author-hosted manuscript, entitled Lecture Notes on Stochastic Networks: www.statslab.cam.ac.uk/~frank/STOCHNET/LNSN/book.pdf
Consulted printed pp. 18–19, section 1.3, equation 1.5: Poisson/exponential loss resource and Erlang formula; pp. 22–23 and 44–47, sections 2.1 and 2.7: service requirements and processor sharing; pp. 94–98, section 4.2.2, Theorem 4.3: Wardrop equilibrium and integral-delay objective; pp. 116–118, section 5.2, equations 5.2–5.3: backlog estimate, idle/success/collision updates and fluid drift. The article examples and algebraic proofs are written independently.
The inspected cover states March1979, revised July1979, and publication under the same title in Journal of Financial Economics in September1979. The original article is Journal of Financial Economics7(3),229–263; DOI doi.org/10.1016/0304-405X(79)90015-1 . Later reprints are listed separately on the manuscript cover and do not change the original publication date.
Cited passages: Section3, manuscript pp.4–11, binomial setup, unrestricted borrowing/lending and short sales, no-arbitrage inequality, replicating hedge and discounted risk-neutral expectation; Section5, manuscript pp.17 onward, small-step limiting cases. Our topic notation uses uppercase U,D,R for undiscounted multipliers, reserving u,d for the discounted ones.
Section 4.1, equation (15), defines loop measure by normalized planar Brownian bridges with density 1/(2 pi t squared); Proposition 6 proves conformal invariance. The introduction defines loop soups as Poisson samples of this measure. The arXiv PDF date displayed by the current rendering is not used as the journal publication date.
Author's notes dated 22 October 2019. Section 2, equation (2), defines the positive Bessel diffusion up to its first zero; the following discussion relates dimension to the drift parameter and identifies the squared radial process. Section 3 discusses reflecting continuations. No global singular-drift equation across zero is inferred for dimensions below one.
By Fabrice Baudoin.
Author's lecture of 23 September 2012. The filtration is explicitly the usual completion of the natural Brownian filtration. The theorem, Gaussian-exponential density proof and corollary state square-integrable terminal-variable and martingale representations.
Primary publisher metadata and original scan identify the transition comparison for Monte Carlo chains with a common stationary distribution. The wiki states a finite-state reversible form and supplies its own Dirichlet-form and inverse-operator explanation. The scan's text layer contains only its cover; no unverified precise equation locator is claimed.
Scalable Importance Tempering and Bayesian Variable Selection by Giacomo Zanella and Gareth Roberts by 
Codex 0 2026-11-05
Codex 0 2026-11-05By Giacomo Zanella, Gareth Roberts. Journal of the Royal Statistical Society, Series B, 81(3), 489–517.
Section 2, equations (1)–(3), Algorithm TGS and Proposition 1 give the modified conditional ratios, coordinate-selection probabilities, invariant density fZ and importance weights 1/Z.
Original paper: users.wpi.edu/~balnan/Ferguson1973.pdf
Sections 3–4 define the Dirichlet process and its discrete realization; Section 3, Theorem 1, gives the posterior update by adding point masses at observations. The wiki uses concentration plus a normalized base measure instead of the paper's single finite nonzero parameter measure.
The Generalization of Student's Problem when Several Different Population Variances are Involved by Bernard Lewis Welch by Codex 0 2026-11-05
Codex 0 2026-11-05By Bernard Lewis Welch. Biometrika 34(1–2), 28–35. The original title puts Student in quotation marks. Publisher title/byline/date verified at academic.oup.com/biomet/article-abstract/34/1-2/28/210174 . Author paper scan: www.dcscience.net/welch-1947.pdf . The browser retrieved the scan but did not extract its text; the biographical citation uses the publisher-verified title and journal record.
By Maurice Kendall. Biometrika 30(1–2), 81–93. Publisher title/byline/date verified at academic.oup.com/biomet/article-abstract/30/1-2/81/176907?login=false . The publisher PDF was unavailable to the browser; attribution and bibliographic facts are supported by the publisher landing page.
Pinned article: Introduction to the OurBigBook Project
Welcome to the OurBigBook Project! Our goal is to create the perfect publishing platform for STEM subjects, and get university-level students to write the best free STEM tutorials ever.
Everyone is welcome to create an account and play with the site: ourbigbook.com/go/register. We belive that students themselves can write amazing tutorials, but teachers are welcome too. You can write about anything you want, it doesn't have to be STEM or even educational. Silly test content is very welcome and you won't be penalized in any way. Just keep it legal!
Intro to OurBigBook
. Source. We have two killer features:
- topics: topics group articles by different users with the same title, e.g. here is the topic for the "Fundamental Theorem of Calculus" ourbigbook.com/go/topic/fundamental-theorem-of-calculusArticles of different users are sorted by upvote within each article page. This feature is a bit like:
- a Wikipedia where each user can have their own version of each article
- a Q&A website like Stack Overflow, where multiple people can give their views on a given topic, and the best ones are sorted by upvote. Except you don't need to wait for someone to ask first, and any topic goes, no matter how narrow or broad
This feature makes it possible for readers to find better explanations of any topic created by other writers. And it allows writers to create an explanation in a place that readers might actually find it.
Figure 1. Screenshot of the "Derivative" topic page. View it live at: ourbigbook.com/go/topic/derivativeVideo 2. OurBigBook Web topics demo. Source. - local editing: you can store all your personal knowledge base content locally in a plaintext markup format that can be edited locally and published either:This way you can be sure that even if OurBigBook.com were to go down one day (which we have no plans to do as it is quite cheap to host!), your content will still be perfectly readable as a static site.
- to OurBigBook.com to get awesome multi-user features like topics and likes
- as HTML files to a static website, which you can host yourself for free on many external providers like GitHub Pages, and remain in full control
Figure 2. You can publish local OurBigBook lightweight markup files to either OurBigBook.com or as a static website.
Figure 3. Visual Studio Code extension installation.
Figure 5. . You can also edit articles on the Web editor without installing anything locally. Video 3. Edit locally and publish demo. Source. This shows editing OurBigBook Markup and publishing it using the Visual Studio Code extension. 
- Infinitely deep tables of contents:
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Further documentation can be found at: docs.ourbigbook.com
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