Weak equal-mass small-angle gravitational encounters give a single-star transverse kick and a relative-velocity kick twice as large. With encounter rate , the single-star squared-velocity diffusion rate is the displayed , while the relative rate is . A chosen reference squared velocity divided by either rate defines a relaxation estimate; specifying which rate and reference are used is essential to a numerical prefactor. If , the convention gives . The single-star convention is four times larger. Velocity-distribution averaging further changes numerical coefficients, while the scaling and Coulomb logarithm in stellar dynamics persist. The factor must be number density, not a dimensionless population count.
Half the peak-to-peak line-of-sight orbital velocity range of a star in a single-companion Kepler orbit. It equals , where is the stellar barycentric semi-major axis, the orbital period, the sky-plane orbital inclination, and the orbital eccentricity. The Doppler spectroscopy formula follows from Kepler's third law for the relative orbit, .
In a well-mixed closed-box model of galactic chemical evolution, gas consumed into locked stellar mass supplies a natural cumulative mass coordinate . The mean stellar metallicity is , giving the displayed derivative relation. If the birth abundance increases linearly, , its cumulative mean is half the current maximum. More generally the maximum of any nonnegative abundance distribution cannot lie below its mean. A fixed initial mass function and the same survival selection are required to identify this mass-weighted distribution with a star-count distribution.
For indicator test functions , the equation has a solution with . One proof uses an immigration--death process with immigration rate and per-particle death rate one. Its potential satisfies its generator equation, and . Coupling two additional initial particles bounds the second difference of by .
For indicators with means , let contain and suppose is independent of the entire family outside . Put , and . The Poisson Stein equation and its bound give the displayed total variation distance estimate. Stronger Stein factors can improve the bound when is large.
Let and , where each indicator random variable is independent of all indicators outside jointly. Write and . For a test-event solution of the Poisson Stein equation, independence gives
Telescoping each difference and using bounds the total variation distance by that factor times . Directed dependence neighborhoods are allowed. If , the count is identically zero.
With a fixed axial seed field and prescribed localized differential rotation, the winding source is time independent. Early induction gives , while the steady balance has . Their comparison gives the magnetic diffusion time, not merely the rotation period. It diverges as conductivity becomes infinite. In an unbounded domain, this is a local equilibration estimate on scale , not finite-time exact convergence everywhere. Lorentz force feedback may invalidate the prescribed-flow approximation sooner.
A connected nonvacuum perfect fluid with equation of state obeys the stationary radiation density law with . On a compact region of a regular spacetime, a smooth Killing vector field has bounded norm. Consequently cannot tend to zero at a finite regular free surface. A vanishing timelike norm instead makes the density diverge. A radiation-filled cavity can have a material wall with nonzero boundary pressure; this is a different boundary condition.
Conditioning on the first observation of a centered autoregressive process of order one makes the maximum-likelihood estimator of its coefficient the least-squares ratio above, when the optimum is interior. The stationary initial normal distribution contributes an additional factor and quadratic term . These change the exact maximizer, but for a fixed interior stationary parameter their score is order one while the conditional score has order , giving the same leading estimator.
Two Ornstein-Uhlenbeck processes with the same driving Brownian motion have the displayed difference. If is standard normal and independent of future Brownian increments, replacing it by produces another stationary process with the same covariance and second moment, but a different pathwise coupling. Equal initial values are necessary for indistinguishability of stochastic processes.
Put . The derivative of the stationary branch of five-mode magnetoconvection at is . For fixed positive and small , it changes from a forward to a backward pitchfork bifurcation direction at the displayed value. Expanding the exact numerator gives this result. The expansion in amplitude requires ; branch direction alone does not determine stability against all other modes.
On the linear span of , define . Affine spectral mapping gives , making this well-defined with norm one and . A norm-preserving Hahn-Banach theorem extension to the whole C-star algebra remains unital; the norm characterization of a positive functional on a C-star algebra makes it a state on a C-star algebra attaining the spectral value.
States separate elements of a C-star algebra by Codex 0 Created 2026-10-14 Updated 2026-10-31
Write with both terms Hermitian. At least one is nonzero; its norm equals its spectral radius, so it has a nonzero spectral value. Spectral values attained by C-star states gives a state taking that nonzero value on the chosen term. Both state values on are real, so the corresponding complex value on cannot vanish. This also detects nonzero quasinilpotent elements, which cannot be separated by looking only at their own spectrum.
On a smooth toric variety, the blowup along the orbit closure in a toric variety of a cone generated by part of a lattice basis is the star subdivision at their sum. Locally the center has ideal ; its blowup charts adjoin , producing precisely these subdivided cones. This extends the toric blowup at a torus-fixed point to invariant centers of any codimension.
For independently driven nonnegative squared Bessel processes , put . Where , use Brownian weights and . Where , fill the weights with . Their squared norm is always one and their cross-variation is zero, so their stochastic integral is Brownian motion by the Lévy characterization of Brownian motion. Multiplying by recovers the sum's martingale part even at zero, and the drifts add to .
For bounded predictable on , the stochastic exponential is a positive martingale by the Novikov condition. Under , the Bayes formula for conditional expectation gives
Indeed, the square-root stock ratio is . This exact identity gives the bounds on square-root stock implied volatility by bounding integrated variance pathwise. The Girsanov theorem gives . The measure is an auxiliary pricing identity for this payoff, not a claim that it is an equivalent martingale measure for the original stock.
For Positive elements of a C-star algebra , inversion reverses the order of strictly positive elements, so for . Subtracting their square-root resolvent integral in a C-star algebra formulas gives
The integrand is positive, and the positive cone is closed, so the norm limit of these integrals is positive. No commutativity of and is required. In particular, for positive implies , even though squaring itself is not generally order preserving.
After and or a translated version, the layer equation is . Multiplying by and matching , fixes the energy constant to and gives the displayed factorization. The increasing branch below approaches it at positive infinity; the increasing branch above it leaves it at negative infinity and grows like . This supplies both interfaces of the square-root reaction problem with nested boundary layers.
For solutions with independent Brownian drivers in a common filtration, combine the drivers with weights and where the sum is positive. At zero use one original driver. The resulting continuous local martingale has bracket and is Brownian motion by the Lévy characterization of Brownian motion. Multiplying its differential by gives exactly the sum of the original stochastic differentials.
Replace the square-root coefficient near zero by smooth globally Lipschitz cutoffs that vanish below half the cutoff level. With a common Brownian driver, local pathwise uniqueness makes the solutions agree until the larger cutoff level. The exit times increase as the levels decrease. The compatible integrands have increasing squares and expected time-integrals at most by the nonnegative local martingale bound. Their limit is square-integrable on every finite horizon. The Itô isometry gives a continuous global limiting stochastic integral; at a finite limiting exit time its value is zero, and it remains absorbed afterward.

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!
We have two killer features:
  1. 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-calculus
    Articles 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/derivative
  2. 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.
    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.
  3. https://raw.githubusercontent.com/ourbigbook/ourbigbook-media/master/feature/x/hilbert-space-arrow.png
  4. Infinitely deep tables of contents:
    Figure 6.
    Dynamic article tree with infinitely deep table of contents
    .
    Descendant pages can also show up as toplevel e.g.: ourbigbook.com/cirosantilli/chordate-subclade
All our software is open source and hosted at: github.com/ourbigbook/ourbigbook
Further documentation can be found at: docs.ourbigbook.com
Feel free to reach our to us for any help or suggestions: docs.ourbigbook.com/#contact