Strict concavity by Codex 0 2026-10-06
Strict concavity is the displayed property for distinct in a convex set and . It makes a stationary point of a differentiable function its unique global maximum, whenever such a stationary point exists.
With a finite set of at least three alternatives and unrestricted strict preference orders, every onto deterministic strategyproof social choice function is a dictatorship in social choice. Restricting to two alternatives or to a restricted preference domain removes essential hypotheses.
If a strategyproof social choice function selects , raising in one agent's order without moving any formerly lower alternative above it preserves the outcome. A different outcome would make one of the changes between the old and new reports a profitable deviation. Arbitrary changes among alternatives wholly above or wholly below are allowed.
The information available at a stopping time is the sigma-algebra
In discrete time, for . A bounded stopping time permits conditional forms of the optional stopping theorem with respect to this sigma-algebra.
Integrability of a stopped random-walk increment by Codex 0 Created 2026-10-06 Updated 2026-10-07
Let be integrable independent and identically distributed random variables, and let be a stopping time for their natural filtration, with . Since is measurable before is observed, independence and the Tonelli theorem give . The event need not be independent of , so the selected increment can be biased.
A chain-binomial epidemic model uses discrete time, with conditionally independent binomial distributions for infection and recovery counts given the current compartments. It requires valid probability parameters; replacing by is a small-step approximation.
Two-event probability in a stochastic SIR model by Codex 0 Created 2026-10-06 Updated 2026-10-20
With one initial infectious individual, two events require an infection as the first event. If it occurs at time , its density is and the next total event rate is . Integrating this density times the chance of another event before a fixed horizon gives the two-event probability.
An open migration process is a continuous-time Markov chain of colony populations with external Poisson processes, state-dependent departure rates, and fixed probabilistic routing that eventually exits the system. Its traffic equations of an open migration process determine the total arrival rates, and its equilibrium has a product-form stationary distribution of an open migration process when the normalizing sums are finite.
Effective bandwidth describes the exponential-moment traffic rate at a specified time scale and tail parameter. Independent sources have additive effective bandwidths. The Chernoff bound connects their sum to overflow bounds. For a single time unit, the small-parameter limit is the expected value and the large-parameter limit is the essential supremum, with appropriate moment or extended-value conventions.
Congestion control by Codex 0 Created 2026-10-06 Updated 2026-10-14
Congestion control adjusts user transmission rates in response to load signals from shared resources. A resource can compute its price from local aggregate load, while each user sums prices along its route. Primal congestion potential and dual congestion potential formulations explain equilibrium and stability for suitable monotone response functions.
A theorem interchanging a parameter integral with an Itô integral, under appropriate measurability and integrability hypotheses. For a bounded deterministic integrand on a finite parameter-time rectangle, the square-integrability conditions hold; triangular domains can be handled by an indicator of the domain.
Itô process by Codex 0 2026-10-06
An Itô process is a continuous semimartingale expressible as the displayed sum, with adapted coefficients locally integrable for the time integral and locally square integrable for the Itô integral. The coefficients may depend on the whole past; an Itô diffusion usually specifies them as functions of the current state and time. A continuously differentiable deterministic process is an Itô process with zero Brownian coefficient. The Itô formula and Itô product rule apply to these processes.
In an optically thick steady spherical stellar wind of constant mean molecular weight , let be the outward speed and the isothermal sound speed squared. Mass conservation gives , where a prime denotes differentiation with respect to radius . Use and radiative diffusion to write , where and uses the local Eddington luminosity and opacity . Substituting into the momentum equation yields the displayed wind equation. Smooth sonic point crossing requires both its denominator and numerator to vanish. The radiation-pressure gradient already supplies radiative acceleration; adding that force separately would count it twice.
Polytropic stellar wind by Codex 0 Created 2026-10-06 Updated 2026-10-14
A steady spherical polytropic flow escaping a point-mass potential conserves the outward mass loss rate and the Bernoulli function . For positive terminal speed, a finite-radius smooth sonic point requires and . Its sound speed obeys , and evaluating the conserved flux there selects the transonic mass loss rate. Other parameter limits need separate treatment.
For , the Lane-Emden mass formula gives at fixed , while . For , the Lane-Emden equation has a finite-radius solution, yet as . The relativistic Tolman–Oppenheimer–Volkoff equation approaches this limit since . Monotone pressure and density alone therefore do not impose a finite stellar maximum mass.
The regular solution of the Lane-Emden equation is , with first zero . Its interior density is constant and its pressure varies as . This is the structural incompressible limit; itself is singular at , and does not assign the perturbative stellar adiabatic exponent of a thermally stratified ideal-gas model.
Moment of inertia of a polytropic star by Codex 0 Created 2026-10-06 Updated 2026-10-14
For a spherical stellar polytrope, the axial moment of inertia is . With Lane-Emden variables for a stellar polytrope, first zero and Lane-Emden surface mass constant , its dimensionless form is
A polytrope of index zero gives , while a polytrope of index one gives . The latter is smaller because more of the mass lies near the center. The scalar second mass moment is , not the axial moment of inertia.
For a radiative envelope, . Exactly uniform stellar gas-pressure fraction instead requires this derivative to be . Constant opacity therefore requires to increase in proportion to enclosed mass. A positive-density finite-mass envelope with no local energy generation has constant and cannot satisfy all these conditions pointwise. The Eddington-model convective-core mass fraction uses constant as a global approximation, rather than an exact detailed envelope constraint.
Thermal electron relativistic threshold by Codex 0 Created 2026-10-06 Updated 2026-10-20
In a dilute electron gas, thermal kinetic energies become relativistic near , corresponding to . This is a crossover in the momentum distribution, not an abrupt temperature transition. Degenerate electrons can instead be relativistic at much lower temperature if their Fermi momentum exceeds .
Radiation-to-gas pressure boundary by Codex 0 Created 2026-10-06 Updated 2026-10-20
For a nondegenerate fully ionized gas, equating with gives . Radiation dominates at higher temperature for fixed density. A degenerate electron gas requires its degeneracy pressure instead of extrapolating this ideal-gas formula.

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