StudentsEducators

Wiener Process

The Wiener Process, also known as Brownian motion, is a fundamental concept in stochastic processes and is used extensively in fields such as physics, finance, and mathematics. It describes the random movement of particles suspended in a fluid, but it also serves as a mathematical model for various random phenomena. Formally, a Wiener process W(t)W(t)W(t) is defined by the following properties:

  1. Continuous paths: The function W(t)W(t)W(t) is continuous in time, meaning the trajectory of the process does not have any jumps.
  2. Independent increments: The differences W(t+s)−W(t)W(t+s) - W(t)W(t+s)−W(t) are independent of the past values W(u)W(u)W(u) for all u≤tu \leq tu≤t.
  3. Normally distributed increments: For any time points ttt and sss, the increment W(t+s)−W(t)W(t+s) - W(t)W(t+s)−W(t) follows a normal distribution with mean 0 and variance sss.

Mathematically, this can be expressed as:

W(t+s)−W(t)∼N(0,s)W(t+s) - W(t) \sim \mathcal{N}(0, s)W(t+s)−W(t)∼N(0,s)

The Wiener process is crucial for the development of stochastic calculus and for modeling stock prices in the Black-Scholes framework, where it helps capture the inherent randomness in financial markets.

Other related terms

contact us

Let's get started

Start your personalized study experience with acemate today. Sign up for free and find summaries and mock exams for your university.

logoTurn your courses into an interactive learning experience.
Antong Yin

Antong Yin

Co-Founder & CEO

Jan Tiegges

Jan Tiegges

Co-Founder & CTO

Paul Herman

Paul Herman

Co-Founder & CPO

© 2025 acemate UG (haftungsbeschränkt)  |   Terms and Conditions  |   Privacy Policy  |   Imprint  |   Careers   |  
iconlogo
Log in

Tandem Repeat Expansion

Tandem Repeat Expansion refers to a genetic phenomenon where a sequence of DNA, consisting of repeated units, increases in number over generations. These repeated units, known as tandem repeats, can vary in length and may consist of 2-6 base pairs. When mutations occur during DNA replication, the number of these repeats can expand, leading to longer stretches of the repeated sequence. This expansion is often associated with various genetic disorders, such as Huntington's disease and certain forms of muscular dystrophy. The mechanism behind this phenomenon involves slippage during DNA replication, which can cause the DNA polymerase enzyme to misalign and add extra repeats, resulting in an unstable repeat region. Such expansions can disrupt normal gene function, contributing to the pathogenesis of these diseases.

Hawking Evaporation

Hawking Evaporation is a theoretical process proposed by physicist Stephen Hawking in 1974, which describes how black holes can lose mass and eventually evaporate over time. This phenomenon arises from the principles of quantum mechanics and general relativity, particularly near the event horizon of a black hole. According to quantum theory, particle-antiparticle pairs can spontaneously form in empty space; when this occurs near the event horizon, one particle may fall into the black hole while the other escapes. The escaping particle is detected as radiation, now known as Hawking radiation, leading to a gradual decrease in the black hole's mass.

The rate of this mass loss is inversely proportional to the mass of the black hole, meaning smaller black holes evaporate faster than larger ones. Over astronomical timescales, this process could result in the complete evaporation of black holes, potentially leaving behind only a remnant of their initial mass. Hawking Evaporation raises profound questions about the nature of information and the fate of matter in the universe, contributing to ongoing debates in theoretical physics.

Martingale Property

The Martingale Property is a fundamental concept in probability theory and stochastic processes, particularly in the study of financial markets and gambling. A sequence of random variables (Xn)n≥0(X_n)_{n \geq 0}(Xn​)n≥0​ is said to be a martingale with respect to a filtration (Fn)n≥0(\mathcal{F}_n)_{n \geq 0}(Fn​)n≥0​ if it satisfies the following conditions:

  1. Integrability: Each XnX_nXn​ must be integrable, meaning that the expected value E[∣Xn∣]<∞E[|X_n|] < \inftyE[∣Xn​∣]<∞.
  2. Adaptedness: Each XnX_nXn​ is Fn\mathcal{F}_nFn​-measurable, implying that the value of XnX_nXn​ can be determined by the information available up to time nnn.
  3. Martingale Condition: The expected value of the next observation, given all previous observations, equals the most recent observation, formally expressed as:
E[Xn+1∣Fn]=Xn E[X_{n+1} | \mathcal{F}_n] = X_nE[Xn+1​∣Fn​]=Xn​

This property indicates that, under the martingale framework, the future expected value of the process is equal to the present value, suggesting a fair game where there is no "predictable" trend over time.

Riboswitch Regulatory Elements

Riboswitches are RNA elements found in the untranslated regions (UTRs) of certain mRNA molecules that can regulate gene expression in response to specific metabolites or ions. They function by undergoing conformational changes upon binding to their target ligand, which can influence the ability of the ribosome to bind to the mRNA, thereby controlling translation initiation. This regulatory mechanism can lead to either the activation or repression of protein synthesis, depending on the type of riboswitch and the ligand involved. Riboswitches are particularly significant in prokaryotes, but similar mechanisms have been observed in some eukaryotic systems as well. Their ability to directly sense small molecules makes them a fascinating subject of study for understanding gene regulation and for potential biotechnological applications.

Butterworth Filter

A Butterworth filter is a type of signal processing filter designed to have a maximally flat frequency response in the passband. This means that it does not exhibit ripples, providing a smooth output without distortion for frequencies within its passband. The filter is characterized by its order nnn, which determines the steepness of the filter's roll-off; higher-order filters have a sharper transition between passband and stopband. The transfer function of an nnn-th order Butterworth filter can be expressed as:

H(s)=11+(sωc)2nH(s) = \frac{1}{1 + \left( \frac{s}{\omega_c} \right)^{2n}}H(s)=1+(ωc​s​)2n1​

where sss is the complex frequency variable and ωc\omega_cωc​ is the cutoff frequency. Butterworth filters can be implemented in both analog and digital forms and are widely used in various applications such as audio processing, telecommunications, and control systems due to their desirable properties of smoothness and predictability in the frequency domain.

State-Space Representation In Control

State-space representation is a mathematical framework used in control theory to model dynamic systems. It describes the system by a set of first-order differential equations, which represent the relationship between the system's state variables and its inputs and outputs. In this formulation, the system can be expressed in the canonical form as:

x˙=Ax+Bu\dot{x} = Ax + Bux˙=Ax+Bu y=Cx+Duy = Cx + Duy=Cx+Du

where:

  • xxx represents the state vector,
  • uuu is the input vector,
  • yyy is the output vector,
  • AAA is the system matrix,
  • BBB is the input matrix,
  • CCC is the output matrix, and
  • DDD is the feedthrough (or direct transmission) matrix.

This representation is particularly useful because it allows for the analysis and design of control systems using tools such as stability analysis, controllability, and observability. It provides a comprehensive view of the system's dynamics and facilitates the implementation of modern control strategies, including optimal control and state feedback.