Covariance functionIn probability theory and statistics, the covariance function describes how much two random variables change together (their covariance) with varying spatial or temporal separation. For a random field or stochastic process Z(x) on a domain D, a covariance function C(x, y) gives the covariance of the values of the random field at the two locations x and y: The same C(x, y) is called the autocovariance function in two instances: in time series (to denote exactly the same concept except that x and y refer to locations in time rather than in space), and in multivariate random fields (to refer to the covariance of a variable with itself, as opposed to the cross covariance between two different variables at different locations, Cov(Z(x1), Y(x2))).
Canonical basisIn mathematics, a canonical basis is a basis of an algebraic structure that is canonical in a sense that depends on the precise context: In a coordinate space, and more generally in a free module, it refers to the standard basis defined by the Kronecker delta. In a polynomial ring, it refers to its standard basis given by the monomials, . For finite extension fields, it means the polynomial basis. In linear algebra, it refers to a set of n linearly independent generalized eigenvectors of an n×n matrix , if the set is composed entirely of Jordan chains.
Transportation theory (mathematics)In mathematics and economics, transportation theory or transport theory is a name given to the study of optimal transportation and allocation of resources. The problem was formalized by the French mathematician Gaspard Monge in 1781. In the 1920s A.N. Tolstoi was one of the first to study the transportation problem mathematically. In 1930, in the collection Transportation Planning Volume I for the National Commissariat of Transportation of the Soviet Union, he published a paper "Methods of Finding the Minimal Kilometrage in Cargo-transportation in space".
Statistical parametric mappingStatistical parametric mapping (SPM) is a statistical technique for examining differences in brain activity recorded during functional neuroimaging experiments. It was created by Karl Friston. It may alternatively refer to software created by the Wellcome Department of Imaging Neuroscience at University College London to carry out such analyses. Functional neuroimaging is one type of 'brain scanning'. It involves the measurement of brain activity. The measurement technique depends on the imaging technology (e.
Twistor theoryIn theoretical physics, twistor theory was proposed by Roger Penrose in 1967 as a possible path to quantum gravity and has evolved into a widely studied branch of theoretical and mathematical physics. Penrose's idea was that twistor space should be the basic arena for physics from which space-time itself should emerge. It has led to powerful mathematical tools that have applications to differential and integral geometry, nonlinear differential equations and representation theory, and in physics to general relativity, quantum field theory, and the theory of scattering amplitudes.
Canonical coordinatesIn mathematics and classical mechanics, canonical coordinates are sets of coordinates on phase space which can be used to describe a physical system at any given point in time. Canonical coordinates are used in the Hamiltonian formulation of classical mechanics. A closely related concept also appears in quantum mechanics; see the Stone–von Neumann theorem and canonical commutation relations for details.
AutocovarianceIn probability theory and statistics, given a stochastic process, the autocovariance is a function that gives the covariance of the process with itself at pairs of time points. Autocovariance is closely related to the autocorrelation of the process in question. With the usual notation for the expectation operator, if the stochastic process has the mean function , then the autocovariance is given by where and are two instances in time.
