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      A stochastic process is a collection of random variables usually indexed by a totally ordered set.

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      See, e.g., "Integral of differential forms along the path of diffusion processes" by Ikeda and Manabe. Perhaps the "Stokes theorem" in Malliavin's book is also of interest.
      answered Jul 20 '16 by Steve Huntsman
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      The general concept you're looking for is that of a stable distribution. See (e.g.) here for background on discrete stable distributions.
      answered Apr 29 '14 by Steve Huntsman
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      This is more of an explanation about why non-isotropic stationary processes aren't often (or ever) really dealt with explicitly than a positive answer. For a finite Borel measure $F$ on $\mathbb{R}^m …
      answered Nov 29 '10 by Steve Huntsman
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      If I understand correctly after a cursory check of the literature, the mixing time for Brownian motion on a compact simple Lie group $G$ is conjectured to behave asymptotically (in the limit of large …
      answered Feb 16 '12 by Steve Huntsman
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      vote
      Some trivial, perhaps misguided musings: Start in the direction opposite the nearest zombie. Continue until you are equidistant from $N > 1$ zombies, then go along a direction bisecting the line segm …
      answered Jul 29 '14 by Steve Huntsman
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      Instead of a concrete answer, I will give what appears to be the most useful reference. I quote the first paragraph of Wendel, J. G. "Hitting spheres with Brownian motion". Ann. Prob. 8, 164 (1980). …
      answered May 11 '12 by Steve Huntsman
      18
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      Following up Gowers' comment, a 1998 PRL article (arxiv version here) discusses the mechanism that appears to underlie Zipf's law statistics for cities: We see that the interaction leading to th …
      answered Sep 18 '10 by Steve Huntsman

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