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From Al Chou <>
Subject Re: [math] Questions regarding probability distributions
Date Fri, 22 Oct 2004 04:09:26 GMT
--- F Norin <> wrote:
> > Do you have any references for the quantum physics cases?  I certainly
> > didn't specialize in quantum physics (plasma physics typically uses almost
> > everything _but_ quantum physics), but I did get as far as a EE graduate
> > course in QED and never encountered such probability models.  Maybe it's
> > because I wasn't in a physics department or ever really encountered
> > molecular models in what I was studying?
> I don't have any references handy (not my area of expertise), but it's often 
> mentioned as an application area in articles dealing with these 
> distributions. For instance, I guess physics models that uses Brownian motion
> models could use these distributions as they do show up in connection with 
> Brownian motion theory.

Thanks.  My engineering physics curriculum was a little non-standard (when
compared to physics departments' programs), and the statistical thermodynamics
course didn't actually cover statistical mechanics (hence the peculiar course
title, I suppose), which is where I presume one would ordinarily encounter the
analysis of Brownian motion.

> > Honestly, I doubt most of the users of Commons Math will be needing this
> > kind of distribution, but I guess if we merge in (parts of) Colt, we might
> > end up attracting that kind of user.
> As a matter of fact, many concepts in probability theory that at first sight 
> may seem rather obscure can actually be used for practical applications. 
> Stochastic modeling of the financial markets is a good example where very 
> advanced mathematics is actually put to practical use.

Ah, interesting point.  I only just learned a teeny bit about integration of
stochastic equations in portfolio value projection from a couple of "C/C++
Users Journal" articles earlier this year.  A graduate complex analysis course
I sat in on just the first week of started out with numerous examples of
applications to reasonably real-world problems that I never would have thought
of (not the ones I learned about in other courses that used complex analysis,
for sure).  Math certainly does have an uncanny way of connecting both with
other areas of itself and the real world.

I think Commons Math will be unusually hard pressed (compared to other math
libraries) to choose what we feel are the most useful / commonly used features
for inclusion in the library.  If we were working on a more general purpose
math library, the constraints obviously wouldn't be as tight.


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