Harmonic Measure
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Harmonic Measure
In mathematics, especially potential theory, harmonic measure is a concept related to the theory of harmonic functions that arises from the solution of the classical Dirichlet problem. In probability theory, the harmonic measure of a subset of the boundary of a bounded domain in Euclidean space R^n, n\geq 2 is the probability that a Brownian motion started inside a domain hits that subset of the boundary. More generally, harmonic measure of an Itō diffusion ''X'' describes the distribution of ''X'' as it hits the boundary of ''D''. In the complex plane, harmonic measure can be used to estimate the modulus of an analytic function inside a domain ''D'' given bounds on the modulus on the boundary of the domain; a special case of this principle is Hadamard's three-circle theorem. On simply connected planar domains, there is a close connection between harmonic measure and the theory of conformal maps. The term ''harmonic measure'' was introduced by Rolf Nevanlinna in 1928 for planar ...
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Mathematics
Mathematics is an area of knowledge that includes the topics of numbers, formulas and related structures, shapes and the spaces in which they are contained, and quantities and their changes. These topics are represented in modern mathematics with the major subdisciplines of number theory, algebra, geometry, and analysis, respectively. There is no general consensus among mathematicians about a common definition for their academic discipline. Most mathematical activity involves the discovery of properties of abstract objects and the use of pure reason to prove them. These objects consist of either abstractions from nature orin modern mathematicsentities that are stipulated to have certain properties, called axioms. A ''proof'' consists of a succession of applications of deductive rules to already established results. These results include previously proved theorems, axioms, andin case of abstraction from naturesome basic properties that are considered true starting points of ...
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Open Set
In mathematics, open sets are a generalization of open intervals in the real line. In a metric space (a set along with a distance defined between any two points), open sets are the sets that, with every point , contain all points that are sufficiently near to (that is, all points whose distance to is less than some value depending on ). More generally, one defines open sets as the members of a given collection of subsets of a given set, a collection that has the property of containing every union of its members, every finite intersection of its members, the empty set, and the whole set itself. A set in which such a collection is given is called a topological space, and the collection is called a topology. These conditions are very loose, and allow enormous flexibility in the choice of open sets. For example, ''every'' subset can be open (the discrete topology), or no set can be open except the space itself and the empty set (the indiscrete topology). In practice, however, ...
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Hausdorff Measure
In mathematics, Hausdorff measure is a generalization of the traditional notions of area and volume to non-integer dimensions, specifically fractals and their Hausdorff dimensions. It is a type of outer measure, named for Felix Hausdorff, that assigns a number in ,∞to each set in \R^n or, more generally, in any metric space. The zero-dimensional Hausdorff measure is the number of points in the set (if the set is finite) or ∞ if the set is infinite. Likewise, the one-dimensional Hausdorff measure of a simple curve in \R^n is equal to the length of the curve, and the two-dimensional Hausdorff measure of a Lebesgue-measurable subset of \R^2 is proportional to the area of the set. Thus, the concept of the Hausdorff measure generalizes the Lebesgue measure and its notions of counting, length, and area. It also generalizes volume. In fact, there are ''d''-dimensional Hausdorff measures for any ''d'' ≥ 0, which is not necessarily an integer. These measures are fundamenta ...
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Poisson Kernel
In mathematics, and specifically in potential theory, the Poisson kernel is an integral kernel, used for solving the two-dimensional Laplace equation, given Dirichlet boundary conditions on the unit disk. The kernel can be understood as the derivative of the Green's function for the Laplace equation. It is named for Siméon Poisson. Poisson kernels commonly find applications in control theory and two-dimensional problems in electrostatics. In practice, the definition of Poisson kernels are often extended to ''n''-dimensional problems. Two-dimensional Poisson kernels On the unit disc In the complex plane, the Poisson kernel for the unit disc is given by P_r(\theta) = \sum_^\infty r^e^ = \frac = \operatorname\left(\frac\right), \ \ \ 0 \le r < 1. This can be thought of in two ways: either as a function of ''r'' and ''θ'', or as a family of functions of ''θ'' indexed by ''r''. If D = \ is the open

Radon–Nikodym Theorem
In mathematics, the Radon–Nikodym theorem is a result in measure theory that expresses the relationship between two measures defined on the same measurable space. A ''measure'' is a set function that assigns a consistent magnitude to the measurable subsets of a measurable space. Examples of a measure include area and volume, where the subsets are sets of points; or the probability of an event, which is a subset of possible outcomes within a wider probability space. One way to derive a new measure from one already given is to assign a density to each point of the space, then integrate over the measurable subset of interest. This can be expressed as :\nu(A) = \int_A f \, d\mu, where is the new measure being defined for any measurable subset and the function is the density at a given point. The integral is with respect to an existing measure , which may often be the canonical Lebesgue measure on the real line or the ''n''-dimensional Euclidean space (corresponding to our sta ...
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Lipschitz Domain
In mathematics, a Lipschitz domain (or domain with Lipschitz boundary) is a domain in Euclidean space whose boundary is "sufficiently regular" in the sense that it can be thought of as locally being the graph of a Lipschitz continuous function. The term is named after the German mathematician Rudolf Lipschitz. Definition Let n \in \mathbb N. Let \Omega be a domain of \mathbb R^n and let \partial\Omega denote the boundary of \Omega. Then \Omega is called a Lipschitz domain if for every point p \in \partial\Omega there exists a hyperplane H of dimension n-1 through p, a Lipschitz-continuous function g : H \rightarrow \mathbb R over that hyperplane, and reals r > 0 and h > 0 such that * \Omega \cap C = \left\ * (\partial\Omega) \cap C = \left\ where :\vec is a unit vector that is normal to H, :B_ (p) := \ is the open ball of radius r, :C := \left\. In other words, at each point of its boundary, \Omega is locally the set of points located above the graph of some Lipschitz function. ...
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Singular Measure
In mathematics, two positive (or signed or complex) measures \mu and \nu defined on a measurable space (\Omega, \Sigma) are called singular if there exist two disjoint measurable sets A, B \in \Sigma whose union is \Omega such that \mu is zero on all measurable subsets of B while \nu is zero on all measurable subsets of A. This is denoted by \mu \perp \nu. A refined form of Lebesgue's decomposition theorem decomposes a singular measure into a singular continuous measure and a discrete measure. See below for examples. Examples on R''n'' As a particular case, a measure defined on the Euclidean space \R^n is called ''singular'', if it is singular with respect to the Lebesgue measure on this space. For example, the Dirac delta function is a singular measure. Example. A discrete measure. The Heaviside step function on the real line, H(x) \ \stackrel \begin 0, & x 0 but \delta_0(U) = 0. Example. A singular continuous measure. The Cantor distribution has a cumulative distribu ...
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Arc Length
ARC may refer to: Business * Aircraft Radio Corporation, a major avionics manufacturer from the 1920s to the '50s * Airlines Reporting Corporation, an airline-owned company that provides ticket distribution, reporting, and settlement services * Airport Regions Conference, a European organization of major airports * Amalgamated Roadstone Corporation, a British stone quarrying company * American Record Company (1904–1908, re-activated 1979), one of two United States record labels by this name * American Record Corporation (1929–1938), a United States record label also known as American Record Company * ARC (American Recording Company) (1978-present), a vanity label for Earth, Wind & Fire * ARC Document Solutions, a company based in California, formerly American Reprographics Company * Amey Roadstone Construction, a former British construction company * Aqaba Railway Corporation, a freight railway in Jordan * ARC/Architectural Resources Cambridge, Inc., Cambridge, Massachusett ...
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Harnack's Inequality
In mathematics, Harnack's inequality is an inequality relating the values of a positive harmonic function at two points, introduced by . Harnack's inequality is used to prove Harnack's theorem about the convergence of sequences of harmonic functions. , and generalized Harnack's inequality to solutions of elliptic or parabolic partial differential equations. Such results can be used to show the interior regularity of weak solutions. Perelman's solution of the Poincaré conjecture uses a version of the Harnack inequality, found by , for the Ricci flow. The statement Harnack's inequality applies to a non-negative function ''f'' defined on a closed ball in R''n'' with radius ''R'' and centre ''x''0. It states that, if ''f'' is continuous on the closed ball and harmonic on its interior, then for every point ''x'' with , ''x'' − ''x''0,  = ''r''  0 (depending only on ''K'', \tau, t-\tau, and the coefficients of \mathcal) such that, for each t\in(\tau, ...
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Indicator Function
In mathematics, an indicator function or a characteristic function of a subset of a set is a function that maps elements of the subset to one, and all other elements to zero. That is, if is a subset of some set , one has \mathbf_(x)=1 if x\in A, and \mathbf_(x)=0 otherwise, where \mathbf_A is a common notation for the indicator function. Other common notations are I_A, and \chi_A. The indicator function of is the Iverson bracket of the property of belonging to ; that is, :\mathbf_(x)= \in A For example, the Dirichlet function is the indicator function of the rational numbers as a subset of the real numbers. Definition The indicator function of a subset of a set is a function \mathbf_A \colon X \to \ defined as \mathbf_A(x) := \begin 1 ~&\text~ x \in A~, \\ 0 ~&\text~ x \notin A~. \end The Iverson bracket provides the equivalent notation, \in A/math> or to be used instead of \mathbf_(x)\,. The function \mathbf_A is sometimes denoted , , , or even just . Nota ...
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Probability Measure
In mathematics, a probability measure is a real-valued function defined on a set of events in a probability space that satisfies measure properties such as ''countable additivity''. The difference between a probability measure and the more general notion of measure (which includes concepts like area or volume) is that a probability measure must assign value 1 to the entire probability space. Intuitively, the additivity property says that the probability assigned to the union of two disjoint events by the measure should be the sum of the probabilities of the events; for example, the value assigned to "1 or 2" in a throw of a dice should be the sum of the values assigned to "1" and "2". Probability measures have applications in diverse fields, from physics to finance and biology. Definition The requirements for a function \mu to be a probability measure on a probability space are that: * \mu must return results in the unit interval , 1 returning 0 for the empty set and 1 for t ...
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Maximum Principle
In the mathematical fields of partial differential equations and geometric analysis, the maximum principle is any of a collection of results and techniques of fundamental importance in the study of elliptic and parabolic differential equations. In the simplest case, consider a function of two variables such that :\frac+\frac=0. The weak maximum principle, in this setting, says that for any open precompact subset of the domain of , the maximum of on the closure of is achieved on the boundary of . The strong maximum principle says that, unless is a constant function, the maximum cannot also be achieved anywhere on itself. Such statements give a striking qualitative picture of solutions of the given differential equation. Such a qualitative picture can be extended to many kinds of differential equations. In many situations, one can also use such maximum principles to draw precise quantitative conclusions about solutions of differential equations, such as control over the size ...
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