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Stable Diffusion is a deep learning, text-to-image model released in 2022 based on diffusion techniques. The generative artificial intelligence technology is the premier product of Stability AI and is considered to be a part of the ongoing artificial intelligence boom .
Stable distribution. In probability theory, a distribution is said to be stable if a linear combination of two independent random variables with this distribution has the same distribution, up to location and scale parameters. A random variable is said to be stable if its distribution is stable. The stable distribution family is also sometimes ...
Infinitesimal generator (stochastic processes) In mathematics — specifically, in stochastic analysis — the infinitesimal generator of a Feller process (i.e. a continuous-time Markov process satisfying certain regularity conditions) is a Fourier multiplier operator [1] that encodes a great deal of information about the process.
In statistical mechanics and information theory, the Fokker–Planck equation is a partial differential equation that describes the time evolution of the probability density function of the velocity of a particle under the influence of drag forces and random forces, as in Brownian motion. The equation can be generalized to other observables as ...
Under an idealized reaction condition for A + B → product in a diluted solution, Smoluchovski suggested that the molecular flux at the infinite time limit can be calculated from Fick's laws of diffusion yielding a fixed/stable concentration gradient from the target molecule, e.g. B is the target molecule holding fixed relatively, and A is the ...
Anomalous diffusion is a diffusion process with a non-linear relationship between the mean squared displacement (MSD), , and time. This behavior is in stark contrast to Brownian motion, the typical diffusion process described by Einstein and Smoluchowski, where the MSD is linear in time (namely, with d being the number of dimensions and D the ...
In mathematics, the Ornstein–Uhlenbeck process is a stochastic process with applications in financial mathematics and the physical sciences. Its original application in physics was as a model for the velocity of a massive Brownian particle under the influence of friction. It is named after Leonard Ornstein and George Eugene Uhlenbeck.
Probability theory. A Markov chain or Markov process is a stochastic process describing a sequence of possible events in which the probability of each event depends only on the state attained in the previous event. Informally, this may be thought of as, "What happens next depends only on the state of affairs now."