Point processes | Mathematical finance | Stochastic processes
In probability theory and statistics, a Hawkes process, named after Alan G. Hawkes, is a kind of self-exciting point process. It has arrivals at times where the infinitesimal probability of an arrival during the time interval is The function is the intensity of an underlying Poisson process. The first arrival occurs at time and immediately after that, the intensity becomes , and at the time of the second arrival the intensity jumps to and so on. During the time interval , the process is the sum of independent processes with intensities The arrivals in the process whose intensity is are the "daughters" of the arrival at time The integral is the average number of daughters of each arrival and is called the branching ratio. Thus viewing some arrivals as descendants of earlier arrivals, we have a Galton–Watson branching process. The number of such descendants is finite with probability 1 if branching ratio is 1 or less. If the branching ratio is more than 1, then each arrival has positive probability of having infinitely many descendants. (Wikipedia).
Further details of the nuclear fusion process.
From playlist Nuclear Physics
A solar system, a simulation made with Excel
An Excel simulation of the solar system. You can see how things are recursively computed: the mutual gravity force from the locations, the accelerations, the velocities, and finally the updated locations. The solar eclipse is also shown. This is clip is intended to illustrate Chapter 24 Ap
From playlist Physics simulations
Show Me Some Science! Constructive and Destructive Interference
Waves are one way in which energy can be send down a string. When two waves meet, they interact. This interaction is called interference. If two waves add up this is known as "constructive interference" and if they cancel out it's "destructive interference". After the waves interact, they
From playlist Show Me Some Science!
Chemical Reactions (3 of 11) Combustion Reactions, An Explanation
Describes the basics of combustion reactions, how to identify them, predict the products and balance the chemical equation. Three explosions are included, methane mamba, whoosh bottle and hydrogen gas balloon. A chemical reaction is a process that leads to the chemical change of one set o
From playlist Chemical Reactions and Stoichiometry
You’ve heard of fracking, and you’re pretty sure lots of people don’t like it, but do you know how it actually works? Learn more at HowStuffWorks.com: http://science.howstuffworks.com/environmental/energy/hydraulic-fracking.htm Share on Facebook: http://goo.gl/M5kx1i Share on Twitter: ht
From playlist Visually-Striking Episodes From the 2010s
HOW IT WORKS: Internal Combustion Engine
The operation of a V8 engine is demonstrated explaining the cylinders, pistons, crankshaft & cams, connecting rods, and the fuel system parts such as the carburetor and valves, and diagrams of the ignition system including the battery, distributor (rotor and coil), and spark plugs.
From playlist HOW IT WORKS
Nuclear Fission; splitting the atom for beginners: from fizzics.org
There are notes to support this video here:https://www.fizzics.org/nuclear-fission/ Nuclear Fission is the splitting of the nucleus of an atom into two or more parts by hitting it with a small particle, almost always a neutron (a proton would be repelled from the positive nucleus and an el
From playlist My Top Videos
Longitudinal and Transverse Waves
A longitudinal or compression wave is created by a disturbance that is along the direction the wave will travel. A transverse wave is created by a disturbance that is perpendicular to the direction the wave will travel.
From playlist Demos 16. Waves and Sound
Rainer von Sachs: Time-frequency analysis of locally stationary Hawkes processes
Abstract : In this talk we address generalisation of stationary Hawkes processes in order to allow for a time-evolutive second-order analysis. A formal derivation of a time-frequency analysis via a time-varying Bartlett spectrum is given by introduction of the new class of locally stationa
From playlist Probability and Statistics
Scattering against Hawking Radiation by Godwin Martin
ICTS In-house 2022 Organizers: Chandramouli, Omkar, Priyadarshi, Tuneer Date and Time: 20th to 22nd April, 2022 Venue: Ramanujan Hall inhouse@icts.res.in An exclusive three-day event to exchange ideas and research topics amongst members of ICTS.
From playlist ICTS In-house 2022
Game theory: evolution of cooperation by Vishwesha Guttal
PROGRAM : PREPARATORY SCHOOL ON POPULATION GENETICS AND EVOLUTION ORGANIZERS : Deepa Agashe and Kavita Jain DATE & TIME : 04 February 2019 to 10 February 2019 VENUE :Ramanujan Lecture Hall, ICTS Bangalore The 2019 preparatory school on Population Genetics and Evolution (PGE2019) will be
From playlist Preparatory School on Population Genetics and Evolution
Christa Cuchiero: Rough volatility from an affine point of view
Abstract: We represent Hawkes process and their Volterra long term limits, which have recently been used as rough variance processes, as functionals of infinite dimensional affine Markov processes. The representations lead to several new views on affine Volterra processes considered by Abi
From playlist Probability and Statistics
A modern take on the information paradox.... (Lecture - 02) by Ahmed Almheiri
INFOSYS-ICTS STRING THEORY LECTURES A MODERN TAKE ON THE INFORMATION PARADOX AND PROGRESS TOWARDS ITS RESOLUTION SPEAKER: Ahmed Almheiri (Institute for Advanced Study, Princeton) DATE: 30 September 2019 to 03 October 2019 VENUE: Emmy Noether Seminar Room, ICTS Bangalore Lecture 1: Mond
From playlist Infosys-ICTS String Theory Lectures
Jiancang Zhuang - Estimation, diagnostics, and extensions of nonparametric Hawkes processes
Jiancang Zhuang (Institute of Statistical Mathematics, Tokyo) presents "Estimation, diagnostics, and extensions of nonparametric Hawkes processes", 2 December 2022.
From playlist Statistics Across Campuses
Discovering Topical interaction in text based cascades....by Anirban Dasgupta
Program Summer Research Program on Dynamics of Complex Systems ORGANIZERS: Amit Apte, Soumitro Banerjee, Pranay Goel, Partha Guha, Neelima Gupte, Govindan Rangarajan and Somdatta Sinha DATE : 15 May 2019 to 12 July 2019 VENUE : Madhava hall for Summer School & Ramanujan hall f
From playlist Summer Research Program On Dynamics Of Complex Systems 2019
Viewers like you help make PBS (Thank you 😃) . Support your local PBS Member Station here: https://to.pbs.org/DonateSPACE Thanks to CuriosityStream for supporting PBS Digital Studios. You can learn more at https://www.curiositystream.com/spacetime and use the code "spacetime" during the s
From playlist Understanding the Holographic Universe
Bound on chaos and acoustic Hawking radiation in free fermi fluid by Takeshi Morita
PROGRAM: INTEGRABLE SYSTEMS IN MATHEMATICS, CONDENSED MATTER AND STATISTICAL PHYSICS ORGANIZERS: Alexander Abanov, Rukmini Dey, Fabian Essler, Manas Kulkarni, Joel Moore, Vishal Vasan and Paul Wiegmann DATE : 16 July 2018 to 10 August 2018 VENUE: Ramanujan Lecture Hall, ICTS Bangalore
From playlist Integrable systems in Mathematics, Condensed Matter and Statistical Physics
Transverse and longitudinal waves: fizzics.org
An introduction to waves, transverse and longitudinal waves and the electromagnetic spectrum. Including wavelength, amplitude and frequency. Suitable for 14 to 16 physics students and a reminder for more advanced courses.
From playlist The electromagnetic spectrum and waves
Lectures on Quantum Aspects of Black Hole (Lecture 1) by Juan Maldacena
PROGRAM KAVLI ASIAN WINTER SCHOOL (KAWS) ON STRINGS, PARTICLES AND COSMOLOGY (ONLINE) ORGANIZERS Francesco Benini (SISSA, Italy), Bartek Czech (Tsinghua University, China), Dongmin Gang (Seoul National University, South Korea), Sungjay Lee (Korea Institute for Advanced Study, South Korea
From playlist Kavli Asian Winter School (KAWS) on Strings, Particles and Cosmology (ONLINE) - 2022