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- W4248875212 abstract "The differential-difference equation [ begin {array}{*{20}{c}} {tvâ(t) + v(t - 1) = 0,} hfill & {t > 1,} hfill {v(t) = 0,} hfill & {t < 0,} hfill {v(t) = {operatorname {constant}},} hfill & {0 leqq t leqq 1,} hfill end {array} ] can be solved by the Monte-Carlo method, for the initial condition $v(t) = {e^{ - gamma }},0 leqq t leqq 1$, where the $v(t)$ represent the probability density of a random variable: [ t = lim limits _{n to infty } sum limits _{i = 1}^n {prod limits _{j = 1}^i {{x_j},} } ] where the ${x_j}$ are independent and uniformly distributed on (0, 1)." @default.
- W4248875212 created "2022-05-12" @default.
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- W4248875212 date "1973-01-01" @default.
- W4248875212 modified "2023-09-26" @default.
- W4248875212 title "A Probabilistic Approach to a Differential-Difference Equation Arising in Analytic Number Theory" @default.
- W4248875212 doi "https://doi.org/10.2307/2005263" @default.
- W4248875212 hasPublicationYear "1973" @default.
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