Josiah Willard Gibbs in which he used as epigraph a remark attributed to Gibbs: "Mathematics is a language." Samuelson later explained that in his understanding of prices his "debts were not primarily to Pareto or Slutsky, but to the great thermodynamicist, Willard Gibbs of Yale." Mathematician Norbert Wiener cited Gibbs's use of probability in the formulation of statistical mechanics as "the first great revolution of twentieth century physics" and as a major influence on his conception of cybernetics. Wiener explained in the preface to his book "The Human Use of Human Beings" that it was "devoted to the impact of the Gibbsian point
Wiener process Wiener processes, as before). Generalities: Numerical path sampling: Wiener process In mathematics, the Wiener process is a continuous-time stochastic process named in honor of Norbert Wiener. It is often called standard Brownian motion process or Brownian motion due to its historical connection with the physical process known as Brownian movement or Brownian motion originally observed by Robert Brown. It is one of the best known Lévy processes (càdlàg stochastic processes with stationary independent increments) and occurs frequently in pure and applied mathematics, economics, quantitative finance, evolutionary biology, and physics. The Wiener process plays an important role in both pure and