Triple
T15502452
| Position | Surface form | Disambiguated ID | Type / Status |
|---|---|---|---|
| Subject | Khinchin's law of the iterated logarithm |
E378993
|
entity |
| Predicate | isRelatedTo |
P37
|
FINISHED |
| Object | Brownian motion |
E1601
|
NE FINISHED |
How this triple was built (2 steps)
Every LLM step that produced this triple, in pipeline order — named-entity classification, the disambiguation choices (the exact options shown, with the pick highlighted), and the generated description. The batch + timestamp of each is in the Provenance table below.
NER
Named-entity recognition
gpt-5-mini
Instruction
Given a phrase, classify it is english named entity (e.g., persons, organizations, works of art) in Latin script, or not (e.g., literals, dates, URLs, verbose phrases). For disambiguation, the statement where the phrase occurs as object is also given. Please return a JSON object with `phrase` (string, the phrase being analyzed) and `is_ne` (boolean, indicating whether the phrase is a Named Entity).
Input
Phrase: Brownian motion | Statement: [Khinchin's law of the iterated logarithm, isRelatedTo, Brownian motion]
NED1
Entity disambiguation (via context triple)
gpt-5-mini-2025-08-07
Target entity: Brownian motion Context triple: [Khinchin's law of the iterated logarithm, isRelatedTo, Brownian motion]
-
A.
Brownian motion
chosen
Brownian motion is the random, jittery movement of microscopic particles suspended in a fluid, whose explanation provided key evidence for the existence of atoms and the molecular nature of matter.
-
B.
Random Walk and the Theory of Brownian Motion
"Random Walk and the Theory of Brownian Motion" is a mathematical work by Mark Kac that rigorously develops the connection between discrete random walks and continuous Brownian motion within probability theory.
-
C.
Dyson Brownian motion
Dyson Brownian motion is a stochastic process describing the time evolution of eigenvalues of random matrices as if they were interacting particles undergoing Brownian motion, fundamental in random matrix theory.
-
D.
Ornstein–Uhlenbeck process
The Ornstein–Uhlenbeck process is a continuous-time stochastic process that models mean-reverting random motion, widely used in physics and quantitative finance to describe systems fluctuating around a long-term equilibrium.
-
E.
Processus stochastiques et mouvement brownien
Processus stochastiques et mouvement brownien is a foundational mathematical work by Paul Lévy that develops the theory of stochastic processes and Brownian motion.
- F. None of above.
- G. Unsure - the case is ambiguous/there is not enough information to decide.
Provenance (3 batches)
The batch behind each pipeline step, in order, with when it ran. Timestamps are batch-level — stages were processed in waves, so the object chain (NER → NED1 → NEDg → NED2) reads in order, but predicate / elicitation batches can sit in a different wave.
| Step | Stage | Batch ID | Status | When |
|---|---|---|---|---|
| creating | Elicitation | batch_69d85cd53a7c819080f5b9042c4c199e |
completed | April 10, 2026, 2:13 a.m. |
| NER | Named-entity recognition | batch_69e03fcc5bb88190b8a9a81419a9a38b |
completed | April 16, 2026, 1:47 a.m. |
| NED1 | Entity disambiguation (via context triple) | batch_69ff3669f908819087162b1b8a4e4320 |
completed | May 9, 2026, 1:28 p.m. |
Created at: April 10, 2026, 3:54 a.m.