Triple

T243788
Position Surface form Disambiguated ID Type / Status
Subject central limit theorem E4991 entity
Predicate hasVariant P455 FINISHED
Object Lyapunov central limit theorem E4991 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: Lyapunov central limit theorem | Statement: [central limit theorem, hasVariant, Lyapunov central limit theorem]
NED1 Entity disambiguation (via context triple) gpt-5-mini-2025-08-07 
Target entity: Lyapunov central limit theorem
Context triple: [central limit theorem, hasVariant, Lyapunov central limit theorem]
  • A. central limit theorem chosen
    The central limit theorem is a fundamental result in probability theory stating that the sum (or average) of many independent, identically distributed random variables tends to follow a normal distribution, regardless of the original variables’ distribution, under mild conditions.
  • B. Feynman–Kac formula
    The Feynman–Kac formula is a fundamental result connecting solutions of certain partial differential equations with expectations over stochastic processes, forming a bridge between quantum mechanics, probability theory, and mathematical finance.
  • C. Girsanov theorem
    Girsanov theorem is a fundamental result in stochastic calculus that describes how the dynamics of stochastic processes, particularly Brownian motion, change under an equivalent change of probability measure.
  • D. Fokker–Planck equation
    The Fokker–Planck equation is a partial differential equation that describes the time evolution of the probability density function of a stochastic (random) process, such as Brownian motion.
  • E. Gauss–Markov theorem
    The Gauss–Markov theorem is a fundamental result in statistics stating that, under certain conditions, the ordinary least squares estimator is the best linear unbiased estimator (BLUE) of the coefficients in a linear regression model.
  • 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_69a257c3d0708190b0871c4269d273e6 completed Feb. 28, 2026, 2:49 a.m.
NER Named-entity recognition batch_69a25cef84ac81908fcc175b7f89653b completed Feb. 28, 2026, 3:11 a.m.
NED1 Entity disambiguation (via context triple) batch_69a36cf2e84c81908d87847d498f96f4 completed Feb. 28, 2026, 10:32 p.m.
Created at: Feb. 28, 2026, 2:53 a.m.