Triple

T11960962
Position Surface form Disambiguated ID Type / Status
Subject Isserlis’ theorem E284666 entity
Predicate alsoKnownAs P39 FINISHED
Object Gaussian moment theorem E284666 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: Gaussian moment theorem | Statement: [Isserlis’ theorem, alsoKnownAs, Gaussian moment theorem]
NED1 Entity disambiguation (via context triple) gpt-5-mini-2025-08-07
Target entity: Gaussian moment theorem
Context triple: [Isserlis’ theorem, alsoKnownAs, Gaussian moment theorem]
  • A. Isserlis’ theorem in probability theory chosen
    Isserlis’ theorem in probability theory is a result that expresses higher-order moments of jointly Gaussian random variables in terms of sums of products of their pairwise covariances.
  • B. Cramér–Wold theorem
    The Cramér–Wold theorem is a fundamental result in probability theory stating that a multivariate distribution is uniquely determined by the distributions of all its one-dimensional linear projections.
  • C. Berry–Esseen theorem
    The Berry–Esseen theorem is a quantitative refinement of the central limit theorem that provides explicit bounds on the rate of convergence of normalized sums of independent random variables to the normal distribution.
  • D. Bochner theorem on characteristic functions
    The Bochner theorem on characteristic functions is a fundamental result in probability theory and harmonic analysis that characterizes which functions are Fourier transforms of probability measures by requiring them to be positive-definite, continuous, and normalized at zero.
  • E. Marchenko–Pastur law
    The Marchenko–Pastur law is a probability distribution that describes the asymptotic eigenvalue spectrum of large random covariance matrices in random matrix theory.
  • 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_69d6ab2eaeb881909f7914758f859413 completed April 8, 2026, 7:23 p.m.
NER Named-entity recognition batch_69d9036941948190b150369094551731 completed April 10, 2026, 2:04 p.m.
NED1 Entity disambiguation (via context triple) batch_69f4592fa9a48190a0450e3d0c57c4d3 completed May 1, 2026, 7:41 a.m.
Created at: April 8, 2026, 9:45 p.m.