Triple
T1462588
| Position | Surface form | Disambiguated ID | Type / Status |
|---|---|---|---|
| Subject | CLT |
E31545
|
entity |
| Predicate | hasVariant |
P455
|
FINISHED |
| Object | central limit theorem for martingales |
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: central limit theorem for martingales | Statement: [CLT, hasVariant, central limit theorem for martingales]
NED1
Entity disambiguation (via context triple)
gpt-5-mini-2025-08-07
Target entity: central limit theorem for martingales Context triple: [CLT, hasVariant, central limit theorem for martingales]
-
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.
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.
-
C.
martingale representation theorem
The martingale representation theorem is a fundamental result in stochastic calculus stating that, under suitable conditions, every martingale can be expressed as a stochastic integral with respect to a Brownian motion (or more generally, a fundamental martingale).
-
D.
law of large numbers
The law of large numbers is a fundamental theorem in probability theory stating that as the number of independent trials increases, the sample average converges to the expected value.
-
E.
Cameron–Martin theorem
The Cameron–Martin theorem is a fundamental result in probability theory and functional analysis that characterizes how Gaussian measures on infinite-dimensional spaces change under shifts by elements of a special Hilbert subspace (the Cameron–Martin space).
- 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_69a49917dfc081909acdbdf5d684f1ef |
completed | March 1, 2026, 7:52 p.m. |
| NER | Named-entity recognition | batch_69a4c5b6e36c81909c47b2f7e66f17d7 |
completed | March 1, 2026, 11:03 p.m. |
| NED1 | Entity disambiguation (via context triple) | batch_69ad0e7ab538819090bc3e3ed1bbff64 |
completed | March 8, 2026, 5:51 a.m. |
Created at: March 1, 2026, 8 p.m.