Math 2.0

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Taylor's theorem with the Peano remainder

Let k≥1k \ge 1, let II be an open interval, let a∈Ia \in I, and let f ⁣:I→ℝf \colon I \to \mathbb{R} be kk times differentiable at aa. Then f(x)=∑j=0kf(j)(a)j!(x−a)j+o((x−a)k)as x→a.f(x) = \sum_{j=0}^{k} \frac{f^{(j)}(a)}{j!} (x - a)^j + o\big((x - a)^k\big) \quad \text{as } x \to a.

Builds on Taylor's theorem, Little o notation

Column space

The column space of a matrix is the span of its columns. It is the image of the linear map of the matrix.

Absorbing Markov chain

An absorbing Markov chain has at least one state that it never leaves. Also, each state can reach such a state. The node absorbing Markov chain gives the precise definition.

Modulo operation

The modulo operation takes two integers aa and nn with n≠0n \neq 0, and gives the remainder of the division of aa by nn. We write the result as a mod na \bmod n. The definition of the modulo operation gives the convention that this graph uses.

Law of total variance

Let XX be a real random variable with E[X2]<∞E[X^2] < \infty, and let YY be a random variable on the same probability space. Then Var⁡(X)=E[Var⁡(X∣Y)]+Var⁡(E[X∣Y]).\operatorname{Var}(X) = E\left[\operatorname{Var}(X \mid Y)\right] + \operatorname{Var}\left(E[X \mid Y]\right).

Builds on Conditional variance, Conditional expectation, Law of total expectation, Variance as the mean of the square minus the square of the mean

Multivalued function

A multivalued function from a set XX to a set YY assigns to each x∈Xx \in X a subset F(x)F(x) of YY. For at least one xx, the subset F(x)F(x) has two or more elements. In complex analysis, the main examples come from the inverses of functions that are not injective. For example, each z≠0z \neq 0 has two square roots, and it has infinitely many logarithms and arguments.

Left coset

A left coset of a subgroup HH of a group GG is a set gHgH, with g∈Gg \in G. You get it when you multiply each element of HH on the left by gg. The left cosets of HH partition GG.

Cauchy–Euler equation

A Cauchy–Euler equation is a linear equation ∑kakxky(k)=0\sum_k a_k x^k y^{(k)} = 0 with constant aka_k, in which the kk-th derivative has the factor xkx^k. It has solutions of the form xmx^m, and the change of variable x=etx = e^t gives constant coefficients. See the definition.

Range of a function

The range of a function is the set of all its values.

Irreducible polynomial

An irreducible polynomial is a nonconstant polynomial that is not a product of two polynomials of smaller degree, over a field. More generally, it is an irreducible element of a polynomial ring. The definition of an irreducible polynomial gives the conditions.

Vector triple product

Let aa, bb and cc be vectors in ℝ3\mathbb{R}^3. Let ×\times be the cross product and let ⋅\cdot be the dot product. Then a×(b×c)=(a⋅c) b−(a⋅b) c.a \times (b \times c) = (a \cdot c) \, b - (a \cdot b) \, c.

Builds on Cross product

Chain rule for Jacobian matrices

Let U⊆ℝnU \subseteq \mathbb{R}^n and W⊆ℝmW \subseteq \mathbb{R}^m be open, let g ⁣:U→Wg \colon U \to W, let f ⁣:W→ℝkf \colon W \to \mathbb{R}^k, and let a∈Ua \in U. Suppose that gg is differentiable at aa and ff is differentiable at g(a)g(a). Then the Jacobian matrices satisfy Jf∘g(a)=Jf(g(a)) Jg(a),J_{f \circ g}(a) = J_f(g(a)) \, J_g(a), a product of a k×mk \times m matrix and an m×nm \times n matrix.

Builds on Chain rule in several variables, Jacobian matrix

Dimension

The dimension of a vector space is the number of vectors in a basis of the space. It does not depend on the basis.

Antichain

An antichain in a partially ordered set is a subset in which no two different elements are comparable.

Mean value theorem in several variables

Let U⊆ℝnU \subseteq \mathbb{R}^n be open, let f ⁣:U→ℝf \colon U \to \mathbb{R} be differentiable on UU, and let x,y∈Ux, y \in U be points such that the segment {x+t(y−x):0≤t≤1}\{x + t (y - x) : 0 \le t \le 1\} lies in UU. Then there is a number c∈(0,1)c \in (0, 1) such that f(y)−f(x)=∇f(x+c(y−x))⋅(y−x).f(y) - f(x) = \nabla f\big(x + c (y - x)\big) \cdot (y - x).

Builds on Differentiable function of several variables, Gradient, Chain rule for a composition with a curve

Regular space

A topological space is regular when each closed set and each point outside it lie in disjoint open sets.

Normed vector space

A normed vector space is a real or complex vector space together with a norm.

Type I and type II errors

A type I error is the rejection of a true null hypothesis, a false positive. A type II error is the failure to reject a false null hypothesis, a false negative. The node type I and type II errors gives the precise definition.

Path

A path in a graph is a walk that visits each vertex at most once. Paths measure distance and connectivity in graphs. The node path gives the precise definition.

Minimal polynomial

The minimal polynomial of an endomorphism of a finite-dimensional space is the monic polynomial of least degree that annihilates it.

Cauchy–Schwarz inequality for expectations

Let XX and YY be real random variables on one probability space with E[X2]<∞E[X^2] < \infty and E[Y2]<∞E[Y^2] < \infty. Then XYXY is integrable and (E[XY])2≤E[X2] E[Y2].\left(E[XY]\right)^2 \le E[X^2] \, E[Y^2]. Equality holds if and only if aX+bY=0aX + bY = 0 almost surely for some reals aa and bb, not both 00.

Builds on Expected value, Covariance

Second-countable space

A topological space is second-countable when its topology has a countable basis. This condition limits the size of the topology and holds for Euclidean spaces.

Taylor's theorem

Let k≥1k \ge 1, let II be an open interval, let a∈Ia \in I, and let f ⁣:I→ℝf \colon I \to \mathbb{R} be kk times differentiable at aa. Let PkP_k be the Taylor polynomial of degree kk of ff at aa. Then there is a function hk ⁣:I→ℝh_k \colon I \to \mathbb{R} with hk(x)→0h_k(x) \to 0 as x→ax \to a and f(x)=Pk(x)+hk(x)(x−a)kfor all x∈I.f(x) = P_k(x) + h_k(x) (x - a)^k \quad \text{for all } x \in I.

Builds on Taylor polynomial

Limit of a quotient of sequences

Let (an)(a_n) and (bn)(b_n) be real sequences, and let aa and bb be real numbers with b≠0b \ne 0. Assume that an→aa_n \to a and bn→bb_n \to b as n→∞n \to \infty. Then there is a natural number NN such that bn≠0b_n \ne 0 for all n≥Nn \ge N. Moreover, the sequence (an/bn)n≥N(a_n / b_n)_{n \ge N} converges to a/ba / b.

Builds on Limit of a sequence, Limit of a product of sequences

Continuous linear map

A continuous linear map between normed spaces is a linear map that is continuous for the norm topologies. Such maps are the same as the bounded linear maps, which multiply lengths by at most a fixed constant.