ON THE LAGRANGE COMPLEX INTERPOLATION

Size: px
Start display at page:

Download "ON THE LAGRANGE COMPLEX INTERPOLATION"

Transcription

1 U.P.B. Sci. Bull., Series A, Vol. 72, Iss. 2, 200 ISSN ON HE LAGRANGE COMPLEX INERPOLAION Adria NEAGOE I lucrare prez uele rezultate legate de erpolarea Lagrage î domeiul complex ( cor. prop. şi prop. 2 ). Formula (6) este o extidere a formulei lui Shao de eşatioare (7), petru cazul mometelor echidistate de eşatioare. I 2 am adăugat u rezultat privid eşatioarea i domeiul frecveţelor. I 3 am dat o extidere multidimesioală a formulei de eşatioare, care u foloseşte erpolarea Lagrage, ci o abordare distribuţioală. I this work, I preset some results regardig the Lagrage erpolatio i the complex domai (cor. prop. ad prop. 2). Formula (6) is a extesio of the well-kow Shao s samplig formula (7), for samplig equidistat momets. I 2 I preset a simple result regardig the samplig i frequecy. I 3 I give a multidimesioal extesio, which does ot use the Lagrage erpolatio but a distributioal approach. Key words: Lagrage erpolatio i the complex domai, samplig theorem, multidimesioal samplig theorem.. Lagrage erpolatio i complex domai Recall that a fuctio f : C C is called etire if is holomorphic ( aalytical ) i all the complex plae. If (a ), is a give sequece of complex umbers ad z, the Lagrage erpolatio problem cosists of fidig a etire fuctio f so that f ( z ) = a,. his problem has solutios oly if we impose some supplemetary codios regardig the sequece (a ). PROPOSIION. Fix a real umber >0. Let z =, wh Z ad z the fuctio φ: C C, ϕ ( z) = si. If a sequece (a ), Z has the property M that ε > 0, M > 0 ad N( ε ) so that a < for N( ε), the the +ε series aϕ( z) =, () ϕ' ( z )( ) = z z Prof., Jea Moet heoretical High School, Bucharest, Romaia, adriaeagoe78@yahoo.com

2 64 Adria Neagoe is uiformly coverget o ay compact i C. z Proof : he series () becomes a si = Z ( z ) cos si u asa ( z ), where we have deoted sa( u) = ( u 0 ) ad sa ( 0) =. Z u If R > 0 ad z R, the for every large eough, we have M S(R) a sa( ( z )), where S ( R) = sup{ sa( u) ; u R}. +ε So, for ay N fixed, a sa( ( z )) 2M S(R). + ε > N = N Accordigly, the rest of the cosidered series of fuctios is uiformly coverget towards zero for N Applyig the fact that the sum of a series of etire fuctios, uiformly coverget o ay compact, is a etire fuctio, we get the followig: COROLLARY : Uder the hypothesis of prop., the fuctio f : C C, = asa ( z ) is etire ad, moreover f ( ) = a, for ay Z []. Z 2. A geeralizatio of the samplig Shao formula Fix > 0 ad let f : C C be a etire fuctio. Deote ρ = ( + ) 2 ad cosider the complex egral f ( u) du I ( z) =, Z (2) 2 i u z =ρ ( u z)si he residue of the fuctio uder the egral i the simple pole k is equal to f ( k) ad for z k, the residue i z is equal to. he, z z ( k )cos k si acordig to the residues theorem, results that f ( k) I ( z) = + (3) z z k ρ ( k )cos k si

3 O the Lagrage complex erpolatio 65 O the other had, we estimate the egral (2) direct by the parametrizatio of the path of egratio ; put u = ρ e, t [0,2], hece 2 f ( ρe ) ρie 2 I ( z) = dθ (4) iθ 0 ( ρe z) si( ρe ) But for ay t [ 0,2], exp( ρ si t ) < si ρe. z z Moreover, for ay z fixed, lim e = so e > for ay large ρ ρ 2 eough. From (4) oe ca obtai the estimatio 2 4 f ( ρ e ) I ( z) dt. (5) 0 exp( ρ si t ) PROPOSIION 2. Let > 0 fixed ad f : C C be a etire fuctio wh the property that there is M > 0 ad a real umber β (0, ) so that f ( x) M for ay x R ad M exp( βr s ) for ay z = re. he = f ( ) sa( ( z )). (6) Z Proof : hus, f ( ρ e ) M exp( βρ s ) ; so, accordig to (5), 2 4M I ( z) exp(( β ) ρ si t ) dt. Because β <, I ( z) 0 for 0, uiformly o ay compact, the relatio (6) follows. NOE. If the values f(), Z are previously fixed, the etire fuctio f is uiquely determiated ( by applyig the idety priciple ). CORROLARY. If f : R C belogs to L L 2 ad suppfˆ [ b, b], the f ( t) = f ( ) sa( bt ), a.e. t R. (7) Z b his is the classical formulatio of the Shao formula. he formula (6) is a geeralizatio of this. Here is a simpler argumet to get (7), by usig distributios: if u meas the u step fuctio the f ˆ( ω ) = ( u( ω + b) u( ω b)) fˆ( ω 2b), for ay ω R [ideed, if ω b, Z

4 66 Adria Neagoe the f ˆ ( ω) = 0 ad u( ω + b) u( ω b) = 0 ; ad if ω < b, the ω 2b ( b, b) oly for = 0 ad for 0, f ˆ ( ω 2b) = 0 ]. From the previous relatio, oe gets fˆ( ω ) = ( u( ω + b) u( ω b)) fˆ( ω) δ ( ω 2b) ad is eough to apply the Fourier iversio formula. z NOE. ) he fuctio ϕ ( z) = sa( ) is a good erpolator, i the sese that wheever = ϕ ( z ) f ( ), follows for ay δ>0, that = ϕ ( z + δ ) f ( δ ) [3]. 2) he sigals which do appear i ature are radom ad oe ca exted the relatio (7) to radom sigals: amely if ( ξ t ) is a statioary radom sigal wh a ull mea ad a limed bad of frequecy, the ξt = ξ sa( bt ) [2], [4]. he above corollary suggest a dual result, regardig the samplig i frequecy of the spectral fuctio fˆ of f : qualatively, the value of fˆ i ay frequecy is well determied from the values i some discrete frequecies. Z Z b PROPOSIION 3. Suppose that f L L 2 has a bouded duratio ( that is, τ > 0 such that f ( t) = 0 for t τ ). he ω R, f ˆ( ω ) = fˆ( ) sa ( τω ) (8) Z τ τ τ Proof. We have f ( t) = ( u( t + ) u( t )) ( f ( t) δ ( t τ )) ad 2 2 Z siωτ apply the Fourier trasform : fˆ( ω ) = [ fˆ( ω) δ ( ω )] = ω τ Z τ siωτ = δ ( ω ) [ fˆ( ω)], whece (8). τ ωτ Z 3. A multidimesioal extesio of the Shao formula I the case of the multidimesioal sigals, the Lagrage type erpolatio caot be directly applied. Istead, i this case, oe ca use the previous argumet, by makig use the distributios.

5 O the Lagrage complex erpolatio 67 For the multidimesioal case, the Lagrage erpolatio from, 2 is ot directly possible, but could be applied the previous argumet, by makig use the distributios. Namely, we prove: PROPOSIION 4. Let f : R C be a fuctio from L 2 (R ) wh supp f bouded. he there are vectors v,.,v R so that a.e. x R, f(x) is well determied by the values of f i the set of values Ω = kivi / k,..., k Z. i= Proof. Choose v,.,v liear idepedet ad let u,..,u their reciprocals ( such that takes place the followig relatio betwee euclidea ier products : ui, v j = 2δij for every i,j). We shall ote k v = k i v i ad i= we shall defie a samplig fuctio s, similar wh sa, so that the followig formula holds: f ( x) = f ( k v) s( x k v) a.e. x R. (9) k Z If such a fuctio really exists, the f ( k v) s( x k v) = f ( y) s( x y) δ( y kv) dy R i< y, k u > But, f ( x) = f ( y) e s( x y) dy, where W is the volume of the W k Z parallelipiped built o the vectors u,..,u. Applyig the Fourier -dimesioal operator, results f ( ω) = s( ω) f ( ω + k u) for ay ω R. he is W k Z eough to choose vectors v,.,v so that the supports of f ( ω + k u) are disjo ad cosider a fuctio s so that s = W, costat o supp f ad ull for the values ω where f ( ω + k u) 0, for k 0. he formula (9) is the obtaied by applyig the Fourier iversio formula. 4. Coclusios I this work, oe presets some results regardig the Lagrage erpolatio i the complex plae, which have close coectios wh the Shao samplig theorem ( proposios, 2 ). Oe ca also apply the adopted

6 68 Adria Neagoe method for the case of the radom sigals ad that of oequidistat momets. I the paragraph 2 I have added a formula (8) for the samplig i frequecy. Oe asserts ad proves a extesio of the samplig theorem to the case of fuctios of several variables. R E F E R E N C E S [] Ia. I. Hurghi, V.P. Iakovlev, Metode ale teoriei fuctiilor regi i radiotehica (Methods of egral fuctios theory i radio egieerig) (i Russia), Moskva, Scv. Radio, 962. [2] D. Staomir, O. Stăăşilă, Metode matematice î teoria semalelor (Mathematical methods i sigals theory), Ed. ehică, 980 (i Romaia). [3] H. akahasi, Complex fuctio theory ad umerical aalysis, Publ. Rims, Kyoto Uiv., 4, , [4] P.P. Vaidyaatha, Geeralizatios of the samplig theorem, IEE ras. Circus ad Systems, 48, , sept. 200.

62. Power series Definition 16. (Power series) Given a sequence {c n }, the series. c n x n = c 0 + c 1 x + c 2 x 2 + c 3 x 3 +

62. Power series Definition 16. (Power series) Given a sequence {c n }, the series. c n x n = c 0 + c 1 x + c 2 x 2 + c 3 x 3 + 62. Power series Defiitio 16. (Power series) Give a sequece {c }, the series c x = c 0 + c 1 x + c 2 x 2 + c 3 x 3 + is called a power series i the variable x. The umbers c are called the coefficiets of

More information

3. Z Transform. Recall that the Fourier transform (FT) of a DT signal xn [ ] is ( ) [ ] = In order for the FT to exist in the finite magnitude sense,

3. Z Transform. Recall that the Fourier transform (FT) of a DT signal xn [ ] is ( ) [ ] = In order for the FT to exist in the finite magnitude sense, 3. Z Trasform Referece: Etire Chapter 3 of text. Recall that the Fourier trasform (FT) of a DT sigal x [ ] is ω ( ) [ ] X e = j jω k = xe I order for the FT to exist i the fiite magitude sese, S = x [

More information

(A sequence also can be thought of as the list of function values attained for a function f :ℵ X, where f (n) = x n for n 1.) x 1 x N +k x N +4 x 3

(A sequence also can be thought of as the list of function values attained for a function f :ℵ X, where f (n) = x n for n 1.) x 1 x N +k x N +4 x 3 MATH 337 Sequeces Dr. Neal, WKU Let X be a metric space with distace fuctio d. We shall defie the geeral cocept of sequece ad limit i a metric space, the apply the results i particular to some special

More information

IIT JAM Mathematical Statistics (MS) 2006 SECTION A

IIT JAM Mathematical Statistics (MS) 2006 SECTION A IIT JAM Mathematical Statistics (MS) 6 SECTION A. If a > for ad lim a / L >, the which of the followig series is ot coverget? (a) (b) (c) (d) (d) = = a = a = a a + / a lim a a / + = lim a / a / + = lim

More information

Product measures, Tonelli s and Fubini s theorems For use in MAT3400/4400, autumn 2014 Nadia S. Larsen. Version of 13 October 2014.

Product measures, Tonelli s and Fubini s theorems For use in MAT3400/4400, autumn 2014 Nadia S. Larsen. Version of 13 October 2014. Product measures, Toelli s ad Fubii s theorems For use i MAT3400/4400, autum 2014 Nadia S. Larse Versio of 13 October 2014. 1. Costructio of the product measure The purpose of these otes is to preset the

More information

MAT1026 Calculus II Basic Convergence Tests for Series

MAT1026 Calculus II Basic Convergence Tests for Series MAT026 Calculus II Basic Covergece Tests for Series Egi MERMUT 202.03.08 Dokuz Eylül Uiversity Faculty of Sciece Departmet of Mathematics İzmir/TURKEY Cotets Mootoe Covergece Theorem 2 2 Series of Real

More information

Chapter 7 Isoperimetric problem

Chapter 7 Isoperimetric problem Chapter 7 Isoperimetric problem Recall that the isoperimetric problem (see the itroductio its coectio with ido s proble) is oe of the most classical problem of a shape optimizatio. It ca be formulated

More information

Definition 4.2. (a) A sequence {x n } in a Banach space X is a basis for X if. unique scalars a n (x) such that x = n. a n (x) x n. (4.

Definition 4.2. (a) A sequence {x n } in a Banach space X is a basis for X if. unique scalars a n (x) such that x = n. a n (x) x n. (4. 4. BASES I BAACH SPACES 39 4. BASES I BAACH SPACES Sice a Baach space X is a vector space, it must possess a Hamel, or vector space, basis, i.e., a subset {x γ } γ Γ whose fiite liear spa is all of X ad

More information

Math Solutions to homework 6

Math Solutions to homework 6 Math 175 - Solutios to homework 6 Cédric De Groote November 16, 2017 Problem 1 (8.11 i the book): Let K be a compact Hermitia operator o a Hilbert space H ad let the kerel of K be {0}. Show that there

More information

PRELIM PROBLEM SOLUTIONS

PRELIM PROBLEM SOLUTIONS PRELIM PROBLEM SOLUTIONS THE GRAD STUDENTS + KEN Cotets. Complex Aalysis Practice Problems 2. 2. Real Aalysis Practice Problems 2. 4 3. Algebra Practice Problems 2. 8. Complex Aalysis Practice Problems

More information

A) is empty. B) is a finite set. C) can be a countably infinite set. D) can be an uncountable set.

A) is empty. B) is a finite set. C) can be a countably infinite set. D) can be an uncountable set. M.A./M.Sc. (Mathematics) Etrace Examiatio 016-17 Max Time: hours Max Marks: 150 Istructios: There are 50 questios. Every questio has four choices of which exactly oe is correct. For correct aswer, 3 marks

More information

Convergence of random variables. (telegram style notes) P.J.C. Spreij

Convergence of random variables. (telegram style notes) P.J.C. Spreij Covergece of radom variables (telegram style otes).j.c. Spreij this versio: September 6, 2005 Itroductio As we kow, radom variables are by defiitio measurable fuctios o some uderlyig measurable space

More information

Lecture Chapter 6: Convergence of Random Sequences

Lecture Chapter 6: Convergence of Random Sequences ECE5: Aalysis of Radom Sigals Fall 6 Lecture Chapter 6: Covergece of Radom Sequeces Dr Salim El Rouayheb Scribe: Abhay Ashutosh Doel, Qibo Zhag, Peiwe Tia, Pegzhe Wag, Lu Liu Radom sequece Defiitio A ifiite

More information

5. Matrix exponentials and Von Neumann s theorem The matrix exponential. For an n n matrix X we define

5. Matrix exponentials and Von Neumann s theorem The matrix exponential. For an n n matrix X we define 5. Matrix expoetials ad Vo Neuma s theorem 5.1. The matrix expoetial. For a matrix X we defie e X = exp X = I + X + X2 2! +... = 0 X!. We assume that the etries are complex so that exp is well defied o

More information

Sequences and Series of Functions

Sequences and Series of Functions Chapter 6 Sequeces ad Series of Fuctios 6.1. Covergece of a Sequece of Fuctios Poitwise Covergece. Defiitio 6.1. Let, for each N, fuctio f : A R be defied. If, for each x A, the sequece (f (x)) coverges

More information

Estimation of the Mean and the ACVF

Estimation of the Mean and the ACVF Chapter 5 Estimatio of the Mea ad the ACVF A statioary process {X t } is characterized by its mea ad its autocovariace fuctio γ ), ad so by the autocorrelatio fuctio ρ ) I this chapter we preset the estimators

More information

6 Integers Modulo n. integer k can be written as k = qn + r, with q,r, 0 r b. So any integer.

6 Integers Modulo n. integer k can be written as k = qn + r, with q,r, 0 r b. So any integer. 6 Itegers Modulo I Example 2.3(e), we have defied the cogruece of two itegers a,b with respect to a modulus. Let us recall that a b (mod ) meas a b. We have proved that cogruece is a equivalece relatio

More information

sin(n) + 2 cos(2n) n 3/2 3 sin(n) 2cos(2n) n 3/2 a n =

sin(n) + 2 cos(2n) n 3/2 3 sin(n) 2cos(2n) n 3/2 a n = 60. Ratio ad root tests 60.1. Absolutely coverget series. Defiitio 13. (Absolute covergece) A series a is called absolutely coverget if the series of absolute values a is coverget. The absolute covergece

More information

Chapter 6 Infinite Series

Chapter 6 Infinite Series Chapter 6 Ifiite Series I the previous chapter we cosidered itegrals which were improper i the sese that the iterval of itegratio was ubouded. I this chapter we are goig to discuss a topic which is somewhat

More information

Complex Analysis Spring 2001 Homework I Solution

Complex Analysis Spring 2001 Homework I Solution Complex Aalysis Sprig 2001 Homework I Solutio 1. Coway, Chapter 1, sectio 3, problem 3. Describe the set of poits satisfyig the equatio z a z + a = 2c, where c > 0 ad a R. To begi, we see from the triagle

More information

Math 140A Elementary Analysis Homework Questions 3-1

Math 140A Elementary Analysis Homework Questions 3-1 Math 0A Elemetary Aalysis Homework Questios -.9 Limits Theorems for Sequeces Suppose that lim x =, lim y = 7 ad that all y are o-zero. Detarime the followig limits: (a) lim(x + y ) (b) lim y x y Let s

More information

This section is optional.

This section is optional. 4 Momet Geeratig Fuctios* This sectio is optioal. The momet geeratig fuctio g : R R of a radom variable X is defied as g(t) = E[e tx ]. Propositio 1. We have g () (0) = E[X ] for = 1, 2,... Proof. Therefore

More information

MASSACHUSETTS INSTITUTE OF TECHNOLOGY Department of Electrical Engineering and Computer Science. BACKGROUND EXAM September 30, 2004.

MASSACHUSETTS INSTITUTE OF TECHNOLOGY Department of Electrical Engineering and Computer Science. BACKGROUND EXAM September 30, 2004. MASSACHUSETTS INSTITUTE OF TECHNOLOGY Departmet of Electrical Egieerig ad Computer Sciece 6.34 Discrete Time Sigal Processig Fall 24 BACKGROUND EXAM September 3, 24. Full Name: Note: This exam is closed

More information

VECTOR SEMINORMS, SPACES WITH VECTOR NORM, AND REGULAR OPERATORS

VECTOR SEMINORMS, SPACES WITH VECTOR NORM, AND REGULAR OPERATORS Dedicated to Professor Philippe G. Ciarlet o his 70th birthday VECTOR SEMINORMS, SPACES WITH VECTOR NORM, AND REGULAR OPERATORS ROMULUS CRISTESCU The rst sectio of this paper deals with the properties

More information

f(w) w z =R z a 0 a n a nz n Liouville s theorem, we see that Q is constant, which implies that P is constant, which is a contradiction.

f(w) w z =R z a 0 a n a nz n Liouville s theorem, we see that Q is constant, which implies that P is constant, which is a contradiction. Theorem 3.6.4. [Liouville s Theorem] Every bouded etire fuctio is costat. Proof. Let f be a etire fuctio. Suppose that there is M R such that M for ay z C. The for ay z C ad R > 0 f (z) f(w) 2πi (w z)

More information

Infinite Sequences and Series

Infinite Sequences and Series Chapter 6 Ifiite Sequeces ad Series 6.1 Ifiite Sequeces 6.1.1 Elemetary Cocepts Simply speakig, a sequece is a ordered list of umbers writte: {a 1, a 2, a 3,...a, a +1,...} where the elemets a i represet

More information

1.3 Convergence Theorems of Fourier Series. k k k k. N N k 1. With this in mind, we state (without proof) the convergence of Fourier series.

1.3 Convergence Theorems of Fourier Series. k k k k. N N k 1. With this in mind, we state (without proof) the convergence of Fourier series. .3 Covergece Theorems of Fourier Series I this sectio, we preset the covergece of Fourier series. A ifiite sum is, by defiitio, a limit of partial sums, that is, a cos( kx) b si( kx) lim a cos( kx) b si(

More information

6.3 Testing Series With Positive Terms

6.3 Testing Series With Positive Terms 6.3. TESTING SERIES WITH POSITIVE TERMS 307 6.3 Testig Series With Positive Terms 6.3. Review of what is kow up to ow I theory, testig a series a i for covergece amouts to fidig the i= sequece of partial

More information

Review Problems 1. ICME and MS&E Refresher Course September 19, 2011 B = C = AB = A = A 2 = A 3... C 2 = C 3 = =

Review Problems 1. ICME and MS&E Refresher Course September 19, 2011 B = C = AB = A = A 2 = A 3... C 2 = C 3 = = Review Problems ICME ad MS&E Refresher Course September 9, 0 Warm-up problems. For the followig matrices A = 0 B = C = AB = 0 fid all powers A,A 3,(which is A times A),... ad B,B 3,... ad C,C 3,... Solutio:

More information

PAPER : IIT-JAM 2010

PAPER : IIT-JAM 2010 MATHEMATICS-MA (CODE A) Q.-Q.5: Oly oe optio is correct for each questio. Each questio carries (+6) marks for correct aswer ad ( ) marks for icorrect aswer.. Which of the followig coditios does NOT esure

More information

Riesz-Fischer Sequences and Lower Frame Bounds

Riesz-Fischer Sequences and Lower Frame Bounds Zeitschrift für Aalysis ud ihre Aweduge Joural for Aalysis ad its Applicatios Volume 1 (00), No., 305 314 Riesz-Fischer Sequeces ad Lower Frame Bouds P. Casazza, O. Christese, S. Li ad A. Lider Abstract.

More information

Beyond simple iteration of a single function, or even a finite sequence of functions, results

Beyond simple iteration of a single function, or even a finite sequence of functions, results A Primer o the Elemetary Theory of Ifiite Compositios of Complex Fuctios Joh Gill Sprig 07 Abstract: Elemetary meas ot requirig the complex fuctios be holomorphic Theorem proofs are fairly simple ad are

More information

Integrable Functions. { f n } is called a determining sequence for f. If f is integrable with respect to, then f d does exist as a finite real number

Integrable Functions. { f n } is called a determining sequence for f. If f is integrable with respect to, then f d does exist as a finite real number MATH 532 Itegrable Fuctios Dr. Neal, WKU We ow shall defie what it meas for a measurable fuctio to be itegrable, show that all itegral properties of simple fuctios still hold, ad the give some coditios

More information

TR/46 OCTOBER THE ZEROS OF PARTIAL SUMS OF A MACLAURIN EXPANSION A. TALBOT

TR/46 OCTOBER THE ZEROS OF PARTIAL SUMS OF A MACLAURIN EXPANSION A. TALBOT TR/46 OCTOBER 974 THE ZEROS OF PARTIAL SUMS OF A MACLAURIN EXPANSION by A. TALBOT .. Itroductio. A problem i approximatio theory o which I have recetly worked [] required for its solutio a proof that the

More information

MATH301 Real Analysis (2008 Fall) Tutorial Note #7. k=1 f k (x) converges pointwise to S(x) on E if and

MATH301 Real Analysis (2008 Fall) Tutorial Note #7. k=1 f k (x) converges pointwise to S(x) on E if and MATH01 Real Aalysis (2008 Fall) Tutorial Note #7 Sequece ad Series of fuctio 1: Poitwise Covergece ad Uiform Covergece Part I: Poitwise Covergece Defiitio of poitwise covergece: A sequece of fuctios f

More information

ANSWERS TO MIDTERM EXAM # 2

ANSWERS TO MIDTERM EXAM # 2 MATH 03, FALL 003 ANSWERS TO MIDTERM EXAM # PENN STATE UNIVERSITY Problem 1 (18 pts). State ad prove the Itermediate Value Theorem. Solutio See class otes or Theorem 5.6.1 from our textbook. Problem (18

More information

6a Time change b Quadratic variation c Planar Brownian motion d Conformal local martingales e Hints to exercises...

6a Time change b Quadratic variation c Planar Brownian motion d Conformal local martingales e Hints to exercises... Tel Aviv Uiversity, 28 Browia motio 59 6 Time chage 6a Time chage..................... 59 6b Quadratic variatio................. 61 6c Plaar Browia motio.............. 64 6d Coformal local martigales............

More information

DANIELL AND RIEMANN INTEGRABILITY

DANIELL AND RIEMANN INTEGRABILITY DANIELL AND RIEMANN INTEGRABILITY ILEANA BUCUR We itroduce the otio of Riema itegrable fuctio with respect to a Daiell itegral ad prove the approximatio theorem of such fuctios by a mootoe sequece of Jorda

More information

7.1 Convergence of sequences of random variables

7.1 Convergence of sequences of random variables Chapter 7 Limit Theorems Throughout this sectio we will assume a probability space (, F, P), i which is defied a ifiite sequece of radom variables (X ) ad a radom variable X. The fact that for every ifiite

More information

Topics. Homework Problems. MATH 301 Introduction to Analysis Chapter Four Sequences. 1. Definition of convergence of sequences.

Topics. Homework Problems. MATH 301 Introduction to Analysis Chapter Four Sequences. 1. Definition of convergence of sequences. MATH 301 Itroductio to Aalysis Chapter Four Sequeces Topics 1. Defiitio of covergece of sequeces. 2. Fidig ad provig the limit of sequeces. 3. Bouded covergece theorem: Theorem 4.1.8. 4. Theorems 4.1.13

More information

Sequences. Notation. Convergence of a Sequence

Sequences. Notation. Convergence of a Sequence Sequeces A sequece is essetially just a list. Defiitio (Sequece of Real Numbers). A sequece of real umbers is a fuctio Z (, ) R for some real umber. Do t let the descriptio of the domai cofuse you; it

More information

DS 100: Principles and Techniques of Data Science Date: April 13, Discussion #10

DS 100: Principles and Techniques of Data Science Date: April 13, Discussion #10 DS 00: Priciples ad Techiques of Data Sciece Date: April 3, 208 Name: Hypothesis Testig Discussio #0. Defie these terms below as they relate to hypothesis testig. a) Data Geeratio Model: Solutio: A set

More information

The minimum value and the L 1 norm of the Dirichlet kernel

The minimum value and the L 1 norm of the Dirichlet kernel The miimum value ad the L orm of the Dirichlet kerel For each positive iteger, defie the fuctio D (θ + ( cos θ + cos θ + + cos θ e iθ + + e iθ + e iθ + e + e iθ + e iθ + + e iθ which we call the (th Dirichlet

More information

On a class of convergent sequences defined by integrals 1

On a class of convergent sequences defined by integrals 1 Geeral Mathematics Vol. 4, No. 2 (26, 43 54 O a class of coverget sequeces defied by itegrals Dori Adrica ad Mihai Piticari Abstract The mai result shows that if g : [, ] R is a cotiuous fuctio such that

More information

Generalized Semi- Markov Processes (GSMP)

Generalized Semi- Markov Processes (GSMP) Geeralized Semi- Markov Processes (GSMP) Summary Some Defiitios Markov ad Semi-Markov Processes The Poisso Process Properties of the Poisso Process Iterarrival times Memoryless property ad the residual

More information

MA541 : Real Analysis. Tutorial and Practice Problems - 1 Hints and Solutions

MA541 : Real Analysis. Tutorial and Practice Problems - 1 Hints and Solutions MA54 : Real Aalysis Tutorial ad Practice Problems - Hits ad Solutios. Suppose that S is a oempty subset of real umbers that is bouded (i.e. bouded above as well as below). Prove that if S sup S. What ca

More information

Problem Set 2 Solutions

Problem Set 2 Solutions CS271 Radomess & Computatio, Sprig 2018 Problem Set 2 Solutios Poit totals are i the margi; the maximum total umber of poits was 52. 1. Probabilistic method for domiatig sets 6pts Pick a radom subset S

More information

lim za n n = z lim a n n.

lim za n n = z lim a n n. Lecture 6 Sequeces ad Series Defiitio 1 By a sequece i a set A, we mea a mappig f : N A. It is customary to deote a sequece f by {s } where, s := f(). A sequece {z } of (complex) umbers is said to be coverget

More information

Since X n /n P p, we know that X n (n. Xn (n X n ) Using the asymptotic result above to obtain an approximation for fixed n, we obtain

Since X n /n P p, we know that X n (n. Xn (n X n ) Using the asymptotic result above to obtain an approximation for fixed n, we obtain Assigmet 9 Exercise 5.5 Let X biomial, p, where p 0, 1 is ukow. Obtai cofidece itervals for p i two differet ways: a Sice X / p d N0, p1 p], the variace of the limitig distributio depeds oly o p. Use the

More information

SCORE. Exam 2. MA 114 Exam 2 Fall 2017

SCORE. Exam 2. MA 114 Exam 2 Fall 2017 Exam Name: Sectio ad/or TA: Do ot remove this aswer page you will retur the whole exam. You will be allowed two hours to complete this test. No books or otes may be used. You may use a graphig calculator

More information

Mathematical Statistics - MS

Mathematical Statistics - MS Paper Specific Istructios. The examiatio is of hours duratio. There are a total of 60 questios carryig 00 marks. The etire paper is divided ito three sectios, A, B ad C. All sectios are compulsory. Questios

More information

Sequences and Limits

Sequences and Limits Chapter Sequeces ad Limits Let { a } be a sequece of real or complex umbers A ecessary ad sufficiet coditio for the sequece to coverge is that for ay ɛ > 0 there exists a iteger N > 0 such that a p a q

More information

Markov Decision Processes

Markov Decision Processes Markov Decisio Processes Defiitios; Statioary policies; Value improvemet algorithm, Policy improvemet algorithm, ad liear programmig for discouted cost ad average cost criteria. Markov Decisio Processes

More information

A Negative Result. We consider the resolvent problem for the scalar Oseen equation

A Negative Result. We consider the resolvent problem for the scalar Oseen equation O Osee Resolvet Estimates: A Negative Result Paul Deurig Werer Varhor 2 Uiversité Lille 2 Uiversität Kassel Laboratoire de Mathématiques BP 699, 62228 Calais cédex Frace paul.deurig@lmpa.uiv-littoral.fr

More information

Math 140A Elementary Analysis Homework Questions 1

Math 140A Elementary Analysis Homework Questions 1 Math 14A Elemetary Aalysis Homewor Questios 1 1 Itroductio 1.1 The Set N of Natural Numbers 1 Prove that 1 2 2 2 2 1 ( 1(2 1 for all atural umbers. 2 Prove that 3 11 (8 5 4 2 for all N. 4 (a Guess a formula

More information

SCORE. Exam 2. MA 114 Exam 2 Fall 2016

SCORE. Exam 2. MA 114 Exam 2 Fall 2016 MA 4 Exam Fall 06 Exam Name: Sectio ad/or TA: Do ot remove this aswer page you will retur the whole exam. You will be allowed two hours to complete this test. No books or otes may be used. You may use

More information

Basics of Probability Theory (for Theory of Computation courses)

Basics of Probability Theory (for Theory of Computation courses) Basics of Probability Theory (for Theory of Computatio courses) Oded Goldreich Departmet of Computer Sciece Weizma Istitute of Sciece Rehovot, Israel. oded.goldreich@weizma.ac.il November 24, 2008 Preface.

More information

NEW FAST CONVERGENT SEQUENCES OF EULER-MASCHERONI TYPE

NEW FAST CONVERGENT SEQUENCES OF EULER-MASCHERONI TYPE UPB Sci Bull, Series A, Vol 79, Iss, 207 ISSN 22-7027 NEW FAST CONVERGENT SEQUENCES OF EULER-MASCHERONI TYPE Gabriel Bercu We itroduce two ew sequeces of Euler-Mascheroi type which have fast covergece

More information

The Boolean Ring of Intervals

The Boolean Ring of Intervals MATH 532 Lebesgue Measure Dr. Neal, WKU We ow shall apply the results obtaied about outer measure to the legth measure o the real lie. Throughout, our space X will be the set of real umbers R. Whe ecessary,

More information

1 of 7 7/16/2009 6:06 AM Virtual Laboratories > 6. Radom Samples > 1 2 3 4 5 6 7 6. Order Statistics Defiitios Suppose agai that we have a basic radom experimet, ad that X is a real-valued radom variable

More information

Solutions to HW Assignment 1

Solutions to HW Assignment 1 Solutios to HW: 1 Course: Theory of Probability II Page: 1 of 6 Uiversity of Texas at Austi Solutios to HW Assigmet 1 Problem 1.1. Let Ω, F, {F } 0, P) be a filtered probability space ad T a stoppig time.

More information

Dirichlet s Theorem on Arithmetic Progressions

Dirichlet s Theorem on Arithmetic Progressions Dirichlet s Theorem o Arithmetic Progressios Athoy Várilly Harvard Uiversity, Cambridge, MA 0238 Itroductio Dirichlet s theorem o arithmetic progressios is a gem of umber theory. A great part of its beauty

More information

Abstract Vector Spaces. Abstract Vector Spaces

Abstract Vector Spaces. Abstract Vector Spaces Astract Vector Spaces The process of astractio is critical i egieerig! Physical Device Data Storage Vector Space MRI machie Optical receiver 0 0 1 0 1 0 0 1 Icreasig astractio 6.1 Astract Vector Spaces

More information

Basic Sets. Functions. MTH299 - Examples. Example 1. Let S = {1, {2, 3}, 4}. Indicate whether each statement is true or false. (a) S = 4. (e) 2 S.

Basic Sets. Functions. MTH299 - Examples. Example 1. Let S = {1, {2, 3}, 4}. Indicate whether each statement is true or false. (a) S = 4. (e) 2 S. Basic Sets Example 1. Let S = {1, {2, 3}, 4}. Idicate whether each statemet is true or false. (a) S = 4 (b) {1} S (c) {2, 3} S (d) {1, 4} S (e) 2 S. (f) S = {1, 4, {2, 3}} (g) S Example 2. Compute the

More information

Chapter 2 The Monte Carlo Method

Chapter 2 The Monte Carlo Method Chapter 2 The Mote Carlo Method The Mote Carlo Method stads for a broad class of computatioal algorithms that rely o radom sampligs. It is ofte used i physical ad mathematical problems ad is most useful

More information

2 Banach spaces and Hilbert spaces

2 Banach spaces and Hilbert spaces 2 Baach spaces ad Hilbert spaces Tryig to do aalysis i the ratioal umbers is difficult for example cosider the set {x Q : x 2 2}. This set is o-empty ad bouded above but does ot have a least upper boud

More information

Arkansas Tech University MATH 2924: Calculus II Dr. Marcel B. Finan

Arkansas Tech University MATH 2924: Calculus II Dr. Marcel B. Finan Arkasas Tech Uiversity MATH 94: Calculus II Dr Marcel B Fia 85 Power Series Let {a } =0 be a sequece of umbers The a power series about x = a is a series of the form a (x a) = a 0 + a (x a) + a (x a) +

More information

The Growth of Functions. Theoretical Supplement

The Growth of Functions. Theoretical Supplement The Growth of Fuctios Theoretical Supplemet The Triagle Iequality The triagle iequality is a algebraic tool that is ofte useful i maipulatig absolute values of fuctios. The triagle iequality says that

More information

University of Colorado Denver Dept. Math. & Stat. Sciences Applied Analysis Preliminary Exam 13 January 2012, 10:00 am 2:00 pm. Good luck!

University of Colorado Denver Dept. Math. & Stat. Sciences Applied Analysis Preliminary Exam 13 January 2012, 10:00 am 2:00 pm. Good luck! Uiversity of Colorado Dever Dept. Math. & Stat. Scieces Applied Aalysis Prelimiary Exam 13 Jauary 01, 10:00 am :00 pm Name: The proctor will let you read the followig coditios before the exam begis, ad

More information

Section 11.8: Power Series

Section 11.8: Power Series Sectio 11.8: Power Series 1. Power Series I this sectio, we cosider geeralizig the cocept of a series. Recall that a series is a ifiite sum of umbers a. We ca talk about whether or ot it coverges ad i

More information

Self-normalized deviation inequalities with application to t-statistic

Self-normalized deviation inequalities with application to t-statistic Self-ormalized deviatio iequalities with applicatio to t-statistic Xiequa Fa Ceter for Applied Mathematics, Tiaji Uiversity, 30007 Tiaji, Chia Abstract Let ξ i i 1 be a sequece of idepedet ad symmetric

More information

Lecture 8: Convergence of transformations and law of large numbers

Lecture 8: Convergence of transformations and law of large numbers Lecture 8: Covergece of trasformatios ad law of large umbers Trasformatio ad covergece Trasformatio is a importat tool i statistics. If X coverges to X i some sese, we ofte eed to check whether g(x ) coverges

More information

The value of Banach limits on a certain sequence of all rational numbers in the interval (0,1) Bao Qi Feng

The value of Banach limits on a certain sequence of all rational numbers in the interval (0,1) Bao Qi Feng The value of Baach limits o a certai sequece of all ratioal umbers i the iterval 0, Bao Qi Feg Departmet of Mathematical Scieces, Ket State Uiversity, Tuscarawas, 330 Uiversity Dr. NE, New Philadelphia,

More information

Chapter 8. Uniform Convergence and Differentiation.

Chapter 8. Uniform Convergence and Differentiation. Chapter 8 Uiform Covergece ad Differetiatio This chapter cotiues the study of the cosequece of uiform covergece of a series of fuctio I Chapter 7 we have observed that the uiform limit of a sequece of

More information

Entropy Rates and Asymptotic Equipartition

Entropy Rates and Asymptotic Equipartition Chapter 29 Etropy Rates ad Asymptotic Equipartitio Sectio 29. itroduces the etropy rate the asymptotic etropy per time-step of a stochastic process ad shows that it is well-defied; ad similarly for iformatio,

More information

1 Approximating Integrals using Taylor Polynomials

1 Approximating Integrals using Taylor Polynomials Seughee Ye Ma 8: Week 7 Nov Week 7 Summary This week, we will lear how we ca approximate itegrals usig Taylor series ad umerical methods. Topics Page Approximatig Itegrals usig Taylor Polyomials. Defiitios................................................

More information

Chapter 13, Part A Analysis of Variance and Experimental Design

Chapter 13, Part A Analysis of Variance and Experimental Design Slides Prepared by JOHN S. LOUCKS St. Edward s Uiversity Slide 1 Chapter 13, Part A Aalysis of Variace ad Eperimetal Desig Itroductio to Aalysis of Variace Aalysis of Variace: Testig for the Equality of

More information

On equivalent strictly G-convex renormings of Banach spaces

On equivalent strictly G-convex renormings of Banach spaces Cet. Eur. J. Math. 8(5) 200 87-877 DOI: 0.2478/s533-00-0050-3 Cetral Europea Joural of Mathematics O equivalet strictly G-covex reormigs of Baach spaces Research Article Nataliia V. Boyko Departmet of

More information

A collocation method for singular integral equations with cosecant kernel via Semi-trigonometric interpolation

A collocation method for singular integral equations with cosecant kernel via Semi-trigonometric interpolation Iteratioal Joural of Mathematics Research. ISSN 0976-5840 Volume 9 Number 1 (017) pp. 45-51 Iteratioal Research Publicatio House http://www.irphouse.com A collocatio method for sigular itegral equatios

More information

A Bernstein-Stancu type operator which preserves e 2

A Bernstein-Stancu type operator which preserves e 2 A. Şt. Uiv. Ovidius Costaţa Vol. 7), 009, 45 5 A Berstei-Stacu type operator which preserves e Igrid OANCEA Abstract I this paper we costruct a Berstei-Stacu type operator followig a J.P.Kig model. Itroductio

More information

Final Solutions. 1. (25pts) Define the following terms. Be as precise as you can.

Final Solutions. 1. (25pts) Define the following terms. Be as precise as you can. Mathematics H104 A. Ogus Fall, 004 Fial Solutios 1. (5ts) Defie the followig terms. Be as recise as you ca. (a) (3ts) A ucoutable set. A ucoutable set is a set which ca ot be ut ito bijectio with a fiite

More information

First Year Quantitative Comp Exam Spring, Part I - 203A. f X (x) = 0 otherwise

First Year Quantitative Comp Exam Spring, Part I - 203A. f X (x) = 0 otherwise First Year Quatitative Comp Exam Sprig, 2012 Istructio: There are three parts. Aswer every questio i every part. Questio I-1 Part I - 203A A radom variable X is distributed with the margial desity: >

More information

The Gamma function. Marco Bonvini. October 9, dt e t t z 1. (1) Γ(z + 1) = z Γ(z) : (2) = e t t z. + z dt e t t z 1. = z Γ(z).

The Gamma function. Marco Bonvini. October 9, dt e t t z 1. (1) Γ(z + 1) = z Γ(z) : (2) = e t t z. + z dt e t t z 1. = z Γ(z). The Gamma fuctio Marco Bovii October 9, 2 Gamma fuctio The Euler Gamma fuctio is defied as Γ() It is easy to show that Γ() satisfy the recursio relatio ideed, itegratig by parts, dt e t t. () Γ( + ) Γ()

More information

Dupuy Complex Analysis Spring 2016 Homework 02

Dupuy Complex Analysis Spring 2016 Homework 02 Dupuy Complex Aalysis Sprig 206 Homework 02. (CUNY, Fall 2005) Let D be the closed uit disc. Let g be a sequece of aalytic fuctios covergig uiformly to f o D. (a) Show that g coverges. Solutio We have

More information

Linear regression. Daniel Hsu (COMS 4771) (y i x T i β)2 2πσ. 2 2σ 2. 1 n. (x T i β y i ) 2. 1 ˆβ arg min. β R n d

Linear regression. Daniel Hsu (COMS 4771) (y i x T i β)2 2πσ. 2 2σ 2. 1 n. (x T i β y i ) 2. 1 ˆβ arg min. β R n d Liear regressio Daiel Hsu (COMS 477) Maximum likelihood estimatio Oe of the simplest liear regressio models is the followig: (X, Y ),..., (X, Y ), (X, Y ) are iid radom pairs takig values i R d R, ad Y

More information

The natural exponential function

The natural exponential function The atural expoetial fuctio Attila Máté Brookly College of the City Uiversity of New York December, 205 Cotets The atural expoetial fuctio for real x. Beroulli s iequality.....................................2

More information

Introduction to Extreme Value Theory Laurens de Haan, ISM Japan, Erasmus University Rotterdam, NL University of Lisbon, PT

Introduction to Extreme Value Theory Laurens de Haan, ISM Japan, Erasmus University Rotterdam, NL University of Lisbon, PT Itroductio to Extreme Value Theory Laures de Haa, ISM Japa, 202 Itroductio to Extreme Value Theory Laures de Haa Erasmus Uiversity Rotterdam, NL Uiversity of Lisbo, PT Itroductio to Extreme Value Theory

More information

SZEGO S THEOREM STARTING FROM JENSEN S THEOREM

SZEGO S THEOREM STARTING FROM JENSEN S THEOREM UPB Sci Bull, Series A, Vol 7, No 3, 8 ISSN 3-77 SZEGO S THEOREM STARTING FROM JENSEN S THEOREM Cǎli Alexe MUREŞAN Mai îtâi vo itroduce Teorea lui Jese şi uele coseciţe ale sale petru deteriarea uǎrului

More information

Random Signals and Noise Winter Semester 2017 Problem Set 12 Wiener Filter Continuation

Random Signals and Noise Winter Semester 2017 Problem Set 12 Wiener Filter Continuation Radom Sigals ad Noise Witer Semester 7 Problem Set Wieer Filter Cotiuatio Problem (Sprig, Exam A) Give is the sigal W t, which is a Gaussia white oise with expectatio zero ad power spectral desity fuctio

More information

LECTURE 21. DISCUSSION OF MIDTERM EXAM. θ [0, 2π). f(θ) = π θ 2

LECTURE 21. DISCUSSION OF MIDTERM EXAM. θ [0, 2π). f(θ) = π θ 2 LECTURE. DISCUSSION OF MIDTERM EXAM FOURIER ANALYSIS (.443) PROF. QIAO ZHANG Problem. Cosider the itegrable -periodic fuctio f(θ) = θ θ [, ). () Compute the Fourier series for f(θ). () Discuss the covergece

More information

JANE PROFESSOR WW Prob Lib1 Summer 2000

JANE PROFESSOR WW Prob Lib1 Summer 2000 JANE PROFESSOR WW Prob Lib Summer 000 Sample WeBWorK problems. WeBWorK assigmet Series6CompTests due /6/06 at :00 AM..( pt) Test each of the followig series for covergece by either the Compariso Test or

More information

Math 104: Homework 2 solutions

Math 104: Homework 2 solutions Math 04: Homework solutios. A (0, ): Sice this is a ope iterval, the miimum is udefied, ad sice the set is ot bouded above, the maximum is also udefied. if A 0 ad sup A. B { m + : m, N}: This set does

More information

Weighted Approximation by Videnskii and Lupas Operators

Weighted Approximation by Videnskii and Lupas Operators Weighted Approximatio by Videsii ad Lupas Operators Aif Barbaros Dime İstabul Uiversity Departmet of Egieerig Sciece April 5, 013 Aif Barbaros Dime İstabul Uiversity Departmet Weightedof Approximatio Egieerig

More information

Fall 2013 MTH431/531 Real analysis Section Notes

Fall 2013 MTH431/531 Real analysis Section Notes Fall 013 MTH431/531 Real aalysis Sectio 8.1-8. Notes Yi Su 013.11.1 1. Defiitio of uiform covergece. We look at a sequece of fuctios f (x) ad study the coverget property. Notice we have two parameters

More information

If a subset E of R contains no open interval, is it of zero measure? For instance, is the set of irrationals in [0, 1] is of measure zero?

If a subset E of R contains no open interval, is it of zero measure? For instance, is the set of irrationals in [0, 1] is of measure zero? 2 Lebesgue Measure I Chapter 1 we defied the cocept of a set of measure zero, ad we have observed that every coutable set is of measure zero. Here are some atural questios: If a subset E of R cotais a

More information

1 The Haar functions and the Brownian motion

1 The Haar functions and the Brownian motion 1 The Haar fuctios ad the Browia motio 1.1 The Haar fuctios ad their completeess The Haar fuctios The basic Haar fuctio is 1 if x < 1/2, ψx) = 1 if 1/2 x < 1, otherwise. 1.1) It has mea zero 1 ψx)dx =,

More information

ECE 6980 An Algorithmic and Information-Theoretic Toolbox for Massive Data

ECE 6980 An Algorithmic and Information-Theoretic Toolbox for Massive Data ECE 6980 A Algorithmic ad Iformatio-Theoretic Toolbo for Massive Data Istructor: Jayadev Acharya Lecture # Scribe: Huayu Zhag 8th August, 017 1 Recap X =, ε is a accuracy parameter, ad δ is a error parameter.

More information

5 Birkhoff s Ergodic Theorem

5 Birkhoff s Ergodic Theorem 5 Birkhoff s Ergodic Theorem Amog the most useful of the various geeralizatios of KolmogorovâĂŹs strog law of large umbers are the ergodic theorems of Birkhoff ad Kigma, which exted the validity of the

More information

MASSACHUSETTS INSTITUTE OF TECHNOLOGY 6.265/15.070J Fall 2013 Lecture 2 9/9/2013. Large Deviations for i.i.d. Random Variables

MASSACHUSETTS INSTITUTE OF TECHNOLOGY 6.265/15.070J Fall 2013 Lecture 2 9/9/2013. Large Deviations for i.i.d. Random Variables MASSACHUSETTS INSTITUTE OF TECHNOLOGY 6.265/15.070J Fall 2013 Lecture 2 9/9/2013 Large Deviatios for i.i.d. Radom Variables Cotet. Cheroff boud usig expoetial momet geeratig fuctios. Properties of a momet

More information

Chapter 8. Euler s Gamma function

Chapter 8. Euler s Gamma function Chapter 8 Euler s Gamma fuctio The Gamma fuctio plays a importat role i the fuctioal equatio for ζ(s that we will derive i the ext chapter. I the preset chapter we have collected some properties of the

More information