Lambdia

Real analysis

6 articles
DifferentiabilityCompleteness of the real numberReal lineConnected setDiscrete setBounded intervalSupremumInfimumGreatest and least elementsArzela ascoli theoremBaire one star functionLittlewood's three principles of real analysisBounded variationTotal variationP variationMonotone convergence theoremBlancmange functionDirichlet functionConway's base 13 functionMinkowski's question mark functionStep functionHeaviside step functionRectangular functionRamp functionTriangular functionBoxcar functionFloor and ceiling functionCrenel functionDamped sine waveSquare integrable functionLocally integrable functionIntegrable functionPiecewise linear functionPiecewise constantSimple functionRising sun lemmaVitali covering lemmaSlowly varying functionA integralAbel differential equationAbel inequalityAbel integral equationAbelian differentialAbsolute ces ro summabilityAbsolute summabilityAbsolutely convergent improper integralAbsolutely convergent seriesAbsolutely unbiased sequenceAbstract hyperbolic differential equationAbstract parabolic differential equationAcceleration of convergenceAlmost split sequenceAmplitude of an elliptic integralAnalytic differentialAnalytic theory of differential equationsApproximate derivativeApproximate differentiabilityApproximation of a differential boundary value problem by difference boundary value problemsApproximation of a differential equation by difference equationsArithmetic seriesAsymptotic basisAsymptotic densityAsymptotic directionAsymptotic equalityAsymptotic expressionAsymptotic formulaAsymptotic lineAsymptotic negligibilityAsymptotic netAsymptotic optimalityAsymptotic pointAsymptotic power seriesAsymptotic relative efficiency in testingAsymptotic sequenceAsymptotic seriesAsymptotic valueAsymptotically efficient estimatorAsymptotically stable solutionAsymptotically unbiased estimatorAsymptotically unbiased testB convergenceB rmann lagrange seriesBell inequalitiesBerger inequalityBernoulli integralBernstein inequalityBernstein problem in differential geometryBerry esseen inequalityBest approximations sequence ofBogolyubov inequalityBohr favard inequalityBoks integralBoltzmann grad limitBonferroni inequalitiesBonferroni type inequalitiesBootstrap asymptoticsBoundary value problem numerical methods for partial differential equationsBoundary value problem ordinary differential equationsBoundary value problem partial differential equationsBunyakovskii inequalityBurkholder davis gundy inequalityBurkill cesari integralBuser isoperimetric inequalityButcher seriesCanadian lynx seriesCarleman inequalityCarlson inequalityCauchy integralCauchy problem numerical methods for ordinary differential equationsChange of variables in an integralChebyshev inequality in probability theoryChebyshev seriesChebyshev theorem on the integration of binomial differentialsClass of differentiabilityCoerciveness inequalityComparison criterion of convergenceComplete differentialComplete integralConductor of an integral closureConvergence a'sConvergence almost certainConvergence discreteConvergence in normConvergence in variationConvergence multipliersConvergence types ofConvergence with probability oneCorrelation inequalityCorrelation property for sequencesCovariant differentialCovariant differentiationCroke isoperimetric inequalityCurvilinear integralD0l sequenceDalembert criterionDe la vall e poussin derivativeDe la vall e poussin singular integralDecreasing sequenceDedekind criterionDegenerate integral equationDegenerate partial differential equationDenjoy integralDenjoy perron integralDenjoy theorem on derivativesDensity of a sequenceDifferentiability of solutionsDifferential binomialDifferential comitantAbstract differential equationDifferential equation partial complex variable methodsDifferential equation partial discontinuous coefficientsDifferential equation partial discontinuous initialDifferential equation partial fischer rieszDifferential equation partial free boundariesDifferential equation partial functional methodsDifferential equation partial oblique derivativesDifferential equation partial variational methodsDifferential equation partial with singular coefficientsDifferential equation with total differentialDifferential equations on a torusDifferential equations ordinary approximate methods of solution ofDifferential equations ordinary retardedDifferential equations ordinary with distributed argumentsDifferential equations with small parameterDifferential gameDifferential geometric structureDifferential geometry in statistical inferenceDifferential inequalityDifferential neighbourhoodDifferential parameterDifferentiationDifferentiation along the flow of a dynamical systemDifferentiation numericalDifferentiation of a mappingDilution of a seriesDisc of convergenceDivergent integralDivergent sequenceDouble limitDouble sequenceDouble seriesDu bois reymond criterionDuhamel integralDunford integralEfficiency asymptoticElliptic partial differential equation numerical methodsEnergy inequalityEnergy integralEnveloping seriesEquiconvergent seriesErmakov convergence criterionEuler seriesFavard inequalityFefferman garsia inequalityFej r singular integralFeynman integralFirst integralFishburn shepp inequalityFr chet differentialFractional integration and differentiationFreely formed sequenceFrozen in integralFuruta inequalityG rding inequalityG teaux derivativeG teaux differentialGeneral integralGeneralized derivativeGeneralized function derivative of aGeneralized sequenceGram charlier seriesH lder inequalityHardy inequalityHarnack integralHartogs laurent seriesHeat content asymptoticsHeinz inequalityHeinz kato furuta inequalityHeinz kato inequalityHilbert invariant integralHilbert schmidt seriesHilbert singular integralHilbert theory of integral equationsHyper elliptic integralHyperbolic partial differential equationHyperbolic partial differential equation numerical methodsIncreasing sequenceIndefinite limits and expressions evaluations ofIntegral automorphismIntegral cosineIntegral equation with symmetric kernelIntegral equations numerical methodsIntegral exponential functionIntegral funnelIntegral geometryIntegral hyperbolic cosineIntegral hyperbolic sineIntegral invariantIntegral logarithmIntegral of a differential equationIntegral over trajectoriesIntegral pointIntegral relation methodIntegral separation conditionIntegral sineIntegral sumIntegral testIntegral transform methodIntegrals in involutionIntegration of differential equations in closed formInverse parabolic partial differential equationInversion of a seriesInversion of an elliptic integralIsoperimetric inequality classicalJackson inequalityJackson singular integralJanson inequalityJohn nirenberg inequalitiesK convergenceKazdan inequalityKernel of a complex sequenceKhinchin inequalityKontsevich integralKorn inequalityL vy inequalityL wner heinz inequalityLacunary power seriesLacunary sequenceLacunary seriesLagrange seriesLaplace integralLaplace sequenceLeibniz seriesLieb thirring inequalityLimit absorption principleLimit coneLimit elementsLimit of star likenessLimit point of a trajectoryLinear complexity of a sequenceLinear elliptic partial differential equation and systemLinear hyperbolic partial differential equation and systemLinear integral equationLinear ordinary differential equationLinear ordinary differential equation with constant coefficientsLinear parabolic partial differential equation and systemLinear partial differential equationLinear system of differential equations with almost periodic coefficientsLinear system of differential equations with periodic coefficientsLiouville ojasiewicz inequalityLipschitz integral conditionLobachevskii criterionLocal differential geometryLocal limit theoremsLogarithmic convergence criterionM bius seriesMarkov bernstein type inequalitiesMaterial derivative methodMaximal term of a seriesMenshov example of a zero seriesMixed integral equationMixed type differential equationModulus of an elliptic integralMonte carlo methods for partial differential equationsMorse inequalitiesMoser trudinger inequalityMultiple sequenceMultiple seriesNatural sequenceNekrasov integral equationNeutral differential equationNikod m convergence theoremNon differentiable functionNon fredholm integral equationNon linear differential equationNon linear integral equationNon linear partial differential equationNonlinear time series analysisNormal derivativeNormal seriesOblique derivativeOne sided derivativeOrdinary differential equations property c forOrthogonal seriesOscillating differential equationOver convergenceParabolic partial differential equationParabolic partial differential equation numerical methodsParameter dependent integralPartial differentialPartial differential equations property c forPartial limitPeano derivativePerron integralPerron stieltjes integralPisot sequencePoisson integralPositive sequencePrincipal seriesProbability integralProjective limitProlongation of solutions of differential equationsPseudo elliptic integralQuadratic differentialQuasi uniform convergenceRank of an ordinary linear differential equationCram r rao inequalityRegularization of sequencesRepeated integralRepeated limitRepeated seriesRiesz inequalitySchl fli integralSchwarz differentialSchwarz integralSchwarz symmetric derivativeSector in the theory of ordinary differential equationsShift register sequenceSimons inequalitySingular integral equationSingularities of differentiable mappingsSkorokhod stochastic differential equationSommerfeld integralSonin integralSplit sequenceStieltjes integralStiff differential systemStochastic convergenceStochastic differentialStochastic limit of quantum theoryStochastic point process with limited memoryStochastic process differentiableStochastic sequenceStrong derivativeStrong differentiation of an indefinite integralStrong integralSubgroup seriesSubnormal seriesSubseries convergenceSummability multipliersSummability strongSummation of divergent seriesTheodorsen integral equationThermodynamical limitTheta seriesThiele differential equationThompson mckay seriesThree series theoremTransfinite sequenceTribonacci sequenceTypically real functionUltimately periodic sequenceUnconditional summabilityUniformly convergent seriesUpper and lower limitsVariational seriesVinogradov integralVirtually asymptotic netVolterra functional seriesVolterra stieltjes integral equationWalsh seriesWeb differentiationWiener integralWijsman convergenceWolfowitz inequality

A Hedge That Loses on Both Legs at Once

You own one-month calls struck at 110 with the share at 100, and you short 0.1452 shares against each one. If the share rallies to exactly 110 and stops, the calls expire worthless while the short has lost ten dollars a share, so the hedged position is down 2.074208 where the unhedged one would have lost only its 0.622212 premium. The worst case sits at the strike because the profit is piecewise linear with slopes of -0.1452 and +0.8548, and a rebalanced hedge on the same path loses 3.058738.

0

5050 Minus the Total, in One Pass

Sorting the list finds the gap and is merely wasteful, which is why the article says so rather than striking it out. The subtraction works because 5050 is a closed form available before the list is read, and the two conditions carrying it are distinctness and a known range. The article adds the duplicate-hunting mirror image, the sum-of-squares route when two values are absent, and the exclusive-or accumulator for when the total would overflow.

0

A Board of Stacks That Folds Into a Cube

Stack i + j - 1 cubes on every square of a 20 by 20 board and the total is 8000, which is 20 cubed. Folding the board across the squares that are exactly 20 deep pairs every stack with a mirror stack, and each pair adds to 40, so the average depth is 20. The double sum gets the same answer and is merely slow, and the main diagonal is the fold that proves nothing.

0

833 Apples, and the Surplus Apple That Rides for Free

A driver who eats one apple per loaded mile delivers 833 of 3000 across a thousand miles, because the price of a mile is the ceiling of the stock over the truck's capacity: three apples, then two, then one. The continuous optimum is 2500/3, but rounding the switch point down to mile 333 leaves 2001 apples needing three passes and produces a fake 834. A lower bound on loaded traversals proves 833 optimal without a dynamic programme, and the free return legs are the clause that separates 833 from 533.

0

Every Upper Sum Says One, Every Lower Sum Says Zero, and the Gap Is the Measure of the Discontinuities

On the unit interval the indicator of the rationals has upper sum 1 and lower sum 0 for every partition ever written, so the two never meet and Riemann returns nothing at all. Give the k-th rational an interval of width ε/2^k and the whole countable set sits inside a total length of ε, which puts its measure at 0 and its Lebesgue integral at 0. Lebesgue's criterion turns that into the general law — a bounded function on a compact interval is Riemann integrable exactly when its discontinuities have measure zero — which is why Thomae's function, discontinuous on the same dense set, is integrable and this one is not. The trade is not free: sin x over x on the half line has an improper Riemann value of π/2 and no Lebesgue integral at all.

0