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Chebyshev–Markov–Stieltjes Inequalities
In mathematical analysis, the Chebyshev–Markov–Stieltjes inequalities are inequalities related to the problem of moments that were formulated in the 1880s by Pafnuty Chebyshev and proved independently by Andrey Markov Andrey Andreyevich Markov, first name also spelled "Andrei", in older works also spelled Markoff) (14 June 1856 – 20 July 1922) was a Russian mathematician best known for his work on stochastic processes. A primary subject of his research lat ... and (somewhat later) by Thomas Jan Stieltjes. Informally, they provide sharp bounds on a measure from above and from below in terms of its first moments. Formulation Given ''m''0,...,''m''2''m''-1 ∈ R, consider the collection C of measures ''μ'' on R such that : \int x^k d\mu(x) = m_k for ''k'' = 0,1,...,2''m'' − 1 (and in particular the integral is defined and finite). Let ''P''0,''P''1, ...,''P''''m'' be the first ''m'' + 1 orthogonal polynomials with respect to ''μ'' ... [...More Info...] [...Related Items...] OR: [Wikipedia] [Google] [Baidu] |
Mathematical Analysis
Analysis is the branch of mathematics dealing with continuous functions, limit (mathematics), limits, and related theories, such as Derivative, differentiation, Integral, integration, measure (mathematics), measure, infinite sequences, series (mathematics), series, and analytic functions. These theories are usually studied in the context of Real number, real and Complex number, complex numbers and Function (mathematics), functions. Analysis evolved from calculus, which involves the elementary concepts and techniques of analysis. Analysis may be distinguished from geometry; however, it can be applied to any Space (mathematics), space of mathematical objects that has a definition of nearness (a topological space) or specific distances between objects (a metric space). History Ancient Mathematical analysis formally developed in the 17th century during the Scientific Revolution, but many of its ideas can be traced back to earlier mathematicians. Early results in analysis were i ... [...More Info...] [...Related Items...] OR: [Wikipedia] [Google] [Baidu] |
Inequality (mathematics)
In mathematics, an inequality is a relation which makes a non-equal comparison between two numbers or other mathematical expressions. It is used most often to compare two numbers on the number line by their size. There are several different notations used to represent different kinds of inequalities: * The notation ''a'' ''b'' means that ''a'' is greater than ''b''. In either case, ''a'' is not equal to ''b''. These relations are known as strict inequalities, meaning that ''a'' is strictly less than or strictly greater than ''b''. Equivalence is excluded. In contrast to strict inequalities, there are two types of inequality relations that are not strict: * The notation ''a'' ≤ ''b'' or ''a'' ⩽ ''b'' means that ''a'' is less than or equal to ''b'' (or, equivalently, at most ''b'', or not greater than ''b''). * The notation ''a'' ≥ ''b'' or ''a'' ⩾ ''b'' means that ''a'' is greater than or equal to ''b'' (or, equivalently, at least ''b'', or not less than ''b''). The re ... [...More Info...] [...Related Items...] OR: [Wikipedia] [Google] [Baidu] |
Moment Problem
In mathematics, a moment problem arises as the result of trying to invert the mapping that takes a measure ''μ'' to the sequences of moments :m_n = \int_^\infty x^n \,d\mu(x)\,. More generally, one may consider :m_n = \int_^\infty M_n(x) \,d\mu(x)\,. for an arbitrary sequence of functions ''M''''n''. Introduction In the classical setting, μ is a measure on the real line, and ''M'' is the sequence . In this form the question appears in probability theory, asking whether there is a probability measure having specified mean, variance and so on, and whether it is unique. There are three named classical moment problems: the Hamburger moment problem in which the support of μ is allowed to be the whole real line; the Stieltjes moment problem, for , +∞); and the Hausdorff moment problem for a bounded interval, which without loss of generality may be taken as , 1 Existence A sequence of numbers ''m''''n'' is the sequence of moments of a measure ''μ'' if an ... [...More Info...] [...Related Items...] OR: [Wikipedia] [Google] [Baidu] |
Pafnuty Chebyshev
Pafnuty Lvovich Chebyshev ( rus, Пафну́тий Льво́вич Чебышёв, p=pɐfˈnutʲɪj ˈlʲvovʲɪtɕ tɕɪbɨˈʂof) ( – ) was a Russian mathematician and considered to be the founding father of Russian mathematics. Chebyshev is known for his fundamental contributions to the fields of probability, statistics, mechanics, and number theory. A number of important mathematical concepts are named after him, including the Chebyshev inequality (which can be used to prove the weak law of large numbers), the Bertrand–Chebyshev theorem, Chebyshev polynomials, Chebyshev linkage, and Chebyshev bias. Transcription The surname Chebyshev has been transliterated in several different ways, like Tchebichef, Tchebychev, Tchebycheff, Tschebyschev, Tschebyschef, Tschebyscheff, Čebyčev, Čebyšev, Chebysheff, Chebychov, Chebyshov (according to native Russian speakers, this one provides the closest pronunciation in English to the correct pronunciation in old Russian), and ... [...More Info...] [...Related Items...] OR: [Wikipedia] [Google] [Baidu] |
Andrey Markov
Andrey Andreyevich Markov, first name also spelled "Andrei", in older works also spelled Markoff) (14 June 1856 – 20 July 1922) was a Russian mathematician best known for his work on stochastic processes. A primary subject of his research later became known as the Markov chain. Markov and his younger brother Vladimir Andreevich Markov (1871–1897) proved the Markov brothers' inequality. His son, another Andrey Markov (Soviet mathematician), Andrey Andreyevich Markov (1903–1979), was also a notable mathematician, making contributions to constructive mathematics and Recursion#Functional recursion, recursive function theory. Biography Andrey Markov was born on 14 June 1856 in Russia. He attended the St. Petersburg Grammar School, where some teachers saw him as a rebellious student. In his academics he performed poorly in most subjects other than mathematics. Later in life he attended Saint Petersburg Imperial University (now Saint Petersburg State University). Among his t ... [...More Info...] [...Related Items...] OR: [Wikipedia] [Google] [Baidu] |
Thomas Jan Stieltjes
Thomas Joannes Stieltjes (, 29 December 1856 – 31 December 1894) was a Dutch mathematician. He was a pioneer in the field of moment problems and contributed to the study of continued fractions. The Thomas Stieltjes Institute for Mathematics at Leiden University, dissolved in 2011, was named after him, as is the Riemann–Stieltjes integral. Biography Stieltjes was born in Zwolle on 29 December 1856. His father (who had the same first names) was a civil engineer and politician. Stieltjes Sr. was responsible for the construction of various harbours around Rotterdam, and also seated in the Dutch parliament. Stieltjes Jr. went to university at the Polytechnical School in Delft in 1873. Instead of attending lectures, he spent his student years reading the works of Gauss and Jacobi — the consequence of this being he failed his examinations. There were 2 further failures (in 1875 and 1876), and his father despaired. His father was friends with H. G. van de Sande Bakhuyzen (who ... [...More Info...] [...Related Items...] OR: [Wikipedia] [Google] [Baidu] |
Measure (mathematics)
In mathematics, the concept of a measure is a generalization and formalization of geometrical measures ( length, area, volume) and other common notions, such as mass and probability of events. These seemingly distinct concepts have many similarities and can often be treated together in a single mathematical context. Measures are foundational in probability theory, integration theory, and can be generalized to assume negative values, as with electrical charge. Far-reaching generalizations (such as spectral measures and projection-valued measures) of measure are widely used in quantum physics and physics in general. The intuition behind this concept dates back to ancient Greece, when Archimedes tried to calculate the area of a circle. But it was not until the late 19th and early 20th centuries that measure theory became a branch of mathematics. The foundations of modern measure theory were laid in the works of Émile Borel, Henri Lebesgue, Nikolai Luzin, Johann Radon, Const ... [...More Info...] [...Related Items...] OR: [Wikipedia] [Google] [Baidu] |
Moment (mathematics)
In mathematics, the moments of a function are certain quantitative measures related to the shape of the function's graph. If the function represents mass density, then the zeroth moment is the total mass, the first moment (normalized by total mass) is the center of mass, and the second moment is the moment of inertia. If the function is a probability distribution, then the first moment is the expected value, the second central moment is the variance, the third standardized moment is the skewness, and the fourth standardized moment is the kurtosis. The mathematical concept is closely related to the concept of moment in physics. For a distribution of mass or probability on a bounded interval, the collection of all the moments (of all orders, from to ) uniquely determines the distribution (Hausdorff moment problem). The same is not true on unbounded intervals (Hamburger moment problem). In the mid-nineteenth century, Pafnuty Chebyshev became the first person to think systematic ... [...More Info...] [...Related Items...] OR: [Wikipedia] [Google] [Baidu] |
Orthogonal Polynomials
In mathematics, an orthogonal polynomial sequence is a family of polynomials such that any two different polynomials in the sequence are orthogonality, orthogonal to each other under some inner product. The most widely used orthogonal polynomials are the classical orthogonal polynomials, consisting of the Hermite polynomials, the Laguerre polynomials and the Jacobi polynomials. The Gegenbauer polynomials form the most important class of Jacobi polynomials; they include the Chebyshev polynomials, and the Legendre polynomials as special cases. The field of orthogonal polynomials developed in the late 19th century from a study of continued fractions by Pafnuty Chebyshev, P. L. Chebyshev and was pursued by Andrey Markov, A. A. Markov and Thomas Joannes Stieltjes, T. J. Stieltjes. They appear in a wide variety of fields: numerical analysis (Gaussian quadrature, quadrature rules), probability theory, representation theory (of Lie group, Lie groups, quantum group, quantum groups, and re ... [...More Info...] [...Related Items...] OR: [Wikipedia] [Google] [Baidu] |
Theorems In Analysis
In mathematics, a theorem is a statement that has been proved, or can be proved. The ''proof'' of a theorem is a logical argument that uses the inference rules of a deductive system to establish that the theorem is a logical consequence of the axioms and previously proved theorems. In the mainstream of mathematics, the axioms and the inference rules are commonly left implicit, and, in this case, they are almost always those of Zermelo–Fraenkel set theory with the axiom of choice, or of a less powerful theory, such as Peano arithmetic. A notable exception is Wiles's proof of Fermat's Last Theorem, which involves the Grothendieck universes whose existence requires the addition of a new axiom to the set theory. Generally, an assertion that is explicitly called a theorem is a proved result that is not an immediate consequence of other known theorems. Moreover, many authors qualify as ''theorems'' only the most important results, and use the terms ''lemma'', ''proposition'' and '' ... [...More Info...] [...Related Items...] OR: [Wikipedia] [Google] [Baidu] |
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