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Young's Inequality For Products
In mathematics, Young's inequality for products is a mathematical inequality about the product of two numbers. The inequality is named after William Henry Young and should not be confused with Young's convolution inequality. Young's inequality for products can be used to prove Hölder's inequality. It is also widely used to estimate the norm of nonlinear terms in PDE theory, since it allows one to estimate a product of two terms by a sum of the same terms raised to a power and scaled. Standard version for conjugate Hölder exponents The standard form of the inequality is the following: It can be used to prove Hölder's inequality. This form of Young's inequality can also be proved via Jensen's inequality. Young's inequality may equivalently be written as a^\alpha b^\beta \leq \alpha a + \beta b, \qquad\, 0 \leq \alpha, \beta \leq 1, \quad\ \alpha + \beta = 1. Where this is just the concavity of the logarithm function. Equality holds if and only if a = b or \ = \. ... [...More Info...] [...Related Items...] OR: [Wikipedia] [Google] [Baidu] |
Mathematics
Mathematics is an area of knowledge that includes the topics of numbers, formulas and related structures, shapes and the spaces in which they are contained, and quantities and their changes. These topics are represented in modern mathematics with the major subdisciplines of number theory, algebra, geometry, and analysis, respectively. There is no general consensus among mathematicians about a common definition for their academic discipline. Most mathematical activity involves the discovery of properties of abstract objects and the use of pure reason to prove them. These objects consist of either abstractions from nature orin modern mathematicsentities that are stipulated to have certain properties, called axioms. A ''proof'' consists of a succession of applications of deductive rules to already established results. These results include previously proved theorems, axioms, andin case of abstraction from naturesome basic properties that are considered true starting points of ... [...More Info...] [...Related Items...] OR: [Wikipedia] [Google] [Baidu] |
Unitary Matrix
In linear algebra, a complex square matrix is unitary if its conjugate transpose is also its inverse, that is, if U^* U = UU^* = UU^ = I, where is the identity matrix. In physics, especially in quantum mechanics, the conjugate transpose is referred to as the Hermitian adjoint of a matrix and is denoted by a dagger (†), so the equation above is written U^\dagger U = UU^\dagger = I. The real analogue of a unitary matrix is an orthogonal matrix. Unitary matrices have significant importance in quantum mechanics because they preserve norms, and thus, probability amplitudes. Properties For any unitary matrix of finite size, the following hold: * Given two complex vectors and , multiplication by preserves their inner product; that is, . * is normal (U^* U = UU^*). * is diagonalizable; that is, is unitarily similar to a diagonal matrix, as a consequence of the spectral theorem. Thus, has a decomposition of the form U = VDV^*, where is unitary, and is diagonal and uni ... [...More Info...] [...Related Items...] OR: [Wikipedia] [Google] [Baidu] |
PlanetMath
PlanetMath is a free, collaborative, mathematics online encyclopedia. The emphasis is on rigour, openness, pedagogy, real-time content, interlinked content, and also community of about 24,000 people with various maths interests. Intended to be comprehensive, the project is currently hosted by the University of Waterloo. The site is owned by a US-based nonprofit corporation, "PlanetMath.org, Ltd". PlanetMath was started when the popular free online mathematics encyclopedia MathWorld was temporarily taken offline for 12 months by a court injunction as a result of the CRC Press lawsuit against the Wolfram Research company and its employee (and MathWorld's author) Eric Weisstein. Materials The main PlanetMath focus is on encyclopedic entries. It formerly operated a self-hosted forum, but now encourages discussion via Gitter. , the encyclopedia hosted about 9,289 entries and over 16,258 ''concepts'' (a concept may be for example a specific notion defined within a more general entry ... [...More Info...] [...Related Items...] OR: [Wikipedia] [Google] [Baidu] |
Sanov's Theorem
In mathematics and information theory, Sanov's theorem gives a bound on the probability of observing an atypical sequence of samples from a given probability distribution. In the language of large deviations theory, Sanov's theorem identifies the rate function for large deviations of the empirical measure of a sequence of i.i.d. random variables. Let ''A'' be a set of probability distributions over an alphabet ''X'', and let ''q'' be an arbitrary distribution over ''X'' (where ''q'' may or may not be in ''A''). Suppose we draw ''n'' i.i.d. samples from ''q'', represented by the vector x^n = x_1, x_2, \ldots, x_n. Then, we have the following bound on the probability that the empirical measure \hat_ of the samples falls within the set ''A'': :q^n(\hat_\in A) \le (n+1)^ 2^, where * q^n is the joint probability distribution on X^n, and * p^* is the information projection of ''q'' onto ''A''. In words, the probability of drawing an atypical distribution is bounded by a function ... [...More Info...] [...Related Items...] OR: [Wikipedia] [Google] [Baidu] |
Rate Function
In mathematics — specifically, in large deviations theory — a rate function is a function used to quantify the probabilities of rare events. It is required to have several properties which assist in the formulation of the large deviation principle. In some sense, the large deviation principle is an analogue of weak convergence of probability measures, but one which takes account of how well the rare events behave. A rate function is also called a Cramér function, after the Swedish probabilist Harald Cramér. Definitions Rate function An extended real-valued function ''I'' : ''X'' → , +∞defined on a Hausdorff topological space ''X'' is said to be a rate function if it is not identically +∞ and is lower semi-continuous, i.e. all the sub-level sets :\ \mbox c \geq 0 are closed in ''X''. If, furthermore, they are compact, then ''I'' is said to be a good rate function. A family of probability measures (''μ''''δ'')''δ'' > ... [...More Info...] [...Related Items...] OR: [Wikipedia] [Google] [Baidu] |
Relative Entropy
Relative may refer to: General use *Kinship and family, the principle binding the most basic social units society. If two people are connected by circumstances of birth, they are said to be ''relatives'' Philosophy *Relativism, the concept that points of view have no absolute truth or validity, having only relative, subjective value according to differences in perception and consideration, or relatively, as in the relative value of an object to a person * Relative value (philosophy) Economics *Relative value (economics) Popular culture Film and television * ''Relatively Speaking'' (1965 play), 1965 British play * ''Relatively Speaking'' (game show), late 1980s television game show * ''Everything's Relative'' (episode)#Yu-Gi-Oh! (Yu-Gi-Oh! Duel Monsters), 2000 Japanese anime ''Yu-Gi-Oh! Duel Monsters'' episode *'' Relative Values'', 2000 film based on the play of the same name. *''It's All Relative'', 2003-4 comedy television series *''Intelligence is Relative'', tag line for ... [...More Info...] [...Related Items...] OR: [Wikipedia] [Google] [Baidu] |
Large Deviations Theory
In probability theory, the theory of large deviations concerns the asymptotic behaviour of remote tails of sequences of probability distributions. While some basic ideas of the theory can be traced to Laplace, the formalization started with insurance mathematics, namely ruin theory with Cramér and Lundberg. A unified formalization of large deviation theory was developed in 1966, in a paper by Varadhan. Large deviations theory formalizes the heuristic ideas of ''concentration of measures'' and widely generalizes the notion of convergence of probability measures. Roughly speaking, large deviations theory concerns itself with the exponential decline of the probability measures of certain kinds of extreme or ''tail'' events. Introductory examples An elementary example Consider a sequence of independent tosses of a fair coin. The possible outcomes could be heads or tails. Let us denote the possible outcome of the i-th trial by where we encode head as 1 and tail as 0. Now let M_N ... [...More Info...] [...Related Items...] OR: [Wikipedia] [Google] [Baidu] |
Dual Pair
In mathematics, a dual system, dual pair, or duality over a field \mathbb is a triple (X, Y, b) consisting of two vector spaces X and Y over \mathbb and a non-degenerate bilinear map b : X \times Y \to \mathbb. Duality theory, the study of dual systems, is part of functional analysis. According to Helmut H. Schaefer, "the study of a locally convex space in terms of its dual is the central part of the modern theory of topological vector spaces, for it provides the deepest and most beautiful results of the subject." Definition, notation, and conventions ;Pairings A or pair over a field \mathbb is a triple (X, Y, b), which may also be denoted by b(X, Y), consisting of two vector spaces X and Y over \mathbb (which this article assumes is either the real numbers or the complex numbers \Complex) and a bilinear map b : X \times Y \to \mathbb, which is called the bilinear map associated with the pairing or simply the pairing's map/bilinear form. For every x \in X, define \begin ... [...More Info...] [...Related Items...] OR: [Wikipedia] [Google] [Baidu] |
Dual Space
In mathematics, any vector space ''V'' has a corresponding dual vector space (or just dual space for short) consisting of all linear forms on ''V'', together with the vector space structure of pointwise addition and scalar multiplication by constants. The dual space as defined above is defined for all vector spaces, and to avoid ambiguity may also be called the . When defined for a topological vector space, there is a subspace of the dual space, corresponding to continuous linear functionals, called the ''continuous dual space''. Dual vector spaces find application in many branches of mathematics that use vector spaces, such as in tensor analysis with finite-dimensional vector spaces. When applied to vector spaces of functions (which are typically infinite-dimensional), dual spaces are used to describe measures, distributions, and Hilbert spaces. Consequently, the dual space is an important concept in functional analysis. Early terms for ''dual'' include ''polarer Raum'' ahn 1 ... [...More Info...] [...Related Items...] OR: [Wikipedia] [Google] [Baidu] |
Legendre Transformation
In mathematics, the Legendre transformation (or Legendre transform), named after Adrien-Marie Legendre, is an involutive transformation on real-valued convex functions of one real variable. In physical problems, it is used to convert functions of one quantity (such as velocity, pressure, or temperature) into functions of the conjugate quantity (momentum, volume, and entropy, respectively). In this way, it is commonly used in classical mechanics to derive the Hamiltonian formalism out of the Lagrangian formalism (or vice versa) and in thermodynamics to derive the thermodynamic potentials, as well as in the solution of differential equations of several variables. For sufficiently smooth functions on the real line, the Legendre transform f^* of a function f can be specified, up to an additive constant, by the condition that the functions' first derivatives are inverse functions of each other. This can be expressed in Euler's derivative notation as Df(\cdot) = \left( D f^* \right) ... [...More Info...] [...Related Items...] OR: [Wikipedia] [Google] [Baidu] |
Convex Conjugate
In mathematics and mathematical optimization, the convex conjugate of a function is a generalization of the Legendre transformation which applies to non-convex functions. It is also known as Legendre–Fenchel transformation, Fenchel transformation, or Fenchel conjugate (after Adrien-Marie Legendre and Werner Fenchel). It allows in particular for a far reaching generalization of Lagrangian duality. Definition Let X be a real topological vector space and let X^ be the dual space to X. Denote by :\langle \cdot , \cdot \rangle : X^ \times X \to \mathbb the canonical dual pairing, which is defined by \left( x^*, x \right) \mapsto x^* (x). For a function f : X \to \mathbb \cup \ taking values on the extended real number line, its is the function :f^ : X^ \to \mathbb \cup \ whose value at x^* \in X^ is defined to be the supremum: :f^ \left( x^ \right) := \sup \left\, or, equivalently, in terms of the infimum: :f^ \left( x^ \right) := - \inf \left\. This definition can be ... [...More Info...] [...Related Items...] OR: [Wikipedia] [Google] [Baidu] |
Inverse Function
In mathematics, the inverse function of a function (also called the inverse of ) is a function that undoes the operation of . The inverse of exists if and only if is bijective, and if it exists, is denoted by f^ . For a function f\colon X\to Y, its inverse f^\colon Y\to X admits an explicit description: it sends each element y\in Y to the unique element x\in X such that . As an example, consider the real-valued function of a real variable given by . One can think of as the function which multiplies its input by 5 then subtracts 7 from the result. To undo this, one adds 7 to the input, then divides the result by 5. Therefore, the inverse of is the function f^\colon \R\to\R defined by f^(y) = \frac . Definitions Let be a function whose domain is the set , and whose codomain is the set . Then is ''invertible'' if there exists a function from to such that g(f(x))=x for all x\in X and f(g(y))=y for all y\in Y. If is invertible, then there is exactly one function sat ... [...More Info...] [...Related Items...] OR: [Wikipedia] [Google] [Baidu] |
