Mathematics

Optimisation

Mathematical Background

Definition (Axiom)

A foundational statement accepted without proof. All other results are built ontop.

Definition (Proposition)

A proved statement that is less central than a theorem, but still of interest.

Definition (Lemma)

A “helper” proposition proved to assist in establishing a more important result.

Definition (Corollary)

A statement following from a theorem or proposition, requiring little to no extra proof.

Definition (Definition)

A precise specification of an object, concept or notation.

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Complex Analysis

Topics Analytic Functions & Cauchy-Riemann Equations Contour Integration & Residue Theorem Laurent Series & Singularities Conformal Mapping Important Theorems Cauchy’s Integral Theorem Cauchy’s Integral Formula Residue Theorem Rouché’s Theorem Maximum Modulus Principle

Discrete Mathematics

Topics Set Theory & Boolean Algebra Logic & Proof Techniques Combinatorics & Counting Graph Theory Number Theory (Divisibility, Modular Arithmetic) Recurrence Relations Finite Automata & Formal Languages Discrete Probability

Important Theorems De Morgan’s Laws (Logic & Boolean Algebra) Pigeonhole Principle (Combinatorics) Inclusion-Exclusion Principle (Counting) Euler’s Formula for Graphs ( Handshaking Lemma ( Chinese Remainder Theorem (Number Theory) Fermat’s Little Theorem ( RSA Cryptosystem & Modular Inverses Master Theorem (Recurrence Relations)

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Icons

All of the site favicons that I use have been generated by contour plots of the complex logarithm and complex exponential functions.

Experiments

HSV | Viridis | Cividis | Inferno | Jet | Magma | Plasma | Rainbow | Turbo

Real

Imaginary

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Linear Algebra

  1. Linear Algebra

Topics Vector Spaces & Linear Independence Matrix Operations & Determinants Eigenvalues & Eigenvectors Linear Transformations Orthogonality & Inner Products Singular Value Decomposition (SVD) Important Theorems Rank-Nullity Theorem Invertible Matrix Theorem Spectral Theorem (Diagonalization of Symmetric Matrices) Cayley-Hamilton Theorem Gram-Schmidt Process Perron-Frobenius Theorem (Positive Matrices)

Functional Analysis

notes

these are some more informal notes that I have made after having taken the rigorous Analysis course.

  • \(c_{00}\) can be thought of as ‘finite vectors’. all \(\mathbb{R}^n\) tuples can be written as elements of \(c_{00}\) with infinitely many zeros after the $n$th term.
  • \(c_0\) are all sequences that converge to zero. thus they will include all those in \(c_{00}\) and more.
  • \(\ell^2\) are the vectors that fade fast enough for their energy 𐃏 to stay finite
  • \(\ell^\infty\) are the infinite vectors that never blow up – their entries are bounded.

\[c_{00} \subset c_0 \subset l^\infty \]

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Statistics

This page pairs well with Probability.

Table of Distributions

Distributionmass/density function\[S_X\]\[\mathbb{E}(X)\]\[\mathrm{Var}(X)\]\[\phi_X(s)\]
Bernoulli \[\mathrm{Bern}(\pi)\]\[P(X=1)=\pi\\ P(X=0)=1-\pi\]\[\{0,1\}\]\[\pi\]\[\pi(1-\pi)\]\[(1-\pi)+\pi e^{s}\]
Binomial \[\mathrm{Bin}(n,\pi)\]\[p_X(x)=\binom{n}{x}\pi^{x}(1-\pi)^{n-x}\]\[\{0,1,\dots,n\}\]\[n\pi\]\[n\pi(1-\pi)\]\[(1-\pi+\pi e^{s})^{n}\]
Geometric \[\mathrm{Geo}(\pi)\]\[p_X(x)=\pi(1-\pi)^{x-1}\]\[\{1,2,\dots\}\]\[\pi^{-1}\]\[(1-\pi)\pi^{-2}\]\[\frac{\pi}{e^{-s}-1+\pi}\]
Poisson \[\mathcal{P}(\lambda)\]\[p_X(x)=e^{-\lambda}\lambda^{x}/x!\]\[\{0,1,\dots\}\]\[\lambda\]\[\lambda\]\[\exp\{\lambda(e^{s}-1)\}\]
Uniform \[U[\alpha,\beta]\]\[f_X(x)=(\beta-\alpha)^{-1}\]\[[\alpha,\beta]\]\[\frac{1}{2}(\alpha+\beta)\]\[\frac{1}{12}(\beta-\alpha)^2\]\[\frac{e^{\beta s}-e^{\alpha s}}{s(\beta-\alpha)}\]
Exponential \[\mathrm{Exp}(\lambda)\]\[f_X(x)=\lambda e^{-\lambda x}\]\[[0,\infty)\]\[\lambda^{-1}\]\[\lambda^{-2}\]\[\frac{\lambda}{\lambda-s}\]
Gaussian \[\mathcal{N}(\mu,\sigma^{2})\]\[f_X(x)=\frac{1}{\sqrt{2\pi\sigma^{2}}}\exp\left\{-\frac{(x-\mu)^2}{2\sigma^{2}}\right\}\]\[\mathbb{R}\]\[\mu\]\[\sigma^{2}\]\[e^{\mu s+\frac{1}{2}\sigma^{2}s^{2}}\]
Gamma \[\Gamma(\alpha,\lambda)\]\[f_X(x)=\frac{1}{\Gamma(\alpha)}\lambda^{\alpha}x^{\alpha-1}e^{-\lambda x}\]\[[0,\infty)\]\[\alpha\lambda^{-1}\]\[\alpha\lambda^{-2}\]\[\left(\frac{\lambda}{\lambda-s}\right)^{\alpha}\]

Statistical Inference

Definition (Random Sample & Model)

Let \(X=(X_1,\ldots,X_n)\) be i.i.d. from a parametric family \(\{F_\theta:\theta\in\Theta\subset\mathbb{R}^p\}\). The parameter \(\theta\) is unknown; inference uses the randomness of \(X\) to learn about \(\theta\).

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Probability

This page pairs well with Statistics.

Elements of Probability Theory

Definition (Random Experiment, Sample Space, Events)

A random experiment has uncertain outcomes. The sample space \(S\) is the set of all possible outcomes. An event \(E\) is a subset of \(S\). The certain event is \(S\); the impossible event is \(\varnothing\).

Definition (Probability Measure (Kolmogorov Axioms))

A probability space \((S,\mathcal{F},P)\) consists of a sample space \(S\), a \(\sigma\)-algebra \(\mathcal{F}\subseteq 2^S\), and a function \(P:\mathcal{F}\to[0,1]\) such that:

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Real Analysis

I am finding Real Analysis to be more difficult than any other mathematics that I have studied before. I can seem to verify the truth of statements because they seem right; but I am having a difficult time producing rigorous and correct proofs.

It seems that High-School children (on the internet) are able to self-study Fomin with success. Bitterly, we remind ourselves:

“Comparison is the thief of Joy”—Theodore Roosevelt (probably)

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