It's that time of the month again...Math help!!

[JJChicken]

I'm trying to figure out the below, so what better than to ask the geniuses on ATOT.

What is O(/\ b^2) (looks like a term of order b^2 which will --> 0 as /\b --> 0) and how do they get to the second equality in the second line.

Thanks guys!!

 

[Alone]

Yeah fuck that.

 

[Ancalagon44]

Is this the penis size equation from South Park?

 

[Born2bwire]

They get to the second equation simply by removing the redundant limits of integration. You are effectively integrating:

f(x) from a to b+c - f(x) from a to b

which is the same as integrating f(x) from b to b+c since you are removing the integration from a to b via the subtraction.

O(\delta b^2) just means it is some term of order \delta b^2. Since you divide that term by \delta b, you are left with a series of terms that at most are order \delta b which goes to zero when we take the limit.

 

[MovingTarget]

What class is this for?

 

[artikk]

Hmm the only time I've ever used O(x) was in discrete math and this is integration stuff. Weird.

 

[blinky8225]

I must say that I haven't seen this proof of the FTC before. I rather like the use of the big O notation.

 

[JJChicken]

I must say that I haven't seen this proof of the FTC before. I rather like the use of the big O notation.

Thanks! By the way, whats your field of work? I'm thinking you must be a mathematician cause it would be way hard to get an obscure usage of MVT without working in the field.

Movingtarget - this is for a class in fixed income securities, in connection with instantaneous forward rates.

 

[blinky8225]

Thanks! By the way, whats your field of work? I'm thinking you must be a mathematician cause it would be way hard to get an obscure usage of MVT without working in the field.

Movingtarget - this is for a class in fixed income securities, in connection with instantaneous forward rates.

Interesting. I didn't know Finance classes have gotten so theoretical. I just finished my BS in Mathematics a few months ago, and I'm going to be starting as a consultant for a data analyst firm in a month, so I really could only be called a recreational mathematician at best. I do hope to apply to PhD programs, though, after I make enough money to pay off my loans and get settled (should take about two years).

The usage isn't too obscure, though. Most engineers have probably seen it in a numerical methods class when discussing numerical integration. However, it is the tendency of non-mathematics majors to overlook details of proofs and focus on the results. On the other hand, some engineers can run circles around me when it comes to math.