The event is the same as . Apply Markov's inequality to the nonnegative random variable and use part (iv):
The strict numerical comparison is enough even though the probabilistic inequality itself is non-strict.
Markov's inequality states that for a nonnegative random variable and ,
It follows immediately from and monotonicity of expectation. A finite expectation makes the bound informative.
For a probability generating function, and . Here
Thus and . Adding the first moment gives , hence
Expand the analytic factor around zero by the binomial series:
Every coefficient is nonnegative. Adding to the constant coefficient gives probabilities with sum . Define for . This is a nonnegative integer-valued random variable and its probability generating function is exactly . The power series has radius , so the evaluations and derivatives used below are finite.
A characteristic function is useful for proving convergence in distribution, including for laws without a finite moment-generating function: the continuity theorem says that pointwise convergence of characteristic functions to a characteristic function continuous at zero implies convergence in distribution to its law. For example, the Cauchy distribution has a characteristic function although its moment-generating function is not finite on any neighbourhood of zero.
A moment-generating function is especially useful for exponential tail bounds: for where it is finite, Markov's inequality gives
Optimizing over yields a Chernoff bound. The positive real exponential in this argument permits the inequality; a unit-modulus complex exponential does not give the corresponding tail bound.
The moment-generating function is for real where this expectation is finite. Usually one requires finiteness on a neighbourhood of zero when using it to characterize a distribution. The characteristic function is
It always exists because the integrand has absolute value one. In both definitions the expectation is taken with respect to the distribution of .
Because , we have ; similarly . Apply the one-variable mean value theorem on the horizontal and vertical segments joining to to . The triangle inequality gives
Thus the function is globally one-Lipschitz for the metric on the plane.
The derivative of the curve is
Its image lies on the unit circle, so and . Meanwhile
and multiplication by gives . This verifies the chain rule explicitly.
Put . Differentiation of gives
The positive denominator also shows that the function and these derivatives are smooth throughout .
The chain rule at the specified point is
In standard coordinates this becomes
The matrix dimensions are respectively , , and , matching the composition of the two linear derivative maps.
For a scalar-valued function, the gradient is the column vector
When is differentiable, its total derivative is the linear functional
Thus the Jacobian is the transpose of the gradient in standard Euclidean coordinates.
The -th partial derivative is the vector limit
when it exists. The total derivative is a linear map such that
The Jacobian matrix is . When the total derivative exists, all partial derivatives exist and is its matrix in the standard bases; its -th column is . Existence of partial derivatives alone does not guarantee total differentiability.
Use the nonnegative parts and , so . The zero-mean assumption gives . On the -th period, each of the positive and negative weighted integrals lies between and . Their difference therefore satisfies the stronger estimate
The sum of the absolute values of these block integrals converges, proving the existence of the finite limit of the integrals from to .
For genuine Lebesgue integrability we instead need the integral of the absolute value. Periodicity gives
If , summation diverges by the harmonic series. If , then almost everywhere and the function is integrable. Thus
The finite signed block limit therefore need not be a Lebesgue integral.
Let . On each period, substitute and use periodicity:
Summing over gives the convergent geometric bound
Measurability is preserved under multiplication by the exponential, so this proves Lebesgue integrability.
False. Let be the indicator of the positive integers. It is measurable, bounded by one and zero almost everywhere, so its Lebesgue integral on is zero. Yet for every positive integer , so it does not tend to zero at infinity. Lebesgue integrability is unchanged by modifications on a null set, whereas a pointwise limit can change.
False. Take . This is bounded and measurable on , and tends to zero as , but
Thus decay to zero alone does not imply Lebesgue integrability.
An integer square is a square modulo every prime, with the zero class allowed at primes dividing the integer. Conversely, suppose an odd integer is not an integer square. If every prime exponent in is even, the nonsquare condition forces , handled by part (i). Otherwise some odd prime has an odd exponent, so as in part (ii). In either case there is a positive odd with .
Factor into odd primes. A product of Legendre symbols equalling minus one has at least one factor equal to minus one. Thus fails to be a square modulo one of those primes, contradicting the hypothesis. Hence
The solvability formulation makes explicit the zero-residue convention needed by the printed final assertion. The prime two causes no extra issue because every odd integer is one modulo two.
Choose a nonzero quadratic nonresidue modulo . By the Chinese remainder theorem, choose a positive integer satisfying
The moduli are pairwise coprime, and is coprime to . Jacobi reciprocity, with , gives
Since is odd, multiplying these symbols yields
When its congruence imposes no restriction and its Jacobi factor equals one.

Pinned article: Introduction to the OurBigBook Project

Welcome to the OurBigBook Project! Our goal is to create the perfect publishing platform for STEM subjects, and get university-level students to write the best free STEM tutorials ever.
Everyone is welcome to create an account and play with the site: ourbigbook.com/go/register. We belive that students themselves can write amazing tutorials, but teachers are welcome too. You can write about anything you want, it doesn't have to be STEM or even educational. Silly test content is very welcome and you won't be penalized in any way. Just keep it legal!
We have two killer features:
  1. topics: topics group articles by different users with the same title, e.g. here is the topic for the "Fundamental Theorem of Calculus" ourbigbook.com/go/topic/fundamental-theorem-of-calculus
    Articles of different users are sorted by upvote within each article page. This feature is a bit like:
    • a Wikipedia where each user can have their own version of each article
    • a Q&A website like Stack Overflow, where multiple people can give their views on a given topic, and the best ones are sorted by upvote. Except you don't need to wait for someone to ask first, and any topic goes, no matter how narrow or broad
    This feature makes it possible for readers to find better explanations of any topic created by other writers. And it allows writers to create an explanation in a place that readers might actually find it.
    Figure 1.
    Screenshot of the "Derivative" topic page
    . View it live at: ourbigbook.com/go/topic/derivative
  2. local editing: you can store all your personal knowledge base content locally in a plaintext markup format that can be edited locally and published either:
    This way you can be sure that even if OurBigBook.com were to go down one day (which we have no plans to do as it is quite cheap to host!), your content will still be perfectly readable as a static site.
    Figure 5. . You can also edit articles on the Web editor without installing anything locally.
    Video 3.
    Edit locally and publish demo
    . Source. This shows editing OurBigBook Markup and publishing it using the Visual Studio Code extension.
  3. https://raw.githubusercontent.com/ourbigbook/ourbigbook-media/master/feature/x/hilbert-space-arrow.png
  4. Infinitely deep tables of contents:
    Figure 6.
    Dynamic article tree with infinitely deep table of contents
    .
    Descendant pages can also show up as toplevel e.g.: ourbigbook.com/cirosantilli/chordate-subclade
All our software is open source and hosted at: github.com/ourbigbook/ourbigbook
Further documentation can be found at: docs.ourbigbook.com
Feel free to reach our to us for any help or suggestions: docs.ourbigbook.com/#contact