Define the reflected function . The chain rule gives and . Evaluating the time-independent Schrödinger equation for at and using the even function identity gives
Thus reflection preserves the energy eigenvalue. The same substitution in the norm gives
This is the action of the parity operator , which is a unitary operator. For a reflection-symmetric physical problem it preserves the Hamiltonian operator's operator domain as well as its differential expression.
The time-independent Schrödinger equation is the energy eigenvalue equation for the Hamiltonian operator:
Here is the reduced Planck constant. A corresponding stationary wavefunction evolves as , which follows by substitution in the Time-dependent Schrödinger equation. Its position probability density is time independent because the time factor has unit modulus. Physical energy eigenstates must also satisfy the system's boundary conditions; for a bound state, wavefunction normalization requires .
Let , which is real. The dispersion, or quantum uncertainty, is the nonnegative standard deviation
Indeed, self-adjointness and normalization give
A squared norm is nonnegative, so the square root is defined. It vanishes precisely when , namely when is an eigenvector of . Conversely, an eigenvector with eigenvalue has and hence zero dispersion. Thus zero dispersion is equivalent to being an eigenstate.
A normalized quantum state satisfies . Its expectation value is . The conjugate symmetry of the inner product and self-adjointness give
so the expectation value is real. If with , normalize by dividing by its norm. Then
Every eigenvalue of a self-adjoint operator is real.
The commutator of two linear operators is . Write for the adjoint operator, using the inner product convention linear in its second argument. Since and ,
Thus the commutator is anti-self-adjoint. With , conjugation of the scalar gives
All products are understood on the stated common operator domain; for physical unbounded linear operators, the state must lie in the relevant product domains and have the finite moments used below.
For identical fermions the full wave function is antisymmetric:
In particular it vanishes when the two complete one-particle arguments coincide. Applying this to the position-only model assumes that no independent spin symmetry changes the required spatial parity.
For identical bosons the full wave function is symmetric under the particle exchange operator:
In the given position-only model this is the spatial parity under the particle exchange operator. If additional spin variables are present, the symmetry applies to the complete state including them.
Compare every complete row with the given vector, returning as soon as a match is found. The length check prevents recycling of the vector; seq_len also handles an empty matrix correctly. This implementation treats a missing comparison as a nonmatch and always returns a Boolean.
row.match <- function(X, y) {
  stopifnot(is.matrix(X), length(y) == ncol(X))
  for (i in seq_len(nrow(X))) {
    eq <- X[i, ] == y
    if (all(!is.na(eq) & eq)) return(TRUE)
  }
  FALSE
}
For the integer-coordinate matrices used below there are no missing values, so this is ordinary exact row equality.
In the plane the feasible set lies in the first quadrant above the three lines , and . Its lower boundary has vertices
and the region is unbounded upward and to the right. The objective at these vertices is respectively , and , so is optimal for the original supply.
Figure 1.
Dual feasible region and its three finite boundary vertices
. Details.
Let the available amount of R be . Comparing the three dual vertex objectives gives the optimal value
Thus the marginal shadow price of R is below , then between and , and zero beyond . At the two breakpoints, optimal dual prices range between the adjacent one-sided prices: and respectively. At zero supply the right marginal value is ; dual multipliers on the zero resource can be nonunique. These slope changes describe why the first extra units from the original supply six have the original price, but subsequent units do not.
The dual prices solve
The optimal tableau gives . This vector is dual feasible and has objective , equal to the primal value, proving optimality.
Thus an extra unit of R is worth while the current basis stays feasible. Increasing its supply by changes the basic values to
For increases, feasibility is retained exactly up to . Therefore the firm can buy up to extra units at a marginal value of per unit. The reduced profits do not change during this right-hand-side variation.
For the proposed fourth good, the reduced profit is . Its profit is below the resource opportunity cost, so it is not worth producing at the current optimum. The old dual solution also satisfies the new good's inequality, certifying that introducing it cannot improve the optimum.
With nonnegative production amounts , the primal linear programme is
Introduce slacks . The initial basic variables are the slacks, and the reduced profits of the goods are . The greatest is six, so enters. The ratio test compares and , so leaves. The resulting dictionary is
with profit . The greatest positive reduced profit is now three, so enters; its only positive pivot coefficient is two in the second row, and leaves. The final tableau, expressed as equations, is
All nonbasic reduced profits are nonpositive, proving optimality at
The ordered optimal basis is , hence
The inverse is read from the two slack columns of the final basic equations.
Let denote the standard normal density. Under the shifted sampling density , the likelihood ratio is . Simulate independent and use
Multiplying the weight by restores the original density, so each summand has expectation . The estimator is unbiased. For the second moment,
because . Since ,
For , and , so , proving . Nonnegativity of variance also implies ; division by the positive gives
For the independent standard normals stipulated in this part, simulate values and average the exceedance indicators:
Each indicator is Bernoulli with probability , so expectation and independence give
Thus the Monte Carlo estimator is unbiased.
The assertion is false for the algorithm as printed. Its second output depends only on . For its sine factor is nonnegative. For , its radius is at most , so in every case . Therefore , whereas a standard normal variable has positive probability below . The printed output cannot be a pair of independent standard normals.
The minimal correction is to use in both logarithms. Let , , and set , . Independence of gives independent with densities for and for the angle. The polar-coordinate Jacobian is , so the joint Cartesian density is
This proves independent standard normal outputs for the corrected Box-Muller transform. The private transcription retains the source's original and records this correction separately.
Let . For the bound is immediate. Otherwise choose a vertex-minimal subgraph with chromatic number . Each vertex has degree at least in : if one had degree at most , a -colouring of the smaller graph obtained by deleting it could be extended to it using an absent neighbour colour, contradicting .
The graph has at least vertices. By the degree-sum identity,
Solving the quadratic inequality gives

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
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