Normalization of the probability density function gives
so
The expected value is
The second moment is
Therefore the variance is
For the median ,
so
After tosses, the next total is even if either the current total is even and a tail occurs, or the current total is odd and a head occurs. Therefore
Since , subtracting the fixed point gives
Thus
The formula also covers the endpoint cases and .
Differentiating the Wronskian gives
Thus , the Abel identity.
Also,
If , integration gives the reduction of order formula
For the specified equation, division by gives , so . With , an independent solution is
which is a nonzero multiple of . Hence
The conditions at give and , so
The homogeneous linear recurrence relation
has characteristic polynomial , so
For a particular solution, substitute . The left-hand side becomes
so matching gives and . Hence
The conditions and give and . Therefore
Uniform area density in the unit disk is . The polar coordinates Jacobian gives the joint density
Thus the coordinates are independent and the uniform random point in a disk has
For independent points , the area of triangle is
Now
Independence therefore gives
Conditioned on , the probability that lies inside is its area divided by the disk area . Hence
Four points in general position fail to form a convex quadrilateral exactly when one lies inside the triangle formed by the other three. Each of lies inside the triangle formed by and the other two with probability , and these three events are disjoint. The remaining possibility is that lies inside . By origin in a triangle of three radial random points, this has probability . Therefore
By the real spectral theorem, a real symmetric matrix has an orthogonal diagonalization
Writing gives
This is nonnegative for every exactly when every . Thus the quadratic-form and eigenvalue definitions of a positive semidefinite matrix agree.
When is positive semidefinite, define
This matrix is symmetric and positive semidefinite, and its square is , so it is the principal square root of a positive semidefinite matrix.
For nonsingular , the matrix is symmetric and
for every nonzero . Thus is positive definite, and
exists and is nonsingular. Let . Since is symmetric,
Hence is an orthogonal matrix and
the polar decomposition of an invertible real matrix.
In three dimensions, stretches or contracts along three mutually perpendicular eigenvector directions by its positive eigenvalues. The orthogonal map is then applied: it is a rotation when , and a rotation combined with a reflection when .
Using Einstein notation and
we obtain
Thus
The scalar triple product is
Put . When , the three vectors
form the reciprocal basis to , so . Their scalar triple product is . Therefore
since the cyclic permutation preserves orientation. The identity also holds when , either by continuity or directly because the cross products are then linearly dependent.
For the given basis , the same identities give
If , dotting with gives , so the are linearly independent and hence form a basis. Moreover, , so the original basis is reciprocal to the primed basis. Uniqueness of a reciprocal basis gives
Every vector has a unique expansion , and then
This is an integer for every integer triple exactly when every is an integer. Hence all such points are
They form the reciprocal lattice in the convention without a factor of .

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