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With independent up moves of physical probability $p$ and risk-neutral probability $q$, the Radon-Nikodym derivative on the first $n$ periods is the displayed likelihood ratio, where $N_n$ counts up moves. Its conditional one-step multiplier has physical expectation one, so $L_k$ is a positive mean-one martingale. The terminal state-price density is $L_n/B_n$ for deterministic bank-account value $B_n$.

Enumerate all intervals with rational endpoints, using the countability of the rational numbers and listing pairs of enumeration indices by increasing sum. If every point $b$ of $B$ is an isolated point, some such interval contains $b$ and no other point of $B$. Assign to $b$ the least index of such an interval. Distinct points cannot have the same index, so this gives an injective function into $\mathbb{N}$ and proves that $B$ is a countable set. The argument uses isolation in the subspace topology, not closedness: the discrete subset $\{1/n:n\ge 1\}$ illustrates that an accumulation point outside $B$ is allowed.

A closed discrete subset $D$ of a topological space $X$ is a closed set whose subspace topology is the discrete topology. Every point of $D$ therefore has a neighbourhood meeting $D$ at that point alone. Closedness excludes all accumulation points outside $D$ as well.

In a plane domain, a closed discrete subset is exactly a set meeting every compact subset in finitely many points. This local finiteness is necessary for a nonzero holomorphic function to have the subset as its entire zero set. A merely isolated-point subset can have an accumulation point outside the subset but inside the domain, as $\{1/n:n\ge 1\}\subset \mathbb{C}$ does.

// Destination: analysis.bigb

A discrete subgroup of ${\mathrm{PSL}}_2(\mathbb{C})$, acting by Möbius transformations on the Riemann sphere or orientation-preserving isometries of hyperbolic space ${\mathbb{H}}^3$. A group may be Kleinian even when some elements fix points; freeness and absence of torsion are additional conditions.

A nonzero discrete additive subgroup of ${\mathbb{R}}^2$ has a basis of one or two real-linearly independent vectors. Choose a shortest nonzero vector $w_1$. If the subgroup is not contained in its line, reduce parallel components modulo $w_1$ and choose a vector $w_2$ of least positive perpendicular height. Such a height exists: heights tending to zero would give infinitely many reduced points in a bounded region, contrary to discreteness. Reducing any group vector modulo $w_2$ leaves height smaller than this minimum, hence height zero, and reducing along $w_1$ then gives an integer multiple of $w_1$.

A discrete additive subgroup of ${\mathbb{R}}^n$ is generated by real-linearly independent vectors. Indeed, isolation of zero gives uniform separation, so compact sets meet the subgroup finitely. Choose a real basis from the subgroup for its real span. Its integer span has finite index, since reduction into a compact fundamental parallelepiped gives finitely many coset representatives. The structure theorem for finitely generated abelian groups then gives a free integer basis, whose size is the dimension of the real span. Thus the subgroup is a Euclidean lattice in its span, although it need not have full rank in the ambient space.

The conditional union bound gives $\mathbb{E}{X}_i(k+1)\le \beta {\sum }_j{A}_{ij}\mathbb{E}{X}_j(k)$ in a discrete SIR epidemic on a graph. Iteration bounds the infection vector at step $k$ by $(\beta A{)}^{k}X(0)$. Each vertex is infected at most once, so summing the probabilities in time gives the displayed bound. Powers of the adjacency matrix of a graph count walks, which can overcount impossible reinfections without invalidating the upper bound. Initially removed individuals must be counted separately when bounding all eventual removals.

For $-\Delta u=f$ on a square with homogeneous Dirichlet boundary conditions, the five-point finite difference operator on a mesh $h=1/N$ is diagonalized by $\sin (\pi ki/N)\sin (\pi \ell j/N)$. Its eigenvalues are ${\lambda }_{k\ell }=4h^{-2}[{\sin }^2(\pi k/(2N))+{\sin }^2(\pi \ell /(2N))]$. A two-dimensional discrete sine transform, division by these nonzero eigenvalues and the inverse transform give the solution. Odd extension realizes each one-dimensional transform by a Fast Fourier transform of length $2N$, making the total cost $O(N^2\log N)$ and storage $O(N^2)$. These finite-difference eigenvalues should not be confused with the continuous spectral eigenvalues ${\pi }^2(k^2+{\ell }^2)$.

The sum of independent Bernoulli random variables with possibly unequal success probabilities $p_i$ has a Poisson binomial distribution. Its probability generating function is $G_K(z)={\prod }_i(1-p_i+p_{i}z)$: expand the product to read off the probability mass function. Linearity of expectation and additivity of variance for independent random variables give $\mathbb{E}K={\sum }_i{p}_i$ and $\mathrm{Var}(K)={\sum }_i{p}_i(1-p_i)$. Equal $p_i=p$ recover the binomial distribution.

For three trials with success probabilities $1/10,3/10,4/5$, expanding $(9/10+z/10)(7/10+3z/10)(1/5+4z/5)$ gives masses $0.126,0.572,0.278,0.024$ at $0,1,2,3$. Their expected value is $1.2$ and variance is $0.46$. Replacing all three success probabilities by their average $0.4$ preserves the expected value but gives binomial distribution variance $0.72$, so it does not preserve the law.

For the three-dimensional discrete paraboloid over an odd prime field, the surface transform away from zero has magnitude at most $p^{-1}$, by completing squares and evaluating quadratic Gauss sums. The adjoint-composition convolution kernel is the transform of the surface measure. Subtract its unit mass at the origin. Convolution by the remainder has ${\ell }^1\to {\ell }^{\infty }$ norm at most $p^{-1}$ and ${\ell }^2\to {\ell }^2$ norm at most $p$. The Riesz-Thorin interpolation theorem gives ${\ell }^{4/3}\to {\ell }^4$ norm at most one; adding the identity kernel gives at most two. The adjoint-composition identity and duality therefore give the displayed extension constant for normalized surface measure and ambient counting measure. This argument works for either quadratic character of minus one.

If $i^2=-1$ in the prime field, the line $\ell =\{(t,it,0):t\in {\mathbb{F}}_p\}$ lies in the three-dimensional discrete paraboloid. Its indicator has normalized surface $L^2$ norm $p^{-1/2}$. Its extension is $p^{-1}$ on the two-dimensional annihilator plane and zero elsewhere. Thus its ambient ${\ell }^q$ norm is $p^{2/q-1}$, proving the displayed lower bound, which diverges for $q<4$.

An incoming morphism into the image of a specified object has exactly one lift with that specified codomain. Both its source object and its lifted morphism are determined. Applying uniqueness to identity and composite morphisms gives the functoriality of lifting.

Zero padding extends a finite sequence by zero entries to a specified length. For input lengths $r,s$, their full discrete convolution has length at most $r+s-1$. Padding both inputs to $N\ge r+s-1$ allows circular convolution to represent this full result without folded entries.

Circular convolution of two length-$N$ sequences uses modular arithmetic for their indices. Extending both inputs periodically gives the displayed formula. Equivalently, fold a finite discrete convolution into residue classes modulo $N$ by adding entries whose indices are congruent. The discrete Fourier transform of the circular convolution is the product of the two discrete Fourier transforms, with the usual unnormalized forward transform and $1/N$ inverse convention.

Preserving the modified contents of a dirty memory page in its backing storage. The reference model waits for successful page writeback before reusing the victim's page frame; failure cannot authorize losing its modifications. A reference bit records recent access, while the dirty flag records a write obligation: reading can set the first without setting the second. Buffer cache writeback concerns the analogous obligation for a buffered device block.

For the positive Dirichlet Laplacian $A$ on a bounded smooth domain, with normalized eigenfunctions $e_j$ and positive eigenvalues ${\mu }_j$, define $A^{\alpha }u={\sum }_j{\mu }_j^{\alpha }(u,e_j)e_j$ on the vectors for which ${\sum }_j{\mu }_j^{2\alpha }|(u,e_j){|}^2<\infty$. The resulting Hilbert space embeds in the Sobolev space $H^{2\alpha }$, with the boundary conditions appropriate to the exponent. In particular $H_{\alpha }$ embeds in $C^{0,\beta }$ whenever $0<\beta <\min (1,2\alpha -n/2)$. High powers impose further boundary compatibility; ordinary smoothness alone does not imply membership in every fractional domain.

If ${\beta }_1,{\beta }_2,{\beta }_3$ are the affine barycentric coordinates of an equilateral triangle of side $\ell$, then $h={\prod }_j\sin (\pi {\beta }_j)=\frac{1}{4}{\sum }_j\sin (2\pi {\beta }_j)$ vanishes on the boundary and satisfies $\Delta h=-16{\pi }^{2}h/(3{\ell }^2)$. Thus the problem $\Delta q-4\lambda q=0$ with zero Dirichlet boundary data has distinct solutions zero and $h$ at the displayed negative parameter. Their normal traces differ, demonstrating failure of a uniquely determined Dirichlet-to-Neumann map at resonance.

For a primitive nonprincipal Dirichlet character of conductor $q$ and parity $a$, the completed Dirichlet L-function is entire of order one. Its genus-one Hadamard factorization gives the displayed logarithmic derivative, with $B_{\chi }$ the logarithmic derivative of the completion at zero and zeros counted with multiplicity. Combined summands converge locally normally away from zeros. For an imprimitive character induced by ${\chi }^{\ast }$, add ${\sum }_{p\mid Q,p\nmid q}{\chi }^{\ast }(p)\log p/(p^s-{\chi }^{\ast }(p))$ for the removed Euler factors. The primitive principal case is the global partial-fraction expansion of the zeta logarithmic derivative.

// Target: algebraic-number-theory.bigb

For real $s>1$, Orthogonality of Dirichlet characters gives $\log {\mathcal{P}}_q(s)=\phi (q){\sum }_{p\nmid q}{\sum }_{j\ge 1,p^j\equiv 1(\mathrm{mod}q)}1/(j{p}^{js})\ge 0$. Thus ${\mathcal{P}}_q(s)\ge 1$. Only the principal Dirichlet character contributes a pole at one, and that pole is simple. A zero of a nonreal Dirichlet L-function at one brings a zero of its conjugate too; their two zeros overpower that pole and would make the product tend to zero. This proves nonvanishing for nonreal Dirichlet characters and is a useful complement to arguments for real Dirichlet characters.

For $D_N(t)=\sin ((N+1/2)t)/\sin (t/2)$, define ${\Lambda }_N=(2\pi {)}^{-1}{\int }_{-\pi }^{\pi }|D_N|$. Evenness and $\sin (t/2)\le t/2$ on $(0,\pi ]$ give ${\Lambda }_N\ge (2/\pi ){\int }_0^{(N+1/2)\pi }|\sin v|/vdv$. The first $N$ complete sine periods of length $\pi$ have absolute sine integral two, and on the $j$th such interval $1/v\ge 1/(j\pi )$. This proves the displayed unbounded lower bound. The real functional $f\mapsto S_N(f,0)$ on continuous functions has norm exactly ${\Lambda }_N$: the upper bound is its kernel integral, and the continuous functions $D_N/\sqrt{D_N^2+{\delta }^2}$ approach that bound as $\delta \downarrow 0$ by dominated convergence.