The supremum norm of a bounded real- or complex-valued function on a set isFor a continuous function on a compact space, the extreme value theorem makes this supremum a maximum.
The trace norm of a finite-dimensional operator is the sum of its singular values:For a Hermitian operator , it equals .
This applies normalization of an algebraic curve to the two local branches of a node.
A unit normal is a normal vector of Euclidean norm one. Given a nonzero normal vector , normalization gives . This makes a dot product measure the signed length of the normal component, without an extra factor from the length of . On a hypersurface, the two opposite choices and correspond to opposite normal orientations; a continuous choice on an orientable surface fixes its orientation of a surface.
A closed subset of a normal space is a countable intersection of open sets exactly when it is the zero set of some continuous function .
A weak shock has a small relative pressure jump. Its density jump agrees with the reversible adiabatic prediction through second order in the pressure jump, while entropy production first appears at third order.
These are the Rankine-Hugoniot conditions specialized to the mass, momentum and energy fluxes of a perfect gas.
The shock frame is an inertial reference frame in which the shock is stationary. A travelling shock then becomes a steady flow through a fixed discontinuity.
For fixed coefficient dimension and , the ordinary least squares error satisfiesConsequently convergence in probability of to a positive-definite matrix , together with in probability, proves statistical consistency by continuity of matrix inversion.
For independent and identically distributed random-design pairs, finite second moments and imply these limits by the law of large numbers, provided is nonsingular. Conditional mean zero, , is a familiar sufficient exogeneity condition. For a deterministic design matrix, the vanishing normalized design-error product must instead be justified from its errors and weights.
Finite moments and a nonsingular design alone are insufficient. In an intercept-only model with errors identically one, the estimated intercept is always . The missing zero-expected value condition changes the limiting target.
Least-squares differentiation gives , or its precision-weighted analogue.
Weighted least squares minimizes ; inverse-variance weights give the efficient estimator under known heteroscedasticity.
Let with a fixed full column rank design matrix, and . Then ordinary least squares is a best linear unbiased estimator: every response-linear unbiased estimator has at least as much variance in every coefficient direction. A normal distribution is unnecessary.[ref]
The Truth about Linear Regression by Cosma Rohilla Shalizi. Chapter 21, section 21.3, printed pp. 363–365
For a proof put . A competing estimator is unbiased for every exactly when . Write ; then , so the cross terms vanish andThis positive semidefinite matrix inequality proves the simultaneous directional comparison. The scope is linear unbiased estimators, not all conceivable estimators: a biased ridge regression estimate may improve mean squared error for some signals. With correlated or unequal-variance errors, the corresponding known-covariance result uses generalized least squares.
For a linear regression design matrix with full column rank, the ordinary least squares coefficient vector is . In a normal linear model with error covariance matrix , it is an unbiased estimator with covariance matrix . Replacing by the residual variance estimate gives the reported coefficient standard errors.
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