A Criterion for Linear Independence of Series

نویسندگان

چکیده

برای دانلود رایگان متن کامل این مقاله و بیش از 32 میلیون مقاله دیگر ابتدا ثبت نام کنید

اگر عضو سایت هستید لطفا وارد حساب کاربری خود شوید

منابع مشابه

Criterion for linear independence of functions

where T1, . . . , Tn, S1, . . . , Sn : [a, b] → R. (2) Suppose K 6= 0. Then we may consider each of the systems {T1, . . . , Tn}, {S1, . . . , Sn} linearly independent. Indeed, starting from an expression of kind (1), we consequently reduce the number of items while it is needed. Assume that we need to express the functions (2) in terms of K. In order to do it, we find such points (a proof of e...

متن کامل

Nesterenko’s linear independence criterion for vectors

In this paper we deduce a lower bound for the rank of a family of p vectors in Rk (considered as a vector space over the rationals) from the existence of a sequence of linear forms on Rp, with integer coefficients, which are small at k points. This is a generalization to vectors of Nesterenko’s linear independence criterion (which corresponds to k = 1). It enables one to make use of some known ...

متن کامل

a time-series analysis of the demand for life insurance in iran

با توجه به تجزیه و تحلیل داده ها ما دریافتیم که سطح درامد و تعداد نمایندگیها باتقاضای بیمه عمر رابطه مستقیم دارند و نرخ بهره و بار تکفل با تقاضای بیمه عمر رابطه عکس دارند

Linear independence of values of Tschakaloff series

In this note we investigate arithmetic properties of values of the Tschakaloff function Tq(z) = P∞ ν=0 q −ν(ν+1)/2zν , |q| > 1. One of the open problems is proving linear independence of the values of Tq(z) with different q. The only result obtained in this direction in [1] is very restrictive. We refer an interested reader to the survey [2] for an account of known linear and algebraic independ...

متن کامل

The Finite-Set Independence Criterion

We consider the design of adaptive, nonparametric statistical tests of dependence: that is, tests of whether a joint distribution Pxy factorizes into the product of marginals PxPy with the null hypothesis that H0 : X ∈ X ⊆ Rx and Y ∈ Y ⊆ Ry are independent. While classical tests of dependence, such as Pearson’s correlation and Kendall’s τ , are able to detect monotonic relations between univari...

متن کامل

ذخیره در منابع من


  با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید

ژورنال

عنوان ژورنال: Rocky Mountain Journal of Mathematics

سال: 2004

ISSN: 0035-7596

DOI: 10.1216/rmjm/1181069897