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1 Markets I: The Ecosystem and Exchange-Traded Marketsবাজার অনলাইন 2 Markets II: Rates, FX and Creditবাজার অনলাইন 3 Markets III: Commodities, Energy and Cryptoবাজার অনলাইন 4 Quantitative Methodsপদ্ধতি অনলাইন 5 Derivatives and Volatilityডেরিভেটিভস অনলাইন 6 Rates, Credit, XVA and Riskসুদহার, ঋণ ও ঝুঁকি অনলাইন 7 Research Craft: Predictors, Backtests, Measurement, Portfoliosগবেষণা অনলাইন 8 Strategies I: Equities and Futuresকৌশল অনলাইন 9 Strategies II: Volatility, Relative Value, Macro and the Bank Desksকৌশল অনলাইন 10 Microstructure and Executionএক্সিকিউশন অনলাইন 11 Market Making and High-Frequency Tradingমার্কেট মেকিং অনলাইন 12 Machine Learning for Marketsমেশিন লার্নিং অনলাইন 13 Low-Latency Softwareপ্রযুক্তি অনলাইন 14 Networks, Hardware and Trading Infrastructureপ্রযুক্তি অনলাইন 15 Research, Data and Risk Platformsপ্রযুক্তি অনলাইন 16 The Desk and the Firmপ্রতিষ্ঠান অনলাইন 17 The Industry: Firms, Roles and Careersক্যারিয়ার অনলাইন 18 Interviews I: Maths, Probability and Speedক্যারিয়ার অনলাইন 19 Interviews II: Markets, Trading Games and the Final Roundক্যারিয়ার অনলাইন 20 Interviews III: Codeক্যারিয়ার অনলাইন
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Mathematics · পরিভাষা

metric space কী?

Definition 4.1 University Mathematics — Year 2 · অধ্যায় 4 — Topology of Metric Spaces

A metric space is a set XX with a map d ⁣:X×X→R+d \colon X \times X \to \R_+ such that, for all x,y,zx, y, z:

d(x,y)=0  ⟺  x=y,d(x,y)=d(y,x),d(x,z)≤d(x,y)+d(y,z).d(x,y) = 0 \iff x = y, \qquad d(x,y) = d(y,x), \qquad d(x,z) \leq d(x,y) + d(y,z).

Balls: B(a,r)={x:d(a,x)<r}B(a, r) = \{x : d(a,x) < r\} (open), B‾(a,r)={x:d(a,x)≤r}\overline B(a,r) = \{x : d(a,x) \leq r\} (closed). A subset A⊆XA \subseteq X becomes a metric space with the induced distance.

উদাহরণ

Example 4.2

R\R with ∣x−y∣\abs{x - y}; Rn\R^n with any of

d1(x,y)=∑i∣xi−yi∣,d2(x,y)=(∑i(xi−yi)2)1/2,d∞(x,y)=max⁡i∣xi−yi∣;d_1(x,y) = \sum_i \abs{x_i - y_i}, \quad d_2(x,y) = \Bigl(\sum_i (x_i - y_i)^2\Bigr)^{1/2}, \quad d_\infty(x,y) = \max_i \abs{x_i - y_i};

the set C([a, b])C(\intcc{a}{b}) of continuous functions with the sup distance d∞(f,g)=sup⁡[a, b]∣f−g∣d_\infty(f, g) = \sup_{\intcc{a}{b}} \abs{f - g} (finite: f−gf - g is bounded); any set with the discrete distance (d(x,y)=1d(x,y) = 1 for x≠yx \neq y). Distances coming from norms are the subject of Chapter 5.

Example 4.4 (Interior, closure, boundary on one set)

In R\R, let A=(0, 1]∪{2}A = \intoc{0}{1} \cup \{2\}. Interior: (0, 1)\intoo{0}{1} — around any x∈(0, 1)x \in \intoo01 a small ball stays in AA; around 11, every ball (1−r, 1+r)\intoo{1-r}{1+r} leaks out of AA on the right, so 11 is not interior; and the isolated 22 is not interior either. Closure: [0, 1]∪{2}\intcc{0}{1} \cup \{2\} (the point 00 is a limit of AA, nothing else is added). Boundary (closure minus interior): {0,1,2}\{0, 1, 2\}. Note the asymmetries worth remembering: an endpoint can belong to a set without being interior (11), can be adherent without belonging (00), and an isolated point is its own boundary (22). The same bookkeeping runs verbatim in any metric space, with balls in place of intervals.

Example 4.19 (Distances between sets: compactness earns its keep)

Let KK be compact, FF closed, K∩F=∅K \cap F = \emptyset in a metric space. Then

d(K,F)=inf⁡ {d(x,y):x∈K, y∈F}>0:d(K, F) = \inf\,\{d(x, y) : x \in K,\ y \in F\} > 0 :

the function x↦d(x,F)x \mapsto d(x, F) is continuous (Exercise 4.11) and positive on KK (d(x,F)=0d(x, F) = 0 would put x∈F‾=Fx \in \overline F = F), so it attains a positive minimum on the compact KK (Theorem 4.16 (3)). Compactness is not decorative: for two closed sets the infimum can vanish without being attained — in R2\R^2, the hyperbola F1={xy=1}F_1 = \{xy = 1\} and the axis F2={y=0}F_2 = \{y = 0\} are disjoint closed sets with d(F1,F2)=0d(F_1, F_2) = 0 (the points (n,1n)(n, \frac1n) approach the axis). Escape to infinity is exactly what compactness forbids.

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