সব বই

পেশাদার

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
অ্যাপ পরিচিতি Coach সাইন ইন পড়া শুরু করো

বইগুলো এখনো বাংলা ভাষায় পাওয়া যায় না — ইংরেজি সংস্করণ দেখানো হচ্ছে।

Mathematics · পরিভাষা

uniform continuity কী?

Definition 13.19 University Mathematics — Year 1 · অধ্যায় 13 — Limits and Continuity

f ⁣:I→Rf \colon I \to \R is uniformly continuous when

∀ε>0, ∃δ>0, ∀x,y∈I,∣x−y∣≤δ  ⟹  ∣f(x)−f(y)∣≤ε.\forall \varepsilon > 0,\ \exists \delta > 0,\ \forall x, y \in I, \qquad \abs{x - y} \leq \delta \implies \abs{f(x) - f(y)} \leq \varepsilon .

The point: δ\delta depends only on ε\varepsilon, not on the location in II. Uniform continuity implies continuity; a Lipschitz function (∣f(x)−f(y)∣≤k∣x−y∣\abs{f(x) - f(y)} \leq k \abs{x - y}) is uniformly continuous (δ=ε/k\delta = \varepsilon/k).

উদাহরণ

Example 13.20

x↦x2x \mapsto x^2 is continuous on R\R but not uniformly continuous: ∣(n+1n)2−n2∣=2+1n2≥2\abs{(n + \frac 1n)^2 - n^2} = 2 + \frac{1}{n^2} \geq 2 although the arguments are at distance 1n→0\frac 1n \to 0. On any bounded interval it is Lipschitz, hence uniformly continuous — consistent with Heine’s theorem below.

Example 13.21 (Uniform moduli, explicitly)

On a segment, Heine guarantees a uniform δ\delta; often one can also compute it. For f(x)=x2f(x) = x^2 on [0, 10]\intcc{0}{10}:

∣x2−y2∣=∣x+y∣ ∣x−y∣≤20 ∣x−y∣,\abs{x^2 - y^2} = \abs{x + y}\,\abs{x - y} \leq 20\,\abs{x - y},

so δ=ε20\delta = \frac{\varepsilon}{20} works uniformly (a Lipschitz modulus, linear in ε\varepsilon). For x\sqrt x on [0, 1]\intcc{0}{1}: ∣x−y∣≤∣x−y∣\abs{\sqrt x - \sqrt y} \leq \sqrt{\abs{x - y}} (Exercise 13.9), so δ=ε2\delta = \varepsilon^2 works — uniform but not linear: near 00 the square root is steep, and the price appears in the exponent of ε\varepsilon, not in a failure of uniformity. The closing insight: uniform continuity is a spectrum, not a yes/no — the function δ(ε)\delta(\varepsilon), called the modulus, measures how expensive the uniformity is, and Lipschitz is simply its best grade.

Example 13.23 (Bounded, continuous, yet not uniformly so)

The function f(x)=sin⁡(x2)f(x) = \sin(x^2) is continuous and bounded on R\R, but not uniformly continuous. Take

xn=2πn,yn=2πn+π2:yn−xn=π/22πn+π2+2πn⟶0,x_n = \sqrt{2\pi n}, \qquad y_n = \sqrt{2\pi n + \tfrac\pi2}: \qquad y_n - x_n = \frac{\pi/2}{\sqrt{2\pi n + \frac\pi2} + \sqrt{2\pi n}} \longrightarrow 0 ,

yet f(yn)−f(xn)=sin⁡(2πn+π2)−sin⁡(2πn)=1−0=1f(y_n) - f(x_n) = \sin\bigl(2\pi n + \frac\pi2\bigr) - \sin(2\pi n) = 1 - 0 = 1 for every nn: no single δ\delta can serve ε=12\varepsilon = \frac12 everywhere. Geometrically, the oscillations of sin⁡(x2)\sin(x^2) accelerate: the graph completes a full wave over shorter and shorter windows, so the horizontal scale a given ε\varepsilon requires shrinks to zero as xx grows. The closing insight: boundedness does not buy uniformity (this example), and unboundedness does not preclude it (x\sqrt x, Exercise 13.9); what decides is the modulus of oscillation, and Heine’s theorem says compact domains discipline it automatically.

প্রসঙ্গসহ পড়ো →