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

função escada কী?

Definição 15.1 Matemática universitária — Graduação 1 · অধ্যায় 15 — Integração num Segmento

φ ⁣:[a, b]→R\varphi \colon \intcc{a}{b} \to \R é uma função escada quando existe uma subdivisão a=x0<x1<⋯<xn=ba = x_0 < x_1 < \dots < x_n = b tal que φ\varphi é constante, igual a cic_i, em cada intervalo aberto (xi−1, xi)\intoo{x_{i-1}}{x_i} (os valores nos nós não são restritos). A sua integral é

∫abφ=∑i=1nci (xi−xi−1),\int_a^b \varphi = \sum_{i=1}^{n} c_i\,(x_i - x_{i-1}),

independente da subdivisão escolhida (refine duas subdivisões pela sua comum: cada lado fica inalterado por refinamento).

উদাহরণ

Exemplo 15.5 (Contínua por partes, sem drama)

A função parte inteira em [0, 3]\intcc{0}{3} é uma função escada disfarçada: separando nos seus saltos,

∫03⌊t⌋  ⁣dt=∫010+∫121+∫232=0+1+2=3,\int_0^3 \lfloor t \rfloor\,\dd t = \int_0^1 0 + \int_1^2 1 + \int_2^3 2 = 0 + 1 + 2 = 3 ,

e os valores nos pontos de salto 1,21, 2 são irrelevantes: mudar uma função em finitos pontos não muda integral alguma (as funções escada que a enquadram não são afetadas). É todo o conteúdo da extensão a “contínua por partes”: corte nas finitas descontinuidades, integre cada peça contínua e some — Chasles como definição.

Exemplo 15.6 (A definição calcula, uma vez)

Seja f(x)=xf(x) = x em [0, 1]\intcc{0}{1} e corte em nn peças iguais. As melhores funções escada constantes nas peças são φ=k−1n\varphi = \frac{k-1}{n} e ψ=kn\psi = \frac kn na kk-ésima peça, com

∫01φ=∑k=1nk−1n⋅1n=n−12n,∫01ψ=∑k=1nkn⋅1n=n+12n.\int_0^1 \varphi = \sum_{k=1}^{n} \frac{k-1}{n}\cdot\frac1n = \frac{n-1}{2n}, \qquad \int_0^1 \psi = \sum_{k=1}^{n} \frac{k}{n}\cdot\frac1n = \frac{n+1}{2n} .

Toda integral inferior é ≤I−(f)≤I+(f)≤\leq I_-(f) \leq I_+(f) \leq toda superior, de modo que n−12n≤I−(f)≤I+(f)≤n+12n\frac{n-1}{2n} \leq I_-(f) \leq I_+(f) \leq \frac{n+1}{2n} para todo nn: as duas se comprimem sobre 12\frac12, e ∫01x  ⁣dx=12\int_0^1 x\,\dd x = \frac12 sai direto da definição. A ideia de fechamento: esta é a primeira e a última vez que integramos pela definição — o teorema fundamental, abaixo, substitui todos esses cálculos por uma consulta de primitiva, o que é todo o ponto econômico deste capítulo.

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