a probabilistic approach to vieta’s formula by: mark osegard
TRANSCRIPT
A Probabilistic Approach toVieta’s Formula
by: Mark Osegard
Points of Discussion
I. Vieta’s FormulaII. Rademacher FunctionsIII. Vieta’s Formula in terms of
Rademacher FunctionsIV. A Classical Analysis Proof
V. Random Variables & Statistical Independence
VI. Probabilistic ProofVII. Conclusion
François Viéte
François Viéte was a Frenchman born in 1540. He Commonly used the name Franciscus Vieta, the Latin form of his given name. Until his death in 1603 he made many significant contributions to the field of mathematics. Some of the fields he was involved in were trigonometry, algebra, arithmetic, and geometry.
Vieta’s Formula
n
kkn
n xxx
xxxx
xxx
xxx
1
3
2
2cos
2sin2 sin
2
cos4
cos8
cos8
sin2
2cos
4cos
4sin2
2cos
2sin2 sin
The ideas all begin withsome simple trigonometry.Using the double angleformula.
xx
x
xx
x
xfor
nn
n
nn
n
n
n
n
2sin2lim
2sin2lim
1
2
2sin
lim1
,0 From calculus we find.
Vieta’s Formula
Combining the equations derived
on the past two slides we see:
xxn
n
n
2sin2lim
n
kkn
n xxx
1 2cos
2sin2 sin &
1 2cos
sin
kk
x
x
x
Vieta’s Formula
This trigonometric identity that leads to vieta’s formula
Setting we see an interestingcase, which yields this formula.
2 x
112
cos2
nn
,2
222
2
22
2
2
Vieta’s Formula
Using the half-angle formula for cosine repeatedly
Binary Expansion
Taking another approachis usually helpful, andthis case is no different.
1or 0either is ε where
,2
)(ε
2
)(ε t
221
tt
We know that every numberbetween can be represented in the form:
10 t
Rademacher Functions
Using the same ideas we find it more convenient touse the function defined below, which uses the interval [0,1]. of instead ]1,1[
,3, 2, 1,k
)(ε21)(
ttr kk
Rademacher Function
Rademacher Functions
These are the dyadic subintervals of the Rademacher Functions.
2
1
0
1
Hans Rademacher
Hans Rademacher was born in 1892 near Hamburg,Germany. He was most widely known for his work in modular forms and analytic number theory. He died in 1969 in Haverford, Pennsylvania.
Connecting
You may notice the relationship between the Rademacher Functions and Binary Expansion. Subsequently, we rewrite the equation:
1 2
)(2t-1
kk
k tr
,2
)(ε
2
)(εt 21
tt
as
Notice
Now we shall see that the term
can be written :
x
xdt
tix sine
)21(1
0
x
xsin
The Proofx
xdte
tix sin)21(1
0
?
du edu edte ixuixutix
1
1
1
1
)21(1
02/1)2/1(
dudtdtdutuN 2/1 , 2 ,21 :ote
We start with, substitute ‘u’, change parameter
)sin()cos( xuixueixu Recall Euler’s Formula,
Replacing in the equation we get.ixue
du xuixu
du eixu
)]sin()cos([2/1
2/1
1
1
1
1
The Proof x
xdte
tix sin)21(1
0
?
Splitting up the integral,
duxuixu )sin(2/du )cos(2/11
1
1
1
Evaluating the integral,
1
1
)sin(2/1
u
ux
xu
)]sin()[sin(2/1 xxx
The Proof x
xdte
tix sin)21(1
0
?
Recall the equation from the previous slide,
)]sin()[sin(2/1 xxx
dtx
x tix )21(1
0e
sin
QED
The Proof x
xdte
tix sin)21(1
0
pull out -1
x
xsin
Also Notice
written in terms of Rademacher Functions :
Now we shall see that can be k
x
2cos
kkk x
dttr
ix2
cos 2
)(exp
1
0
The Proof kkk xtr
ix2
cosdt 2
)(exp
1
0
?
dttr
ixk
k 2
)(exp
1
0
dt dt odd
2)1(
2m
2
even
2)1(
2m
2
m
m ix
m
m ixk
k
kk
k
k
ee
Notice that we can break up the integral
into this sum of integrals over dyadic subintervals
Note: (2-k) represents the length of a subinterval
The Proof kkk xtr
ix2
cosdt 2
)(exp
1
0
?
There is a total of 2k subintervals. We define the end
points of the EVEN subintervals to be represented by
, also we define the end points of the ODD
subintervals to be represented by . (as seen below)
kkj
jjI
2
12,
2
22
jI
jJ
kkj
jjJ
2
2,
2
12
The Proof kkk xtr
ix2
cosdt 2
)(exp
1
0
?
The Rademacher functions or are defined asfollows:
jk
jk
Jtr
Itr
on 1- )(
on 1 )(
)(trk
If we union these subintervals we see:
1,0
jj IJ
The Proof kkk xtr
ix2
cosdt 2
)(exp
1
0
?
Using and we get:jI
jJ
1-k1-k 2
1
22
1
2 dt dtj J
ix
j I
ix
j
k
j
k
ee
Inserting the end points,
1-k1-k 2
1
2
2
2
122
2
1
2
12
2
222 dt dt
j
j
jix
j
j
jix k
k
kk
k
k
ee
The Proof kkk xtr
ix2
cosdt 2
)(exp
1
0
?
1-k1-k 2
1
2
2
2
122
2
1
2
12
2
222 dt 1 dt 1
j
j
jix
j
j
jix k
k
kk
k
k
ee
We then pull out the power of e:
Evaluating this we find it equals
1-k1-k 2
1
22
1
2
2
1
2
1
j
ixk
j
ixk
kk
ee
The Proof kkk xtr
ix2
cosdt 2
)(exp
1
0
?
1-k
1-k
2
1
2
1
22
2cos2
2
1
2
1
jkk
j
ixixk
x
eekk
Simplifying:
ii ee cos2where:
We can now pull out the
k
x
2cos2
The Proof kkk xtr
ix2
cosdt 2
)(exp
1
0
k
jkk
xx
2cos1
2cos
2
11-k2
11
This gives the desired solution:
kkk xtr
ix2
cosdt 2
)(exp
1
0
QED
Interesting Development
Recall the formula,
1 2
cossin
kk
x
x
x
which may now be seen as:
dt 2
)(expe
sin 1
01
)21(1
0
kk
ktix tr
ixdtx
x
1k
1
01
dt 2
)(exp
2cos
kk
kk
trix
x
Proved by def
Trig proof by prev obs.
Astonishing Discovery
dt 2
)(exp
2cos
1
011
kk
k
kk
trix
xSince we can now say:
Clearly, we see that an integral of products is a product of integrals!
1
1
0
1
01
dt 2
)(expdt
2
)(exp
kk
k
kk
k trix
trix
Vieta’s formula has this interesting expression interms of Rademacher Functions
Analyzing the following function may show us.
n
kkk trc
1
)(
We realize this is a step function over the intervals:
12,0,1,s ,2
1,
2
n
nn
ss
Can we prove Vieta’s formula using Rademacher’sFunctions as a starting point?
Classical Analysis Proof
Since every sequence of +1’s and –1’s corresponds
to one and only one interval
nn
ss
2
1,
2By breaking the integral as before into dyadic subintervalsWe can say that:
n
kn
n
kkk cidttrci
1
1
01
exp2
1 )(exp
sequences possible allover
Classical Analysis Proof
n
kk
n
k
icic
n
kn
cee
ci
kk
11
1
cos2
exp2
1 Now,
So,
n
kk
n
kkk cdttrci
1
1
01
cos )(exp
n
k
tric kke1
1
0
)(
Classical Analysis Proof
Note: This proof is similar to the last
Classical Analysis ProofUsing the derived equation from the previous page and
setting we get this familiar equation:kk
xc
2
dt 2
)(exp
2cos
1
011
n
kk
kn
kk
trix
x
When we take the limit,
ttrn
kk
k
n21
2
)(lim
1
So now we have proven that uniformly on the interval (0,1), we have,
11
1
01
)21(1
0
2cos
2coslim
dt 2
)(explime
sin
kk
n
kkn
n
kk
k
n
tix
xx
trixdt
x
x
Classical Analysis Proof
Classical Analysis Proof
The Classical Analysis Proof works, however,the proof itself is not all that enlightening.
Sure it works, but why? How are they Rademacher Functions involved?
We must now look at it in a different way, in hopes of finding a better explanation.
Random Variables &Statistical Independence
So what is it about the Rademacher Functions or binary digits that makes the previous proof work?
Consider the set of t’s:r1(t)=+1, r2(t)=-1, r3(t)=-1
) (2
1
2
1
2
1timesn
n
Random Variables &Statistical Independence
The set of t’s (possibly excluding the end
points) is the interval and the
length of the interval is clearly , and
8
4,
8
3
8
1
2
1
2
1
2
1
8
1
Random Variables &Statistical Independence
This observation can be written: 1)(1)(1)(
1)( ,1)( ,1)(
321
321
trtrtr
trtrtr
Note: is the length of the set inside the bracesThis can be generalized to this form:
nn
nn
trtrtr
trtr
)()()(
)( , ,)(
2211
11
Independence &Rademacher Functions
Rademacher Functions are independent Bernoulli random variables (-1 or 1).
represents the length of a dyadic
subinterval.
Random Variables &Statistical Independence
You may see this as only a more complicated way of writing
) (2
1
2
1
2
1
2
1timesn
n
but this means much more. It shows a deep property of rk(t) and subsequentlybinary digits. This now leads us into the Probabilistic Proof.
Probabilistic Proof
We start with the equation:
x
xsin )(exp
1
01
dttrci
n
kk
Trying to prove that
dtedttrcin
k
tricn
kkkk
1
1
0
)(1
01
)(exp
Splitting the integral over the dyadic subintervals corresponding to we find:
nn
n
kk trtrtrcin
)()()(exp 11,, 11
n
Probabilistic Proof
n
kk
nic tre
n
kk
1,, 1
)(1
The inner sum evaluates to:
Probabilistic Proof
kk
nic tre
n
kk
)(,, 11
Remove the second product
n
kkk
ic
k
kk tre1
)(
Interchange the product and sum:
dttrcidten
kk
n
k
tric kk )(exp1
011
1
0
)(
Replacing the sum with the integralwe find the desired outcome:
Probabilistic Proof
The vieta identity follows when you take x/2k
Conclusion
So we have seen three ways to proveVieta’s formula and it’s connection tostatistical independence.Rademacher Functions are independent random Bernoulli variables.We have found that Vieta’s formula does, in fact, depend upon random variables and the statistical independence of those variables.
References
Dr. Deckelman
“Statistical Independence in Probability, Analysis and Number Theory” by Mark Kac, published by the MAA Carus Mongraph Series, 1959.