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Real Analysis/Landau notation
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Landau notation
Dedekind's Construction
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The Landau notation is an amazing tool applicable in all of real analysis. The reason it is so convenient and widely used is because it underlines a key principle of real analysis, namely estimation. Loosely speaking, the Landau notation introduces two operators which can be called the "order of magnitude" operators, which essentially compare the magnitude of two given functions.
The little-o
The little-o provides a function that is of lower order of magnitude than a given function, that is the function is of a lower order than the function . Formally,
Definition
Let and let
Let
If then we say that
"As , "
Examples
As , (and )
As , (and )
As ,
The Big-O
The Big-O provides a function that is at most the same order as that of a given function, that is the function is at most the same order as the function . Formally,
Definition
Let and let
Let
If there exists such that then we say that
"As , "
Examples
As ,
As ,
Applications
We will now consider few examples which demonstrate the power of this notation.
Differentiability
Let and .
Then is differentiable at if and only if
There exists a such that as , .
Mean Value Theorem
Let be differentiable on . Then,
As ,
Taylor's Theorem
Let be n-times differentiable on . Then,
As ,