Arbitrage pricing theory: Difference between revisions

From formulasearchengine
Jump to navigation Jump to search
en>Curugil
Undoing apparent vandalism - think I got it all this time.
unlink
 
(One intermediate revision by one other user not shown)
Line 1: Line 1:
{{Unreferenced|date=December 2009}}
Selected of the author is definitely Gabrielle Lattimer. Fish getting is something her [http://www.Alexa.com/search?q=dad+doesn%27t&r=topsites_index&p=bigtop dad doesn't] really like nevertheless , she does. Idaho is where her home is always and she will you should never move. Software happening is what she does but she's always longed for her own business. She could be described as running and maintaining the latest blog here: http://prometeu.net<br><br>
[[Image:Convex combination illustration.svg|right|thumb|Given three points <math>x_1, x_2, x_3</math> in a plane as shown in the figure, the point <math>P</math> ''is'' a convex combination of the three points, while <math>Q</math> is ''not.''<br/>
(<math>Q</math> is however an affine combination of the three points, as their [[affine hull]] is the entire plane.)]]
In [[convex geometry]], a '''convex combination''' is a [[linear combination]] of [[point (geometry)|points]] (which can be [[vector (geometric)|vector]]s, [[scalar (mathematics)|scalars]], or more generally points in an [[affine space]]) where all [[coefficients]] are [[non-negative]] and sum to 1.


More formally, given a finite number of points <math>x_1, x_2, \dots, x_n\,</math> in a [[real vector space]], a convex combination of these points is a point of the form
Feel free to surf to my web site; [http://prometeu.net clash of clans hack tool no survey no password]
 
:<math>\alpha_1x_1+\alpha_2x_2+\cdots+\alpha_nx_n</math>
where the real numbers <math>\alpha_i\,</math> satisfy <math>\alpha_i\ge 0 </math> and <math>\alpha_1+\alpha_2+\cdots+\alpha_n=1.</math>
 
As a particular example, every convex combination of two points lies on the [[line segment]] between the points.
 
All convex combinations are within the [[convex hull]] of the given points. In fact, the collection of all such convex combinations of points in the set constitutes the convex hull of the set.
 
There exist subsets of a vector space that are not closed under linear combinations but are closed under convex combinations. For example, the interval <math>[0,1]</math> is convex but generates the real-number line under linear combinations. Another example is the convex set of [[probability distribution]]s, as linear combinations preserve neither nonnegativity nor affinity (i.e., having total integral one).
 
==Other objects==
*Similarly, a convex combination <math>X</math> of [[probability distributions]] <math>Y_i</math> is a weighted sum (where <math>\alpha_i</math> satisfy the same constraints as above) of its component probability distributions, with [[probability density function]]:
 
:<math>f_{X}(x) = \sum_{i=1}^{n} \alpha_i f_{Y_i}(x)</math>
 
==Related constructions==
{{Details|Linear combination#Affine, conical, and convex combinations}}
*A [[conical combination]] is a linear combination with nonnegative coefficients
*[[Weighted mean]]s are functionally the same as convex combinations, but they use a different notation. The coefficients ([[weight function|weights]]) in a weighted mean are not required to sum to 1; instead the sum is explicitly divided from the linear combination.
*[[Affine combination]]s are like convex combinations, but the coefficients are not required to be non-negative. Hence affine combinations are defined in vector spaces over any [[field (mathematics)|field]].
 
==See also==
*[[Affine hull]]
*[[Carathéodory's theorem (convex hull)]]
*[[Convex hull]]
*[[Simplex]]
*[[Barycentric_coordinate_system_(mathematics)|Barycentric coordinate system]]
 
{{DEFAULTSORT:Convex Combination}}
[[Category:Convex geometry]]
[[Category:Mathematical analysis]]
[[Category:Convex hulls]]
 
[[de:Linearkombination#Spezialfälle]]

Latest revision as of 20:26, 17 December 2014

Selected of the author is definitely Gabrielle Lattimer. Fish getting is something her dad doesn't really like nevertheless , she does. Idaho is where her home is always and she will you should never move. Software happening is what she does but she's always longed for her own business. She could be described as running and maintaining the latest blog here: http://prometeu.net

Feel free to surf to my web site; clash of clans hack tool no survey no password