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[parent] properties of $O$ and $o$ (Result)

The following properties of Landau notation hold:

  1. $o(f)$ and $O(f)$ are vector spaces, i.e. if $g,h\in o(f)$ (resp. in $O(f)$ ) then $\lambda g + \mu h \in o(f)$ (resp. in $O(f)$ ) whenever $\lambda,\mu \in \R$ ; In particular $o(f) + o(f) = o(f)$ and $\lambda o(f) = o(f)$ ;
  2. if $\lambda\neq 0$ then $\lambda o(f) = o(f)$ and $\lambda O(f)=O(f)$ ;
  3. $f o(g)=o(f g)$ , $f O(g)= O(f g)$ ;
  4. $o(g)^\alpha = o(g^\alpha)$ , $O(g)^\alpha = O(g^\alpha)$ ;
  5. $o(f) \subseteq O(f)$ ; on the other hand if $f\in o(g)$ then $O(f)\subseteq o(g)$ ;
  6. $o(f)\subseteq o(g)$ if $f\in O(g)$ ; analogously $O(f)\subseteq O(g)$ if $f\in O(g)$ ;
  7. $o(o(f))=o(f)$ , $O(O(f))=O(f)$ , $o(O(f))=o(f)$ , $O(o(f))=o(f)$ .

Here are some examples. First of all we consider Taylor formula. If $x_0\in (a,b)\subset \R$ and $f\colon (a,b)\to \R$ has $n$ derivatives, then $$ f(x) \in \sum_{k=0}^n \frac{f^{(k)}(x_0)}{k!} (x-x_0)^k + o((x-x_0)^n). $$ As a consequence, if $f$ has $n+1$ derivatives, we can replace $o((x-x_0)^n)$ with $O((x-x_0)^{n+1})$ in the previous formula.

For example: $$ e^x \in 1 + x + \frac 12 x^2 + \frac 16 x^4 + O(x^5) \subset 1 + x + \frac 12 x^2 + \frac 16 x^4 + o(x^4). $$

Using the properties stated above we can compose and iterate Taylor expansions. For example from the expansions $$ \sin x \in x + \frac {x^3}{3!} + o(x^4),\qquad e^x \in 1 + x + \frac{x^2}{2} + O (x^3), $$ $$ \cos x \in 1 - \frac{x^2}{2} + \frac {x^4}{4!} + o (x^5) \subseteq 1- \frac{x^2}{2} + O(x^4),\qquad \log( 1+x) \in x - \frac{x^2}{2} + o (x^2) $$ we get

$\displaystyle (x\sin x - e^{(x^2)})\log (\cos x)$ $\displaystyle \in \left( x(x - \frac {x^3}{3!} + o(x^4)) - (1 + x^2 + \frac{x^4}{2} + O((x^2)^3)\right) \log ( 1 - \frac{x^2}{2} +\frac{x^4}{4!}+ o (x^5))$    
  $\displaystyle = \left( x^2 -\frac {x^4}{3!}+ o(x^4) -1 -x^2-\frac{x^4}{2}+O(x^6... ...ac{( - \frac{x^2}{2} + o (x^3))^2}{2} + o(( -\frac{x^2}{2} + o (x^3))^2)\right)$    
  $\displaystyle =( -1-\frac{2}{3} x^4 + o(x^4)+O(x^6)) \left( - \frac{x^2}{2} +\f... ...{4} - 2 \frac{x^2}{2} o (x^3) + (o(x^3))^2}{2} + o(\frac{x^4}{4}+o(x^4))\right)$    
  $\displaystyle = ( -1-\frac{2}{3} x^4 + o(x^4)) ( - \frac{x^2}{2} +\frac{x^4}{4!} +o(x^5) + \frac{x^4}{8}+ o(x^5)+o(x^6)+o(x^4))$    
  $\displaystyle = (-1-\frac{2}{3} x^4 + o(x^4)) (- \frac{x^2}{2} +6x^4 + o(x^4))$    
  $\displaystyle = - \frac{x^2}{2}-6x^4 + o(x^4) + x^4 O(x^2) + o(x^4)O(x^2)$    
  $\displaystyle = - \frac{x^2}{2}-6x^4 + o(x^4) + O(x^6) + o(x^6)$    
  $\displaystyle = - \frac{x^2}{2}-6x^4 + o(x^4)$    




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See Also: formal definition of Landau notation


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Cross-references: Taylor expansions, iterate, consequence, derivatives, formula, vector spaces, Landau notation, properties

This is version 4 of properties of $O$ and $o$, born on 2005-05-12, modified 2005-05-16.
Object id is 7048, canonical name is PropertiesOfOAndO.
Accessed 1588 times total.

Classification:
AMS MSC26A12 (Real functions :: Functions of one variable :: Rate of growth of functions, orders of infinity, slowly varying functions)

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