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Old Jun19-09, 11:48 PM                  #1
AxiomOfChoice

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Question about Taylor series and "big Oh" notation

Can someone please explain WHY it's true that

LaTeX Code: <BR>e^x = 1 + x + \\frac{x^2}{2} + \\mathcal{O}(x^3)<BR>

I'm somewhat familiar with "big Oh" notation and what it stands for, but I'm not quite sure why the above statement is true (or statements like it). Thanks!
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Old Jun19-09, 11:54 PM                  #2
Pengwuino
 
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Re: Question about Taylor series and "big Oh" notation

I know big O notation goes beyond what it's used for here but in this case, it means the remaining terms in the taylor expansion of that exponential are of the order x^3 and higher.
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Old Jun20-09, 12:06 AM                  #3
AxiomOfChoice

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Re: Question about Taylor series and "big Oh" notation

Originally Posted by Pengwuino View Post
I know big O notation goes beyond what it's used for here but in this case, it means the remaining terms in the taylor expansion of that exponential are of the order x^3 and higher.
Given what "big Oh" notation usually means, I think that, more precisely, it means that the absolute value of the difference between LaTeX Code: e^x and the first few terms of the Taylor series is bounded by some constant times LaTeX Code: |x^3| for LaTeX Code: x sufficiently close to zero.

I, too, used to think that LaTeX Code: \\mathcal{O}(x^3) was just a stand-in for the sentence "terms of order LaTeX Code: x^3 and higher." But that's not all it says, apparently.
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Old Jun20-09, 12:12 AM                  #4
Pengwuino
 
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Re: Question about Taylor series and "big Oh" notation

Yah it says something more but I first learned it in our computer science courses which were simply god awful (god awful department as well) so we never knew what it meant beyond "of order and higher".
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Old Jun20-09, 02:18 AM       Last edited by Dragonfall; Jun20-09 at 02:24 AM..            #5
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Re: Question about Taylor series and "big Oh" notation

Originally Posted by AxiomOfChoice View Post
Can someone please explain WHY it's true that

LaTeX Code: <BR>e^x = 1 + x + \\frac{x^2}{2} + \\mathcal{O}(x^3)<BR>

I'm somewhat familiar with "big Oh" notation and what it stands for, but I'm not quite sure why the above statement is true (or statements like it). Thanks!
This is only true if x<1. It means that e^x is 1+x+x/2 plus a function that is bounded above by a Kx^3 for some K, for sufficiently small x.

If x>1, you'd have to write LaTeX Code: <BR>e^x = 1 + x + \\frac{x^2}{2} + \\Omega(x^3)<BR>

Which means the same except a function bounded BELOW by Kx^3, for sufficiently large x.

Check out http://en.wikipedia.org/wiki/Big-oh#...ndau_notations
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