Is the Proven Condition of ρ=0 Universal or Limited to Specific Limits?

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The discussion centers on the proof of the condition that ρ must equal zero for the identity exp(-ρxy) = 1/((1+ρx)(1+ρy)) to hold for all x, y > 0. Participants debate whether the proof is universal or limited to specific limits, emphasizing the importance of continuity and the implications of finding particular values of x and y. It is concluded that while ρ = 0 is a solution, the challenge lies in demonstrating that it is the only solution applicable across all x and y values.

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Teacher wanted to prove that for that condition to be satisfied ρ must be zero, but the limits give the idea that it applies only when those limits are satisfied. By the way, x>0 and y>0. Is it a universal proof or only for those limits?

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The given condition is that the equality holds for all x, y > 0. If the limits exist and the functions are continuous (e.g. limx → 0 ex = e0) then it must also hold in the limit.
 
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cdux said:
Teacher wanted to prove that for that condition to be satisfied ρ must be zero, but the limits give the idea that it applies only when those limits are satisfied. By the way, x>0 and y>0. Is it a universal proof or only for those limits?

rDSbDhA.png

I don't know what you mean by "universal proof". You have this proposed identity that looks really unlikely to be true unless ##\rho=0##. To refute the identity, all you have to do is find something that implies that ##\rho## must be ##0##. That argument surely works. You could undoubtedly find other arguments that would imply ##\rho=0##.
 
LCKurtz said:
I don't know what you mean by "universal proof". You have this proposed identity that looks really unlikely to be true unless ##\rho=0##. To refute the identity, all you have to do is find something that implies that ##\rho## must be ##0##. That argument surely works. You could undoubtedly find other arguments that would imply ##\rho=0##.

But didn't that use the restriction that x->0 and y->1? How did it prove it in general?
 
haruspex said:
The given condition is that the equality holds for all x, y > 0. If the limits exist and the functions are continuous (e.g. limx → 0 ex = e0) then it must also hold in the limit.

I didn't see this reply at first.

But if it holds for the limit, how does it prove it in general?
 
That \exp(-\rho x y) = 1/((1+\rho x)(1+\rho y)) is true for all x,y in the case that rho=0 is obvious. That this trivial solution for rho is the only solution in the case that one but not both of x or y is zero is also obvious.

And that is all that is needed. The claim is that \exp(-\rho x y) = 1/((1+\rho x)(1+\rho y)) for all x,y>0. Finding any particular x,y that restricts rho to 0 suffices to show that rho must necessarily be zero.
 
D H said:
Finding any particular x,y that restricts rho to 0 suffices to show that rho must necessarily be zero.

I don't get this logic. If you find an x and a y that point to ρ = a then how does that prove ρ must always be a? There is something missing in the explanations in text. I'm sure it's possible that's correct but I don't see it when reading the texts here about it.
 
cdux said:
I don't get this logic. If you find an x and a y that point to ρ = a then how does that prove ρ must always be a? There is something missing in the explanations in text. I'm sure it's possible that's correct but I don't see it when reading the texts here about it.

You have an identity of the form ##F(x,y,\rho) = 0## that must hold for all x and y. For more-or-less arbitrary values of x and y it might not be easy to see what this implies about ##\rho##, but by taking ##x, y \to 0## we can quite easily see that we must have ##\rho = a##. Once we do have ##\rho = a## we can plug that back into F to check that, indeed, ##F(x,y,a) \equiv 0,## as desired.
 
cdux said:
I don't get this logic. If you find an x and a y that point to ρ = a then how does that prove ρ must always be a? There is something missing in the explanations in text. I'm sure it's possible that's correct but I don't see it when reading the texts here about it.
That is not what the conjecture is saying. To the contrary, for any given x,y>0 there are three real solutions (not necessarily distinct) of ρ such that eρxy=(1+ρx)(1+ρy).
 
  • #10
D H said:
That is not what the conjecture is saying. To the contrary, for any given x,y>0 there are three real solutions (not necessarily distinct) of ρ such that eρxy=(1+ρx)(1+ρy).

Hence it's insufficient for the needs of the exercise. It was explicitly asked to prove that "only when p=0" that expression can be true.
 
  • #11
Do you understand the difference between "for all" and "there exists"?
 
  • #12
D H said:
Do you understand the difference between "for all" and "there exists"?

And I'm not convinced it proves it for all. What am I missing?

I keep hearing "If I set x and y tending to those numbers ρ must be 0". Yeah, fine, that's obvious. Why does that restrict ρ to one number?
 
  • #13
cdux said:
Hence it's insufficient for the needs of the exercise. It was explicitly asked to prove that "only when p=0" that expression can be true.

That is NOT what it says. It says that something holds FOR ALL x,y. Of course if ρ ≠ 0 the equation F(x,y,ρ) = 0 has some (x,y) solutions; for any given value of ρ you will get a curve C(ρ) in x-y space so that for all points (x,y) in the curve, the equation is satisfied. However, that means the equation is satisfied on the curve, not on all of x-y space. If you change the value of ρ you will get a different curve. What the result is saying is that for the special value ρ = 0, and for only that value, the "curve" spreads out to become the whole of x-y space!
 
  • #14
I suspect the answer lies closer to the first reply. That it's related to continuity.
 
  • #15
@cdux: You were given a proposed identity. That means it must be true for all x and y. ##\rho## is presumably a constant so it doesn't change. So if it is shown to be zero under any circumstance or argument, it is zero period. Here's a simpler example of the same idea:
$$(x + y)^2=x^2 + cxy+y^2$$Show that ##c## must b ##2##. You could put, for example, ##x=1,~y=1## in both sides to see it. You could try lots of other values to see it too. Nothing but ##c=2## can work. Any other value of ##c## won't work when ##x=1,~y=1##. Your "identity" is a little more complicated, but it's the same idea.
 
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  • #16
LCKurtz said:
ρ is presumably a constant so it doesn't change

That makes perfect sense.

Per the first reply, doesn't continuity play a role?
 
  • #17
cdux said:
That makes perfect sense.

Per the first reply, doesn't continuity play a role?

Yes, it plays a role in the particular argument that was given. But they could have used other arguments. Any logical argument at all that shows that ##\rho=0## would do. Just like in my simpler example, you could have used other values of x and y.

Your original problem could probably be worked by choosing particular x and y also. It's just that you would need a calculator to work it out, where the limit argument they gave is "simpler" that way.
 
  • #18
LCKurtz said:
Your original problem could probably be worked by choosing particular x and y also. It's just that you would need a calculator to work it out, where the limit argument they gave is "simpler" that way.

Actually, why don't you try ##x=1,~y=1## in your problem. See that you can get ##\rho=0## out of that. It's easy.
 
  • #19
LCKurtz said:
So if it is shown to be zero under any circumstance or argument, it is zero period.
That's not quite right. One has to show that ρ=0 is a solution under all circumstances *and* that this is the only solution under all circumstances. The first condition is trivial to prove; just substitute ρ=0 and you get 1=1. The second condition is where the given proof comes into to play. If there is some circumstance where the only solution is the trivial solution ρ=0, then that's all one needs.
 
  • #20
LCKurtz said:
Actually, why don't you try ##x=1,~y=1## in your problem. See that you can get ##\rho=0## out of that. It's easy.
How about ρ ≈ -1.47767 and ρ ≈ 2.51286? Both of are also solutions to eρxy=(1+ρx)(1+ρy) at x=y=1. The problem is that these non-trivial solutions for this specific x,y pair are not valid for all x,y>0. Use some other values of x and y and the equality no longer holds.
 
  • #21
D H said:
That's not quite right. One has to show that ρ=0 is a solution under all circumstances *and* that this is the only solution under all circumstances. The first condition is trivial to prove; just substitute ρ=0 and you get 1=1. The second condition is where the given proof comes into to play. If there is some circumstance where the only solution is the trivial solution ρ=0, then that's all one needs.

D H said:
How about ρ ≈ -1.47767 and ρ ≈ 2.51286? Both of are also solutions to eρxy=(1+ρx)(1+ρy) at x=y=1. The problem is that these non-trivial solutions for this specific x,y pair are not valid for all x,y>0. Use some other values of x and y and the equality no longer holds.

Yes, of course, I know that. My comments were made in the context that the proposed equation is claimed to be an identity (as I mentioned in post #15), not that we are proving it to be an identity. So "if this is an identity, then ##\rho=0##" is all that is being argued. Similarly for my example. And that's all the OP mentioned.
 
  • #22
I had no idea what an identity is but it appears to be one since the relation is formed by combining probability functions that do consider ρ to be distinct for a particular distribution.

It also comes to reason they are continuous which might play a role..

Hands up, I realize I could have revealed that information sooner.
 
  • #23
D H said:
How about ρ ≈ -1.47767 and ρ ≈ 2.51286? Both of are also solutions to eρxy=(1+ρx)(1+ρy) at x=y=1. The problem is that these non-trivial solutions for this specific x,y pair are not valid for all x,y>0. Use some other values of x and y and the equality no longer holds.

Sorry DH, I responded rather quickly this am didn't really address this. Coincidentally I had also made an arithmetic mistake so I only got ##\rho=0##. Your point is well taken.
 

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