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cbr...@cbrownsystems.com  
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 More options Apr 19 2006, 5:34 pm
Newsgroups: sci.math
From: cbr...@cbrownsystems.com
Date: 19 Apr 2006 14:34:52 -0700
Local: Wed, Apr 19 2006 5:34 pm
Subject: Re: Calculus XOR Probability

Tony Orlow wrote:
> cbr...@cbrownsystems.com said:
> > Tony Orlow wrote:
> > > cbr...@cbrownsystems.com said:
> > > > Tony Orlow wrote:
> > > > > cbr...@cbrownsystems.com said:
> > > > > > Tony Orlow wrote:
> > > > > > > cbr...@cbrownsystems.com said:

> > <snip>

<snip>

> > You are still not using the definition of the limit I gave; you are
> > using something you imagine that I said. I never said anything about
> > staircase steps "becoming infinitely small" or "reaching infinitesimal
> > size".

> I thought the example you gave was one where, as the number of steps grew, and
> the size of them shrunk accordingly, in the infinite limit of this process, the
> diagonal would be produced, but would not have the length expected as the limit
> of the lengths in the finite case. Am I mistaken?

Yes, you are.

The example given can be looked at /intuitively/ as "the staircases
shrinking until they become the line". But that is /not/ a mathematical
statement; it's "what it looks like is happening" - it is a description
of our /intuition/..

The actual mathematical statement is this:

First, let C = (C_1, C_2, C_3, ...,C_n, ...) be a sequence of sets of
points. (You have previously agreed that lines, curves, disks, etc. can
be considered as simply sets of points).

Call a point p a "limit point" of the sequence C if there exists a
sequence (p_1, p_2, p_3, ..., p_n, ...) such that, for each k, p_k is a
point in C_k; and such that the limit of (p_1, p_2, p_3, ..., p_n, ...)
is p.

So for example, if the curves {C_n} are the staircases, and p is the
point (1/2, 1/2), then let p_k be the point of intersection between the
line x=y and the staircase C_k. Then the seqeunce ((1,1), (1/2,1/2),
(3/4,3/4), (1/2,1/2),....) has limit p =(1/2,1/2); and so p is a limit
point of the sequence C.

When I say "limit of the sequence (p_1, p_2, ...)", I mean the same old
"garden variety" limit we are used to (see below for details). It's
worth noting here that this definition relies on the usual euclidean
metric when we say "approaches".

So to say "p is a limit point of C" is /not/ saying that "the
staircases in C disappear" or "become infinitesimally small". The
elements in the sequence C are always what they are : in our case,
staircases, with an increasingly small, but always finite, step size.
There is /no/ element of C which is /not/ an actual staircase.

"p is a limit point of C" is instead a statement that the curves in C
get arbitrarily close to the point p. That's all it claims; just like
the statement "p is the limit of the sequence (p_1, p_2, ..., p_n,
...)" doesn't claim that there is some p_k such that p_k = p; i.e.,
that somehow the points in the sequence "become" p.

With me so far? Is it clear what it means to say that "p is a limit
point of C"?

Now, define "the limit of C" as the set of /all/ points p such that p
is a limit point of C. Again, this is not saying "therefore the
staircases get infinitely small", or "become infinitesimal" or any such
thing. It is a set of points; each point having the property: the
curves in C get arbitrarily close to that point.

What do we have when we're done? A set of points, and that's it. No
"direction-points", no "infinitesimal lines", nothing like that: just
plain old, vanilla points.

You can think of the limit in this case a function: pass in a sequence
of sets of points, and you get out the single set of points that
satisfy the above definition.

Notice that this definition of limit can also "return" the empty set.
Suppose D is the diagonal of the unit square, and X is the line segment
between the points (5,5) and (6,6). Then the sequence (D, X, D, X,
....) has limit the empty set: there are no points which meet the
definition "p is a limit point of that sequence".

Also notice that this definition of limit corresponds to our usual
intuitions about the limit of a set of curves: this definition
identifies the circle as the limit of polygons inscribed in a circle,
as well as the "usual" limit of the polygonal curve which we use to
find the lengh of an arbitrary continuous function f in calculus.

> > It's really very simple. I said, loosely, that the /points/ in the
> > diagonal are approached arbitrarily closely by the the /points/ in the
> > sequence of staircases. Nothing more than that.

> Right, You're saying the points on the staircase approach the points on the
> diagonal, in terms of location. But, the elements of the staircase aren't
> points persay, but line segments.

Could you make up you mind on this?

At one point you say "the line is not just a set of points", and at
another point you say "I accept that the line is just a set of points".
Which is it?

> In the limit, they still retain their
> direction,

I gave a precise definition of "the limit" above which makes no such
claim that points have directions, either before or after the limit.
Can you give a definition of limit that I can apply to any sequence of
curves C that lets me say "the limit of C is X", where X is, er,
something mathematical? Like a set, or a geometrical object, or
/something specific/?

<snip>

> You are postulating a staircase of n steps, with n risers and n
> treads, as n approaches oo. You say the points become exactly those on the
> diagonal,

No, I don't claim this, any more than I claim that the points in the
sequence (1/2, 1/4, ..., 1/2^n, ...) "become" 0. In fact, I claim that
0 is not in that sequence; but that the limit is still 0 - because
that's how the limit is defined in that case.

Similarly, I don't claim that the staircase "becomes" the diagonal; I
claim that the /sequence/ of staircases /approaches/ the diagonal
arbitrarily closely.

> but at no point on the staircase is it parallel to the diagonal.

Where in my definition is said that this is a condition for being the
limit?

<snip>

> > When I say "the diagonal line is defined by the points (x,y) satisfying
> > x+y=1, x, y>= 0", do you see any mention of "except it must be
> > self-parallel", or "only if the points (x,y) have a particular
> > direction" or "only if the points are not actually infinitesimal line
> > segments"?

> No, but I see a formula that defines y in terms of a continuous function on x,
> such that y=1-x. Does that define the staircase?

Does 0 define the sequence (1/2, 1/4, 1/8, ...)? Of course not! It's
the other way around: the limit of the sequence is defined as 0.

Does the formula y = 1-x define the sequence of staircases? Of course
not! It's the other way around: the limit of the sequence of staircases
is defined to be the diagonal, which is equivalent to (a segment of)
the line y = 1 - x.

> Is that really the limit of
> the formula for the staircase? If you claim so, please derive that.

The easiest way is to take each point p on the diagonal, and construct
the sequence (p_1, p_2, ..., p_n, ...) where p_k is the instersection
of the kth staircase C_k and the line parallel to x=y which passes
through p. I think you'll find it very easy to show that p is then the
limit of (p_1, p_2, ..., p_n, ..), and therefore is a limit point of C;
thus, the diagonal is exactly the set consisting of all limit p[oints
of C, and is therefore the limit of C.

By /the definition/.

> > If you accept that "the set of points satisfying y = mx + b" is the
> > same as "the line with slope m and y intercept b", then any other
> > function which produces the /same set/ of points /really does/ produce
> > the line with slope m and y intercept b: they produce exactly the same
> > thing.

> Sure, if the slope is equal to m, which it is not on the staircase at any
> point.

Neither is 0 ever a member of the sequence (1/2,1/4,1/8,...). So what?

> > Now, suppose we define L as the set of points on y = mx+b with 0<=x<=1.
> > This definition doesn't need to /also/ include "and define the length
> > of L as sqrt(1+m^2)". We /deduce/ the length of L from the definition
> > of L, and the fact that we are working in the x/y plane R^2.

> When dealing with straight lines in Cartesian space we use the Pythagorean
> theorem. Did you use that on the staircase?

I use it in two places:

(1) I use it implicitly when I use the euclidean metric to say "(p_1,
p_2, ..., p_n, ...) has limit p".

(2) I use it when I state that for every staircase C_n, that staircase
has length 2.

> > The length of L is not /part/ of the definition of L; it is a
> > /consequence/ of the definition of L.

> Right, as a line with slope m over the domain.

> > Likewise, the length of the limit of the set of staircases D is not
> > /part/ of the definition of the limit; it is a /consequence/ of the
> > definition of the limit.

> Right, and the limit, as you aptly proved, is 2.

No; I proved that the limit of the staircases is the diagonal, /by
definition/. The fact that:

The limit of (the length of the nth staircase)

is not the same as

The length of (the limit of the staircases)

is /exactly/ the point I'm making - the insistence that these two
values must be equal is Premise B, not Premise A. Once we have an
actual /definition/ for the limit of the staircases, we can see that
Premise B is false in general.

<snip>

> > What is /really/ meant by saying

> > "the sequence (1/2, 1/4, 1/8, ..., 1/2^n, ...) has limit 0"?

> It means that as n grows without bound, 1/2^n shrinks without lower bound,
> technically.

What does "shrinks without lower bound" mean?

Does it ever get to be less than -1? Doesn't look like it to me: and
that makes "-1" a lower bound.

In fact, 0 is also a lower bound; but any number greater than 0 is not
a lower bound; so we could call 0 a "greatest lower bound".

But that is /still/ not sufficient to say "0 is the limit of this
sequence". 0 is /also/ a greatest lower bound of the sequence
(0,1,0,1,...). Bu this sequence has no limit. So you are /missing/
something in your understanding of "the limit".

> > Do you agree that this is /the same number/ as

> > "the limit of the sequence (-1/3, 1/9, -1/27, ..., ((-1)^n)/3^n, ...)"?

> > It's not like in one case we get a "different" 0, because "the sequence
> > is different". Why? Because that is not how the limit is /defined/.

> Well, in standard mathemtics, no distinction is made between these two zeroes,
> but one can be made between the infinitesimal values produced at infinite n
> using a variable n and formulaically compared values.

Since you have not yet shown that you even know what is /usually/ meant
by "the limit", don't you think it's a bit premature to claim that you
can also do it using "some other way"?

> > To clarify: Suppose (a_1, a_2, a_3,..., a_n, ...) is a sequence of
> > rational numbers.

> > Could you say what you think it means to claim "the limit of the
> > sequence (a_1, a_2, ..., a_n, ...) = pi"?

> The standard practice is to say that for any finite x, there is a sufficiently
> large finite n such that a_n-pi<x. Correct?

No, that is /not/ correct.

If the sequence is (0, pi, 0, 2*pi, 0, 3*pi, ...) is the limit pi? It
is certainly the case for any (Hint: NON-ZERO POSITIVE REAL) finite x,
there is a finite n (n=2, a_2 = pi) such that a_n - pi = a_2 - pi = pi
- pi = 0 < x. Correct? So is the limit of that sequence pi?

So, now what do you think it really means to claim that the sequence
(a_1,a_2, ..., a_n, ...) = pi?

<snip>

> > Premise B in the "Han-style" argument is the claim "always true for
> > finite, therefore /also/ true for the limit". That premise is (at
> > least) unfounded in this case; because it has not been derived directly
> > from the definition of the limit that I gave.

> I am not sure it can be.

I am sure it cannot; because I have already shown that it is
contradicted in this case.

> The standard treatment of the limit was chosen for
> it's non-reliance on any concept of actual infinity, since it defines the limit
> purely in terms of the finite case.

I agree.

>I don't have an argument with that
> formulation, really. But, it doesn't address the issue of whether a constant
> relation that holds for all finite cases can be said to hold in the infinite
> case as well.

Ah; so you are not talking about the limit then; you're talking about
/some other thing/ : "the infinite case". In which case, why drag
limits into the discussion?

> Over the last year, a number of inductive proofs have been
> offered that have really brought home this issue for me. My conclusion is that
> inductively proven equalities between expressions on sufficiently large n hold
> as well for infinite n, much like what Han is suggesting. I freely admit that
> properties in general do not have this quality, and that inequalities in
> particular may or may not, but maintain that equalities do indeed hold for
> infinite n.

What is an "inductively proven equality"?

Consider the function f defined as: f(x) = 0 if x <1, and f(x)=1 if
x>=1. Do you accept that this is a valid function, just as "size" or
"length" are functions?

If the answer is yes, do you agree that g(n) = f((2^n-1)/2^n) is also a
valid function, where f is defined as above?

Do you agree that g(0)=0? Do you agree that if g(n) = 0, that g(n+1) =
0?

Does it then follow that the limit of (1/2, 3/4, 7/8, ....,
(2^n-1)/2^n, ...) is less than 1, because the limit of (g(0), g(1),
..., g(n)) is 0?

> > However, we /can/ derive a result using my definition ("the length of
> > the diagonal is sqrt(2)") which contradicts his premise: thus the
> > /conclusion/ "always true for finite; but /not/ true for the limit" is
> > correct in this case (which is what it now appears you were calling
> > "Premise B" above).

> Yes, I know what the intent of your example was, to show that this proof
> structure is invalid in general, but I have disagreed on that point since long
> before this thread. It seems clear to me what the error in this example is: an
> essential difference between the continuous diagonal and the discontinuous
> micro-step diagonal.

When you put it that way, I find your description as clear as mud.

> > > RIght. Ummm....is that a valid justification? I haven't seen any reason why a
> > > formulaic equality proven for all n>m doesn't hold in the infinite case...

> > But I just gave you a perfectly valid reason!

> No, you gave an example of a fractal line that you assumed was the same as a
> straight line...

I don't "assume" it: you agreed that the line is "just a set of
points". The limit gives us "just a set of points"; in fact, the same
set of points that you agree is the line.

> and derived a contradiction due to that assumption, then blamed
> it on the general proof structure. I know you didn't make up this example, and
> I'm not blaming you,

gee thanks! :)

> but I'm not agreeing that an undifferentiable fractal line
> is exactly the same as a continuous line with a constant derivative. And, I am
> maintaining that, in absence of such unwarranted declarations of identity,
> inductive arguments of equality hold for infinite n.

Either the line is "just a set of points" in R^2, or it isn't. Make up
your mind!

If it is, then the limit of the staircases is the line.

If it isn't, then how can the equation "y = mx + b" be a line? It's
just a specification that tells us a set of points satisfying an
equation.

> > If the limit really /is/ the diagonal, and the length of the diagonal
> > really /is/ sqrt(2), then what other conclusion can there be besides
> > that Premise B really /is/ "at fault" here?

> Those are big IFs. I think we can agree that the diagonal distance between the
> corners of a square is sqrt(2) times the side of the square.

Right - because we assume we are working in the "usual" R^2.

> My position is
> that the diagonal line is different from the limit of the staircase, and that
> the proof holds for this object in the infinite case.

And you have yet to say what you exactly mean by "the infinite case".

> Your position is that
> there is no difference between the diagonal and the limit of the staircase, so
> this is obviously the result of claiming the proof holds for the infinite case.

And I gave a definition of "limit" and "diagonal line" that supports
this claim. A definition of "the kth staircase" as a set of points is
below.

> But, if you truly think the diagonal is the limit of the staircase, then you
> should eb able to drive the formula of the one from the formula of the other as
> a limit, and you should be able to differentiate the staircase in the limit,
> whch you really can't.

Why on earth "should" I be able to do either of those things?

Can you derive the formula a particular sequence (p_1, p_2, ...) which
has limit 0, just from knowing that the limit is 0?

And how can you talk about "differentiating", which is based on limits,
before we can actually agree on what a limit is? Differentiating is
/taking a limit/, and /not/ "taking the infinite case"; so if we can't
agree on what the limit of the staircases are, how can you be sure you
really know what "differentiating " is?

> > The "blame" here falls on the assumption that the limit of a sequence
> > is anything other than /what it is defined to be/. This is the
> > "essence" of Premise B ("the magic wand" property of limits):

> > * the vague /intuition/ of limits as something "becoming" something
> > else "at infinity",

> > as opposed to

> > * the precise /definition/ of limits as something which the sequence
> > "gets arbitrarily close to".

> There is really nothing vague to saying that if an equation is true for all
> sufficiently large n, then it is true for infinite n.

You think there's nothing vague in saying "sufficiently large"? How
large is that, exactly? Does it depend on the equation somehow?

And n is presumably a number here - I think we can safely agree,
without going into details, that claiming that there is an "infinite" n
is, to say the least, controversial (and I might add, vague, in that I
have never seen a really complete description of what you intend this
to mean).

And finally - what has this to do with limits? In what way does your
statement illuminate the claim "the limit of C is X"?

> > <snip several repetitions of this same conflation between "becoming"
> > and "approaching">

> > > > Right now, I'm just claiming Premise A:
> > > > the limit of the staircases is D, the diagonal line. You don't need to
> > > > appeal to anything else yet; just evaluate that claim.

> > > It's been done. There is an inherent difference between the two lines, which is
> > > accurately reflected in their different lengths, as amply shown to result from
> > > the cosine of the angle between the diagonal and the steps.

> > No; the two different definitions produce identical sets of points,
> > which we can also express as "D, the set of points (x,y) such that x+y
> > = 1, x,y >= 0". Unless you are claiming that the diagonal is not D,
> > then the limit of the staircases is exactly the diagonal line.

> That's what I'm claiming.

Please make up your mind then. Is the set of points satisfying "y = mx
+ b" a sufficient description of a line, or isn't it?

> Please state the formula for the finite staircase,
> and derive the formula for the diagonal as the limit of that formula as the
> number of steps approaches oo. If you can do this, then we have something to
> discuss.

Call the kth staircase C_k. Then the set of points in the C_k is the
union of two sets: R_k (the kth set of risers) and T_k (the kth set of
treads).

R_k = ((x,y) : x = j/k, j in N and 0< j <= k; x - 1/k < = y <= x)

T_k = ((x,y) : y = j/k, j in N and 0 < j <= k; y - 1/k <= x <= y)

C_k = R_k union T_k.

To repeat the earlier argument:

Let p be any point on the diagonal. Let p_k be the instersection of the
line passing through p with slope 1 and the set C_k.

It is tedious to prove, but it should be fairly obvious that the
sequence (p_1, p_2, p_3, ...) is well-defined (i.e., there is a single,
unique point p_k for all k in N); and that furthermore this sequence
has limit p using the usual delta-epsilon proof; since the (Euclidean)
distance between p and p_k is always <= sqrt(2)/(2*k).

Therefore, every point p on the diagonal is a limit point of the
sequence C = (C_1, C_2, ..., C_n, ...); so D is at least a subset of
the limit of C.

Conversely, suppose p is not on the diagonal; then let d be the
distance from p to the diagonal. Then there is some n such that for all
m > n, the distance from the closest point on C_m to p is greater than
0; so it cannot be the case that there is a sequence of points {p_k}
where p_k in C_k such that the sequence has limit p; therefore p is not
a limit point of C if it is not a point in D.

Therefore every point of D is a limit point of C; and no point not in D
can be a limit point of C; so therefore the limit of C is exactly D.

Does this give us something to discuss?

> > This is really no more unusual or bizzare than observing that the two
> > sequences of rationals I gave above both have the same limit: 0. Why?
> > Because that's just what the definition says it is, in both cases.

> Many sequences have terms with a limit of 0, just like the many inverses of
> those terms which have no limit, but diverge to oo.

Yes, and many sequences of curves "converge" to the diagonal. Not all
those sequences preserve everything you seem to expect they preserve.
So what?

> > There is no reason to "distinguish" between the 0 which is the limit of
> > one sequence, and the 0 which is the limit of the other sequence,
> > because in both cases, 0 is provably the unique real number which
> > /satisfies the definition/.

> Yes, as a standard real, there is no difference between the one 0 and the
> other, but distinctions can be made between the behavior of the two sequences.

I wasn't asking whether the "behaviour" of the two sequences was the
same (whatever that means); I was asking why the /limits/ of the two
sequences should be distinguished. You agree that they shouldn't; so
why should we distingusih between the limits of two sequences of curves
that have the same set of points as their limits?

> > In our case, the fact that the set of points D is a line, that it
> > therefore has length, etc., is not affected by "how we got" that set of
> > points. Instead, it is a /consequence/ of the fact that D is in R^2,
> > and the way we define length in R^2 tells us that the length of D is
> > sqrt(2), regardless of "where it came from" or"how we got it".

> And yet, you proved that the staircase always has a length of 2, regardless of
> the number of steps, and this doesn't change in the infinite case.

Why not? Unless the "infinite case" is something different than "the
limit".

> It's a clear
> indication that this fractal diagonal is a different animal from the one we
> normally consider in the Pythagorean sense.

No, it's a clear indication that instead of following the argument, you
are making up stuff and then trying to justify it in some vague,
handwaving fashion by using words that sound mathematical, but actually
have no relevance here.

A fractal is just a set of points in R^2, just like a line is; but of
course "fractal" isn't what you /really/ mean; it just sounds exotic
and strange; you mean something that has the properties that you
/think/ a fractal has; just as "the infinite case" is something that
has the properties that you /think/ a limit has.

> > "sqrt(2)" not somehow "attached" to D by way of the definition that
> > generates D, anymore than there is somehow something different
> > "attached" to the limits of the two sequences with limit 0.

> That sentence not read good...

Me not English major, me am mathamatrickian!

> but the error of sqrt(2) is directly explained by
> the angles between the infinitesimal elements and the diagonal.

Whatever you mean by that, it doesn't contradict what I said - there
are many "reasons" that "explain" why the length of the diagonal is
sqrt(2), and not 2; the primary one being that that is how we define
length in R^2. That has nothing to do with whether or not the limit of
the staircases is the diagonal.

> > Premise A only claims that a certain set of points is the limit of the
> > sequence of staircases, where the limit is defined as (roughly), "every
> > point which is approached arbitrarily closely"; and that this set is
> > identical to the set of points D, which is the diagonal line.

> Right, the diagonal is the limit in terms of location...

Bingo!!!!!! And that's /all it claims to be/. Just like, in a way, the
limit of a sequenceof numbers of the real line is the limit "in terms
of location" on the number line.

> but when it comes to a
> metric on the line, direction is important too. Do you measure something with a
> ruler placed at odd angles to what you're measuring, or does the ruler only
> measure accurately parallel to its own direction?

I'm not the one claiming that, because the limit of the staircases is
the diagonal, therefore the diagonal has length 2. I have always stated
that THAT ARGUMENT IS FALSE.

I'm claiming that just because the diagonal has length sqrt(2), that
doesn't imply that therefore it is not the limit of the staircases.
Why? Because I know what the definition of "limit" is, and by that
definition, the staircase has limit the diagonal. And I know what the
length of the staircase is, and I know what thelength of the diagonal
is: these things are all just a matter of applying the definitions.

> > And that's /all/ it claims. Because that's all "the limit" means in
> > this case. Really.

> > So, in order to claim that Premise A is false, you must then show that,
> > given my definition, there is a point on the diagonal which is not in
> > the limit of the sequence of staircases; or that there is point which
> > is in the limit of the staircases which is not on the diagonal.

> Or that the derivatives of the two lines are entirely different, or that the
> formula for the one cannot be derived from the other.

Sadly, we're now returning to the land of "you are thinking I'm saying
something that I'm not saying".

Where, in the definition of limit that I gave, do you see a reference
to "derivatives" or "deriving one formula from the other"?

For that matter, when you agree that the limit of {1/2^n} is 0, what
"derivative" are you taking?

When you agree that the limit of (a_1,a_2, ..., a_n, ...) is pi, how do
you "derive" the values of a_1, a_2, etc. from pi?

> > You have demonstrated neither thing; so the only sensible conclusion is
> > "Premise B is false".

> No, the sensible reaction is toe recall that non-parallel elements cannot be
> used in accurate measurements.

Could we use "TO-sensible" instead of "sensible"? I think "sensible"
has a different meaning usually.

Cheers - Chas


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