Introductory university-level calculus, linear algebra, abstract algebra, probability, statistics, and stochastic processes.
Vector product
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The scalar product maps a pair of vectors to a scalar: \(\mathbb{R}^n\times \mathbb{R}^n \to \mathbb{R}\). The scalar product can be defined in the vector space \(\mathbb{R}^n\) with any \(n\). In contrast, the vector product (also known as the cross product), which maps a pair of vectors to another vector (\(\mathbb{R}^n \times \mathbb{R}^n \to \mathbb{R}^n\)) in the same vector space, can be defined only in the 3-dimensional space, \(\mathbb{R}^3\).
Definition (Vector product)
Let \(\mathbf{a}, \mathbf{b}\in\mathbb{R}^3\) be row vectors \(\mathbf{a}= (a_1, a_2, a_3)\) and \(\mathbf{b} = (b_1, b_2, b_3)\). Then their vector product (also called the cross product or outer product), denoted \(\mathbf{a}\times\mathbf{b}\), is the vector defined as
Remark. Some authors prefer to denote the vector product by \([\mathbf{a},\mathbf{b}]\) rather than \(\mathbf{a}\times \mathbf{b}\). □
Let \(\mathbf{e}_1 = (1, 0, 0), \mathbf{e}_2 = (0, 1, 0), \mathbf{e}_3 = (0, 0, 1)\), then the cross product may be formally expressed as a determinant as in
Let \(\mathbf{a}, \mathbf{b} \in \mathbb{R}^3\). Then we have the following.
If \(\mathbf{a} = \mathbf{0}\) or \(\mathbf{b} = \mathbf{0}\), then \(\mathbf{a}\times\mathbf{b} = \mathbf{0}\).
If \(\mathbf{a}\) and \(\mathbf{b}\) are parallel, that is, \(\mathbf{a} = \lambda\mathbf{b}\) or \(\mathbf{b} = \mu\mathbf{a}\) for some non-zero \(\lambda,\mu\in\mathbb{R}\), then \(\mathbf{a}\times\mathbf{b} = \mathbf{0}\).
\(\mathbf{a}\times \mathbf{b} = -(\mathbf{b}\times\mathbf{a})\). (Thus, the vector product is not commutative.)
For any \(\lambda\in\mathbb{R}\), \(\lambda(\mathbf{a}\times\mathbf{b}) = (\lambda\mathbf{a})\times\mathbf{b} = \mathbf{a}\times(\lambda\mathbf{b})\).
In the following, the scalar product between \(\mathbf{a}\) and \(\mathbf{b}\) is denoted by \(\mathbf{a}\cdot\mathbf{b}\) rather than \(\langle\mathbf{a},\mathbf{b}\rangle\). Recall that the scalar product is also called the dot product.
Definition (Triple product)
The triple product of three vectors \(\mathbf{a}, \mathbf{b}, \mathbf{c} \in\mathbb{R}^3\) is defined by
\[\mathbf{a}\cdot(\mathbf{b}\times\mathbf{c}).\]
Theorem
Let \(\mathbf{a}, \mathbf{b}, \mathbf{c} \in \mathbb{R}^3\) be row vectors. Their triple product is given by the determinant:
Remark. Similarly, we have \(\mathbf{b}\cdot(\mathbf{a}\times\mathbf{b}) = 0\).
This result indicates that the vector product \(\mathbf{a}\times\mathbf{b}\) is perpendicular to both \(\mathbf{a}\) and \(\mathbf{b}\). If \(\mathbf{a}\times\mathbf{b}\neq \mathbf{0}\), the three vectors \(\mathbf{a}\), \(\mathbf{b}\) and their vector product form a right-handed set. This means if your right index and middle fingers to directions of \(\mathbf{a}\) and \(\mathbf{b}\), respectively, then your right thumb points to the direction of \(\mathbf{a}\times\mathbf{b}\). □
Let \(\mathbf{a}, \mathbf{b}\in\mathbb{R}^3\). If \(\mathbf{a}\cdot\mathbf{b} = 0\), then \(\|\mathbf{a}\times\mathbf{b} \| = \|\mathbf{a}\|\cdot\|\mathbf{b}\|\).
Proof. If \(\mathbf{a} = \mathbf{0}\) or \(\mathbf{b} = \mathbf{0}\), the result is trivial.
Suppose \(\mathbf{a},\mathbf{b}\neq\mathbf{0}\). Since \(\mathbf{a}\cdot\mathbf{b} = 0\), we have
Remark. This lemma says that, if the vectors \(\mathbf{a}\) and \(\mathbf{b}\) are perpendicular to each other (including the case one (or both) of them is zero), then the length of their vector product is the product of their lengths. □
Theorem
Let \(\mathbf{a}, \mathbf{b}\in\mathbb{R}^3\) such that the angle between them is \(\theta\). Then
Now consider the vector product \(\mathbf{a}\times\mathbf{b}\). Since \(\mathbf{a}\) and \(\mathbf{b}_{\parallel}\) are parallel to each other, \(\mathbf{a}\times\mathbf{b}_{\parallel} = \mathbf{0}\). Therefore,
Remark. Note that any two vectors \(\mathbf{a}\) and \(\mathbf{b}\) define a parallelogram. That is, the origin and the position vectors \(\mathbf{a}, \mathbf{b}\) and \(\mathbf{a} + \mathbf{b}\) make the vertices of a parallelogram. You should prove that the area of this parallelogram is given by \(\|\mathbf{a}\|\cdot\|\mathbf{b}\|\cdot|\sin\theta|\) where \(\theta\) is the angle between \(\mathbf{a}\) and \(\mathbf{b}\). □
Remark. Similarly, any three vectors \(\mathbf{a}, \mathbf{b}\) and \(\mathbf{c}\) can define a parallelepiped (a solid body of which each face is a parallelogram). We can show that the triple product \(\mathbf{a}\cdot(\mathbf{b}\times\mathbf{c})\) corresponds to the signed volume of that parallelepiped. Here, the term ``signed'' indicates that this ``volume'' can be negative. More specifically, the sign of this volume is positive if the triple \((\mathbf{a}, \mathbf{b}, \mathbf{c})\), in this order, makes a right-hand set, or negative if it makes a left-hand set. □
Defining the birth process Consider a colony of bacteria that never dies. We study the following process known as the birth process , also known as the Yule process . The colony starts with \(n_0\) cells at time \(t = 0\). Assume that the probability that any individual cell divides in the time interval \((t, t + \delta t)\) is proportional to \(\delta t\) for small \(\delta t\). Further assume that each cell division is independent of others. Let \(\lambda\) be the birth rate. The probability of a cell division for a population of \(n\) cells during \(\delta t\) is \(\lambda n \delta t\). We assume that the probability that two or more births take place in the time interval \(\delta t\) is \(o(\delta t)\). That is, it can be ignored. Consequently, the probability that no cell divides during \(\delta t\) is \(1 - \lambda n \delta t - o(\delta t)\). Note that this process is an example of the Markov chain with states \({n_0}, {n_0 + 1}, {n_0 + 2}...
Sometimes, we may simplify integration by using the product rule of differentiation. This technique is called integration by parts. Theorem (Integration by parts) Let \(f(x)\) and \(g(x)\) be differentiable functions on an open interval \(I\). Then, \(\int f(x)g'(x)dx = f(x)g(x) - \int f'(x)g(x)dx\); For any \(a, b \in I\), \[\int_a^bf(x)g'(x)dx = \left[f(x)g(x)\right]_a^b - \int_a^bf'(x)g(x)dx.\] Proof . By the product rule, \[[f(x)g(x)]' = f'(x)g(x) + f(x)g'(x)\] so \[f(x)g'(x) = [f(x)g(x)]' - f'(x)g(x).\] By integrating both sides, we have the desired results. ■ Example . Let us find \(\int x\cosh x dx\). \[ \begin{eqnarray*} \int x\cosh x dx &=& \int x(\sinh x)'dx \\ &=& x \sinh x - \int 1 \cdot \sinh x dx\\ &=& x \sinh x - \cosh x + C. \end{eqnarray*} \] Example (eg:recur) . Let us study how we can compute \[I_n = \int \frac{dx}{(x^2 + 1)^n}\] for \(n\in \mathbb{N}\). Note \[I_{n} = \int \fr...
Let \(\mathbf{X} = (X_1, X_2, \cdots, X_n)^\top \in \mathbb{R}^n\) be a vector of random variables. The covariance matrix \(\Sigma\) of \(\mathbf{X}\) is a square (\(n\times n\)) matrix whose elements are covariances between the components of \(\mathbf{X}\). That is, \[\Sigma_{ij} = \mathrm{Cov}(X_i,X_j)\] where \(\mathrm{Cov}(X_i,X_j)\) is the covariance between \(X_i\) and \(X_j\) , \(i,j = 1, 2, \cdots, n\): \[\mathrm{Cov}(X_i, X_j) = \mathbb{E}[(X_i - \mathbb{E}[X_i])(X_j - \mathbb{E}[X_j])].\] Here, \(\mathbb{E}[\cdot]\) indicates the expectation value of a random variable . Any covariance matrix has the following properties: Symmetric. That is, \[\Sigma = \Sigma^\top.\] Positive semi-definite. That is,\[\forall \mathbf{v} \in \mathbb{R}^n, \mathbf{v}^\top\Sigma\mathbf{v} \geq 0.\] See also : Positive definite matrix (Wolfram MathWorld) The symmetry is obvious from the definition of the covariance matrix. Now, let us prove that the covariance matrix is positive semi-...
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