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authorluccul <luccul@gmail.com>2010-07-11 00:56:04 +0000
committerbnewbold <bnewbold@adelie.robocracy.org>2010-07-11 00:56:04 +0000
commitea7f1a48a7443539420fa50bf04b0d356f560703 (patch)
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parentab0506357517828c769ea7bf9eb5aa25375e97ff (diff)
downloadafterklein-wiki-ea7f1a48a7443539420fa50bf04b0d356f560703.tar.gz
afterklein-wiki-ea7f1a48a7443539420fa50bf04b0d356f560703.zip
A bit about L2 convergence
-rw-r--r--ClassJuly5.page6
1 files changed, 4 insertions, 2 deletions
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@@ -73,6 +73,8 @@ In fact, every function of the kind described above does have a Fourier sine exp
How do we know that the Fourier series of a square wave or sawtooth function converges?
-The answer to this question depends greatly on the type of convergence desired. Aside from the convergence we already proved, the next easiest type of convergence is $L^2$ or root-mean-square convergence. The formal statement is that
+The answer to this question depends greatly on the type of convergence desired. Aside from the convergence we already proved, the next easiest type of convergence is $L^2$ convergence. The formal statement is that
-$$ \lim_{N \to \infty} \sqrt{\int_0^{2\pi} \left| \sum_{n = - N}^N c_n e^{in\theta} - f(\theta) \right|^2} = 0 $$ \ No newline at end of file
+$$ \lim_{N \to \infty} \sqrt{\int_0^{2\pi} \left| f(\theta) - \sum_{n = - N}^N c_n e^{in\theta} \right|^2} = 0 $$
+
+In other words, as we let $N$ go to infinity, the root mean square error of our approximation gets arbitrarily small. \ No newline at end of file