You are on page 1of 29

st

31
EDITION

CRC
standard
MathematicAL
TABLES and
formulae
DANIEL ZWILLINGER

CHAPMAN & HALL/CRC


A CRC Press Company
Boca Raton London New York Washington, D.C.

© 2003 by CRC Press LLC


Editor-in-Chief
Daniel Zwillinger
Rensselaer Polytechnic Institute
Troy, New York

Associate Editors

Steven G. Krantz Kenneth H. Rosen


Washington University AT&T Bell Laboratories
St. Louis, Missouri Holmdel, New Jersey

Editorial Advisory Board

George E. Andrews Ben Fusaro


Pennsylvania State University Florida State University
University Park, Pennsylvania Tallahassee, Florida

Michael F. Bridgland Alan F. Karr


Center for Computing Sciences National Institute Statistical Sciences
Bowie, Maryland Research Triangle Park, North Carolina

J. Douglas Faires Al Marden


Youngstown State University University of Minnesota
Youngstown, Ohio Minneapolis, Minnesota

Gerald B. Folland William H. Press


University of Washington Los Alamos National Lab
Seattle, Washington Los Alamos, NM 87545

© 2003 by CRC Press LLC


Preface
It has long been the established policy of CRC Press to publish, in handbook form,
the most up-to-date, authoritative, logically arranged, and readily usable reference
material available. Prior to the preparation of this 31 st Edition of the CRC Standard
Mathematical Tables and Formulae, the content of such a book was reconsidered.
The previous edition was carefully analyzed, and input was obtained from practi-
tioners in the many branches of mathematics, engineering, and the physical sciences.
The consensus was that numerous small additions were required in several sections,
and several new areas needed to be added.
Some of the new materials included in this edition are: game theory and voting
power, heuristic search techniques, quadratic elds, reliability, risk analysis and de-
cision rules, a table of solutions to Pell’s equation, a table of irreducible polynomials
in ¾ , a longer table of prime numbers, an interpretation of powers of 10, a col-
lection of “proofs without words”, and representations of groups of small order. In
total, there are more than 30 completely new sections, more than 50 new and mod-
i ed entries in the sections, more than 90 distinguished examples, and more than a
dozen new tables and gures. This brings the total number of sections, sub-sections,
and sub-sub-sections to more than 1,000. Within those sections are now more than
3,000 separate items (a de nition , a fact, a table, or a property). The index has also
been extensively re-worked and expanded to make nding results faster and easier;
there are now more than 6,500 index references (with 75 cross-references of terms)
and more than 750 notation references.
The same successful format which has characterized earlier editions of the Hand-
book is retained, while its presentation has been updated and made more consistent
from page to page. Material is presented in a multi-sectional format, with each sec-
tion containing a valuable collection of fundamental reference material—tabular and
expository.
In line with the established policy of CRC Press, the Handbook will be kept as
current and timely as is possible. Revisions and anticipated uses of newer materials
and tables will be introduced as the need arises. Suggestions for the inclusion of new
material in subsequent editions and comments regarding the present edition are wel-
comed. The home page for this book, which will include errata, will be maintained
  
 
at http://www.mathtable.com/.
The major material in this new edition is as follows:
Chapter 1: Analysis begins with numbers and then combines them into series and
products. Series lead naturally into Fourier series. Numbers also lead to func-
tions which results in coverage of real analysis, complex analysis, and gener-
alized functions.
Chapter 2: Algebra covers the different types of algebra studied: elementary al-
gebra, vector algebra, linear algebra, and abstract algebra. Also included are
details on polynomials and a separate section on number theory. This chapter
includes many new tables.
Chapter 3: Discrete Mathematics covers traditional discrete topics such as combi-
natorics, graph theory, coding theory and information theory, operations re-

© 2003 by CRC Press LLC


search, and game theory. Also included in this chapter are logic, set theory,
and chaos.

Chapter 4: Geometry covers all aspects of geometry: points, lines, planes, sur-
faces, polyhedra, coordinate systems, and differential geometry.
Chapter 5: Continuous Mathematics covers calculus material: differentiation, in-
tegration, differential and integral equations, and tensor analysis. A large table
of integrals is included. This chapter also includes differential forms and or-
thogonal coordinate systems.
Chapter 6: Special Functions contains a sequence of functions starting with the
trigonometric, exponential, and hyperbolic functions, and leading to many of
the common functions encountered in applications: orthogonal polynomials,
gamma and beta functions, hypergeometric functions, Bessel and elliptic func-
tions, and several others. This chapter also contains sections on Fourier and
Laplace transforms, and includes tables of these transforms.
Chapter 7: Probability and Statistics begins with basic probability information (de n -
ing several common distributions) and leads to common statistical needs (point
estimates, con d ence intervals, hypothesis testing, and ANOVA). Tables of the
normal distribution, and other distributions, are included. Also included in this
chapter are queuing theory, Markov chains, and random number generation.

Chapter 8: Scientific Computing explores numerical solutions of linear and non-


linear algebraic systems, numerical algorithms for linear algebra, and how to
numerically solve ordinary and partial differential equations.

Chapter 9: Financial Analysis contains the formulae needed to determine the re-
turn on an investment and how to determine an annuity (i.e., the cost of a
mortgage). Numerical tables covering common values are included.
Chapter 10: Miscellaneous contains details on physical units (de nition s and con-
versions), formulae for date computations, lists of mathematical and electronic
resources, and biographies of famous mathematicians.

It has been exciting updating this edition and making it as useful as possible.
But it would not have been possible without the loving support of my family, Janet
Taylor and Kent Taylor Zwillinger.

Daniel Zwillinger
    
15 October 2002

© 2003 by CRC Press LLC


Contributors

Karen Bolinger William C. Rinaman


Clarion University LeMoyne College
Clarion, Pennsylvania Syracuse, New York
Patrick J. Driscoll Catherine Roberts
U.S. Military Academy College of the Holy Cross
West Point, New York Worcester, Massachusetts
M. Lawrence Glasser
Clarkson University Joseph J. Rushanan
Potsdam, New York MITRE Corporation
Bedford, Massachusetts
Jeff Goldberg
University of Arizona Les Servi
Tucson, Arizona MIT Lincoln Laboratory
Lexington, Massachusetts
Rob Gross
Boston College Peter Sherwood
Chestnut Hill, Massachusetts Interactive Technology, Inc.
George W. Hart Newton, Massachusetts
SUNY Stony Brook
Neil J. A. Sloane
Stony Brook, New York
AT&T Bell Labs
Melvin Hausner Murray Hill, New Jersey
Courant Institute (NYU)
New York, New York Cole Smith
University of Arizona
Victor J. Katz
Tucson, Arizona
MAA
Washington, DC Mike Sousa
Silvio Levy Veridian
MSRI Ann Arbor, Michigan
Berkeley, California
Gary L. Stanek
Michael Mascagni Youngstown State University
Florida State University Youngstown, Ohio
Tallahassee, Florida
Michael T. Strauss
Ray McLenaghan HME
University of Waterloo Newburyport, Massachusetts
Waterloo, Ontario, Canada
John Michaels Nico M. Temme
SUNY Brockport CWI
Brockport, New York Amsterdam, The Netherlands

Roger B. Nelsen Ahmed I. Zayed


Lewis & Clark College DePaul University
Portland, Oregon Chicago, Illinois

© 2003 by CRC Press LLC


Table of Contents

Chapter 1
Analysis
 
Karen Bolinger, M. Lawrence Glasser, Rob Gross, and
Neil J. A. Sloane
Chapter 2
Algebra
 
Patrick J. Driscoll, Rob Gross, John Michaels, Roger B.
Nelsen, and Brad Wilson
Chapter 3
Discrete Mathematics
 Jeff Goldberg, Melvin Hausner,
 
Joseph J. Rushanan, Les
Servi, and Cole Smith
Chapter 4
Geometry
 
George W. Hart, Silvio Levy, and Ray McLenaghan

Chapter 5
Continuous Mathematics
 
Ray McLenaghan and Catherine Roberts

Chapter 6
Special Functions
 
Nico M. Temme and Ahmed I. Zayed

Chapter 7
Probability and Statistics
 
Michael Mascagni, William C. Rinaman, Mike Sousa, and
Michael T. Strauss
Chapter 8
Scientific Computing
 
Gary Stanek

Chapter 9
Financial Analysis
 
Daniel Zwillinger

Chapter 10
Miscellaneous
 
Rob Gross, Victor J. Katz, and Michael T. Strauss

© 2003 by CRC Press LLC


Table of Contents

Chapter 1
Analysis               
1.1 Constants . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .
1.2 Special numbers . . . . . . . . . . . . . . . . . . . . . . . . . . .
1.3 Series and products . . . . . . . . . . . . . . . . . . . . . . . . .
1.4 Fourier series . . . . . . . . . . . . . . . . . . . . . . . . . . . .
1.5 Complex analysis . . . . . . . . . . . . . . . . . . . . . . . . . .
1.6 Interval analysis . . . . . . . . . . . . . . . . . . . . . . . . . . .
1.7 Real analysis . . . . . . . . . . . . . . . . . . . . . . . . . . . . .
1.8 Generalized functions . . . . . . . . . . . . . . . . . . . . . . . .

Chapter 2
Algebra               
2.1 Proofs without words . . . . . . . . . . . . . . . . . . . . . . . .
2.2 Elementary algebra . . . . . . . . . . . . . . . . . . . . . . . . .
2.3 Polynomials . . . . . . . . . . . . . . . . . . . . . . . . . . . . .
2.4 Number theory . . . . . . . . . . . . . . . . . . . . . . . . . . . .
2.5 Vector algebra . . . . . . . . . . . . . . . . . . . . . . . . . . . .
2.6 Linear and matrix algebra . . . . . . . . . . . . . . . . . . . . . .
2.7 Abstract algebra . . . . . . . . . . . . . . . . . . . . . . . . . . .

Chapter 3
Discrete Mathematics               
3.1 Symbolic logic
3.2 Set theory . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .
3.3 Combinatorics . . . . . . . . . . . . . . . . . . . . . . . . . . . .
3.4 Graphs . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .
3.5 Combinatorial design theory . . . . . . . . . . . . . . . . . . . .
3.6 Communication theory . . . . . . . . . . . . . . . . . . . . . . .
3.7 Difference equations . . . . . . . . . . . . . . . . . . . . . . . . .
3.8 Discrete dynamical systems and chaos . . . . . . . . . . . . . . .
3.9 Game theory . . . . . . . . . . . . . . . . . . . . . . . . . . . . .
3.10 Operations research . . . . . . . . . . . . . . . . . . . . . . . . .

Chapter 4
Geometry                   
4.1 Coordinate systems in the plane . . . . . . . . . . . . . . . . . . .
4.2 Plane symmetries or isometries . . . . . . . . . . . . . . . . . . .
4.3 Other transformations of the plane . . . . . . . . . . . . . . . . .
4.4 Lines . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .

© 2003 by CRC Press LLC


4.5 Polygons . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .
4.6 Conics . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .
4.7 Special plane curves . . . . . . . . . . . . . . . . . . . . . . . . .
4.8 Coordinate systems in space . . . . . . . . . . . . . . . . . . . .
4.9 Space symmetries or isometries . . . . . . . . . . . . . . . . . .
4.10 Other transformations of space . . . . . . . . . . . . . . . . . . .
4.11 Direction angles and direction cosines . . . . . . . . . . . . . .
4.12 Planes . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .
4.13 Lines in space . . . . . . . . . . . . . . . . . . . . . . . . . . . .
4.14 Polyhedra . . . . . . . . . . . . . . . . . . . . . . . . . . . . .
4.15 Cylinders . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .
4.16 Cones . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .
4.17 Surfaces of revolution: the torus . . . . . . . . . . . . . . . . . .
4.18 Quadrics . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .
4.19 Spherical geometry & trigonometry . . . . . . . . . . . . . . . . .
4.20 Differential geometry . . . . . . . . . . . . . . . . . . . . . . . .
4.21 Angle conversion . . . . . . . . . . . . . . . . . . . . . . . . . .
4.22 Knots up to eight crossings . . . . . . . . . . . . . . . . . . . .

Chapter 5
Continuous Mathematics          
5.1 Differential calculus . . . . . . . . . . . . . . . . . . . . . . . . .
5.2 Differential forms . . . . . . . . . . . . . . . . . . . . . . . . . .
5.3 Integration . . . . . . . . . . . . . . . . . . . . . . . . . . . . .
5.4 Table of inde n ite integrals . . . . . . . . . . . . . . . . . . . . .
5.5 Table of de nite integrals . . . . . . . . . . . . . . . . . . . . . .
5.6 Ordinary differential equations . . . . . . . . . . . . . . . . . . .
5.7 Partial differential equations . . . . . . . . . . . . . . . . . . . . .
5.8 Eigenvalues . . . . . . . . . . . . . . . . . . . . . . . . . . . . .
5.9 Integral equations . . . . . . . . . . . . . . . . . . . . . . . . . .
5.10 Tensor analysis . . . . . . . . . . . . . . . . . . . . . . . . . . .
5.11 Orthogonal coordinate systems . . . . . . . . . . . . . . . . . . .
5.12 Control theory . . . . . . . . . . . . . . . . . . . . . . . . . . .

Chapter 6
Special Functions                 
6.1 Trigonometric or circular functions . . . . . . . . . . . . . . . . .
6.2 Circular functions and planar triangles . . . . . . . . . . . . . .
6.3 Inverse circular functions . . . . . . . . . . . . . . . . . . . . .
6.4 Ceiling and oor functions . . . . . . . . . . . . . . . . . . . .
6.5 Exponential function . . . . . . . . . . . . . . . . . . . . . . . .
6.6 Logarithmic functions . . . . . . . . . . . . . . . . . . . . . . . .
6.7 Hyperbolic functions . . . . . . . . . . . . . . . . . . . . . . .
6.8 Inverse hyperbolic functions . . . . . . . . . . . . . . . . . . . .
6.9 Gudermannian function . . . . . . . . . . . . . . . . . . . . . . .
6.10 Orthogonal polynomials . . . . . . . . . . . . . . . . . . . . . .

© 2003 by CRC Press LLC


6.11 Gamma function . . . . . . . . . . . . . . . . . . . . . . . . . .
6.12 Beta function . . . . . . . . . . . . . . . . . . . . . . . . . . .
6.13 Error functions . . . . . . . . . . . . . . . . . . . . . . . . . . .
6.14 Fresnel integrals . . . . . . . . . . . . . . . . . . . . . . . . . . .
6.15 Sine, cosine, and exponential integrals . . . . . . . . . . . . . .
6.16 Polylogarithms . . . . . . . . . . . . . . . . . . . . . . . . . . . .
6.17 Hypergeometric functions . . . . . . . . . . . . . . . . . . . . .
6.18 Legendre functions . . . . . . . . . . . . . . . . . . . . . . . . .
6.19 Bessel functions . . . . . . . . . . . . . . . . . . . . . . . . . . .
6.20 Elliptic integrals . . . . . . . . . . . . . . . . . . . . . . . . . . .
6.21 Jacobian elliptic functions . . . . . . . . . . . . . . . . . . . . . .
6.22 Clebsch–Gordan coef cients . . . . . . . . . . . . . . . . . . . .
6.23 Integral transforms: Preliminaries . . . . . . . . . . . . . . . . . .
6.24 Fourier transform . . . . . . . . . . . . . . . . . . . . . . . . . .
6.25 Discrete Fourier transform (DFT) . . . . . . . . . . . . . . . . . .
6.26 Fast Fourier transform (FFT) . . . . . . . . . . . . . . . . . . . .
6.27 Multidimensional Fourier transform . . . . . . . . . . . . . . . .
6.28 Laplace transform . . . . . . . . . . . . . . . . . . . . . . . . . .
6.29 Hankel transform . . . . . . . . . . . . . . . . . . . . . . . . . .
6.30 Hartley transform . . . . . . . . . . . . . . . . . . . . . . . . . .
6.31 Hilbert transform . . . . . . . . . . . . . . . . . . . . . . . . . .
6.32 -Transform . . . . . . . . . . . . . . . . . . . . . . . . . . . . .
6.33 Tables of transforms . . . . . . . . . . . . . . . . . . . . . . . . .

Chapter 7
Probability and Statistics           
7.1 Probability theory . . . . . . . . . . . . . . . . . . . . . . . . .
7.2 Classical probability problems . . . . . . . . . . . . . . . . . .
7.3 Probability distributions . . . . . . . . . . . . . . . . . . . . . .
7.4 Queuing theory . . . . . . . . . . . . . . . . . . . . . . . . . .
7.5 Markov chains . . . . . . . . . . . . . . . . . . . . . . . . . . . .
7.6 Random number generation . . . . . . . . . . . . . . . . . . . .
7.7 Control charts and reliability . . . . . . . . . . . . . . . . . . .
7.8 Risk analysis and decision rules . . . . . . . . . . . . . . . . . . .
7.9 Statistics . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .
7.10 Con de nce intervals . . . . . . . . . . . . . . . . . . . . . . . . .
7.11 Tests of hypotheses . . . . . . . . . . . . . . . . . . . . . . . . .
7.12 Linear regression . . . . . . . . . . . . . . . . . . . . . . . . . .
7.13 Analysis of variance (ANOVA) . . . . . . . . . . . . . . . . . . .
7.14 Probability tables . . . . . . . . . . . . . . . . . . . . . . . . . .
7.15 Signal processing . . . . . . . . . . . . . . . . . . . . . . . . . .

Chapter 8
Scienti c Computing                              
8.1 Basic numerical analysis . . . . . . . . . . . . . . . . . . . . .
8.2 Numerical linear algebra . . . . . . . . . . . . . . . . . . . . . .

© 2003 by CRC Press LLC


8.3 Numerical integration and differentiation . . . . . . . . . . . . . .
8.4 Programming techniques . . . . . . . . . . . . . . . . . . . . . .

Chapter 9
Financial Analysis                               
9.1 Financial formulae . . . . . . . . . . . . . . . . . . . . . . . . .
9.2 Financial tables . . . . . . . . . . . . . . . . . . . . . . . . . . .

Chapter 10
Miscellaneous                    
10.1 Units . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .
10.2 Interpretations of powers of 10 . . . . . . . . . . . . . . . . . . .
10.3 Calendar computations . . . . . . . . . . . . . . . . . . . . . . .
10.4 AMS classi cation scheme . . . . . . . . . . . . . . . . . . . . .
10.5 Fields medals . . . . . . . . . . . . . . . . . . . . . . . . . . . .
10.6 Greek alphabet . . . . . . . . . . . . . . . . . . . . . . . . . . .
10.7 Computer languages . . . . . . . . . . . . . . . . . . . . . . . .
10.8 Professional mathematical organizations . . . . . . . . . . . . . .
10.9 Electronic mathematical resources . . . . . . . . . . . . . . . . .
10.10 Biographies of mathematicians . . . . . . . . . . . . . . . . . .

List of references  


List of Figures 
List of notation 

© 2003 by CRC Press LLC


List of References
Chapter 1 Analysis

1. J. W. Brown and R. V. Churchill, Complex variables and applications,


6th edition, McGraw–Hill, New York, 1996.
2. L. B. W. Jolley, Summation of Series, Dover Publications, New York,
1961.
3. S. G. Krantz, Real Analysis and Foundations, CRC Press, Boca Raton,
FL, 1991.
4. S. G. Krantz, The Elements of Advanced Mathematics, CRC Press, Boca
Raton, FL, 1995.
5. J. P. Lambert, “Voting Games, Power Indices, and Presidential Elec-
tions”, The UMAP Journal, Module 690, 9, No. 3, pages 214–267, 1988.
6. L. D. Servi, “Nested Square Roots of 2”, American Mathematical Monthly,
to appear in 2003.
7. N. J. A. Sloane and S. Plouffe, Encyclopedia of Integer Sequences, Aca-
demic Press, New York, 1995.
Chapter 2 Algebra

1. C. Caldwell and Y. Gallot, “On the primality of   and      


     ”, Mathematics of Computation, 71:237, pages 441–448, 2002.
2. I. N. Herstein, Topics in Algebra, 2nd edition, John Wiley & Sons, New
York, 1975.
3. P. Ribenboim, The book of Prime Number Records, Springer–Verlag,
New York, 1988.
4. G. Strang, Linear Algebra and Its Applications, 3rd edition, International
Thomson Publishing, 1988.
Chapter 3 Discrete Mathematics

1. B. Bollobás, Graph Theory, Springer–Verlag, Berlin, 1979.

© 2003 by CRC Press LLC


2. C. J. Colbourn and J. H. Dinitz, Handbook of Combinatorial Designs,
CRC Press, Boca Raton, FL, 1996.
3. F. Glover, “Tabu Search: A Tutorial”, Interfaces, 20(4), pages 74–94,
1990.
4. D. E. Goldberg, Genetic Algorithms in Search, Optimization, and Ma-
chine Learning, Addison–Wesley, Reading, MA, 1989.
5. J. Gross, Handbook of Graph Theory & Applications, CRC Press, Boca
Raton, FL, 1999.
6. D. Luce and H. Raiffa, Games and Decision Theory, Wiley, 1957.
7. F. J. MacWilliams and N. J. A. Sloane, The Theory of Error-Correcting
Codes, North–Holland, Amsterdam, 1977.
8. N. Metropolis, A. W. Rosenbluth, M. N. Rosenbluth, A. H. Teller and E.
Teller, “Equation of State Calculations by Fast Computing Machines”, J.
Chem. Phys., V 21, No. 6, pages 1087–1092, 1953.
9. K. H. Rosen, Handbook of Discrete and Combinatorial Mathematics,
CRC Press, Boca Raton, FL, 2000.
10. J. O’Rourke and J. E. Goodman, Handbook of Discrete and Computa-
tional Geometry, CRC Press, Boca Raton, FL, 1997.
Chapter 4 Geometry

1. A. Gray, Modern Differential Geometry of Curves and Surfaces, CRC


Press, Boca Raton, FL, 1993.
2. C. Livingston, Knot Theory, The Mathematical Association of America,
Washington, D.C., 1993.
3. D. J. Struik, Lectures in Classical Differential Geometry, 2nd edition,
Dover, New York, 1988.
Chapter 5 Continuous Mathematics

1. A. G. Butkovskiy, Green’s Functions and Transfer Functions Handbook,


Halstead Press, John Wiley & Sons, New York, 1982.
2. I. S. Gradshteyn and M. Ryzhik, Tables of Integrals, Series, and Prod-
ucts, edited by A. Jeffrey and D. Zwillinger, 6th edition, Academic Press,
Orlando, Florida, 2000.
3. N. H. Ibragimov, Ed., CRC Handbook of Lie Group Analysis of Differen-
tial Equations, Volume 1, CRC Press, Boca Raton, FL, 1994.
4. A. J. Jerri, Introduction to Integral Equations with Applications, Marcel
Dekker, New York, 1985.
5. P. Moon and D. E. Spencer, Field Theory Handbook, Springer-Verlag,
Berlin, 1961.
6. A. D. Polyanin and V. F. Zaitsev, Handbook of Exact Solution for Ordi-
nary Differential Equations, CRC Press, Boca Raton, FL, 1995.

© 2003 by CRC Press LLC


7. J. A. Schouten, Ricci-Calculus, Springer–Verlag, Berlin, 1954.
8. J. L. Synge and A. Schild, Tensor Calculus, University of Toronto Press,
Toronto, 1949.
9. D. Zwillinger, Handbook of Differential Equations, 3rd ed., Academic
Press, New York, 1997.
10. D. Zwillinger, Handbook of Integration, A. K. Peters, Boston, 1992.
Chapter 6 Special Functions

1. Staff of the Bateman Manuscript Project, A. Erdélyi, Ed., Tables of Inte-


gral Transforms, in 3 volumes, McGraw–Hill, New York, 1954.
2. I. S. Gradshteyn and M. Ryzhik, Tables of Integrals, Series, and Prod-
ucts, edited by A. Jeffrey and D. Zwillinger, 6th edition, Academic Press,
Orlando, Florida, 2000.
3. W. Magnus, F. Oberhettinger, and R. P. Soni, Formulas and Theorems for
the Special Functions of Mathematical Physics, Springer–Verlag, New
York, 1966.
4. N. I. A. Vilenkin, Special Functions and the Theory of Group Represen-
tations, American Mathematical Society, Providence, RI, 1968.
Chapter 7 Probability and Statistics

1. I. Daubechies, Ten Lectures on Wavelets, SIAM Press, Philadelphia, 1992.


2. W. Feller, An Introduction to Probability Theory and Its Applications,
Volume 1, John Wiley & Sons, New York, 1968.
3. J. Keilson and L. D. Servi, “The Distributional Form of Little’s Law
and the Fuhrmann–Cooper Decomposition”, Operations Research Let-
ters, Volume 9, pages 237–247, 1990.
4. Military Standard 105 D, U.S. Government Printing Of ce, Washington,
D.C., 1963.
5. S. K. Park and K. W. Miller, “Random number generators: good ones are
hard to nd”, Comm. ACM, October 1988, 31, 10, pages 1192–1201.
6. G. Strang and T. Nguyen, Wavelets and Filter Banks, Wellesley–Cambridge
Press, Wellesley, MA, 1995.
7. D. Zwillinger and S. Kokoska, Standard Probability and Statistics Tables
and Formulae, Chapman & Hall/CRC, Boca Raton, Florida, 2000.
Chapter 8 Scientific Computing

1. R. L. Burden and J. D. Faires, Numerical Analysis, 7th edition, Brooks/Cole,


Paci c Grove, CA, 2001.
2. G. H. Golub and C. F. Van Loan, Matrix Computations, 2nd ed., The
Johns Hopkins Press, Baltimore, 1989.

© 2003 by CRC Press LLC


3. W. H. Press, S. A. Teukolsky, W. T. Vetterling, and B. P. Flannery, Nu-
merical Recipes in C++: The Art of Scientific Computing, 2nd edition,
Cambridge University Press, New York, 2002.
4. A. Ralston and P. Rabinowitz, A First Course in Numerical Analysis, 2nd
edition, McGraw–Hill, New York, 1978.
5. R. Rubinstein, Simulation and the Monte Carlo Method, Wiley, New
York, 1981.
Chapter 10 Miscellaneous

1. American Mathematical Society, Mathematical Sciences Professional Di-


rectory, Providence, 1995.
2. E. T. Bell, Men of Mathematics, Dover, New York, 1945.
3. C. C. Gillispie, Ed., Dictionary of Scientific Biography, Scribners, New
York, 1970–1990.
4. H. S. Tropp, “The Origins and History of the Fields Medal”, Historia
Mathematica, 3, pages 167–181, 1976.
5. E. W. Weisstein, CRC Concise Encyclopedia of Mathematics, CRC Press,
Boca Raton, FL, 1999.

© 2003 by CRC Press LLC


List of Figures

2.1 Depiction of right-hand rule

3.1 Hasse diagrams


3.2 Three graphs that are isomorphic
3.3 Examples of graphs with 6 or 7 vertices
3.4 Trees with 7 or fewer vertices
3.5 Trees with 8 vertices
3.6 Julia sets
3.7 The Mandlebrot set
3.8 Directed network modeling a flow problem

4.1 Change of coordinates by a rotation


4.2 Cartesian coordinates: the 4 quadrants
4.3 Polar coordinates
4.4 Homogeneous coordinates
4.5 Oblique coordinates
4.6 A shear with factor   ½¾
4.7 A perspective transformation
4.8 The normal form of a line
4.9 Simple polygons
4.10 Notation for a triangle
4.11 Triangles: isosceles and right
4.12 Ceva’s theorem and Menelaus’s theorem
4.13 Quadrilaterals
4.14 Conics: ellipse, parabola, and hyperbola
4.15 Conics as a function of eccentricity
4.16 Ellipse and components
4.17 Hyperbola and components
4.18 Arc of a circle
4.19 Angles within a circle
4.20 The general cubic parabola
4.21 Curves: semi-cubic parabola, cissoid of Diocles, witch of Agnesi
4.22 The folium of Descartes in two positions, and the strophoid

© 2003 by CRC Press LLC


4.23 Cassini’s ovals
4.24 The conchoid of Nichomedes
4.25 The limaçon of Pascal
4.26 Cycloid and trochoids
4.27 Epicycloids: nephroid, and epicycloid
4.28 Hypocycloids: deltoid and astroid
4.29 Spirals: Bernoulli, Archimedes, and Cornu
4.30 Cartesian coordinates in space
4.31 Cylindrical coordinates
4.32 Spherical coordinates
4.33 Relations between Cartesian, cylindrical, and spherical coordinates
4.34 Euler angles
4.35 The Platonic solids
4.36 Cylinders: oblique and right circular
4.37 Right circular cone and frustram
4.38 A torus of revolution
4.39 The ve nondegenerate real quadrics
4.40 Spherical cap, zone, and segment
4.41 Right spherical triangle and Napier’s rule

5.1 Types of critical points

6.1 Notation for trigonometric functions


6.2 Definitions of angles
6.3 Sine and cosine
6.4 Tangent and cotangent
6.5 Different triangles requiring solution
6.6 Graphs of  and 
6.7 Cornu spiral
6.8 Sine and cosine integrals
 and

6.9 Legendre functions
6.10 Graphs of the Airy functions
 and


7.1 Approximation to binomial distributions


7.2 Conceptual layout of a queue
7.3 Sample size code letters for MIL-STD-105 D
7.4 Master table for single sampling inspection (normal inspection)
7.5 Area of a normal random variable
7.6 Illustration of  and  regions of a normal distribution

8.1 Illustration of Newton’s method


8.2 Formulae for integration rules with various weight functions
8.3 Illustration of the Monte–Carlo method

© 2003 by CRC Press LLC


List of Notation
*Page numbers listed do not match PDF page numbers due to deletion of blank pages.

Symbols
! factorial . . . . . . . . . . . . . . . . . . . . . . . . . . 17
!! double factorial . . . . . . . . . . . . . . . . . . 17



partial differentiation . . . . . . . . . . . . 386
dual code to . . . . . . . . . . . . . . . . 257


tensor differentiation . . . . . . . . . . . . . 484  partial order . . . . . . . . . . . . . . . . . . . . 204



tensor differentiation . . . . . . . . . . . . . 484
 product symbol . . . . . . . . . . . . . . . . . . 47
 cyclic subgroup generated by  . 162 summation symbol . . . . . . . . . . . . . . 31

 set complement . . . . . . . . . . . . . . . . 203  empty set . . . . . . . . . . . . . . . . . . . . . . . 202
 derivative, rst . . . . . . . . . . . . . . . . . . . 386
 derivative, second . . . . . . . . . . . . . . . 386

asymptotic relation . . . . . . . . . . . . 75
  ceiling function . . . . . . . . . . . . . . . . 520 logical not . . . . . . . . . . . . . . . . . . . 199
  oor function . . . . . . . . . . . . . . . . . . 520 vertex similarity . . . . . . . . . . . . . . 226

 Stirling subset numbers . . . . . . . . 213 
 aleph null . . . . . . . . . . . . . . . . . . . . . 204 logical or . . . . . . . . . . . . . . . . . . . . 199
 universal quanti er . . . . . . . . . . . . . . 201 pseudoscalar product . . . . . . . . . 467
 arrow notation . . . . . . . . . . . . . . . . . . . . . 4 
if and only if . . . . . . . . . . . . . . . . . . . 199 graph conjunction . . . . . . . . . . . . 228

implies . . . . . . . . . . . . . . . . . . . . . . . . 199 logical and . . . . . . . . . . . . . . . . . . 199
logical implication . . . . . . . . . . . . . .199 wedge product . . . . . . . . . . . . . . . 395
set intersection . . . . . . . . . . . . . . . . . . 203 
 divergence . . . . . . . . . . . . . . . 493
graph edge sum . . . . . . . . . . . . . . 228  curl . . . . . . . . . . . . . . . . . . . . . 493

graph union . . . . . . . . . . . . . . . . . .229  Laplacian . . . . . . . . . . . . . . . . 493
set union . . . . . . . . . . . . . . . . . . . . 203 backward difference . . . . . . . . . . 736

 group isomorphism . . . . . . . . . 170, 225 gradient . . . . . . . . . . . . . . . . 390, 493
 congruence . . . . . . . . . . . . . . . . . . . . . . 94 linear connection . . . . . . . . . . . . . 484
 existential quanti er . . . . . . . . . . . . . 201 []
Plank constant over  . . . . . . . . . . . 794    graph composition . . . . 228
 in nity . . . . . . . . . . . . . . . . . . . . . . . . . 68 commutator . . . . . . . . . 155, 467
  

vuw scalar triple product . . . . 136



     continued fraction . 96
 de nite integral . . . . . . . . . . . 399 

integral around closed path . . 399 


 Christoffel symbol, rst kind

integration symbol . . . . . . . . . . . 399   487


 falling factorial . . . . . . . . . . . . . . . . . . 17
 Stirling cycle numbers . . . . 212
 logical not . . . . . . . . . . . . . . . . . . . . . . 199

© 2003 by CRC Press LLC


() 

 poset notation . . . . . . . . . 205 2222 crystallographic group . . 310


 shifted factorial . . . . . . . . . . 17
333 crystallographic group . . . 311
  type of tensor . . . . . . . . 483
442 crystallographic group . . . 310
  design nomenclature . 245
632 crystallographic group . . . 311
   point in three-dimensional
crystallographic group . . . . . 309
space . . . . . . . . . . . . . . . . . . 345 binary operation . . . . . . . . . . . . . .160
     homogeneous convolution operation . . . . . . . . . 579
coordinates . . . . . . . . . . . . . 303 dual of a tensor . . . . . . . . . . . . . . 489
       homogeneous group operation . . . . . . . . . . . . . . 161
 coordinates . . . . . . . . . . . . . 348 re ection . . . . . . . . . . . . . . . . . . . . 307
   
Clebsch–Gordan
   a  b vector cross product . . . . 135

coef cient . . . . . . . . . . . . . . 574
 crystallographic group . . . . . 309
 binomial coef cient . . . . . . 208
 crystallographic group . . . . 309

glide-re ection . . . . . . . . . . . . . . . 307
½  ¾ 
multinomial
coef cient . . . . . . . . . . . . . . 209 graph product . . . . . . . . . . . . . . . . 228

 group operation . . . . . . . . . . . . . . 161
Jacobi symbol . . . . . . . . . . . . 94
product . . . . . . . . . . . . . . . . . . . . . . . 66
 Legendre symbol . . . . . . . . . 94
 
 
fourth derivative . . . . . . . . . . 386 Kronecker product . . . . . . . . . . . 159
  th
 derivative . . . . . . . . . . . . . 386 symmetric difference . . . . . . . . . 203
 
fth derivative . . . . . . . . . . . . 386 
  exclusive or . . . . . . . . . . . . . . . . . .645

 trimmed mean . . . . . . . . . 659
 factored graph . . . . . . . . . . . . . . . 224
arithmetic mean . . . . . . . . . . . . . . 659 graph edge sum . . . . . . . . . . . . . . 228
complex conjugate . . . . . . . . . . . . 54 Kronecker sum . . . . . . . . . . . . . . .160
set complement . . . . . . . . . . . . . . 203 

 divisibility . . . . . . . . . . . . . . . . . . . . . . . . 93 ½ ¾ ¿

½  ¾  ¿     continued


 fraction . . . . . . . . . . . . . . . . . 97
determinant of a matrix . . . . . . . 144 graph join . . . . . . . . . . . . . . . . . . . 228
graph order . . . . . . . . . . . . . . . . . . 226 group operation . . . . . . . . . . . . . . 161
norm . . . . . . . . . . . . . . . . . . . . . . . . 133 pseudo-inverse operator . . 149, 151
order of algebraic structure . . . . 160 vector addition . . . . . . . . . . . . . . . 132
polynomial norm . . . . . . . . . . . . . . 91

 
used in tensor notation . . . . . . . . 487 Greek Letters

  norm . . . . . . . . . . . . . . . . 133

 maximum vertex degree 223
  norm . . . . . . . . . . . . . . . . 133


  change in the
  Frobenius norm . . . . . . . . . 146
argument . . . . . . . . . . . . . . . . 58

  in nity norm . . . . . . . . . . . 133
forward difference . . . . . . . 265, 728
norm . . . . . . . . . . . . . . . . . . . . 91, 133
Laplacian . . . . . . . . . . . . . . . . . . . .493


a  b vector inner product . . . . . 133
 gamma function . . . . . . . . 540
group operation . . . . . . . . . . . . . . 161 
inner product . . . . . . . . . . . . . . . . 132

Æ Christoffel symbol of second
kind . . . . . . . . . . . . . . . . . . . 487
crystallographic group . . . 309, 311
connection coef cients . . . . . 484
degrees in an angle . . . . . . . . . . . 503

function composition . . . . . . . . . . 67
asymptotic function . . . . . . . . . . . 75
temperature degrees . . . . . . . . . . 798
ohm . . . . . . . . . . . . . . . . . . . . . . . . 792
translation . . . . . . . . . . . . . . . . . . . 307

© 2003 by CRC Press LLC


 normal distribution function . . .634 "

 asymptotic function . . . . . . . . . . . . . . 75 " Möbius function . . . . . . . . 102


 graph arboricity . . . . . . . . . . . . . 220  centered moments . . . . . . . . . 620

"

" moments . . . . . . . . . . . . . . . . . 620

 graph independence number " MTBF for parallel system . . 655

225 " MTBF for series system . . . 655

  function, related to zeta average service rate . . . . . . . . . . .638


function . . . . . . . . . . . . . . . . . 23 mean . . . . . . . . . . . . . . . . . . . . . . . .620
one minus the con dence #

coef cient . . . . . . . . . . . . . . 666 rectilinear graph crossing


# 

probability of type I error . . . . . 661 number . . . . . . . . . . . . . . . . 222


 #  graph crossing number . . 222

 probability of type II error . . 661 $ size of the largest clique . . . . . . 221

  function, related to zeta %

function . . . . . . . . . . . . . . . . . 23 % totient function . . . . . 128, 169


characteristic function . . . . 620


  chromatic index . . . . . . . 221
%

Euler constant . . . . . . . . . . . . . . . . . 21
 chromatic number . . . . . . 221 golden ratio

 -distribution . . . . . . . . . . . . . . . 703 de ned . . . . . . . . . . . . . . . . . . . . 16


critical value . . . . . . . . . . . . . 696 value . . . . . . . . . . . . . . . . . . . . . . 16

 chi-square distributed . . . . . 619 incidence mapping . . . . . . . . . . . 219
Æ zenith . . . . . . . . . . . . . . . . . . . . . . . 346
minimum vertex degree . .223
Æ 

delta function . . . . . . . . . . . . 76
Æ 

Æ Kronecker delta . . . . . . . . . . . 483 prime counting function . . . . 103


designed distance . . . . . . . . . . . . 257 probability distribution . . . . . 640
Feigenbaum’s constant . . . . . . . . 272 constants containing . . . . . . . . . . . 14
½ 
 Levi–Civita symbol . . . . . . . . . 489 continued fraction . . . . . . . . . . . . . 97
 distribution of digits . . . . . . . . . . . 15
 power of a test . . . . . . . . . . . . . 661 identities . . . . . . . . . . . . . . . . . . . . . 14
  component of in nitesimal number . . . . . . . . . . . . . . . . . . . . . . . 13
generator . . . . . . . . . . . . . . . 466 in different bases . . . . . . . . . . . 16
permutation . . . . . . . . . . . . . . . . . 172
Euler’s constant sums involving . . . . . . . . . . . . . . . . 24
de nition . . . . . . . . . . . . . . . . . . 15 & logarithmic derivative of the

in different bases . . . . . . . . . . . 16 gamma function . . . . . . . . . 543


value . . . . . . . . . . . . . . . . . . . . . . 16 '

 graph genus . . . . . . . . . . . . 224 ' spectral radius . . . . . . . . . . 154


  function, related to zeta '  radius of curvature . . . . . . . 374
function . . . . . . . . . . . . . . . . . 23 ' correlation coef cient . . . . . 622

 skewness . . . . . . . . . . . . . . . . . 620 server utilization . . . . . . . . . . . . . 638


 excess . . . . . . . . . . . . . . . . . . . . 620 (

! ( standard deviation . . . . . . . . . . 620


! connectivity . . . . . . . . . . . . 222 ( sum of divisors . . . . . . . . . 128

!  curvature . . . . . . . . . . . . . . . 374 ( variance . . . . . . . . . . . . . . . . . . 620

! cumulant . . . . . . . . . . . . . . . . . 620 ( singular value of a matrix . . 152


th
 (  sum of powers of divisors
 edge connectivity . . . . . . . 223 128
average arrival rate . . . . . . . . . . . 638 ( variance . . . . . . . . . . . . . . . . . 622

eigenvalue . . . . . . . . . . 152, 477, 478 ( covariance . . . . . . . . . . . . . . . 622

number of blocks . . . . . . . . . . . . . 241

© 2003 by CRC Press LLC


) 4
) Ramanujan function . . . . . . . . . 31 4 2 crystallographic group . . . . 310
)  number of divisors . . . . . . 128 4, powers of . . . . . . . . . . . . . . . . . . 30
)   torsion . . . . . . . . . . . . . . . . . 374 442 crystallographic group . . . . 310
* 5
* graph thickness . . . . . . . . . 227 5, powers of . . . . . . . . . . . . . . . . . . 30
angle in polar coordinates . . . . . 302 5-(12,6,1) table . . . . . . . . . . . . . . 244
argument of a complex number . 53 5-design, Mathieu . . . . . . . . . . . . 244
azimuth . . . . . . . . . . . . . . . . . . . . . 346 632 crystallographic group . . . . . . . . . 311
+

component of in nitesimal
+ 

generator . . . . . . . . . . . . . . . 466
Roman Letters
+ quantile of order , . . . . . . . . . 659

-   Riemann zeta function . . . . . . . . . 23 A


A
Numbers
 group inverse . . . . . . . . . . . . . . . . 161
 interarrival time . . . . . . . . . . . .637
 . number of codewords . 259



 matrix inverse . . . . . . . . . . . . . . . . 138 /  skew symmetric part of a

0 null vector . . . . . . . . . . . . . . . . . . . . . . 137 tensor . . . . . . . . . . . . . . . . . . 484


1 A ampere . . . . . . . . . . . . . . . . . . . . 792
 
1, group identity . . . . . . . . . . . . . 161
1-form . . . . . . . . . . . . . . . . . . . . . . 395 alternating group on 4 elements


10, powers of . . . . . . . . . . 6, 13, 798 188


 radius of circumscribed circle
105 D standard . . . . . . . . . . . . . . . 652
16, powers of . . . . . . . . . . . . . . . . . 12 324
 alternating group . . . . . 163, 172
17 crystallographic groups . . . . 307
010203004 queue . . . . . . . . . . . 637
2

 power set of  . . . . . . . . . . . . 203  Airy function . . . . . . . . . . . 465, 565


2 22 crystallographic group . . . 310 ALFS additive lagged-Fibonacci
2, negative powers of . . . . . . . . . . 10 sequence . . . . . . . . . . . . . . . 646
2, powers of . . . . . . . . . . . . . 6, 10, 27 AMS American Mathematical Society
2-( ,3,1) Steiner triple system . 249 801
2-form . . . . . . . . . . . . . . . . . . . . . . 396 ANOVA analysis of variance . . . . . . . 686
2-sphere . . . . . . . . . . . . . . . . . . . . . 491 AOQ average outgoing quality . . . . . . 652
2-switch . . . . . . . . . . . . . . . . . . . . . 227 AOQL average outgoing quality limit 652
22 crystallographic group . . . . 309 AQL acceptable quality level . . . . . . . 652

22 crystallographic group . . . .309 AR  autoregressive model . . . . . . . 718
2222 crystallographic group . . . 310 ARMA 5 mixed model . . . . . . . . . 719
 graph automorphism group . 220
230 crystallographic groups,
 
three-dimensional . . . . . . . 307
3 a unit vector . . . . . . . . . . . . . . . . 492
3 3 crystallographic group . . . . 311  Fourier coef cients . . . . . . . . . 48

 proportion of customers . . . .637


3, powers of . . . . . . . . . . . . . . . . . . 29
6 almost everywhere . . . . . . . . . . . . . 74
3-design (Hadamard matrices) . 250
3-form . . . . . . . . . . . . . . . . . . . . . . 397 am amplitude . . . . . . . . . . . . . . . . . . . . . 572
3-sphere . . . . . . . . . . . . . . . . . . . . . 491 arg argument . . . . . . . . . . . . . . . . . . . . . . . 53
333 crystallographic group . . . . 311
360, degrees in a circle . . . . . . . 503

© 2003 by CRC Press LLC


B c
c cardinality of real numbers . . 204
B 2number of identical servers . . 637
1 amount borrowed . . . . . . . . . . 779 2 speed of light . . . . . . . . . . . . . . .794
1 service time . . . . . . . . . . . . . . . 637 cas combination of sin and cos . . . . . .591
1, 7 beta function . . . . . . . . . 544
cd candela . . . . . . . . . . . . . . . . . . . . . . . . 792
 set of blocks . . . . . . . . . . . . . . . 241 cm crystallographic group . . . . . . . . . . 309
1 
cmm crystallographic group . . . . . . . . 310
1 Bell number . . . . . . . . . . . . . .211 2 Fourier coef cients . . . . . . . . . . . . . . 50
1 Bernoulli number . . . . . . . . . . 19 8  elliptic function . . . . . . . . . . . 572
1 a block . . . . . . . . . . . . . . . . . . 241
cof  cofactor of matrix  . . . . . . 145
1  Bernoulli polynomial . . . 19
cond() condition number . . . . . . . . . 148
B.C.E (before the common era, B.C.) 810 cos trigonometric function . . . . . . . . . 505
BFS basic feasible solution . . . . . . . . . 283 cosh hyperbolic function . . . . . . . . . . . 524
 Airy function . . . . . . . . . . . 465, 565
cot trigonometric function . . . . . . . . . . 505
BIBD balanced incomplete block design coth hyperbolic function . . . . . . . . . . . 524
245 covers trigonometric function . . . . . . . 505
Bq becquerel . . . . . . . . . . . . . . . . . . . . . 792 csc trigonometric function . . . . . . . . . .505
b unit binormal vector . . . . . . . . . . . . . 374 csch hyperbolic function . . . . . . . . . . . 524
cyc number of cycles . . . . . . . . . . . . . . 172
C
C
 channel capacity . . . . . . . . . . . 255
D
D
   -combination . . . 206, 215
9 constant service time . . . . . . . 637
  Fresnel integral . . . . . . . . . 547
 9 diagonal matrix . . . . . . . . . . . . 138
   combinations with
9 differentiation operator 456, 466
replacement . . . . . . . . . . . . 206
D Roman numeral (500) . . . . . . . . 4
complex numbers . . . . . . . . 3, 167
9 
complex  element vectors 131
dihedral group of order 8 . . 182
9
 integration contour . . . . . 399, 404
dihedral group of order 10 . 185
9
C coulomb . . . . . . . . . . . . . . . . . . 792
9 dihedral group of order 12 . 186
C Roman numeral (100) . . . . . . . . . 4
9 region of convergence . . . . . 595
 
9 derangement . . . . . . . . . . . . . 210
cyclic group of order 2 . . . . 178
9 dihedral group . . . . . . . 163, 172
    direct group product
DFT discrete Fourier transform . . . . . 582
181
DLG   double loop graph . . . . 230
 cyclic group of order 3 . . . . 178
.
   direct group product . 184
.8  distance between vertices
 cyclic group of order 4 . . . . 178
223
   direct group product . 181
derivative operator . . . . . . . . . . . 386
 cyclic group of order 5 . . . . 179
exterior derivative . . . . . . . . . . . . 397
 cyclic group of order 6 . . . . 179
minimum distance . . . . . . . . . . . . 256

cyclic group of order 7 . . . . 180
. 
 cyclic group of order 8 . . . . 180
.proportion of customers . . . .637
 cyclic group of order 9 . . . . 184
u v Hamming distance . . . 256
.H 
 Catalan numbers . . . . . . . . . . 212
. a projection . . . . . . . . . . . . 395
 cycle graph . . . . . . . . . . . . . . 229
 determinant of matrix  . . . . 144
 cyclic group . . . . . . . . . . . . . . 172

 graph diameter . . . . . . . . . . .223
 cyclic group of order 10 . . 185
div divergence . . . . . . . . . . . . . . . . . . . . 493
C.E. (common era, A.D.) . . . . . . . . . . .810
8  elliptic function . . . . . . . . . . 572
 cosine integral . . . . . . . . . . . . . . 549

© 2003 by CRC Press LLC


. differential surface area . . . . . . . . . 405 F farad . . . . . . . . . . . . . . . . . . . . . . 792
.: differential volume . . . . . . . . . . . . 405 < 

.x fundamental differential . . . . . . . . . 377 < Fibonacci numbers . . . . . . . . . 21



critical value . . . . . . . . . . . . . 696
<

E < Galois eld . . . . . . . . . . . . . .169

< Fourier cosine transform . . . 582


E < Fourier sine transform . . . . . 582
; edge set . . . . . . . . . . . . . . . . . . . 219
 discrete Fourier transform . 582
; event . . . . . . . . . . . . . . . . . . . . . 617
 < hypergeometric function . . . 36
;8  rst fundamental metric
FCFS rst come, rst served . . . . . . . 637
coef cient . . . . . . . . . . . . . . 377 FFT fast Fourier transform . . . . . . . . . 584
E   expectation operator . . . . . . 619 FIFO rst in, rst out . . . . . . . . . . . . . . 637
; 
f
 Erlang- service time . . . . . 637
;
 sample density function . . 658
; Euler numbers . . . . . . . . . . . . . 20  8  second fundamental metric
;  Euler polynomial . . . . . . . 20
coef cient . . . . . . . . . . . . . . 377
;  exponential integral . . . . 550
  probability density function
; identity group . . . . . . . . . . . . 172
619
; elementary matrix . . . . . . . . 138
  density function . . . . . . . . . . . . . 467
Ei exbi . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 6
e
6 algebraic identity . . . . . . . . . . . 161

6 charge of electron . . . . . . . . . . 794


G
G
6 constants containing . . . . . . . . . 15
Green’s function . . . . . . . . . . . 471
6 continued fraction . . . . . . . . . . . 97
general service time distribution
6 de nition . . . . . . . . . . . . . . . . . . . 15
637
6 eccentricity . . . . . . . . . . . . . . . . 325
 generating matrix . . . . . . . . . . 256
6 in different bases . . . . . . . . . . . . 16
 graph . . . . . . . . . . . . . . . . . . . . . 219
68  second fundamental metric
 gravitational constant . . . . . . 794
coef cient . . . . . . . . . . . . . . 377  primitive root . . . . . . . . . . . . . . 195
6 
  Waring’s problem . . . . . . . 100
e vector of ones . . . . . . . . . . . . . . 137   generating function . . . . . 620
e unit vector . . . . . . . . . . . . . . . . 137 8  rst fundamental metric

6½  permutation symbol . . . 489
coef cient . . . . . . . . . . . . . . 377
ecc eccentricity of a vertex . . . . . . 223   Green’s function . . . . . .463
erf error function . . . . . . . . . . . . . . . . . . 545   generating function . . . . 268
erfc complementary error function . . 545 G Catalan constant . . . . . . . . . . . . 23
exsec trigonometric function . . . . . . . 505 !  isomorphism classes . . . . 241
GCD greatest common divisor . . . . . . 101
F < ,  Galois eld . . . . . . . . . . . . . . 169
= general interarrival time . . . . . . . . 637
F
Gi gibi . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 6
< 8  rst fundamental metric
  matrix group . . . . . . . . . . . . 171
coef cient . . . . . . . . . . . . . . 377
   matrix group . . . . . . . . . . . . 171
<  Dawson’s integral . . . . . . .546
G.M. geometric mean . . . . . . . . . . . . . . 659
<  probability distribution
Gy gray . . . . . . . . . . . . . . . . . . . . . . . . . . 792
function . . . . . . . . . . . . . . . . 619
  graph girth . . . . . . . . . . . . . . . 224
Fourier transform . . . . . . . . . . 576
g
<   2  hypergeometric
> determinant of the metric tensor
function . . . . . . . . . . . . . . . . 553
 sample distribution function 489
<
> metric tensor . . . . . . . . . . . . . . . 487
658

© 2003 by CRC Press LLC


>primitive root . . . . . . . . . . . . . . 195 i
> Waring’s problem . . . . . . . 100 i unit vector . . . . . . . . . . . . . . . . . .494
> generating polynomial . . . 256 i unit vector . . . . . . . . . . . . . . . . . .135


gd function . . . . . . . . . . . . . . . . . . . . . . . 530 C imaginary unit . . . . . . . . . . . . . . . 53

  Gudermannian function . . . . . . . 530 C interest rate . . . . . . . . . . . . . . . . 779

>
 covariant metric . . . . . . . . . . . . . . . 486 iid independent and identically
> contravariant metric . . . . . . . . . . . . 486 distributed . . . . . . . . . . . . . . 619
glb greatest lower bound . . . . . . . . . . . . 68 inf greatest lower bound . . . . . . . . . . . . . 68
in mum greatest lower bound . . . . . . . 68
H
H J
? mean curvature . . . . . . . . . . . . 377 J
? parity check matrix . . . . . . . . 256 D Jordan form . . . . . . . . . . . . . . . 154
? p  entropy . . . . . . . . . . . . . . 253 J joule . . . . . . . . . . . . . . . . . . . . . . 792
?  Haar wavelet . . . . . . . . . . . 723 j
?  Heaviside function . . 77, 408 j unit vector . . . . . . . . . . . . . . . . . 494
" Hilbert transform . . . . . . . . . . 591 j unit vector . . . . . . . . . . . . . . . . . 135

H
Hermitian conjugate . . . . . . . . 138 D 

H henry . . . . . . . . . . . . . . . . . . . . . 792 
D  Bessel function . . . . . . . . 559
?  D  Julia set . . . . . . . . . . . . . . . . . . 273
? null hypothesis . . . . . . . . . . . 661  

? alternative hypothesis . . . . . 661  half order Bessel function



 563
 Hankel function . . . . . . . . . 559
?
  zero of Bessel function . . . 563
 Hankel function . . . . . . . . . 559
?

? -stage hyperexponential

service time . . . . . . . . . . . . 637


? harmonic numbers . . . . . . . . . 32
K
K
?  Hermite polynomials . . 532
3 Gaussian curvature . . . . . . . . 377
" Hankel transform . . . . . . . . . 589
3 system capacity . . . . . . . . . . . 637
H.M. harmonic mean . . . . . . . . . . . . . . 660 K Kelvin (degrees) . . . . . . . . . . . 792
Hz hertz . . . . . . . . . . . . . . . . . . . . . . . . . . 792 3 
hav trigonometric function . . . . . 372, 505 3 complete graph . . . . . . . . . . .229
@ metric coef cients . . . . . . . . . . . . . . 492
 complete bipartite graph 230
3

3 ½  complete multipartite


I 3
graph . . . . . . . . . . . . . . . . . . 230
empty graph . . . . . . . . . . . . . 229
I
= rst fundamental form . . . . . . 377 Ki kibi . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 6
=identity matrix . . . . . . . . . . . . . 138 k
= A B  mutual information . . 254
k curvature vector . . . . . . . . . . . . 374
I Roman numeral (1) . . . . . . . . . . . . 4 k unit vector . . . . . . . . . . . . . . . . . 494
ICG inversive congruential generator 646 k
 unit vector . . . . . . . . . . . . . . . . . 135

Boltzmann constant . . . . . . . . .794


= = second fundamental form . . . . . . . 377
dimension of a code . . . . . . . . 258
Im imaginary part of a complex number
  kernel . . . . . . . . . . . . . . . . 478
53
 
= identity matrix . . . . . . . . . . . . . . . . . 138

Inv number of invariant elements . . . 172 k geodesic curvature . . . . . . . . 377


IVP initial-value problem . . . . . . . . . . 265 k normal curvature vector . . . . 377
 block size . . . . . . . . . . . . . . . . .241

kg kilogram . . . . . . . . . . . . . . . . . . . . . . 792

© 2003 by CRC Press LLC


L MFLG multiplicative lagged-Fibonacci
generator . . . . . . . . . . . . . . . 646
L E00! queue . . . . . . . . . . . . . . . . . . . . 639
 average number of customers 638 E00202 queue . . . . . . . . . . . . . . . . . . 639
 period . . . . . . . . . . . . . . . . . . . . . . 48 E00 queue . . . . . . . . . . . . . . . . . . . 639
* expected loss function . . . 656
Mi mebi . . . . . . . . . . . . . . . . . . . . . . . . . . . . 6
# Laplace transform . . . . . . . . . . 585 MLE maximum likelihood estimator 662
L length . . . . . . . . . . . . . . . . . . . . . 796 E0E0! queue . . . . . . . . . . . . . . . . . . . 638
L Roman numeral (50) . . . . . . . . . . 4 E0E02 queue . . . . . . . . . . . . . . . . . . . . 639
 
E Möbius ladder graph . . . . . . . . . . 229
norm . . . . . . . . . . . . . . . . . . . . 133 MOLS mutually orthogonal Latin
norm . . . . . . . . . . . . . . . . . . . . 133 squares . . . . . . . . . . . . . . . . . 251
 average number of customers
MOM method of moments . . . . . . . . . 662
638 MTBF mean time between failures . . 655
 norm . . . . . . . . . . . . . . . . . . . . . . 73
m
 Lie group . . . . . . . . . . . . . . . . 466
 mortgage amount . . . . . . . . . . 779
 
space of measurable functions  number in the source . . . . . . . 637
73 m meter . . . . . . . . . . . . . . . . . . . . . 792
LCG linear congruential generator . . 644 mid midrange . . . . . . . . . . . . . . . . . . . . . 660
LCL lower control limit . . . . . . . . . . . . 650 mod modular arithmetic . . . . . . . . . . . . . 94
LCM least common multiple . . . . . . . 101 mol mole . . . . . . . . . . . . . . . . . . . . . . . . . 792
  logarithm . . . . . . . . . . . . . . . . . . 551

  dilogarithm . . . . . . . . . . . . . . . . 551

LIFO last in, rst out . . . . . . . . . . . . . . 637 N


  polylogarithm . . . . . . . . . . . . . . 551 N
 logarithmic integral . . . . . . . . . . . 550 number of zeros . . . . . . . . . . . . 58
G

LP linear programming . . . . . . . . . . . . 280 null space . . . . . . . . . . . . . 149


G 

LTPD lot tolerance percent defective 652 G " ( normal random variable

*  loss function . . . . . . . . . . . . . . . 656 619


lim limits . . . . . . . . . . . . . . . . . . . . . 70, 385 N unit normal vector . . . . . . . . . .378
liminf limit inferior . . . . . . . . . . . . . . . . . 70 % normal vector . . . . . . . . . . . . . 377
limsup limit superior . . . . . . . . . . . . . . . . 70  natural numbers . . . . . . . . . . . . . . 3
lm lumen . . . . . . . . . . . . . . . . . . . . . . . . . 792 N newton . . . . . . . . . . . . . . . . . . . . 792
ln logarithmic function . . . . . . . . . . . . . 522 G  number of monic irreducible

log logarithmic function . . . . . . . . . . . 522 polynomials . . . . . . . . . . . . 261


  logarithm to base  . . . . . . . . . . . . 522 n
lub least upper bound . . . . . . . . . . . . . . . 68 n principal normal unit vector . 374
lux lux . . . . . . . . . . . . . . . . . . . . . . . . . . . 792 n
 unit normal vector . . . . . . . . . . 135

 code length . . . . . . . . . . . . . . . . 258

M  number of time periods . . . . . 779

 order of a plane . . . . . . . . . . . . 248


M
Mandelbrot set . . . . . . . . . . . . 273
E

exponential service time . . . 637


E O
E number of codewords . . . . . . 258 H asymptotic function . . . . . . . . . . . . . . 75
E F  measure of a polynomial 93 H matrix group . . . . . . . . . . . . . . . . 171
$ Mellin transform . . . . . . . . . . 612 H odd graph . . . . . . . . . . . . . . . . . . . . . 229
M mass . . . . . . . . . . . . . . . . . . . . . 796 I asymptotic function . . . . . . . . . . . . . . . 75
M Roman numeral (1000) . . . . . . . 4
MA5 moving average . . . . . . . . . . . . 719
M.D. mean deviation . . . . . . . . . . . . . . 660

© 2003 by CRC Press LLC


P pgg crystallographic group . . . . . . . . . 309
pm crystallographic group . . . . . . . . . .309
P pmg crystallographic group . . . . . . . . 309
F number of poles . . . . . . . . . . . . 58 pmm crystallographic group . . . . . . . . 310
F principal . . . . . . . . . . . . . . . . . . 779 , 
F 1   conditional probability

617

p  joint probability distribution
254
F ; probability of event ; . . 617
, discrete probability . . . . . . . . 619
F #  auxiliary function . . . . . 561
,  partitions . . . . . . . . . . . . . . 207
F   -permutation . . . . . . . 215
,  restricted partitions . . . . 210
F   -permutation . . . . . . . . 206
, proportion of time . . . . . . . . . 638
F   Markov transition function

640
F & ' Riemann F function . . . . . 465 Q
F  Q
  chromatic polynomial . . 221
F J quaternion group . . . . . . . . . . 182
Fpath (type of graph) . . . . . . . 229 J#  auxiliary function . . . . . 561
F  Lagrange interpolating  rational numbers . . . . . . . . 3, 167
polynomial . . . . . . . . . . . . . 733 J 
F  Legendre function . . . . . 465 cube (type of graph) . . . . . . 229
J
F  Legendre polynomials . . 534 J Legendre function . . . . . 465


 
F  Jacobi polynomials . 533 J  Legendre function . . . . . 554

F  Legendre function . . . . . .554



J  associated Legendre functions

F  associated Legendre 557
functions . . . . . . . . . . . . . . . 557 7 nome . . . . . . . . . . . . . . . . . . . . . . . . . . . 574

Pa pascal . . . . . . . . . . . . . . . . . . . . . . . . . 792
Per  period of a sequence . . . . . . . 644
Pi pebi . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 6
R
PID principal ideal domain . . . . . . . . . 165 R
F   -step Markov transition K Ricci tensor . . . . . . . . . . . 485, 488
matrix . . . . . . . . . . . . . . . . . 641 K Riemann tensor . . . . . . . . . . . . 488

F   permutations with replacement K curvature tensor . . . . . . . . . . . 485

206 K radius (circumscribed circle) 319,

PRI priority service . . . . . . . . . . . . . . . . 637 513


PRNG pseudorandom number generator K range . . . . . . . . . . . . . . . . . . . . . 650

644 K rate of a code . . . . . . . . . . . . . . 255

p K range space . . . . . . . . . . . . 149

, partitions . . . . . . . . . . . . . . . 210 K* .  risk function . . . . . . . . .657

," product of prime numbers . 106 K reliability function . . . . . . 655

p1 crystallographic group . . . . . . 309, 311  continuity in . . . . . . . . . . . . . . . . 71


p2 crystallographic group . . . . . . . . . . 310  convergence in . . . . . . . . . . . . . . 70
p3 crystallographic group . . . . . . . . . . 311  real numbers . . . . . . . . . . . . 3, 167
p31m crystallographic group . . . . . . . 311 K 

p3m1 crystallographic group . . . . . . . 311  reliability of a component . . 653


K

p4 crystallographic group . . . . . . . . . . 310  reliability of parallel system 653


K

p4g crystallographic group . . . . . . . . . 310 K reliability of series system . 653

p4m crystallographic group . . . . . . . . 310 K 


radius of the earth . . . . . . . . 372
 real  element vectors . . . . . . . . . . 131
p6 crystallographic group . . . . . . . . . . 311
p6m crystallographic group . . . . . . . . 311

  real    matrices . . . . . . . . 137
per permanent . . . . . . . . . . . . . . . . . . . . 145 Re real part of a complex number . . . . 53
pg crystallographic group . . . . . . . . . . 309 R.M.S. root mean square . . . . . . . . . . . 660

© 2003 by CRC Press LLC


RSS random service . . . . . . . . . . . . . . . 637  

r  area of circumscribed polygon


distance in polar coordinates . 302 324


modulus of a complex number 53  elementary symmetric functions

radius (inscribed circle) . 318, 512 84


shearing factor . . . . . . . . . . . . . 352 sec trigonometric function . . . . . . . . . .505
*  regret function . . . . . . . . 658 sech hyperbolic function . . . . . . . . . . . 524

 radius of graph . . . . . . . . . . 226 sgn signum function . . . . . . . . . . . .77, 144
rad radian . . . . . . . . . . . . . . . . . . . . . . . . 792 sin trigonometric function . . . . . . . . . . 505
 replication number . . . . . . . . . . . . . . 241 sinh hyperbolic function . . . . . . . . . . . 524
  Rademacher functions . . . . . . . 722 $8  elliptic function . . . . . . . . . . . 572

sr steradian . . . . . . . . . . . . . . . . . . . . . . . 792
S sup least upper bound . . . . . . . . . . . . . . . 68
supremum least upper bound . . . . . . . . 68
S
sample space . . . . . . . . . . . . . . 617

torsion tensor . . . . . . . . . . . . . . 485 T


 Fresnel integral . . . . . . . . . 547 T
T
symmetric group . . . . . . . . . . 163 transpose . . . . . . . . . . . . . . . . . . 131
  Stirling number second T tesla . . . . . . . . . . . . . . . . . . . . . . 792
kind . . . . . . . . . . . . . . . . . . . 213 T time interval . . . . . . . . . . . . . . . 796
( /  symmetric part of a tensor transpose . . . . . . . . . . . . . . . . . . . . 138
484 / 

S siemen . . . . . . . . . . . . . . . . . . . . 792 / Chebyshev polynomials 534

   isomorphism class of trees


/

symmetric group . . . . . . . . . . 180


 241
 area of inscribed polygon . . 324
Ti tebi . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 6
star (type of graph) . . . . . . . . 229 TN  Toeplitz network . . . . . . . . . 230
symmetric group . . . . . . . . . . 172   trace of matrix  . . . . . . . . . . . . 150

  surface area of a sphere . 368 -  design nomenclature . . . . . 241

SA simulated annealing . . . . . . . . . . . . 291  

SI Systeme Internationale d’Unites . . 792


critical value . . . . . . . . . . . . . . 695


# sine integral . . . . . . . . . . . . . . . . . 549 ! transition probabilities . . . . 255




  matrix group . . . . . . . . . . . . 171 tan trigonometric function . . . . . . . . . . 505


   matrix group . . . . . . . . . . . . 171 tanh hyperbolic function . . . . . . . . . . . 524
H matrix group . . . . . . . . . . . . . . . 172 t unit tangent vector . . . . . . . . . . . . . . . 374
H matrix group . . . . . . . . . . . . . . .172

SPRT sequential probability ratio test 681


SRS shift-register sequence . . . . . . . . 645
U
STS Steiner triple system . . . . . . . . . . 249 U
L  matrix group . . . . . . . . . . . . . . .172
universe . . . . . . . . . . . . . . . . . . 201
L

SVD singular value decomposition . . 156 matrix group . . . . . . . . . . . 172


L 

L   uniform random variable


s
  Stirling number rst kind
619
L  Chebyshev polynomials 535
213
arc length parameter . . . . . . . . 373
UCL upper control limit . . . . . . . . . . . 650
sample standard deviation . . . 660
UFD unique factorization domain . . . 165
semi-perimeter . . . . . . . . . . . . . 512
UMVU type of estimator . . . . . . . . . . . 663
s second . . . . . . . . . . . . . . . . . . . . . 792 URL Uniform Resource Locators . . . 803
8 traf c intensity . . . . . . . . . . . . . . . . . . 638

8 unit step function . . . . . . . . . . . . 595

8 distance . . . . . . . . . . . . . . . . . . . . . . . 492

© 2003 by CRC Press LLC


V Y
V 
B  Bessel function . . . . . . . . . . . . . 559
:Klein four group . . . . . . . . . . . 179  

:vertex set . . . . . . . . . . . . . . . . . 219 "


  homogeneous solution . . 456
V Roman numeral (5) . . . . . . . . . . . 4  half order Bessel function


V volt . . . . . . . . . . . . . . . . . . . . . . . 792 563


% vector operation . . . . . . . . . . . . . . .158   particular solution . . . . . . 456

:   volume of a sphere . . . . . . . . . . 368  zero of Bessel function . . . 563

vers trigonometric function . . . . . . . . . 505


Z
W Z
W 4 queue discipline . . . . . . . . . . . 637
M average time . . . . . . . . . . . . . . 638 4  center of a graph . . . . . . . 221
M 8  Wronskian . . . . . . . . . . 462 4  instantaneous hazard rate .655

W watt . . . . . . . . . . . . . . . . . . . . . . 792  integers . . . . . . . . . . . . . . . . . 3, 167


M  ) 4 -transform . . . . . . . . . . . . . . . 594
 root of unity . . . . . . . . . . . . . 582
M 4 

 average time . . . . . . . . . . . . .638


M 4  4 semidirect group product
M wheel (type of graph) . . . . . 229 187
M  Walsh functions . . . . . . . 722  integers modulo  . . . . . . . . 167
Wb weber . . . . . . . . . . . . . . . . . . . . . . . . 792  a group . . . . . . . . . . . . . . . . . . 163
 integers modulo , . . . . . . . . . 167
X  complex number . . . . . . . . . . . . . . . . . . 53


critical value . . . . . . . . . . . . . . . . . . . 695
X
A in nitesimal generator . . . . . 466
A set of points . . . . . . . . . . . . . . . 241
X Roman numeral (10) . . . . . . . . . . 4

A rst prolongation . . . . . . . . . . . . . 466

A second prolongation . . . . . . . . . . 466
th
 C order statistic . . . . . . . . . . . . . . 659

 rectangular coordinates . . . . . . . . . . 492

© 2003 by CRC Press LLC

You might also like