StudentsEducators

Goldbach Conjecture

The Goldbach Conjecture is one of the oldest unsolved problems in number theory, proposed by the Prussian mathematician Christian Goldbach in 1742. It asserts that every even integer greater than two can be expressed as the sum of two prime numbers. For example, the number 4 can be written as 2+22 + 22+2, 6 as 3+33 + 33+3, and 8 as 3+53 + 53+5. Despite extensive computational evidence supporting the conjecture for even numbers up to very large limits, a formal proof has yet to be found. The conjecture can be mathematically stated as follows:

∀n∈Z, if n>2 and n is even, then ∃p1,p2∈P such that n=p1+p2\forall n \in \mathbb{Z}, \text{ if } n > 2 \text{ and } n \text{ is even, then } \exists p_1, p_2 \in \mathbb{P} \text{ such that } n = p_1 + p_2∀n∈Z, if n>2 and n is even, then ∃p1​,p2​∈P such that n=p1​+p2​

where P\mathbb{P}P denotes the set of all prime numbers.

Other related terms

contact us

Let's get started

Start your personalized study experience with acemate today. Sign up for free and find summaries and mock exams for your university.

logoTurn your courses into an interactive learning experience.
Antong Yin

Antong Yin

Co-Founder & CEO

Jan Tiegges

Jan Tiegges

Co-Founder & CTO

Paul Herman

Paul Herman

Co-Founder & CPO

© 2025 acemate UG (haftungsbeschränkt)  |   Terms and Conditions  |   Privacy Policy  |   Imprint  |   Careers   |  
iconlogo
Log in

Arbitrage Pricing Theory

Arbitrage Pricing Theory (APT) is a financial theory that provides a framework for understanding the relationship between the expected return of an asset and various macroeconomic factors. Unlike the Capital Asset Pricing Model (CAPM), which relies on a single market risk factor, APT posits that multiple factors can influence asset prices. The theory is based on the idea of arbitrage, which is the practice of taking advantage of price discrepancies in different markets.

In APT, the expected return E(Ri)E(R_i)E(Ri​) of an asset iii can be expressed as follows:

E(Ri)=Rf+β1iF1+β2iF2+…+βniFnE(R_i) = R_f + \beta_{1i}F_1 + \beta_{2i}F_2 + \ldots + \beta_{ni}F_nE(Ri​)=Rf​+β1i​F1​+β2i​F2​+…+βni​Fn​

Here, RfR_fRf​ is the risk-free rate, βji\beta_{ji}βji​ represents the sensitivity of the asset to the jjj-th factor, and FjF_jFj​ are the risk premiums associated with those factors. This flexible approach allows investors to consider a variety of influences, such as interest rates, inflation, and economic growth, making APT a versatile tool in asset pricing and portfolio management.

Euler’S Pentagonal Number Theorem

Euler's Pentagonal Number Theorem provides a fascinating connection between number theory and combinatorial identities. The theorem states that the generating function for the partition function p(n)p(n)p(n) can be expressed in terms of pentagonal numbers. Specifically, it asserts that for any integer nnn:

∑n=0∞p(n)xn=∏k=1∞11−xk=∑m=−∞∞(−1)mxm(3m−1)2⋅xm(3m+1)2\sum_{n=0}^{\infty} p(n) x^n = \prod_{k=1}^{\infty} \frac{1}{1 - x^k} = \sum_{m=-\infty}^{\infty} (-1)^m x^{\frac{m(3m-1)}{2}} \cdot x^{\frac{m(3m+1)}{2}}n=0∑∞​p(n)xn=k=1∏∞​1−xk1​=m=−∞∑∞​(−1)mx2m(3m−1)​⋅x2m(3m+1)​

Here, the numbers m(3m−1)2\frac{m(3m-1)}{2}2m(3m−1)​ and m(3m+1)2\frac{m(3m+1)}{2}2m(3m+1)​ are known as the pentagonal numbers. The theorem indicates that the coefficients of xnx^nxn in the expansion of the left-hand side can be computed using the pentagonal numbers' contributions, alternating between positive and negative signs. This elegant result not only reveals deep properties of partitions but also inspires further research into combinatorial identities and their applications in various mathematical fields.

Kalman Filter

The Kalman Filter is an algorithm that provides estimates of unknown variables over time using a series of measurements observed over time, which contain noise and other inaccuracies. It operates on a two-step process: prediction and update. In the prediction step, the filter uses the previous state and a mathematical model to estimate the current state. In the update step, it combines this prediction with the new measurement to refine the estimate, minimizing the mean of the squared errors. The filter is particularly effective in systems that can be modeled linearly and where the uncertainties are Gaussian. Its applications range from navigation and robotics to finance and signal processing, making it a vital tool in fields requiring dynamic state estimation.

Dirichlet Kernel

The Dirichlet Kernel is a fundamental concept in the field of Fourier analysis, primarily used to express the partial sums of Fourier series. It is defined as follows:

Dn(x)=∑k=−nneikx=sin⁡((n+12)x)sin⁡(x2)D_n(x) = \sum_{k=-n}^{n} e^{ikx} = \frac{\sin((n + \frac{1}{2})x)}{\sin(\frac{x}{2})}Dn​(x)=k=−n∑n​eikx=sin(2x​)sin((n+21​)x)​

where nnn is a non-negative integer, and xxx is a real number. The kernel plays a crucial role in the convergence properties of Fourier series, particularly in determining how well a Fourier series approximates a function. The Dirichlet Kernel exhibits properties such as periodicity and symmetry, making it valuable in various applications, including signal processing and solving differential equations. Notably, it is associated with the phenomenon of Gibbs phenomenon, which describes the overshoot in the convergence of Fourier series near discontinuities.

Lucas Critique Expectations Rationality

The Lucas Critique, proposed by economist Robert Lucas in 1976, challenges the validity of traditional macroeconomic models that rely on historical relationships to predict the effects of policy changes. According to this critique, when policymakers change economic policies, the expectations of economic agents (consumers, firms) will also change, rendering past data unreliable for forecasting future outcomes. This is based on the principle of rational expectations, which posits that agents use all available information, including knowledge of policy changes, to form their expectations. Therefore, a model that does not account for these changing expectations can lead to misleading conclusions about the effectiveness of policies. In essence, the critique emphasizes that policy evaluations must consider how rational agents will adapt their behavior in response to new policies, fundamentally altering the economy's dynamics.

Feynman Propagator

The Feynman propagator is a fundamental concept in quantum field theory, representing the amplitude for a particle to travel from one point to another in spacetime. Mathematically, it is denoted as G(x,y)G(x, y)G(x,y), where xxx and yyy are points in spacetime. The propagator can be expressed as an integral over all possible paths that a particle might take, weighted by the exponential of the action, which encapsulates the dynamics of the system.

In more technical terms, the Feynman propagator is defined as:

G(x,y)=⟨0∣T{ϕ(x)ϕ(y)}∣0⟩G(x, y) = \langle 0 | T \{ \phi(x) \phi(y) \} | 0 \rangleG(x,y)=⟨0∣T{ϕ(x)ϕ(y)}∣0⟩

where TTT denotes time-ordering, ϕ(x)\phi(x)ϕ(x) is the field operator, and ∣0⟩| 0 \rangle∣0⟩ represents the vacuum state. It serves not only as a tool for calculating particle interactions in Feynman diagrams but also provides insights into the causality and structure of quantum field theories. Understanding the Feynman propagator is crucial for grasping how particles interact and propagate in a quantum mechanical framework.