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Let {a_i}_(i=1)^n be a set of positive numbers. Then sum_(i=1)^n(a_1a_2...a_i)^(1/i)<=esum_(i=1)^na_i (which is given incorrectly in Gradshteyn and Ryzhik 2000). Here, the ...

If Y_i have normal independent distributions with mean 0 and variance 1, then chi^2=sum_(i=1)^rY_i^2 (1) is distributed as chi^2 with r degrees of freedom. This makes a chi^2 ...

The complementary Bell numbers, also called the Uppuluri-Carpenter numbers, B^~_n=sum_(k=0)^n(-1)^kS(n,k) (1) where S(n,k) is a Stirling number of the second kind, are ...

A series is said to be conditionally convergent iff it is convergent, the series of its positive terms diverges to positive infinity, and the series of its negative terms ...

The Copeland-Erdős constant is the constant with decimal expansion 0.23571113171923... (OEIS A033308) obtained by concatenating consecutive primes: 2, 23, 235, 2357, 235711, ...

A square matrix A is called diagonally dominant if |A_(ii)|>=sum_(j!=i)|A_(ij)| for all i. A is called strictly diagonally dominant if |A_(ii)|>sum_(j!=i)|A_(ij)| for all i. ...

A doubly stochastic matrix is a matrix A=(a_(ij)) such that a_(ij)>=0 and sum_(i)a_(ij)=sum_(j)a_(ij)=1 is some field for all i and j. In other words, both the matrix itself ...

Let a distribution to be approximated be the distribution F_n of standardized sums Y_n=(sum_(i=1)^(n)(X_i-X^_))/(sqrt(sum_(i=1)^(n)sigma_X^2)). (1) In the Charlier series, ...

There are (at least) three types of Euler transforms (or transformations). The first is a set of transformations of hypergeometric functions, called Euler's hypergeometric ...

Let f(z) = z+a_1+a_2z^(-1)+a_3z^(-2)+... (1) = zsum_(n=0)^(infty)a_nz^(-n) (2) = zg(1/z) (3) be a Laurent polynomial with a_0=1. Then the Faber polynomial P_m(f) in f(z) of ...