A Probabilistic Approach to Vieta’s Formula by: Mark Osegard Points of Discussion I. Vieta’s Formula II. Rademacher Functions III. Vieta’s Formula in terms of Rademacher Functions IV. A Classical Analysis Proof François Viéte François Viéte was a Frenchman born in 1540. He Commonly used the name Franciscus Vieta, the Latin form of his given name. Until his death in 1603 he made many significant contributions to the field of mathematics. Some of the fields he was involved in were trigonometry, algebra, arithmetic, and geometry. Vieta’s Formula x x sin x = 2 sin cos 2 2 x x 2 = 2 sin cos cos The ideas all begin with 4 4 some simple trigonometry. x x 3 Using the double angle = 2 sin cos cos 8 8 formula. x n sin x = 2 sin n 2 n x 2 x x cos 4 2 x cos k ∏ 2 k =1 Vieta’s Formula From calculus ≠ for x 0 , we find. x sin n x 1 n 2 = lim 2 sin n 1 = lim n→∞ x x n→∞ 2 n 2 x n lim 2 sin n = x n→∞ 2 Vieta’s Formula Combining the equations derived on the past two slides we see: n x x n sin x = 2 sin n ∏ cos k 2 k =1 2 & x lim 2 sin n = x n →∞ 2 n ∞ x sin x = ∏ cos k 2 x k =1 This trigonometric identity that leads to vieta’s formula Vieta’s Formula Setting x = π 2 we see an interesting case, which yields this formula. 2 π ∞ = ∏ cos n =1 π 2 n +1 Using the half-angle formula for cosine repeatedly 2 = 2 2+ 2 2 2+ 2+ 2 2 , Binary Expansion Taking another approach is usually helpful, and this case is no different. We know that every number between 0 ≤ t ≤ 1 can be represented in the form: (t ) 2 (t ) + 2 + , t= 2 2 where is either 0 or 1 1 Rademacher Functions Using the same ideas we find it more convenient to use the function defined below, which uses the interval [1,−1] instead of [0,1]. rk (t ) = 1 − 2 k (t ) k = 1, 2, 3, Rademacher Function , Rademacher Functions These are the dyadic subintervals of the Rademacher Functions. 1 0 1 2 Hans Rademacher Hans Rademacher was born in 1892 near Hamburg, Germany. He was most widely known for his work in modular forms and analytic number theory. He died in 1969 in Haverford, Pennsylvania. Connecting You may notice the relationship between the Rademacher Functions and Binary Expansion. Subsequently, we rewrite the equation: (t ) 2 (t ) t= + + 2 2 1 as ∞ rk (t ) 1 - 2t = k k =1 2 , Notice sin x Now we shall see that the term x can be written : 1 0 e ix ( 1 − 2 t ) sin x dt = x The Proof We start with, 1 0 e ix (1− 2 t ) dt = 1 ix (1− 2 t ) 0 e substitute ‘u’, −1 1 ? sin x dt = x change parameter 1 e ( − 1 / 2 du ) = 1 / 2 e ixu ixu −1 Note : u = 1 − 2t , du = −2 dt , dt = −1 / 2 du du 1 ix (1− 2 t ) The Proof 0 e ? sin x dt = x Recall Euler’s Formula, eixu = cos( xu ) + i sin( xu ) Replacing eixu 1 1/ 2 e −1 ixu in the equation we get. du 1 = 1 / 2 [ cos( xu ) + i sin( xu )] du −1 The Proof 1 ix (1− 2 t ) 0 e ? sin x dt = x Splitting up the integral, = 1/ 2 1 −1 cos( xu ) du + i / 2 Evaluating the integral, sin( xu ) = 1/ 2 x u =1 u = −1 = 1 / 2 x[sin( x ) − sin( − x )] 1 −1 sin( xu ) du The Proof 1 ix (1− 2 t ) 0 e sin x dt = x Recall the equation from the previous slide, pull out -1 sin x 1 / 2 x[sin( x) − sin( − x)] = x 1 ix (1− 2 t ) sin x = = e dt 0 x QED Also Notice x Now we shall see that cos k can be 2 written in terms of Rademacher Functions rk (t ) x exp ix k dt = cos k 0 2 2 1 : rk (t ) x ? exp ix k dt = cos k 0 2 2 1 The Proof Notice that we can break up the integral rk (t ) exp ix k dt 0 2 1 into this sum of integrals over dyadic subintervals ( m +1) 2 − k m even m2 −k e ix 2 k ( m +1) 2 − k dt + m odd m2 −k e −ix 2 k Note: (2-k) represents the length of a subinterval dt The Proof rk (t ) x ? exp ix k dt = cos k 0 2 2 1 There is a total of 2k subintervals. We define the end points of the EVEN subintervals to be represented by I j , also we define the end points of the ODD subintervals to be represented by J j . (as seen below) 2 j − 2 2 j −1 , k Ij = k 2 2 2 j −1 2 j Jj = , k k 2 2 The Proof rk (t ) x ? exp ix k dt = cos k 0 2 2 1 The Rademacher functions or rk (t ) follows: are defined as rk (t ) = 1 on I j rk (t ) = - 1 on J j If we union these subintervals we see: Jj I j = [0,1] The Proof Ij Using 2 k-1 e rk (t ) x ? exp ix k dt = cos k 0 2 2 1 and ix 2 k dt + j =1 I j 2 k -1 Jj we get: − ix 2 k dt 2 k-1 2j e j =1 J j Inserting the end points, = 2 k-1 2 j −1 k 2 2 j −2 j =1 2k e ix 2 k dt + k 2 2 j −1 j =1 2 k e −ix 2 k dt rk (t ) x ? exp ix k dt = cos k 0 2 2 1 The Proof We then pull out the power of e: = 2 k -1 j =1 e ix 2 k 2 j −1 2k 2 j −2 1 dt + 2 k -1 e −ix 2 j =1 2k Evaluating this we find it equals 2 k -1 1 ix 2 k = e + k j =1 2 2 k -1 1 −ix 2 k e k j =1 2 k 2j 2k 2 j −1 2k 1 dt The Proof rk (t ) x ? exp ix k dt = cos k 0 2 2 1 Simplifying: 1 = k 2 2 k -1 1 = k 2 2 k -1 j =1 (e ix 2 k +e x 2 cos k 2 j =1 − ix 2 k ) iα − iα 2 cos α = e + e where: rk (t ) x exp ix k dt = cos k 0 2 2 1 The Proof x We can now pull out the 2 cos k 2 1 x = k −1 cos k 2 2 2 k -1 x 1 = cos k 2 j =1 This gives the desired solution: rk (t ) x exp ix k dt = cos k 0 2 2 1 QED Interesting Development Recall the formula, x sin x ∞ = ∏ cos k 2 x k =1 which may now be seen as: sin x = x 1 ix (1− 2 t ) 0 e Proved ∞ rk (t ) dt dt = exp ix k 0 k =1 2 1 by def ∞ ∞ 1 rk (t ) x = ∏ cos k = ∏ exp ix k dt 0 2 2 k =1 k =1 Trig proof by prev obs. Astonishing Discovery Since we can now say: ∞ x cos k = ∏ 2 k =1 ∞ rk (t ) dt exp ix k 0 k =1 2 1 Clearly, we see that an integral of products is a product of integrals! 1 ∞ ∞ 1 rk (t ) rk (t ) exp ix k dt = ∏ exp ix k dt ∏ 0 0 2 2 k =1 k =1 Vieta’s formula has this interesting expression in terms of Rademacher Functions Classical Analysis Proof Can we prove Vieta’s formula using Rademacher’s Functions as a starting point? Analyzing the following function may show us. n k =1 ck rk (t ) We realize this is a step function over the intervals: s s +1 , n , n 2 2 s = 0,1, ,2 − 1 n Classical Analysis Proof Since every sequence of +1’s and –1’s corresponds to one and only one interval s s +1 , n n 2 2 By breaking the integral as before into dyadic subintervals We can say that: n 1 exp i ck rk (t ) dt = n 0 2 k =1 1 exp i n ± ck 1 ↑ over all possible sequences Classical Analysis Proof Now, 1 2n exp i =∏ k =1 1 0 ± ck 1 n So, n exp i n k =1 n e ick + e −ick = ∏ cos(ck ) 2 k =1 n ck rk (t ) dt = ∏ cos(ck ) Note: This proof is similar to the last k =1 n 1 ic r ( t ) k k =∏ e k =1 0 Classical Analysis Proof Using the derived equation from the previous page and x setting ck = k 2 n x = ∏ cos k = 2 k =1 we get this familiar equation: n rk (t ) dt exp ix k 0 k =1 2 1 When we take the limit, n rk (t ) = 1 − 2t lim k n →∞ k =1 2 Classical Analysis Proof So now we have proven that uniformly on the interval (0,1), we have, sin x = x 1 ix (1− 2 t ) 0 e rk (t ) dt = lim exp ix dt k n →∞ 0 k =1 2 1 ∞ x x = lim ∏ cos k = ∏ cos k n →∞ 2 2 k =1 k =1 n n Classical Analysis Proof The Classical Analysis Proof works, however, the proof itself is not all that enlightening. Sure it works, but why? How are they Rademacher Functions involved? We must now look at it in a different way, in hopes of finding a better explanation. Random Variables & Statistical Independence So what is it about the Rademacher Functions or binary digits that makes the previous proof work? 1 2 n 1 = 2 1 (n times ) 2 Consider the set of t’s: r1(t)=+1, r2(t)=-1, r3(t)=-1 The set of t’s (possibly excluding the end points) is the interval 3 4 , 8 8 and the 1 length of the interval is clearly , and 8 1 1 1 1 = ⋅ ⋅ ⋅ 8 2 2 2 This observation can be written: µ {r1 (t ) = +1, r2 (t ) = −1, r3 (t ) = −1} = µ {r1 (t ) = +1}µ {r2 (t ) = −1}µ {r3 (t ) = −1} Note: µ is the length of the set inside the braces This can be generalized to this form: µ {r1 (t ) = δ 1 , , rn (t ) = δ n } = µ {r1 (t ) = δ 1}µ {r2 (t ) = δ 2 } µ {rn (t ) = δ n } Independence & Rademacher Functions Rademacher Functions are independent Bernoulli random variables (-1 or 1). µ dyadic represents the length of a subinterval. You may see this as only a more complicated way of writing 1 2 n 1 1 = × × 2 2 1 × (n times) 2 but this means much more. It shows a deep property of rk(t) and subsequently binary digits. This now leads us into the Probabilistic Proof. Probabilistic Proof We start with the equation: 1 0 exp i n 1 sin x ck rk (t ) dt = x Trying to prove that 1 0 exp i n 1 n 1 ic r ( t ) k k ck rk (t ) dt = ∏ e k =1 0 dt Splitting the integral over the dyadic subintervals corresponding to δ n we find: exp i δ 1 , ,δ n n ck rk (t ) µ {r1 (t ) = δ 1 rn (t ) = δ n } 1 The inner sum evaluates to: n = δ 1 , ,δ n n ∏ e ∏ µ {r (t ) = δ } 1 ick δ k k 1 k Remove the second product n = δ 1 , ,δ n ∏e ick δ k µ {rk (t ) = δ k } 1 Interchange the product and sum: n =∏ k =1 δ k e ick δ k µ {rk (t ) = δ k } Replacing the sum with the integral we find the desired outcome: n 1 ic r ( t ) k k =∏ e k =1 0 dt = 1 0 exp i n ck rk (t ) dt 1 The vieta identity follows when you take x/2k Conclusion So we have seen three ways to prove Vieta’s formula and it’s connection to statistical independence. Rademacher Functions are independent random Bernoulli variables. We have found that Vieta’s formula does, in fact, depend upon random variables and the statistical independence of those variables. References “Statistical Independence in Probability, Analysis and Number Theory” by Mark Kac, published by the MAA Carus Mongraph Series, 1959. Dr. Deckelman