diff --git a/inputs/lecture_12.tex b/inputs/lecture_12.tex index fc86e9c..4835a44 100644 --- a/inputs/lecture_12.tex +++ b/inputs/lecture_12.tex @@ -29,14 +29,14 @@ First, we need to prove some properties of characteristic functions. \begin{refproof}{charfprops} \begin{enumerate}[(i)] \item $\phi_X(0) = \bE[e^{\i 0 X}] = \bE[1] = 1$. - For $t \in \R$, we have $|\phi_X(t)| = |\bE[e^{\i t X}]| \overset{\text{Jensen}}{\le} \bE[|e^{\i t X}|] = 1$. + For $t \in \R$, we have $|\phi_X(t)| = |\bE[e^{\i t X}]| \overset{\yaref{jensen}}{\le} \bE[|e^{\i t X}|] = 1$. \item Let $t, h \in \R$. Then \begin{IEEEeqnarray*}{rCl} |\phi_X(t+h) - \phi_X(t)| &=& |\bE[e^{\i (t+h) X} - e^{\i t X}]|\\ &=& |\bE[e^{\i t X} (e^{\i h X} - 1)]|\\ - &\overset{\text{Jensen}}{\le}& + &\overset{\yaref{jensen}}{\le}& \bE[|e^{\i t X}| \cdot |e^{\i h X} -1|]\\ &=& \bE[|e^{\i h X} - 1|] \text{\reflectbox{$\coloneqq$}} g(h)\\ @@ -73,7 +73,7 @@ First, we need to prove some properties of characteristic functions. \begin{IEEEeqnarray*}{rCl} |e^{\i y} - 1| &=& |\int_0^y \cos(s) \dif s + \i \int_0^y \sin(s) \dif s|\\ &=& |\int_0^y e^{\i s} \dif s|\\ - &\overset{\text{Jensen}}{\le}& \int_0^y |e^{\i s}| ds = y. + &\overset{\yaref{jensen}}{\le}& \int_0^y |e^{\i s}| ds = y. \end{IEEEeqnarray*} For $y < 0$, we have $|e^{\i y} - 1| = |e^{-\i y} - 1|$ and we can apply the above to $-y$. diff --git a/inputs/lecture_19.tex b/inputs/lecture_19.tex index 9b6b8bc..0d1efbe 100644 --- a/inputs/lecture_19.tex +++ b/inputs/lecture_19.tex @@ -61,7 +61,7 @@ However, some subsets can be easily described, e.g. Since $\sup_n \bE[|X_n|^{1+\delta}] < \infty$, we have that $\sup_n \bE[|X_n|] < \infty$ by \yaref{jensen}. - Hence for $K$ large enough relevant term is less than $\epsilon$. + Hence for $K$ large enough the relevant term is less than $\epsilon$. \end{proof} \begin{fact}\label{lec19f2} diff --git a/inputs/lecture_20.tex b/inputs/lecture_20.tex index 42a78ac..a177cde 100644 --- a/inputs/lecture_20.tex +++ b/inputs/lecture_20.tex @@ -60,7 +60,7 @@ \begin{IEEEeqnarray*}{rCl} \|X_n - X_n'\|_{L^p}^p &=& \bE[\bE[X - X' | \cF_n]^{p}]\\ - &\overset{\text{Jensen}}{\le}& \bE[\bE[(X - X')^p | \cF_n]]\\ + &\overset{\yaref{cjensen}}{\le}& \bE[\bE[(X - X')^p | \cF_n]]\\ &=& \|X - X'\|_{L^p}^p\\ &<& \epsilon. \end{IEEEeqnarray*}