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m
ζ k =
Ψ j,k ( y )[( x
t j ) Q j,k− 1 ( x )+( t j + k
x ) Q j +1 ,k− 1 ( x )] .
j =1
Since x
[ t k ,t m +1 ), we have Q 1 ,k− 1 ( x )= Q m +1 ,k− 1 ( x ) = 0. Hence, ζ k can
be written as
m
ζ k =
γ j,k ( x, y ) Q j,k− 1 ( x ) ,
(7.21)
j =2
where
γ j,k ( x, y )= Ψ j,k ( y )( x
t j )+ Ψ j− 1 ,k ( y )( t j + k− 1
x ) .
But it can be shown in a straightforward way that
γ j,k ( x, y )=( y
x )( t j + k− 1
t j ) Ψ j,k− 1 ( y ) .
Therefore, ζ k can be written as
m
ζ k =( y
x )
Ψ j,k− 1 ( y )( t j + k− 1
t j ) Q j,k− 1 ( x ) .
j =2
Since, ( t j + k− 1
t j ) Q j,k− 1 ( x )= N j,k− 1 ( x )and N 1 ,k− 1 ( x ) = 0, we get ζ k =
( y
x ) ζ k− 1 (from equation (7.18)). But then ζ k =( y
x ) k− 1 ζ 1 . since ζ 1 =1,
equation (7.18), follows.
Lemma 2 :
Let φ j and a j be as in Theorem 1. For any y
t and any x
[ t k ,t m +1 ),
m
x ) k− 1
+
( y
=
φ j,k ( y ) N j,k ( x ) .
(7.22)
j =1
Proof :
Let us fix x and μ be such that t μ
x<t μ +1 . Since N j,k ( x )=0for x/
[ t j ,t j + k ), we have to show that
μ
de =
x ) k− 1
+
( y
= σ k
φ j,k ( y ) N j,k ( x ) .
(7.23)
j = μ
k +1
Assume y = t μ . Since, φ j,k ( t μ ) contains a factor t μ
t μ for j = μ
k +1 ,
···
1, we have σ k = φ μ,k ( t μ ) N μ,k ( x ). But φ μ,k ( t μ ) = 0 since a μ
[ t μ ,t μ + k ).
x ) k− + and equation (7.23) follows in this case. Sim-
ilarly, if y = t μ− 1 , then σ k = φ μ− 1 ,k ( t μ− 1 ) N μ− 1 ,k ( x )+ φ μ,k ( t μ− 1 ) N μ,k ( x )=
0=( t μ− 1
Hence, σ k =0=( t μ
x ) k− + . Continuing in this way, we see that equation (7.23)
holds for y = t s and s
μ . Next let us assume y = t μ +1 . Then σ k =
φ μ−k +1 ,k ( t μ +1 ) N μ−k +1 ,k ( x ). But φ μ−k +1 ,k ( t μ +1 )= Ψ μ−k +1 ,k ( t μ +1 ) and equa-
tion (7.23) follows from equation (7.18). Similarly, equation (7.23) follows from
equation (7.18) for y = t s and s
t μ +1 .
We shall now turn to the proof of Theorem 1.
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