05.03.2013 Views

Download (535Kb) - LSE Research Online - London School of ...

Download (535Kb) - LSE Research Online - London School of ...

Download (535Kb) - LSE Research Online - London School of ...

SHOW MORE
SHOW LESS

You also want an ePaper? Increase the reach of your titles

YUMPU automatically turns print PDFs into web optimized ePapers that Google loves.

Thus if jm ;1=2Zjj =2 foranyj =0:::3thenjSj ; ejj for large m, and by Taylor expansion<br />

we get<br />

3X @<br />

Ym = fm(e0e1:::e3)+ fm(e0e1:::e3)(Sj ; ej)<br />

@xj<br />

In view <strong>of</strong> (5.8), (5.4),<br />

(Sj ; ej) 2<br />

+O(<br />

3X<br />

j=0<br />

j=0<br />

(Sj ; ej) 2 )+O((m=n) 2 )+m ;1 m:<br />

2 (ESj ; ej) 2 + m ;1 Z 2<br />

j = O((m=n) 2 )+2m ;1 Z 2<br />

1<br />

= O((m=n) 2 )+2m ;1 m (5.9)<br />

since Z1 2X. This proves (5.5). (5.9) implies that jSj ; ejj = O((m=n) )+m ;1=2 m, and therefore<br />

from (5.5) it follows that (5.6) holds. (5.6) implies (5.7).<br />

Lemma 5.5 Let (4.4) and Assumptions f l m hold, and let<br />

Then<br />

for some >0 and m 2X.<br />

m n 4<br />

4 +1 ; some >0: (5.10)<br />

m 1=2 R (1) ( 0)+UmR (2) ( 0)+<br />

U 2 m<br />

2m 1=2 R(3) ( 0) = 1+<br />

m m (5.11)<br />

Pro<strong>of</strong>. Multiplying both sides <strong>of</strong> (4:3) by m1=2 , the left hand side <strong>of</strong> (5.11) can be written as<br />

m with<br />

1+<br />

m<br />

1=2 ;1;<br />

m = O(m m jR(1) ;1 ;1;<br />

(b)j + m m jUmj 3 jR (4) ( )j)<br />

where j ; 0j jb ; 0j. It remains to show that m 2X. We show rst that<br />

Now R (4) ( )isalinearcombination <strong>of</strong> terms<br />

where<br />

Now<br />

F l0<br />

0<br />

( )F l1<br />

1<br />

( ) :::Fl4<br />

4<br />

F 4<br />

0<br />

( )<br />

jR (4) ( )j C log 4 m: (5.12)<br />

( )<br />

l0 + :::+ l4 =4 0 l0:::l4 4 (5.13)<br />

Fk( )= dk<br />

d k F0( ) F0( )=<br />

jFk( )j log k m<br />

mX<br />

j=1<br />

mX<br />

j=l<br />

j I( `j) k 0:<br />

j I( `j) = (log m) k F0( ):<br />

Therefore the terms (5.13) are bounded bylog 4 m and (5.12) holds. By Lemma 5.7, Um = m 1=2 m e m<br />

where e m 2X. Assumption (5.10) implies that<br />

1=2 2<br />

m m m some >0: (5.14)<br />

19

Hooray! Your file is uploaded and ready to be published.

Saved successfully!

Ooh no, something went wrong!