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due to executablebooks/markdown-it-py#60 migrate to use note admonition
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source/rst/von_neumann_model.rst

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@@ -599,18 +599,18 @@ following arbitrage true
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x_0^T\left(B-\gamma^{* } A\right)p_0 &= 0
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\end{aligned}
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..
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*Proof (Sketch):* Assumption I and II imply that there exist :math:`(\alpha_0,
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x_0)` and :math:`(\beta_0, p_0)` that solve the TEP and EEP, respectively. If
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:math:`\gamma^*>\alpha_0`, then by definition of :math:`\alpha_0`, there cannot
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exist a semi-positive :math:`x` that satisfies :math:`x^T B \geq \gamma^{* }
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x^T A`. Similarly, if :math:`\gamma^*<\beta_0`, there is no semi-positive
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:math:`p` for which :math:`Bp \leq \gamma^{* } Ap`. Let :math:`\gamma^{*
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}\in[\beta_0, \alpha_0]`, then :math:`x_0^T B \geq \alpha_0 x_0^T A \geq
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\gamma^{* } x_0^T A`. Moreover, :math:`Bp_0\leq \beta_0 A p_0\leq \gamma^* A
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p_0`. These two inequalities imply :math:`x_0\left(B - \gamma^{* } A\right)p_0
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= 0`.
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.. note::
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*Proof (Sketch):* Assumption I and II imply that there exist :math:`(\alpha_0,
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x_0)` and :math:`(\beta_0, p_0)` that solve the TEP and EEP, respectively. If
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:math:`\gamma^*>\alpha_0`, then by definition of :math:`\alpha_0`, there cannot
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exist a semi-positive :math:`x` that satisfies :math:`x^T B \geq \gamma^{* }
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x^T A`. Similarly, if :math:`\gamma^*<\beta_0`, there is no semi-positive
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:math:`p` for which :math:`Bp \leq \gamma^{* } Ap`. Let :math:`\gamma^{*
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}\in[\beta_0, \alpha_0]`, then :math:`x_0^T B \geq \alpha_0 x_0^T A \geq
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\gamma^{* } x_0^T A`. Moreover, :math:`Bp_0\leq \beta_0 A p_0\leq \gamma^* A
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p_0`. These two inequalities imply :math:`x_0\left(B - \gamma^{* } A\right)p_0
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= 0`.
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Here the constant :math:`\gamma^{*}` is both an expansion factor and an interest
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factor (not necessarily optimal).
@@ -747,17 +747,17 @@ Using this interpretation, they restate Assumption I and II as follows
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V(-A) < 0\quad\quad \text{and}\quad\quad V(B)>0
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..
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*Proof (Sketch)*: \* :math:`\Rightarrow` :math:`V(B)>0` implies
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:math:`x_0^T B \gg \mathbf{0}`, where :math:`x_0` is a maximizing
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vector. Since :math:`B` is non-negative, this requires that each
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column of :math:`B` has at least one positive entry, which is
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Assumption I. \* :math:`\Leftarrow` From Assumption I and the fact
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that :math:`p>\mathbf{0}`, it follows that :math:`Bp > \mathbf{0}`.
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This implies that the maximizing player can always choose :math:`x`
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so that :math:`x^TBp>0` so that it must be the case
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that :math:`V(B)>0`.
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.. note::
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*Proof (Sketch)*: \* :math:`\Rightarrow` :math:`V(B)>0` implies
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:math:`x_0^T B \gg \mathbf{0}`, where :math:`x_0` is a maximizing
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vector. Since :math:`B` is non-negative, this requires that each
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column of :math:`B` has at least one positive entry, which is
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Assumption I. \* :math:`\Leftarrow` From Assumption I and the fact
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that :math:`p>\mathbf{0}`, it follows that :math:`Bp > \mathbf{0}`.
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This implies that the maximizing player can always choose :math:`x`
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so that :math:`x^TBp>0` so that it must be the case
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that :math:`V(B)>0`.
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In order to (re)state Theorem I in terms of a particular two-player
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zero-sum game, we define a matrix for :math:`\gamma\in\mathbb{R}`

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