When I was finishing my master’s degree, I had some students from semesters under me ask, in relation to a proof where Taylor polynomials were used, exactly how Taylor polynomials worked.
At the time, I didn’t feel like my explanation was very good, so I thought it would be a good, and interesting idea, to write a post about them.
The idea
Taylor polynomials are in essence a way to approximate a function around a specific point. It might be very difficult to work with a specific function, and understand exactly what is happening around a point x, however, using a polynomial, we’re able to
get a very good approximation of the function, for some
x+ϵ
Where we have that ϵ is a small number. So what are Taylor polynomials?
Definition
There are two definitions of Taylor polynomials. The general definition, and the definition for ex which is a special case.
General definition: The Taylor polynomial of degree n for a function f at a point a is given by:
We can now move onto P2(x). If we inspect the definition of Taylor polynomials, we can see that P2(x) depends on P1(x), given that it’s just an
extension of P1(x). Given this, we just have to calculate the following;
2!f′′(a)(x−a)2
From this, we can see that we now require to calculate the second derivative of f(x), but, this is just the derivative of f′(x). For this, we will use
the following definition of f′(x):
The next example is a bit more straight forward, given this we’re taking the Taylor polynomial of ex around 0, this is also called a Maclaurin series.
We will apply the definition given previously.
P1(x)=1+1!x
And we can then proceed to do the same for the second degree.
P2(x)=1+1!x+2!x2
Example: e−x and a=0
This is applied a some proofs in probability theory. The difference between this and ex is just the negative sign in the exponent, which then is transferred to the polynomial, so we have that
P1(x)=1−1!x
And
P2(x)=1−1!x−2!x2
Closing remarks
As we are able to see, these polynomials are able to give us a very good approximation of the function around the point a, and is used in proofs in probability theory for Lindeberg’s condition.