APPENDIX AMath and Probability Review

A.1 CALCULUS AND DIFFERENTIATION RULES

For a given function images, its derivative, images, is defined as

equation

For a constant images, if images, images and images. For two given functions images, the following relations hold:

  1. Product Rule: images
  2. Quotient Rule:
    equation
  3. Chain Rule: Let images. Then
    equation
  4. Power Rule, Exponential, ...

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