Notes on algebra, probability theory, and linear algebra
Let $K$ be a field.
A vector space over $K$ is a set $V$ with:
\(+:V\times V\to V,\) making $(V,+)$ an abelian group;
\(K\times V\to V, \qquad (\lambda,v)\mapsto \lambda v,\) satisfying compatibility axioms.
The most important scalar axioms are:
\(\lambda(u+v)=\lambda u+\lambda v,\) \((\lambda+\mu)v=\lambda v+\mu v,\) \((\lambda\mu)v=\lambda(\mu v),\) \(1v=v.\)
A vector space is a world of objects that can be:
The most important expression in a vector space is
\(\lambda_1v_1+\cdots+\lambda_nv_n.\) So:
A vector space is a space of linear combinations.
In a vector space, there are two kinds of objects:
Vectors are the things being combined.
Scalars are coefficients controlling the combination.
A useful slogan:
Vectors are the objects; scalars are the controls.
Vector addition represents combining independent contributions.
Examples:
The order of contributions usually does not matter:
\(u+v=v+u.\) That is why $(V,+)$ is an abelian group.
An abelian group lets us add and subtract.
A vector space lets us also say:
The field provides a rich arithmetic of coefficients.
There are two additions:
Scalar multiplication must respect both.
\(\lambda(u+v)=\lambda u+\lambda v.\) Meaning:
Scaling a sum of vectors equals the sum of the scaled parts.
\((\lambda+\mu)v=\lambda v+\mu v.\) Meaning:
Applying a sum of coefficients to a vector equals adding the separately scaled copies.
These two laws are the vector-space version of distributivity.
\((\lambda\mu)v=\lambda(\mu v).\) Meaning:
Scaling first by $\mu$, then by $\lambda$, is the same as scaling once by $\lambda\mu$.
This ensures scalar multiplication really behaves like scaling.
The scalar $1$ is the neutral scale.
Multiplying by $1$ should not change a vector.
\(K^n\) with componentwise addition and scalar multiplication is the standard example.
Functions $X\to K$ form a vector space under pointwise operations.
The set $K[x]$ of polynomials is a vector space over $K$.
A polynomial is a linear combination of monomials:
\(a_0+a_1x+a_2x^2+\cdots+a_nx^n.\)
All $m\times n$ matrices over $K$ form a vector space.
The solution set of a homogeneous linear system is a vector space.
Vector spaces are the natural setting for:
If scalars come from a general ring rather than a field, the analogous structure is called a module.
Every vector space is a module over a field, but modules over general rings can behave much less cleanly.
The field assumption gives division by nonzero scalars, which makes basis and dimension theory much nicer.
A vector space combines:
It is not a ring, because vectors do not necessarily multiply with each other.
The next step is to add such an internal multiplication. That leads to algebras over fields.