O means “order of” and o means “of lower order than.” If {u n } and {v n } are two sequences such that |u n /v n | < K for sufficiently large n, where K is a constant independent of n, then u n = O(v n ); for example, (2n − 1)/(n2 + 1) = O(1/ n). The symbol O (colloquially called “big O”) also extends to the case of functions of a continuous variable; for example, (x + 1) = O(x). O(1) denotes any function that is defined for all values of x sufficiently large, and which either has a finite limit as x tends to infinity, or at least for all sufficiently large values of x remains less in absolute value than some fixed bound; for example, sin x = O(1).
If limn−>∞u n /v n = 0, then u n = o(v n ) (colloquially called “little o”); for example, log n = o(n), where again the notation extends to functions of a continuous variable; for example, sin x = o(x). Furthermore, u n = o(1) means that u n tends to 0 as n tends to infinity; for example, (log n)/n = o(1). In probability modeling (e.g.,...
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(2013). O, o Notation. In: Gass, S.I., Fu, M.C. (eds) Encyclopedia of Operations Research and Management Science. Springer, Boston, MA. https://doi.org/10.1007/978-1-4419-1153-7_200536
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