Hence it is proved that , is martingale for t<T
(Exponential martingales) Suppose O(t,w) = (01(t, w),...,On(t,w)) E R" with Ox(t,w) E VIO, T] for k...
(4) w e suppose j is a measure, f E L1(μ),dom(f)-R, f 0 and EnaER: f(x) 2 n). a) Prove that limn-100 JE, fdy -0 (b) Prove that limn-0o n(En)-0 (4) w e suppose j is a measure, f E L1(μ),dom(f)-R, f 0 and EnaER: f(x) 2 n). a) Prove that limn-100 JE, fdy -0 (b) Prove that limn-0o n(En)-0
OTO (7) (a) Let T = (a1, ..., ak) be a k-cycle in Sn, and let o E Sn. Prove that is the k-cycle (o(a), o(az),..., 0(ak)) (b) Let o,t e Sn. Prove that if t is a product of r pairwise disjoint cycles of lengths k1,..., kr, respectively, where kit..., +kr = n, then oto-1 is also a product of r pairwise disjoint cycles of lengths k1,..., kr. (c) Let T1 and T2 be permutations in Sn. Prove that...
(R simulation) please show me the R codes and the output. Suppose the waiting times (in hours) for a customer arriving in a queue shop (timed immediately after the previous customer or after time 0 in the case o very 1st customer) is distributed as exponential Exp(6). Use R to simulate the arrival times of the customers within a 2 hour period. Suppose you ended up with k customers arriving in the 2 hour period, use R to calculate PISk...
3.) Let ak E R with ak > 0 for all k E N. Suppose Σ㎞iak converges. Show that Σί1bk (By definition, for a sequence (ck), we say liCkoo if, for all M ER with Hint: Show that there exists (Ni))ไ1 with N > Nj for all j E N, such that bk there exists a sequence (bk)k of real numbers such that lim converges = oo and M >0, there exists N E N such that ck > M...
/2 for n E N. Use the Monotone Convergent (2) Suppose that o E R and xn (1 Theorem to prove that xn >1 as n -> 0.
6- A continuous-time periodic signal r(t) is given graphically below (a) Determine the exponential Fourier coefficients c for k+oo r(t) Cet k=-oo where ck is given by T/2 x(t)ejkwotdt -T/2 Ск T (b) (t) is applied as an input to an LTI system whose frequency response is H(jw)2 sin(w) = Determine the corresponding output y(t) (c) Sketch y(t). Be re to mark the ces properly su x(t)t 0 -T 6- A continuous-time periodic signal r(t) is given graphically below (a)...
Problem 5.4 (10 points) Let (Sn)n-01. be a simple, symmetric random walk with starting value So-s e R. (a) Show that ES for alln0 b) Show that ElSn+1 Sn] Sn for 0. (c)Suppose that (Sn)n-0,12,. . denotes the profit and loss from $1 bets of a gambler with initial capital So-s who is repeatedly playing a fair game with 50% chances to win or lose her stake. What are the interpretations of the results in (a) and (b)? Problem 5.4...
A particle moves in an infnite potential well described by V(r) o, l> a/2. are of the forn vn (z)-A" cos (k,,e), or Un(r) B," sin (knz), depending on the value of n. For n 3, (r)-(V2/a) cos (3Tr/a) for lrl S a/2 and var t are the expectation values of r and a2 in the n 3 state. ) What are the expectation values of p and p2 in the n-3 state. To calculate the expectation value for momentum,...
6- A continuous-time periodic signal r(t) is given graphically below (a) Determine the exponential Fourier coefficients c for k+oo r(t) Cet k=-oo where ck is given by T/2 x(t)ejkwotdt -T/2 Ск T (b) (t) is applied as an input to an LTI system whose frequency response is H(jw)2 sin(w) = Determine the corresponding output y(t) (c) Sketch y(t). Be re to mark the ces properly su x(t)t 0 -T
5.3.20 Suppose that T E (V, W) has an SVD with right singular vectors e1,..., en E V, left singular vectors fı,. . m E W, and singular values ơi > > ơr > 0 (where r = rank T). Show that: (a) ) is an orthonormal basis of range T. (b) (er+1.. em) is an orthonormal basis of ker T (c) (frt.. .fi) is an orthonormal basis of ker T. (d) (e,...,er) is an orthonormal basis of range T....