4. [9 pts Let Q denote the rationals and IRQ the irrationals. Prove that (a) λ(Q)-0,...
10 9. Let U be a finite-dimensional vector space and TE LU). Prove the following statements. (a) (5 pts) Let λ be an eigenvalue T whose geometric multiplicity is m, and algebraic multiplicity is ma. Then (b) (5 pts) Let u be a cyclic vector of T of period k 2 2 (such that T*(u) 0 but T-(u) 0). Then are linearly independent.
10 9. Let U be a finite-dimensional vector space and TE LU). Prove the following statements. (a)...
(a) Let YA ~ P(λ) denote a Poisson RV with parameter λ. For a non-random function b(A) > 0, consider the the RVs Xx:-b(A)(YA-A), λ > 0. Use the method of ChFs to find a function b(A) such that XA 1 X as λ 00, where X is a non-degenerate RV. You are expected to establish the fact of convergence and specify the distribution of X ,IE [0,oo)? Explain. (b) Does the distribution of y, converge as ג Hint: (a)...
9. Let x,y > 0 be real numbers and q, r E Q. Prove the following: (а) 29 > 0. 2"а" and (29)" (b) x7+r (с) г а — 1/29. 0, then x> y if and only if r4 > y (d) If q (e) For 1, r4 > x" if and only if q > r. For x < 1, x4 > x* if and only if q < r.
P4. Prove that da(P, Q)-da(SyP,SyQ), where SA is scaling by λ > 0
P4. Prove that da(P, Q)-da(SyP,SyQ), where SA is scaling by λ > 0
Let X,, X,,... be independent and identically distributed (iid) with E X]< co. Let So 0, S,X, n 2 1 The process (S., n 0 is called a random walk process. ΣΧ be a random walk and let λ, i > 0, denote the probability 7.13. Let S," that a ladder height equals i-that is, λ,-Pfirst positive value of S" equals i]. (a) Show that if q, then λ¡ satisfies (b) If P(X = j)-%, j =-2,-1, 0, 1, 2,...
B2. (a) Let I denote the interval 0,1 and let C denote the space of continuous functions I-R. Define dsup(f,g)-sup |f(t)-g(t) and di(f.g)f (t)- g(t)ldt (f,g E C) tEI (i) Prove that dsup is a metric on C (ii) Prove that di is a metric on C. (You may use any standard properties of continuous functions and integrals, provided you make your reasoning clear.) 6 i) Let 1 denote the constant function on I with value 1. Give an explicit...
+o0 P(A,) 0(n N4 0, 2. Let A A = Q , prove i1
+o0 P(A,) 0(n N4 0, 2. Let A A = Q , prove i1
3. Let X be a random variable and denote by Mx(t) its MGF. Prove that, for any t > 0, we have
3. Let X be a random variable and denote by Mx(t) its MGF. Prove that, for any t > 0, we have
Question 3 Set Let A-Σ 1 λ¡ViuT be the spectral decomposition with positive eigenvalues λ1,···Ae > 0. Ak Prove the following properties: 1. AT İs symmetric and AT PAP is its spectral decomposition: 3, Denote A-2-(A*) . Then A 2 E 1 where
Question 3 Set Let A-Σ 1 λ¡ViuT be the spectral decomposition with positive eigenvalues λ1,···Ae > 0. Ak Prove the following properties: 1. AT İs symmetric and AT PAP is its spectral decomposition: 3, Denote A-2-(A*) ....
prove that A is non singular
5.(25 pts) For each positive integer n, let f()(+2)(1)(0,1. Let f()-0, (1) Prove that (fn) converges to fpointwisely on (0, 1) (2) Does (n) converges to f uniformly on (0, 1]?