5) Are the following processes allowed in the standard model? Explain why or why not? a)...
could you please answer all
parts of this question. like and comment are rewarded.
Compulsory question: [8] A1. (a) Consider the following processes (i) + +n+p+et te (ii) H+ e + e + D (iii) + +et+ve (iv) K+ + + + V Use conservation laws to determine which of these processes are allowed. For processes that are not allowed, state which conservation laws are violated. For processes that are allowed, specify by which interaction (electromagnetic, weak or strong) they...
Only need answer for part g
24. Identify the conserved quantities in the following processes. (a) = → Aº + [ + Vu (b) K% + 270 (c) K- + p + 9° + n (d) E° → Aº + y (e) et + e + ut + u (f) p +n + Aº + E- (g) Which reactions cannot occur? Why not?
Explain why the following reactions are not allowed: (a) 60 28 Ni (α, p) 62 29 Cu (b) 27 13 Al (n, n) 28 13 Al (c) 39 19 K (p, α) 36 17 Cl
Consider the following AR(1) model: 1. a. Explain why this dynamic model violates TS'3 ZCM assumption made for the unbiasedness of the FDL model estimators. the following random 2. Consider walk model: yeBo yt-1 +ut, t-0,1,..,T a. Show that yt-3βο + yt-3 + ut + ut-1 + ut-2. b. Suppose that 0-0, show that y.-t βο +4 + ut-1 + + u! c. Suppose that that yo -0, and ut for all t are ii.d. with mean 0 and variance...
5. (a) Explain why the standard inner product is invariant under an orthogonal trans formation. That is, if U is any orthogonal miatrix, and if u = Ux and v = Uy, then i.e. multiplication by an orthogonal matrix does not change the standard inner product. (b) Given any two vectors x. y in R", explain why the angle between them is Py invarient under an orthogonal transformation. That is, if u where P is an orthogonal matrix, thern Px...
1. A simple regression model is given by Y81B2X+ e for t 1, (1) ,n errors e with Var (e) a follow AR(1) model where the regression et pet-1 + , t=1...n where 's are uncorrelated random variables with constant variance, that is, E()0, Var (v) = , Cov (, ,) 0 for t Now given that Var (e) = Var (e1-1)= , and Cov (e-1, v)0 (a) Show that (b) Show that E (ee-1)= p. (c) What problem(s) will...
Consider the following
model
1. Consider the following AR(1) model: a. Explain why this dynamic model violates TS'3 ZCM assumption made for the unbiasedness of the FDL model estimators. b. Show that 1 t-2 2. Consider the following random walk model: ytBo yt-1 +ut, t 0,1,...,T Show that ye 3o yt-3 + ut + Ut-1 +t-2 Suppose that yo - 0, show that yt - tPo + ut + ut-1++u, Suppose that that yo -0, and ut for all t...
5- Determine whether or not each of the following LTI systems with the given impulse response are memoryless: a) h(t) = 56(t- 1) b) h(t) = eT u(t) e) h[n] sinEn) d) h[n] = 26[n] 6- Determine whether or not each of the following LTI systems with the given impulse response are stable: a) h(t) = 2 b) h(t) = e2tu(t - 1) c) h[n] = 3"u[n] d) h[n] = cos(Tm)u[n] 7- Determine whether or not each of the following...
2. [5 pointsWhich of the following sets of quantum numbers are allowed? (a) n=2; 1 = 1; m=0. Answer: (allowed/not allowed) (b) n=2; 1=-1; m = 1. Answer: (allowed/not allowed) (c) n=3; 1= 4; m = -2. Answer: (allowed/not allowed) (d) n = 4; 1= 3; mi = -2. Answer: (allowed/not allowed) (e) n = 4; 1 = 3; mi = 4. Answer: (allowed/not allowed)
In a game of repeated die rolls, a player is allowed to roll a
standard die up to n times, where n is determined prior to the
start of the game. On any roll except the last, the player may
choose to either keep that roll as their final score, or continue
rolling in hopes of a higher roll later on. If the player rolls all
n times, then after the nth roll, the player must keep that roll
as...