EXCURSIONS IN MODERN MATH
5th Edition
ISBN: 9781323741559
Author: Tannenbaum
Publisher: PEARSON C
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Chapter 11, Problem 27E
In Fig. 11-58,
trapezoid under the translation.
Fig. 11-58
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Module Code: MATH380202
3. (a) Let {} be a white noise process with variance σ2.
Define an ARMA(p,q) process {X} in terms of {+} and state (without proof)
conditions for {X} to be (i) weakly stationary and (ii) invertible.
Define what is meant by an ARIMA (p, d, q) process. Let {Y} be such an ARIMA(p, d, q)
process and show how it can also be represented as an ARMA process, giving the
AR and MA orders of this representation.
(b) The following tables show the first nine sample autocorrelations and partial auto-
correlations of X and Y₁ = VX+ for a series of n = 1095 observations. (Notice
that the notation in this part has no relationship with the notation in part (a) of
this question.)
Identify a model for this time series and obtain preliminary estimates for the pa-
rameters of your model.
X₁
= 15.51, s² = 317.43.
k
1
2
3
4
5
6
7
Pk
0.981
0.974
0.968
akk 0.981 0.327
8
9
0.927
0.963 0.957 0.951 0.943 0.935
0.121 0.104 0.000 0.014 -0.067 -0.068 -0.012
Y₁ = VX : y = 0.03, s² = 11.48.
k
1…
Let G be a graph with n ≥ 2 vertices x1, x2, . . . , xn, and let A be the adjacency matrixof G. Prove that if G is connected, then every entry in the matrix A^n−1 + A^nis positive.
Chapter 11 Solutions
EXCURSIONS IN MODERN MATH
Ch. 11 - In Fig.1135_, indicate which point is the image of...Ch. 11 - Prob. 2ECh. 11 - Prob. 3ECh. 11 - In Fig. 11-38, P is the image of P under a...Ch. 11 - In Fig.11-39, l is the axis of reflection. a.Find...Ch. 11 - In Fig. 11-40, l is the axis of reflection. a....Ch. 11 - Prob. 7ECh. 11 - In Fig 11-42, P is the image of P under a...Ch. 11 - In Fig. 11-43, P is image of P under a reflection....Ch. 11 - Prob. 10E
Ch. 11 - In Fig. 11-45, A and B are fixed points of a...Ch. 11 - Prob. 12ECh. 11 - In Fig. 11-47, indicate which point is a. the...Ch. 11 - Prob. 14ECh. 11 - In each case, give an answer between 0 and 360. 1....Ch. 11 - Prob. 16ECh. 11 - Prob. 17ECh. 11 - Prob. 18ECh. 11 - Prob. 19ECh. 11 - Prob. 20ECh. 11 - Prob. 21ECh. 11 - Prob. 22ECh. 11 - In Fig. 11-54, indicate which point is the image...Ch. 11 - Prob. 24ECh. 11 - Prob. 25ECh. 11 - In Fig. 11-57, Q is the image of Q under a...Ch. 11 - In Fig. 11-58, D is the image of D under a...Ch. 11 - Prob. 28ECh. 11 - Prob. 29ECh. 11 - Prob. 30ECh. 11 - Prob. 31ECh. 11 - In Fig 11-63, P is the image of P under a glide...Ch. 11 - In Fig.11-64, B is the image of B and D is the...Ch. 11 - Prob. 34ECh. 11 - Prob. 35ECh. 11 - Prob. 36ECh. 11 - In Fig 11-68, D is the image of D and C is the...Ch. 11 - In Fig11-69, A is the image of A and D is the...Ch. 11 - Prob. 39ECh. 11 - Prob. 40ECh. 11 - Prob. 41ECh. 11 - Prob. 42ECh. 11 - Prob. 43ECh. 11 - Prob. 44ECh. 11 - Prob. 45ECh. 11 - Prob. 46ECh. 11 - Find the symmetry type for each of the following...Ch. 11 - Prob. 48ECh. 11 - Prob. 49ECh. 11 - Prob. 50ECh. 11 - Prob. 51ECh. 11 - Prob. 52ECh. 11 - Prob. 53ECh. 11 - Prob. 54ECh. 11 - Prob. 55ECh. 11 - Prob. 56ECh. 11 - Prob. 57ECh. 11 - Prob. 58ECh. 11 - Prob. 59ECh. 11 - Prob. 60ECh. 11 - Prob. 61ECh. 11 - Prob. 62ECh. 11 - Prob. 63ECh. 11 - Prob. 64ECh. 11 - Suppose that a rigid motion M is the product of a...Ch. 11 - Prob. 66ECh. 11 - Prob. 67ECh. 11 - Prob. 68ECh. 11 - Prob. 69ECh. 11 - Prob. 70ECh. 11 - Prob. 71ECh. 11 - Prob. 72ECh. 11 - Prob. 73ECh. 11 - Prob. 74ECh. 11 - Prob. 75ECh. 11 - Prob. 76ECh. 11 - Prob. 77ECh. 11 - Prob. 78ECh. 11 - Prob. 79ECh. 11 - Prob. 80E
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- Module Code: MATH380202 1. (a) Define the terms "strongly stationary" and "weakly stationary". Let {X} be a stochastic process defined for all t € Z. Assuming that {X+} is weakly stationary, define the autocorrelation function (acf) Pk, for lag k. What conditions must a process {X+) satisfy for it to be white noise? (b) Let N(0, 1) for t€ Z, with the {+} being mutually independent. Which of the following processes {X+} are weakly stationary for t> 0? Briefly justify your answers. i. Xt for all > 0. ii. Xo~N(0,) and X₁ = 2X+-1+ &t for t > 0. (c) Provide an expression for estimating the autocovariance function for a sample X1,..., X believed to be from a weakly stationary process. How is the autocor- relation function Pk then estimated, and a correlogram (or acf plot) constructed? (d) Consider the weakly stationary stochastic process ✗+ = + + +-1+ +-2 where {E} is a white noise process with variance 1. Compute the population autocorre- lation function Pk for all k = 0, 1, ....arrow_forwardiii) i=5 x² = Σ i=1 (Yi — mi)² σ 2 By minimising oc², derive the formulae for the best values of the model for a 1 degree polynomial (2 parameters).arrow_forwardиз Review the deck below and determine its total square footage (add its deck and backsplash square footage together to get the result). Type your answer in the entry box and click Submit. 126 1/2" 5" backsplash A 158" CL 79" B 26" Type your answer here.arrow_forward
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- No chatgpt pls will upvotearrow_forward7. [10 marks] Let G = (V,E) be a 3-connected graph. We prove that for every x, y, z Є V, there is a cycle in G on which x, y, and z all lie. (a) First prove that there are two internally disjoint xy-paths Po and P₁. (b) If z is on either Po or P₁, then combining Po and P₁ produces a cycle on which x, y, and z all lie. So assume that z is not on Po and not on P₁. Now prove that there are three paths Qo, Q1, and Q2 such that: ⚫each Qi starts at z; • each Qi ends at a vertex w; that is on Po or on P₁, where wo, w₁, and w₂ are distinct; the paths Qo, Q1, Q2 are disjoint from each other (except at the start vertex 2) and are disjoint from the paths Po and P₁ (except at the end vertices wo, W1, and w₂). (c) Use paths Po, P₁, Qo, Q1, and Q2 to prove that there is a cycle on which x, y, and z all lie. (To do this, notice that two of the w; must be on the same Pj.)arrow_forward6. [10 marks] Let T be a tree with n ≥ 2 vertices and leaves. Let BL(T) denote the block graph of T. (a) How many vertices does BL(T) have? (b) How many edges does BL(T) have? Prove that your answers are correct.arrow_forward
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