DISCRETE MATHEMATICS+ITS APPL. (LL)-W/A
DISCRETE MATHEMATICS+ITS APPL. (LL)-W/A
8th Edition
ISBN: 9781260521337
Author: ROSEN
Publisher: MCG
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Chapter 13, Problem 4CAE
To determine

To find out the busy beaver machine with five states.

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4. Assume that a risk-free money market account is added to the market described in Q3. The continuously compounded rate of return on the money market account is log (1.1). (i) For each given μ, use Lagrange multipliers to determine the proportions (as a function of μ) of wealth invested in the three assets available for the minimum variance portfolio with expected return μ. (ii) Determine the market portfolio in this market and calculate its Sharp ratio.
3. A market consists of two risky assets with rates of return R₁ and R2 and no risk-free asset. From market data the following have been estimated: ER₁ = 0.25, ER2 = 0.05, Var R₁ = 0.01, Var R2 = 0.04 and the correlation between R1 and R2 is p = -0.75. (i) Given that an investor is targeting a total expected return of μ = 0.2. What portfolio weights should they choose to meet this goal with minimum portfolio variance? Correct all your calculations up to 4 decimal points. (ii) Determine the global minimum-variance portfolio and the expected return and variance of return of this portfolio (4 d.p.). (iii) Sketch the minimum-variance frontier in the μ-σ² plane and indicate the efficient frontier. (iv) Without further calculation, explain how the minimum variance of the investor's portfolio return will change if the two risky assets were independent.
2. A landlord is about to write a rental contract for a tenant which lasts T months. The landlord first decides the length T > 0 (need not be an integer) of the contract, the tenant then signs it and pays an initial handling fee of £100 before moving in. The landlord collects the total amount of rent erT at the end of the contract at a continuously compounded rate r> 0, but the contract stipulates that the tenant may leave before T, in which case the landlord only collects the total rent up until the tenant's departure time 7. Assume that 7 is exponentially distributed with rate > 0, λ‡r. (i) Calculate the expected total payment EW the landlord will receive in terms of T. (ii) Assume that the landlord has logarithmic utility U(w) = log(w - 100) and decides that the rental rate r should depend on the contract length T by r(T) = λ √T 1 For each given λ, what T (as a function of X) should the landlord choose so as to maximise their expected utility? Justify your answer. Hint. It might be…

Chapter 13 Solutions

DISCRETE MATHEMATICS+ITS APPL. (LL)-W/A

Ch. 13.1 - Construct a derivation of 021222 in the grammar...Ch. 13.1 - Show that the grammar given in Example 7 generates...Ch. 13.1 - s13. Find a phrase-structure grammar for each of...Ch. 13.1 - Find a phrase-structure grammar for each of these...Ch. 13.1 - Find a phrase-structure grammar for each of these...Ch. 13.1 - Construct phrase-structure grammars to generate...Ch. 13.1 - Construct phrase-structure grammars to generate...Ch. 13.1 - Construct phrase-structure grammars to generate...Ch. 13.1 - Prob. 19ECh. 13.1 - A palindrome is a string that reads the same...Ch. 13.1 - Let G1 and G2 be context-free grammars, generating...Ch. 13.1 - Prob. 22ECh. 13.1 - Construct derivation trees for the sentences in...Ch. 13.1 - Let G be the grammar with V={a,b,c,S};T={a,b,c} ;...Ch. 13.1 - Prob. 25ECh. 13.1 - Prob. 26ECh. 13.1 - Prob. 27ECh. 13.1 - a) Explain what the productions are in a grammar...Ch. 13.1 - Prob. 29ECh. 13.1 - a) Construct a phrasestructure grammar for the set...Ch. 13.1 - Give production rules in Backus-Naur form for an...Ch. 13.1 - Prob. 32ECh. 13.1 - Prob. 33ECh. 13.1 - Prob. 34ECh. 13.1 - Prob. 35ECh. 13.1 - Prob. 36ECh. 13.1 - Prob. 37ECh. 13.1 - Prob. 38ECh. 13.1 - Prob. 39ECh. 13.1 - Prob. 40ECh. 13.1 - Prob. 41ECh. 13.1 - Let G be a grammar and let R be the relation...Ch. 13.2 - Draw the state diagrams for the finite-state...Ch. 13.2 - Give the state tables for the finite-state machine...Ch. 13.2 - Find the output generated from the input string...Ch. 13.2 - Find the output generated from the input string...Ch. 13.2 - Find the output for each of these input strings...Ch. 13.2 - Find the output for each of these input strings...Ch. 13.2 - Construct a finite-state machine that models an...Ch. 13.2 - Prob. 8ECh. 13.2 - Construct a finite-state machine that delays an...Ch. 13.2 - Construct a finite-state machine that changes...Ch. 13.2 - Construct a finite-state machine for the log-on...Ch. 13.2 - Construct a finite-state machine for lock that...Ch. 13.2 - Construct a finite-state machine for a toll...Ch. 13.2 - Construct a finite-state machine for entering a...Ch. 13.2 - Construct a finite-state machine for a restricted...Ch. 13.2 - Construct a finite-state machine that gives an...Ch. 13.2 - Prob. 17ECh. 13.2 - Construct a finite-state machine that determines...Ch. 13.2 - Construct a finite-state machine that determines...Ch. 13.2 - Prob. 20ECh. 13.2 - Prob. 21ECh. 13.2 - Find the output string generated by the Moore...Ch. 13.2 - Prob. 23ECh. 13.2 - Construct a Moore machine that gives an output of...Ch. 13.2 - Prob. 25ECh. 13.3 - Prob. 1ECh. 13.3 - 2. Show that if A is a set of strings, then. Ch. 13.3 - Find all pairs of sets of strings A and B for...Ch. 13.3 - Show that these equalities hold. a) {}*={} b)...Ch. 13.3 - Prob. 5ECh. 13.3 - Prob. 6ECh. 13.3 - Prob. 7ECh. 13.3 - Prob. 8ECh. 13.3 - Prob. 9ECh. 13.3 - Determine whether the string 01001 is in each of...Ch. 13.3 - Determine whether each of these strings is...Ch. 13.3 - Determine whether each of these strings is...Ch. 13.3 - Determine whether all the strings in each of these...Ch. 13.3 - Show that if M=(S,I,f,so,F) is a deterministic...Ch. 13.3 - Given a finite-state automaton M=(S,I,f,so,F) ,...Ch. 13.3 - In Exercises 16—22 find the language recognized by...Ch. 13.3 - In Exercises 16—22 find the language recognized by...Ch. 13.3 - Prob. 18ECh. 13.3 - Prob. 19ECh. 13.3 - In Exercises 16—22 find the language recognized by...Ch. 13.3 - In Exercises 16—22 find the language recognized by...Ch. 13.3 - Prob. 22ECh. 13.3 - Construct a deterministic finite-state automaton...Ch. 13.3 - Construct a deterministic finite-state automaton...Ch. 13.3 - Construct a deterministic finite-state automaton...Ch. 13.3 - Construct a deterministic finite-state automaton...Ch. 13.3 - Prob. 27ECh. 13.3 - Construct a deterministic finite-state automaton...Ch. 13.3 - Prob. 29ECh. 13.3 - Construct a deterministic finite-state automaton...Ch. 13.3 - Construct a deterministic finite-state automaton...Ch. 13.3 - Construct a deterministic finite-state automaton...Ch. 13.3 - Prob. 33ECh. 13.3 - Prob. 34ECh. 13.3 - Prob. 35ECh. 13.3 - Prob. 36ECh. 13.3 - Prob. 37ECh. 13.3 - Prob. 38ECh. 13.3 - Prob. 39ECh. 13.3 - Use Exercise 39 finite-state automata constructed...Ch. 13.3 - Prob. 41ECh. 13.3 - Prob. 42ECh. 13.3 - Prob. 43ECh. 13.3 - Prob. 44ECh. 13.3 - Prob. 45ECh. 13.3 - In Exercises 43-49 find the language recognized by...Ch. 13.3 - Prob. 47ECh. 13.3 - In Exercises 43-49 find the language recognized by...Ch. 13.3 - Prob. 49ECh. 13.3 - Find a deterministic finite-state automaton that...Ch. 13.3 - Prob. 51ECh. 13.3 - Find a deterministic finite-state automaton that...Ch. 13.3 - Find a deterministic finite-state automaton that...Ch. 13.3 - Find a deterministic finite-state automaton that...Ch. 13.3 - Find a deterministic finite-state automaton that...Ch. 13.3 - Find a nondeterministic finite-state automaton...Ch. 13.3 - Prob. 57ECh. 13.3 - Prob. 58ECh. 13.3 - Prob. 59ECh. 13.3 - Prob. 60ECh. 13.3 - Prob. 61ECh. 13.3 - Prob. 62ECh. 13.4 - Describe in words the strings in each of these...Ch. 13.4 - Prob. 2ECh. 13.4 - Prob. 3ECh. 13.4 - Prob. 4ECh. 13.4 - Express each of these sets using a regular...Ch. 13.4 - Express each of these sets using a regular...Ch. 13.4 - Express each of these sets using a regular...Ch. 13.4 - Construct deterministic finite-state automata that...Ch. 13.4 - Construct nondeterministic finite-state automata...Ch. 13.4 - Construct nondeterministic finite-state automata...Ch. 13.4 - Show that if A is a regular set, then AR, the set...Ch. 13.4 - Using the construction described in the proof of...Ch. 13.4 - Using the construction described in the proof of...Ch. 13.4 - Construct a nondeterministic finite-state...Ch. 13.4 - In Exercises 15-17 conflict a regular grammar...Ch. 13.4 - In Exercises 15-17 conflict a regular grammar...Ch. 13.4 - In Exercises 15-17 conflict a regular grammar...Ch. 13.4 - Show that the finite-state automaton constructed...Ch. 13.4 - Show that the regular grammar constructed from a...Ch. 13.4 - Show that every nondeterministic finite-state...Ch. 13.4 - Let M=(S,I,f,s0,F) be a deterministic finite-state...Ch. 13.4 - One important technique used to prove that certain...Ch. 13.4 - Show that the set 02n1nn=0,1,2,... is not regular...Ch. 13.4 - Show that the set {1n2n=0,1,2,...} is not regular...Ch. 13.4 - Show that the set of palindromes over {0, 1} is...Ch. 13.4 - Prob. 26ECh. 13.4 - Prob. 27ECh. 13.4 - Prob. 28ECh. 13.4 - Prob. 29ECh. 13.4 - Prob. 30ECh. 13.4 - Use Exercise 29 to show that the language...Ch. 13.5 - Let T be the Turing machine defined by the...Ch. 13.5 - Let T be the Turing machine defined by the...Ch. 13.5 - What does the Turing machine defined by the...Ch. 13.5 - What does the Turing machine described by the...Ch. 13.5 - What does the Turing machine described by the...Ch. 13.5 - Construct a Turing machine with tape 0, 1, and B...Ch. 13.5 - Construct a Turning machine with tape symbols 0,...Ch. 13.5 - Construct a Turing machine with tape symbols 0, 1,...Ch. 13.5 - Construct a Turing machine with tape symbols 0, 1,...Ch. 13.5 - Construct a Turing machine with tape symbols 0, 1,...Ch. 13.5 - Construct a Turing machine that recognizes the set...Ch. 13.5 - Construct a Turing machine that recognizes the set...Ch. 13.5 - Construct a Turing machine that recognizes the set...Ch. 13.5 - Show at each step the contents of the tape of the...Ch. 13.5 - Explain why the Turing machine in Example 3...Ch. 13.5 - Construct a Turing machine that recognizes the set...Ch. 13.5 - Construct a Turing machine that recognizes the set...Ch. 13.5 - Construct a Turing machine that computes the...Ch. 13.5 - Construct a Turing machine that computes the...Ch. 13.5 - Construct a Turing machine that computes the...Ch. 13.5 - Construct a Turing machine that computes the...Ch. 13.5 - Construct a Turing machine that computes the...Ch. 13.5 - Construct a Turing machine that computes the...Ch. 13.5 - Construct a Turing machine that computes the...Ch. 13.5 - Construct a Turing machine that computes the...Ch. 13.5 - Construct a Turning machine that computes the...Ch. 13.5 - Prob. 27ECh. 13.5 - Prob. 28ECh. 13.5 - Which of the following problems is a decision...Ch. 13.5 - Which of the following problems is a decision...Ch. 13.5 - Prob. 31ECh. 13.5 - Show that the function B(n) cannot be computed by...Ch. 13 - a) Define a phrase-structure grammar. b) What does...Ch. 13 - a) What is the language generated by a...Ch. 13 - Prob. 3RQCh. 13 - Prob. 4RQCh. 13 - Prob. 5RQCh. 13 - a) What is a finite-state machine? b) Show how a...Ch. 13 - Prob. 7RQCh. 13 - Prob. 8RQCh. 13 - Prob. 9RQCh. 13 - Prob. 10RQCh. 13 - a) Define a nondeterministic finite-state...Ch. 13 - a) Define the set of regular expressions over a...Ch. 13 - Prob. 13RQCh. 13 - Prob. 14RQCh. 13 - Prob. 15RQCh. 13 - Prob. 16RQCh. 13 - Describe how Turing machines are used to recognize...Ch. 13 - Prob. 18RQCh. 13 - Prob. 19RQCh. 13 - Prob. 1SECh. 13 - Prob. 2SECh. 13 - Prob. 3SECh. 13 - Prob. 4SECh. 13 - Prob. 5SECh. 13 - Prob. 6SECh. 13 - Prob. 7SECh. 13 - Prob. 8SECh. 13 - Prob. 9SECh. 13 - Prob. 10SECh. 13 - Prob. 11SECh. 13 - Prob. 12SECh. 13 - Prob. 13SECh. 13 - Construct a finite-state machine with output that...Ch. 13 - Construct a finite-state machine with output that...Ch. 13 - Prob. 16SECh. 13 - Prob. 17SECh. 13 - Prob. 18SECh. 13 - Construct a deterministic finite-state automaton...Ch. 13 - Prob. 20SECh. 13 - Prob. 21SECh. 13 - Prob. 22SECh. 13 - Prob. 23SECh. 13 - Prob. 24SECh. 13 - Prob. 25SECh. 13 - Show that {02nnN} is not regular. You may use the...Ch. 13 - Prob. 27SECh. 13 - Prob. 28SECh. 13 - Construct a Turing machine that computes the...Ch. 13 - Prob. 30SECh. 13 - Prob. 1CPCh. 13 - Prob. 2CPCh. 13 - Prob. 3CPCh. 13 - Prob. 4CPCh. 13 - Given the state table of a Moore machine and an...Ch. 13 - Given the state table of a Mealy machine and an...Ch. 13 - Given the state table of a deterministic...Ch. 13 - Prob. 8CPCh. 13 - Prob. 9CPCh. 13 - Prob. 10CPCh. 13 - Given a regular grammar, construct a finite-state...Ch. 13 - Given a finite-state automaton, construct a...Ch. 13 - Prob. 13CPCh. 13 - Solve the busy beaver problem for two states by...Ch. 13 - Prob. 2CAECh. 13 - Prob. 3CAECh. 13 - Prob. 4CAECh. 13 - Prob. 5CAECh. 13 - Prob. 1WPCh. 13 - Describe the Backus-Naur form (and extended...Ch. 13 - Explain how finite-state machines are used by...Ch. 13 - Explain how finite-state machines are used in the...Ch. 13 - Explain how finite-state machines are used in...Ch. 13 - Compare the use of Moore machines versus Mealy...Ch. 13 - Explain the concept of minimizing finite-state...Ch. 13 - Give the definition of cellular automata, Explain...Ch. 13 - Define a pushdown automaton. Explain how pushdown...Ch. 13 - Define a linear-bounded automaton. Explain how...Ch. 13 - Prob. 11WPCh. 13 - Prob. 12WPCh. 13 - Prob. 13WPCh. 13 - Show that a Turing machine can simulate any action...Ch. 13 - Prob. 15WPCh. 13 - Describe the basic concepts of the lambda-calculus...Ch. 13 - Show that a Turing machine as defined in this...Ch. 13 - Prob. 18WP
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