Mathematical Methods in the Physical Sciences
3rd Edition
ISBN: 9780471198260
Author: Mary L. Boas
Publisher: Wiley, John & Sons, Incorporated
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Textbook Question
Chapter 1.5, Problem 2P
Use the preliminary test to decide whether the following series are divergent or require further testing. Careful: Do not say that a series is convergent; the preliminary test cannot decide this.
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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.
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, ....
Chapter 1 Solutions
Mathematical Methods in the Physical Sciences
Ch. 1.1 - In the bouncing ball example above, find the...Ch. 1.1 - Derive the formula (1.4) for the sum Sn of the...Ch. 1.1 - Use equation (1.8) to find the fractions that are...Ch. 1.1 - Use equation (1.8) to find the fractions that are...Ch. 1.1 - Use equation (1.8) to find the fractions that are...Ch. 1.1 - Use equation (1.8) to find the fractions that are...Ch. 1.1 - Use equation (1.8) to find the fractions that are...Ch. 1.1 - Use equation (1.8) to find the fractions that are...Ch. 1.1 - Use equation (1.8) to find the fractions that are...Ch. 1.1 - Use equation (1.8) to find the fractions that are...
Ch. 1.1 - Use equation (1.8) to find the fractions that are...Ch. 1.1 - In a water purification process, one-nth of the...Ch. 1.1 - If you invest a dollar at 6% interest compounded...Ch. 1.1 - A computer program gives the result 1/6 for the...Ch. 1.1 - Connect the midpoints of the sides of an...Ch. 1.1 - Suppose a large number of particles are bouncing...Ch. 1.2 - In the following problems, find the limit of the...Ch. 1.2 - In the following problems, find the limit of the...Ch. 1.2 - In the following problems, find the limit of the...Ch. 1.2 - In the following problems, find the limit of the...Ch. 1.2 - In the following problems, find the limit of the...Ch. 1.2 - In the following problems, find the limit of the...Ch. 1.2 - In the following problems, find the limit of the...Ch. 1.2 - In the following problems, find the limit of the...Ch. 1.2 - In the following problems, find the limit of the...Ch. 1.4 - For the following series, write formulas for the...Ch. 1.4 - For the following, write formulas for the...Ch. 1.4 - For the following series, write formulas for the...Ch. 1.4 - For the following series, write formulas for the...Ch. 1.4 - For the following series, write formulas for the...Ch. 1.4 - For the following series, write formulas for the...Ch. 1.4 - For the following series, write formulas for the...Ch. 1.5 - Use the preliminary test to decide whether the...Ch. 1.5 - Use the preliminary test to decide whether the...Ch. 1.5 - Use the preliminary test to decide whether the...Ch. 1.5 - Use the preliminary test to decide whether the...Ch. 1.5 - Use the preliminary test to decide whether the...Ch. 1.5 - Use the preliminary test to decide whether the...Ch. 1.5 - Use the preliminary test to decide whether the...Ch. 1.5 - Use the preliminary test to decide whether the...Ch. 1.5 - Use the preliminary test to decide whether the...Ch. 1.5 - Use the preliminary test to decide whether the...Ch. 1.5 - Using (4.6), give a proof of the preliminary test....Ch. 1.6 - Show that n! 2 for all n 3. Hint: Write out a...Ch. 1.6 - Prove that the harmonic series n=11/n is divergent...Ch. 1.6 - Prove the convergence n=11/n2 by grouping terms...Ch. 1.6 - Use the comparison test to prove the convergence...Ch. 1.6 - Test the following series for convergence using...Ch. 1.6 - There are 9 one-digit numbers (1 to 9), 90...Ch. 1.6 - Use the integral test to find whether the...Ch. 1.6 - Use the integral test to find whether the...Ch. 1.6 - Use the integral test to find whether the...Ch. 1.6 - Use the integral test to find whether the...Ch. 1.6 - Use the integral test to find whether the...Ch. 1.6 - Use the integral test to find whether the...Ch. 1.6 - Use the integral test to find whether the...Ch. 1.6 - Use the integral test to find whether the...Ch. 1.6 - Use the integral test to prove the following...Ch. 1.6 - In testing 1/n2 for convergence, a student...Ch. 1.6 - Use the integral test to show that n=0en2...Ch. 1.6 - Use the ratio test to find whether the following...Ch. 1.6 - Use the ratio test to find whether the following...Ch. 1.6 - Use the ratio test to find whether the following...Ch. 1.6 - Use the ratio test to find whether the following...Ch. 1.6 - Use the ratio test to find whether the following...Ch. 1.6 - Use the ratio test to find whether the following...Ch. 1.6 - Use the ratio test to find whether the following...Ch. 1.6 - Use the ratio test to find whether the following...Ch. 1.6 - Use the ratio test to find whether the following...Ch. 1.6 - Use the ratio test to find whether the following...Ch. 1.6 - Use the ratio test to find whether the following...Ch. 1.6 - Use the ratio test to find whether the following...Ch. 1.6 - Prove the ratio test. Hint: If an+1/an1, take ...Ch. 1.6 - Use the special comparison test to find whether...Ch. 1.6 - Use the special comparison test to find whether...Ch. 1.6 - Use the special comparison test to find whether...Ch. 1.6 - Use the special comparison test to find whether...Ch. 1.6 - Use the special comparison test to find whether...Ch. 1.6 - Use the special comparison test to find whether...Ch. 1.6 - Prove the special comparison test. Hint (part a):...Ch. 1.7 - Test the following series for convergence....Ch. 1.7 - Test the following series for convergence....Ch. 1.7 - Test the following series for convergence....Ch. 1.7 - Test the following series for convergence....Ch. 1.7 - Test the following series for convergence....Ch. 1.7 - Test the following series for convergence....Ch. 1.7 - Test the following series for convergence....Ch. 1.7 - Test the following series for convergence....Ch. 1.7 - Prove that an absolutely convergent series n=1an...Ch. 1.7 - The following alternating series are divergent...Ch. 1.9 - Test the following series for convergence or...Ch. 1.9 - Test the following series for convergence or...Ch. 1.9 - Test the following series for convergence or...Ch. 1.9 - Test the following series for convergence or...Ch. 1.9 - Test the following series for convergence or...Ch. 1.9 - Test the following series for convergence or...Ch. 1.9 - Test the following series for convergence or...Ch. 1.9 - Test the following series for convergence or...Ch. 1.9 - Test the following series for convergence or...Ch. 1.9 - Test the following series for convergence or...Ch. 1.9 - Test the following series for convergence or...Ch. 1.9 - Test the following series for convergence or...Ch. 1.9 - Test the following series for convergence or...Ch. 1.9 - Test the following series for convergence or...Ch. 1.9 - Test the following series for convergence or...Ch. 1.9 - Test the following series for convergence or...Ch. 1.9 - Test the following series for convergence or...Ch. 1.9 - Test the following series for convergence or...Ch. 1.9 - Test the following series for convergence or...Ch. 1.9 - Test the following series for convergence or...Ch. 1.9 - Test the following series for convergence or...Ch. 1.9 - Test the following series for convergence or...Ch. 1.10 - Find the interval of convergence of each of the...Ch. 1.10 - Find the interval of convergence of each of the...Ch. 1.10 - Find the interval of convergence of each of the...Ch. 1.10 - Find the interval of convergence of each of the...Ch. 1.10 - Find the interval of convergence of each of the...Ch. 1.10 - Find the interval of convergence of each of the...Ch. 1.10 - Find the interval of convergence of each of the...Ch. 1.10 - Find the interval of convergence of each of the...Ch. 1.10 - Find the interval of convergence of each of the...Ch. 1.10 - Find the interval of convergence of each of the...Ch. 1.10 - Find the interval of convergence of each of the...Ch. 1.10 - Find the interval of convergence of each of the...Ch. 1.10 - Find the interval of convergence of each of the...Ch. 1.10 - Find the interval of convergence of each of the...Ch. 1.10 - Find the interval of convergence of each of the...Ch. 1.10 - Find the interval of convergence of each of the...Ch. 1.10 - Find the interval of convergence of each of the...Ch. 1.10 - Find the interval of convergence of each of the...Ch. 1.10 - The following series are not power series, but you...Ch. 1.10 - The following series are not power series, but you...Ch. 1.10 - The following series are not power series, but you...Ch. 1.10 - The following series are not power series, but you...Ch. 1.10 - The following series are not power series, but you...Ch. 1.10 - The following series are not power series, but you...Ch. 1.10 - The following series are not power series, but you...Ch. 1.12 - By the method used to obtain (12.5) [which is the...Ch. 1.13 - Use the ratio test to show that a binomial series...Ch. 1.13 - Show that the binomial coefficients 1n=(1)n.Ch. 1.13 - Show that if p is a positive integer, then pn=0...Ch. 1.13 - Write the Maclaurin series for 1/1+x in form...Ch. 1.13 - Using the methods of this section: Find the first...Ch. 1.13 - Using the methods of this section: Find the first...Ch. 1.13 - Using the methods of this section: Find the first...Ch. 1.13 - Using the methods of this section: Find the first...Ch. 1.13 - Using the methods of this section: Find the first...Ch. 1.13 - Using the methods of this section: Find the first...Ch. 1.13 - Using the methods of this section: Find the first...Ch. 1.13 - Using the methods of this section: Find the first...Ch. 1.13 - Using the methods of this section: Find the first...Ch. 1.13 - Using the methods of this section: Find the first...Ch. 1.13 - Using the methods of this section: Find the first...Ch. 1.13 - Using the methods of this section: Find the first...Ch. 1.13 - Using the methods of this section: Find the first...Ch. 1.13 - Using the methods of this section: Find the first...Ch. 1.13 - Using the methods of this section: Find the first...Ch. 1.13 - Find the first few terms of the Maclaurin series...Ch. 1.13 - Find the first few terms of the Maclaurin series...Ch. 1.13 - Find the first few terms of the Maclaurin series...Ch. 1.13 - Find the first few terms of the Maclaurin series...Ch. 1.13 - Find the first few terms of the Maclaurin series...Ch. 1.13 - Find the first few terms of the Maclaurin series...Ch. 1.13 - Find the first few terms of the Maclaurin series...Ch. 1.13 - Find the first few terms of the Maclaurin series...Ch. 1.13 - Find the first few terms of the Maclaurin series...Ch. 1.13 - Find the first few terms of the Maclaurin series...Ch. 1.13 - Find the first few terms of the Maclaurin series...Ch. 1.13 - Find the first few terms of the Maclaurin series...Ch. 1.13 - Find the first few terms of the Maclaurin series...Ch. 1.13 - Find the first few terms of the Maclaurin series...Ch. 1.13 - Find the first few terms of the Maclaurin series...Ch. 1.13 - Find the first few terms of the Maclaurin series...Ch. 1.13 - Find the first few terms of the Maclaurin series...Ch. 1.13 - In cos x Hints: Method l: Write cos x = 1+(cos...Ch. 1.13 - Find the first few terms of the Maclaurin series...Ch. 1.13 - Using method F above, find the first few terms of...Ch. 1.13 - Using method F above, find the first few terms of...Ch. 1.13 - Using method F above, find the first few terms of...Ch. 1.13 - Using method F above, find the first few terms of...Ch. 1.13 - Using method F above, find the first few terms of...Ch. 1.13 - Using method F above, find the first few terms of...Ch. 1.14 - Prove theorem (14.3). Hint: Group the terms in the...Ch. 1.14 - Using computer or tables (or Chapter 7, Section...Ch. 1.14 - In Problem 3 to 7, assume that the Maclaurin...Ch. 1.14 - In Problem 3 to 7, assume that the Maclaurin...Ch. 1.14 - In Problem 3 to 7, assume that the Maclaurin...Ch. 1.14 - In Problem 3 to 7, assume that the Maclaurin...Ch. 1.14 - In Problem 3 to 7, assume that the Maclaurin...Ch. 1.14 - Estimate the error if n=1xn/n3 is approximated by...Ch. 1.14 - Consider the series in Problem 4.6 and show that...Ch. 1.14 - Show that the interval of convergence of the...Ch. 1.14 - Show that the Maclaurin series for sin x converges...Ch. 1.14 - Show as in Problem 11 that the Maclaurin series...Ch. 1.14 - Show that Maclaurin for (1+x)p converges to (1+x)p...Ch. 1.15 - In problems 1 to 4, use power series to evaluate...Ch. 1.15 - In problems 1 to 4, use power series to evaluate...Ch. 1.15 - In problems 1 to 4, use power series to evaluate...Ch. 1.15 - In problems 1 to 4, use power series to evaluate...Ch. 1.15 - Use Maclaurin series to evaluate each of the...Ch. 1.15 - Use Maclaurin series to evaluate each of the...Ch. 1.15 - Use Maclaurin series to evaluate each of the...Ch. 1.15 - Use Maclaurin series to evaluate each of the...Ch. 1.15 - Use Maclaurin series to evaluate each of the...Ch. 1.15 - Use Maclaurin series to evaluate each of the...Ch. 1.15 - Use Maclaurin series to evaluate each of the...Ch. 1.15 - Use Maclaurin series to evaluate each of the...Ch. 1.15 - Use Maclaurin series to evaluate each of the...Ch. 1.15 - Find a two term aproximation for each of the...Ch. 1.15 - Find a two term aproximation for each of the...Ch. 1.15 - Find the sum of each of the following series by...Ch. 1.15 - Find the sum of each of the following series by...Ch. 1.15 - Find the sum of each of the following series by...Ch. 1.15 - Find the sum of each of the following series by...Ch. 1.15 - By computer or tables, find the exact sum of each...Ch. 1.15 - By computer, find a numerical approximation for...Ch. 1.15 - The series n=11/n8,s1, is called the Riemann Zeta...Ch. 1.15 - Find the following limits using Maclaurin series...Ch. 1.15 - Evaluate the following indeterminate forms by...Ch. 1.15 - In general, we do not expect Maclaurin series to...Ch. 1.15 - Find the values of several derivatives of...Ch. 1.15 - The velocity of electrons from a high energy...Ch. 1.15 - The energy of an electron at speed in special...Ch. 1.15 - The figure shows a heavy weight suspended by a...Ch. 1.15 - Prob. 30PCh. 1.15 - A tall tower of circular cross section is...Ch. 1.15 - Show that the doubling time (time for your money...Ch. 1.15 - If you are at the top Of a tower Of height h above...Ch. 1.16 - Show that it is possible to stack a pile of...Ch. 1.16 - The picture is a mobile constructed of dowels (or...Ch. 1.16 - Show that n=21/n3/2 is convergent. What is wrong...Ch. 1.16 - Test for convergence: n=12nn!Ch. 1.16 - Test for convergence: n=2(n1)21+n2Ch. 1.16 - Test for convergence: n=2n1(n+1)21Ch. 1.16 - Test for convergence: n=21n1n(n)3Ch. 1.16 - Test for convergence: n=22n3n42Ch. 1.16 - Find the interval of convergence, including...Ch. 1.16 - Find the interval of convergence, including...Ch. 1.16 - Find the interval of convergence, including...Ch. 1.16 - Find the interval of convergence, including...Ch. 1.16 - Find the interval of convergence, including...Ch. 1.16 - Find the Maclaurin series for the folliwing...Ch. 1.16 - Find the Maclaurin series for the folliwing...Ch. 1.16 - Find the Maclaurin series for the folliwing...Ch. 1.16 - Find the Maclaurin series for the folliwing...Ch. 1.16 - Find the Maclaurin series for the folliwing...Ch. 1.16 - Find the few terms of the Taylor series for the...Ch. 1.16 - Find the few terms of the Taylor series for the...Ch. 1.16 - Find the few terms of the Taylor series for the...Ch. 1.16 - Use the series you know to show that:...Ch. 1.16 - Use the series you know to show that:...Ch. 1.16 - Use the series you know to show that:...Ch. 1.16 - Evaluate the limit limx0x2/1ncosx by series (in...Ch. 1.16 - Use Maclaurin to do Problem 26 to 29 and check...Ch. 1.16 - Use Maclaurin to do Problem 26 to 29 and check...Ch. 1.16 - Use Maclaurin to do Problem 26 to 29 and check...Ch. 1.16 - Use Maclaurin to do Problem 26 to 29 and check...Ch. 1.16 - It is clear that you (or your computer) cant find...Ch. 1.16 - As in Problem 30, for each of the following...
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