Mathematical Methods in the Physical Sciences
Mathematical Methods in the Physical Sciences
3rd Edition
ISBN: 9780471198260
Author: Mary L. Boas
Publisher: Wiley, John & Sons, Incorporated
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Chapter 2.17, Problem 18MP

Verify the formulas in Problems 17 to 24.

a r c cos z = i 1 n ( z ± z 2 1

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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…
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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, ....

Chapter 2 Solutions

Mathematical Methods in the Physical Sciences

Ch. 2.4 - For each of the following numbers, first visualize...Ch. 2.4 - For each of the following numbers, first visualize...Ch. 2.4 - For each of the following numbers, first visualize...Ch. 2.4 - For each of the following numbers, first visualize...Ch. 2.4 - For each of the following numbers, first visualize...Ch. 2.4 - For each of the following numbers, first visualize...Ch. 2.4 - For each of the following numbers, first visualize...Ch. 2.4 - For each of the following numbers, first visualize...Ch. 2.4 - For each of the following numbers, first visualize...Ch. 2.4 - For each of the following numbers, first visualize...Ch. 2.5 - First simplify each of the following numbers to...Ch. 2.5 - First simplify each of the following numbers to...Ch. 2.5 - First simplify each of the following numbers to...Ch. 2.5 - First simplify each of the following numbers to...Ch. 2.5 - First simplify each of the following numbers to...Ch. 2.5 - First simplify each of the following numbers to...Ch. 2.5 - First simplify each of the following numbers to...Ch. 2.5 - First simplify each of the following numbers to...Ch. 2.5 - First simplify each of the following numbers to...Ch. 2.5 - First simplify each of the following numbers to...Ch. 2.5 - First simplify each of the following numbers to...Ch. 2.5 - First simplify each of the following numbers to...Ch. 2.5 - First simplify each of the following numbers to...Ch. 2.5 - First simplify each of the following numbers to...Ch. 2.5 - First simplify each of the following numbers to...Ch. 2.5 - First simplify each of the following numbers to...Ch. 2.5 - First simplify each of the following numbers to...Ch. 2.5 - First simplify each of the following numbers to...Ch. 2.5 - Find each of the following in rectangular (a+bi)...Ch. 2.5 - Find each of the following in rectangular (a+bi)...Ch. 2.5 - Find each of the following in rectangular (a+bi)...Ch. 2.5 - Find each of the following in rectangular (a+bi)...Ch. 2.5 - Find each of the following in rectangular (a+bi)...Ch. 2.5 - Find each of the following in rectangular (a+bi)...Ch. 2.5 - Prove that the conjugate of the quotient of two...Ch. 2.5 - Find the absolute value of each of the following...Ch. 2.5 - Find the absolute value of each of the following...Ch. 2.5 - Find the absolute value of each of the following...Ch. 2.5 - Find the absolute value of each of the following...Ch. 2.5 - Find the absolute value of each of the following...Ch. 2.5 - Find the absolute value of each of the following...Ch. 2.5 - Find the absolute value of each of the following...Ch. 2.5 - Find the absolute value of each of the following...Ch. 2.5 - Find the absolute value of each of the following...Ch. 2.5 - Solve for all possible values of the real numbers...Ch. 2.5 - Solve for all possible values of the real numbers...Ch. 2.5 - Solve for all possible values of the real numbers...Ch. 2.5 - Solve for all possible values of the real numbers...Ch. 2.5 - Solve for all possible values of the real numbers...Ch. 2.5 - Solve for all possible values of the real numbers...Ch. 2.5 - Solve for all possible values of the real numbers...Ch. 2.5 - Solve for all possible values of the real numbers...Ch. 2.5 - Solve for all possible values of the real numbers...Ch. 2.5 - Solve for all possible values of the real numbers...Ch. 2.5 - Solve for all possible values of the real numbers...Ch. 2.5 - Solve for all possible values of the real numbers...Ch. 2.5 - Solve for all possible values of the real numbers...Ch. 2.5 - Solve for all possible values of the real numbers...Ch. 2.5 - Solve for all possible values of the real numbers...Ch. 2.5 - Solve for all possible values of the real numbers...Ch. 2.5 - Describe geometrically the set of points in the...Ch. 2.5 - Describe geometrically the set of points in the...Ch. 2.5 - Describe geometrically the set of points in the...Ch. 2.5 - Describe geometrically the set of points in the...Ch. 2.5 - Describe geometrically the set of points in the...Ch. 2.5 - Describe geometrically the set of points in the...Ch. 2.5 - Describe geometrically the set of points in the...Ch. 2.5 - Describe geometrically the set of points in the...Ch. 2.5 - Describe geometrically the set of points in the...Ch. 2.5 - Describe geometrically the set of points in the...Ch. 2.5 - Describe geometrically the set of points in the...Ch. 2.5 - Describe geometrically the set of points in the...Ch. 2.5 - Describe geometrically the set of points in the...Ch. 2.5 - Describe geometrically the set of points in the...Ch. 2.5 - Show that z1z2 is the distance between the points...Ch. 2.5 - Find x and y as functions of t for the example...Ch. 2.5 - Find and a if z=(1it)/(2t+i).Ch. 2.5 - Find and a if z=cos2t+isin2t. Can you describe...Ch. 2.6 - Prove that an absolutely convergent series of...Ch. 2.6 - Test each of the following series for convergence....Ch. 2.6 - Test each of the following series for convergence....Ch. 2.6 - Test each of the following series for convergence....Ch. 2.6 - Test each of the following series for convergence....Ch. 2.6 - Test each of the following series for convergence....Ch. 2.6 - Test each of the following series for convergence....Ch. 2.6 - Test each of the following series for convergence....Ch. 2.6 - Test each of the following series for convergence....Ch. 2.6 - Test each of the following series for convergence....Ch. 2.6 - Test each of the following series for convergence....Ch. 2.6 - Test each of the following series for convergence....Ch. 2.6 - Test each of the following series for convergence....Ch. 2.6 - Prove that a series of complex terms diverges if...Ch. 2.7 - Find the disk on convergence for each of the...Ch. 2.7 - Find the disk on convergence for each of the...Ch. 2.7 - Find the disk on convergence for each of the...Ch. 2.7 - Find the disk on convergence for each of the...Ch. 2.7 - Find the disk on convergence for each of the...Ch. 2.7 - Find the disk on convergence for each of the...Ch. 2.7 - Find the disk on convergence for each of the...Ch. 2.7 - Find the disk on convergence for each of the...Ch. 2.7 - Find the disk on convergence for each of the...Ch. 2.7 - Find the disk on convergence for each of the...Ch. 2.7 - Find the disk on convergence for each of the...Ch. 2.7 - Find the disk on convergence for each of the...Ch. 2.7 - Find the disk on convergence for each of the...Ch. 2.7 - Find the disk on convergence for each of the...Ch. 2.7 - Find the disk on convergence for each of the...Ch. 2.7 - Find the disk on convergence for each of the...Ch. 2.7 - Verify the series in (7.3) by computer. Also show...Ch. 2.8 - Show from the power series (8.1) that...Ch. 2.8 - Show from the power series (8.1) that ddzez=ezCh. 2.8 - Find the power series for excosx and for exsinx...Ch. 2.9 - Express the following complex numbers in the x+iy...Ch. 2.9 - Express the following complex numbers in the x+iy...Ch. 2.9 - Express the following complex numbers in the x+iy...Ch. 2.9 - Express the following complex numbers in the x+iy...Ch. 2.9 - Express the following complex numbers in the x+iy...Ch. 2.9 - Express the following complex numbers in the x+iy...Ch. 2.9 - Express the following complex numbers in the x+iy...Ch. 2.9 - Express the following complex numbers in the x+iy...Ch. 2.9 - Express the following complex numbers in the x+iy...Ch. 2.9 - Express the following complex numbers in the x+iy...Ch. 2.9 - Express the following complex numbers in the x+iy...Ch. 2.9 - Express the following complex numbers in the x+iy...Ch. 2.9 - Express the following complex numbers in the x+iy...Ch. 2.9 - Express the following complex numbers in the x+iy...Ch. 2.9 - Express the following complex numbers in the x+iy...Ch. 2.9 - Express the following complex numbers in the x+iy...Ch. 2.9 - Express the following complex numbers in the x+iy...Ch. 2.9 - Express the following complex numbers in the x+iy...Ch. 2.9 - Express the following complex numbers in the x+iy...Ch. 2.9 - Express the following complex numbers in the x+iy...Ch. 2.9 - Express the following complex numbers in the x+iy...Ch. 2.9 - Express the following complex numbers in the x+iy...Ch. 2.9 - Express the following complex numbers in the x+iy...Ch. 2.9 - Express the following complex numbers in the x+iy...Ch. 2.9 - Express the following complex numbers in the x+iy...Ch. 2.9 - Express the following complex numbers in the x+iy...Ch. 2.9 - Show that for any real y,eiy=1. Hence show that...Ch. 2.9 - Show that the absolute value of a product of two...Ch. 2.9 - Use Problems 27 and 28 to find the following...Ch. 2.9 - Use Problems 27 and 28 to find the following...Ch. 2.9 - Use Problems 27 and 28 to find the following...Ch. 2.9 - Use Problems 27 and 28 to find the following...Ch. 2.9 - Use Problems 27 and 28 to find the following...Ch. 2.9 - Use Problems 27 and 28 to find the following...Ch. 2.9 - Use Problems 27 and 28 to find the following...Ch. 2.9 - Use Problems 27 and 28 to find the following...Ch. 2.9 - Use Problems 27 and 28 to find the following...Ch. 2.9 - Prob. 38PCh. 2.10 - Follow steps (a), (b), (c) above to find all the...Ch. 2.10 - Follow steps (a), (b), (c) above to find all the...Ch. 2.10 - Follow steps (a), (b), (c) above to find all the...Ch. 2.10 - Follow steps (a), (b), (c) above to find all the...Ch. 2.10 - Follow steps (a), (b), (c) above to find all the...Ch. 2.10 - Follow steps (a), (b), (c) above to find all the...Ch. 2.10 - Follow steps (a), (b), (c) above to find all the...Ch. 2.10 - Follow steps (a), (b), (c) above to find all the...Ch. 2.10 - Follow steps (a), (b), (c) above to find all the...Ch. 2.10 - Follow steps (a), (b), (c) above to find all the...Ch. 2.10 - Follow steps (a), (b), (c) above to find all the...Ch. 2.10 - Follow steps (a), (b), (c) above to find all the...Ch. 2.10 - Follow steps (a), (b), (c) above to find all the...Ch. 2.10 - Follow steps (a), (b), (c) above to find all the...Ch. 2.10 - Follow steps (a), (b), (c) above to find all the...Ch. 2.10 - Follow steps (a), (b), (c) above to find all the...Ch. 2.10 - Follow steps (a), (b), (c) above to find all the...Ch. 2.10 - Follow steps (a), (b), (c) above to find all the...Ch. 2.10 - Follow steps (a), (b), (c) above to find all the...Ch. 2.10 - Follow steps (a), (b), (c) above to find all the...Ch. 2.10 - Follow steps (a), (b), (c) above to find all the...Ch. 2.10 - Follow steps (a), (b), (c) above to find all the...Ch. 2.10 - Follow steps (a), (b), (c) above to find all the...Ch. 2.10 - Follow steps (a), (b), (c) above to find all the...Ch. 2.10 - Follow steps (a), (b), (c) above to find all the...Ch. 2.10 - Follow steps (a), (b), (c) above to find all the...Ch. 2.10 - Using the fact that a complex equation is really...Ch. 2.10 - As in Problem 27, find the formulas for sin3 and...Ch. 2.10 - Show that the center of mass of three identical...Ch. 2.10 - Show that the sum of the three cube roots of 8 is...Ch. 2.10 - Show that the sum of the n nth roots of any...Ch. 2.10 - The three cube roots of +1 are often called...Ch. 2.10 - Verify the results given for the roots in Example...Ch. 2.11 - Define sin z and Cos z by their power series....Ch. 2.11 - Solve the equations ei=cosisin,forcosandsin and so...Ch. 2.11 - Find each of the following in rectangular form...Ch. 2.11 - Find each of the following in rectangular form...Ch. 2.11 - Find each of the following in rectangular form...Ch. 2.11 - Find each of the following in rectangular form...Ch. 2.11 - Find each of the following in rectangular form...Ch. 2.11 - Find each of the following in rectangular form...Ch. 2.11 - Find each of the following in rectangular form...Ch. 2.11 - Find each of the following in rectangular form...Ch. 2.11 - In the following integrals express the sines and...Ch. 2.11 - In the following integrals express the sines and...Ch. 2.11 - In the following integrals express the sines and...Ch. 2.11 - In the following integrals express the sines and...Ch. 2.11 - In the following integrals express the sines and...Ch. 2.11 - In the following integrals express the sines and...Ch. 2.11 - Evaluate eax(acosbx+bsinbx)a2+b2 and take real...Ch. 2.11 - Evaluate e(a+ib)xdx and take real and imaginary...Ch. 2.12 - Verify each of the following by using equations...Ch. 2.12 - Verify each of the following by using equations...Ch. 2.12 - Verify each of the following by using equations...Ch. 2.12 - Verify each of the following by using equations...Ch. 2.12 - Verify each of the following by using equations...Ch. 2.12 - Verify each of the following by using equations...Ch. 2.12 - Verify each of the following by using equations...Ch. 2.12 - Verify each of the following by using equations...Ch. 2.12 - Verify each of the following by using equations...Ch. 2.12 - Verify each of the following by using equations...Ch. 2.12 - Verify each of the following by using equations...Ch. 2.12 - Verify each of the following by using equations...Ch. 2.12 - Verify each of the following by using equations...Ch. 2.12 - Verify each of the following by using equations...Ch. 2.12 - Verify each of the following by using equations...Ch. 2.12 - Verify each of the following by using equations...Ch. 2.12 - Verify each of the following by using equations...Ch. 2.12 - Verify each of the following by using equations...Ch. 2.12 - Verify each of the following by using equations...Ch. 2.12 - Show that enz=(coshz+sinhz)n=coshnz+sinhnz. Use...Ch. 2.12 - Use a computer to plot graphs of sinh x, cosh x,...Ch. 2.12 - Using (12.2) and (8. l), find, in summation form,...Ch. 2.12 - Find the real part, the imaginary part and the...Ch. 2.12 - Find the real part, the imaginary part and the...Ch. 2.12 - Find the real part, the imaginary part and the...Ch. 2.12 - Find the real part, the imaginary part and the...Ch. 2.12 - Find the real part, the imaginary part and the...Ch. 2.12 - Find the real part, the imaginary part and the...Ch. 2.12 - Find each of the following in the x+iy form and...Ch. 2.12 - Find each of the following in the x+iy form and...Ch. 2.12 - Find each of the following in the x+iy form and...Ch. 2.12 - Find each of the following in the x+iy form and...Ch. 2.12 - Find each of the following in the x+iy form and...Ch. 2.12 - Find each of the following in the x+iy form and...Ch. 2.12 - Find each of the following in the x+iy form and...Ch. 2.12 - Find each of the following in the x+iy form and...Ch. 2.12 - Find each of the following in the x+iy form and...Ch. 2.12 - The functions sin t, cos t, …, are called...Ch. 2.14 - Evaluate each if the following in x+iy, and...Ch. 2.14 - Evaluate each if the following in x+iy, and...Ch. 2.14 - Evaluate each if the following in x+iy, and...Ch. 2.14 - Evaluate each if the following in x+iy, and...Ch. 2.14 - Evaluate each if the following in x+iy, and...Ch. 2.14 - Evaluate each if the following in x+iy, and...Ch. 2.14 - Evaluate each if the following in x+iy, and...Ch. 2.14 - Evaluate each if the following in x+iy, and...Ch. 2.14 - Evaluate each if the following in x+iy, and...Ch. 2.14 - Evaluate each if the following in x+iy, and...Ch. 2.14 - Evaluate each if the following in x+iy, and...Ch. 2.14 - Prob. 12PCh. 2.14 - Evaluate each if the following in x+iy, and...Ch. 2.14 - Evaluate each if the following in x+iy, and...Ch. 2.14 - Evaluate each if the following in x+iy, and...Ch. 2.14 - Evaluate each if the following in x+iy, and...Ch. 2.14 - Evaluate each if the following in x+iy, and...Ch. 2.14 - Evaluate each if the following in x+iy, and...Ch. 2.14 - Evaluate each if the following in x+iy, and...Ch. 2.14 - Evaluate each if the following in x+iy, and...Ch. 2.14 - Evaluate each if the following in x+iy, and...Ch. 2.14 - Evaluate each if the following in x+iy, and...Ch. 2.14 - Evaluate each if the following in x+iy, and...Ch. 2.14 - Show that (ab)c can have more values than abc. As...Ch. 2.14 - Use a computer to find the three solutions of the...Ch. 2.15 - Find each of the following in the x+iy form and...Ch. 2.15 - Find each of the following in the x+iy form and...Ch. 2.15 - Find each of the following in the x+iy form and...Ch. 2.15 - Find each of the following in the x+iy form and...Ch. 2.15 - Find each of the following in the x+iy form and...Ch. 2.15 - Find each of the following in the x+iy form and...Ch. 2.15 - Prob. 7PCh. 2.15 - Find each of the following in the x+iy form and...Ch. 2.15 - Find each of the following in the x+iy form and...Ch. 2.15 - Find each of the following in the x+iy form and...Ch. 2.15 - Find each of the following in the x+iy form and...Ch. 2.15 - Find each of the following in the x+iy form and...Ch. 2.15 - Find each of the following in the x+iy form and...Ch. 2.15 - Find each of the following in the x+iy form and...Ch. 2.15 - Find each of the following in the x+iy form and...Ch. 2.15 - Find each of the following in the x+iy form and...Ch. 2.15 - Show that tan z never takes the values +1. Hint:...Ch. 2.15 - Show that tanh z never takes the values +1.Ch. 2.16 - Show that if the line through the origin and the...Ch. 2.16 - In each of the following problems, z represents...Ch. 2.16 - In each of the following problems, z represents...Ch. 2.16 - Z=(1+i)t-(2+i)(1-t). Hint: Show that the particle...Ch. 2.16 - z=z1t+z2(1t). Hint: See Problem 4; the straight...Ch. 2.16 - In electricity we learn that the resistance of two...Ch. 2.16 - In electricity we learn that the resistance of two...Ch. 2.16 - Find the impedance of the circuit in Figure 16.2...Ch. 2.16 - For the circuit in Figure 16.1: (a) Find in terms...Ch. 2.16 - Repeat Problem 9 for a circuit consisting of R, L,...Ch. 2.16 - Prove that...Ch. 2.16 - In optics, the following expression needs to be...Ch. 2.16 - Verify that eit, eit, cost, and sint satisfy...Ch. 2.17 - Find one or more values of each of the following...Ch. 2.17 - Find one or more values of each of the following...Ch. 2.17 - Find one or more values of each of the following...Ch. 2.17 - Find one or more values of each of the following...Ch. 2.17 - Find one or more values of each of the following...Ch. 2.17 - Find one or more values of each of the following...Ch. 2.17 - Find one or more values of each of the following...Ch. 2.17 - Find one or more values of each of the following...Ch. 2.17 - Find one or more values of each of the following...Ch. 2.17 - Find one or more values of each of the following...Ch. 2.17 - Find one or more values of each of the following...Ch. 2.17 - Find one or more values of each of the following...Ch. 2.17 - Prob. 13MPCh. 2.17 - Find the disk of convergence of the series ...Ch. 2.17 - For what z is the series z1nn absolutely...Ch. 2.17 - Describe the set of points z for which Re(ei/2z)2.Ch. 2.17 - Verify the formulas in Problems 17 to 24....Ch. 2.17 - Verify the formulas in Problems 17 to 24....Ch. 2.17 - Verify the formulas in Problems 17 to 24....Ch. 2.17 - Verify the formulas in Problems 17 to 24....Ch. 2.17 - Verify the formulas in Problems 17 to 24....Ch. 2.17 - Verify the formulas in Problems 17 to 24....Ch. 2.17 - Verify the formulas in Problems 17 to 24....Ch. 2.17 - Verify the formulas in Problems 17 to 24....Ch. 2.17 - (a) Show that cosz=cosz. (b) Is sinz=sinz? (c) If...Ch. 2.17 - Find 2eiiiei+2. Hint: See equation (5.1).Ch. 2.17 - Show that Rez=12(z+z) and that Imz=(1/2i)(zz)....Ch. 2.17 - Evaluate the following absolute square of a...Ch. 2.17 - If z=ab and 1a+b=1a+1b, find z.Ch. 2.17 - Write the series for ex(1+i). Write 1+i in the rei...Ch. 2.17 - Show that if a sequence of complex numbers tends...Ch. 2.17 - Use a series you know to show that n=0(1+i)nn!=e.
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