Mathematical Methods in the Physical Sciences
3rd Edition
ISBN: 9780471198260
Author: Mary L. Boas
Publisher: Wiley, John & Sons, Incorporated
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Chapter 7.13, Problem 6MP
Let
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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 7 Solutions
Mathematical Methods in the Physical Sciences
Ch. 7.2 - In Problems 1 to 6 find the amplitude, period,...Ch. 7.2 - In Problems 1 to 6 find the amplitude, period,...Ch. 7.2 - In Problems 1 to 6 find the amplitude, period,...Ch. 7.2 - In Problems 1 to 6 find the amplitude, period,...Ch. 7.2 - In Problems 1 to 6 find the amplitude, period,...Ch. 7.2 - In Problems 1 to 6 find the amplitude, period,...Ch. 7.2 - In Problems 7 to 10 you are given a complex...Ch. 7.2 - In Problems 7 to 10 you are given a complex...Ch. 7.2 - In Problems 7 to 10 you are given a complex...Ch. 7.2 - In Problems 7 to 10 you are given a complex...
Ch. 7.2 - The charge q on a capacitor in a simple a-c...Ch. 7.2 - RepeatProblem11:(a)ifq=Re4e30it;(b)ifq=Im4e30it.Ch. 7.2 - A simple pendulum consists of a point mass m...Ch. 7.2 - The displacements x of two simple pendulums (see...Ch. 7.2 - As in Problem 14, the displacements x of two...Ch. 7.2 - As in Problem 14, let the displacements be...Ch. 7.2 - Show that equation (2.10) for a wave can be...Ch. 7.2 - In Problems 18 to 20, find the amplitude, period,...Ch. 7.2 - In Problems 18 to 20, find the amplitude, period,...Ch. 7.2 - In Problems 18 to 20, find the amplitude, period,...Ch. 7.2 - Write the equation for a sinusoidal wave of...Ch. 7.2 - Do Problem 21 for a wave of amplitude 4, period 6,...Ch. 7.2 - Write an equation for a sinusoidal sound wave of...Ch. 7.2 - The velocity of sound in sea water is about...Ch. 7.2 - Write an equation for a sinusoidal radio wave of...Ch. 7.3 - For each of the following combinations of a...Ch. 7.3 - For each of the following combinations of a...Ch. 7.3 - For each of the following combinations of a...Ch. 7.3 - For each of the following combinations of a...Ch. 7.3 - Using the definition (end of Section 2) of a...Ch. 7.3 - In Problems 6 and 7, use a trigonometry formula to...Ch. 7.3 - In Problems 6 and 7, use a trigonometry formula to...Ch. 7.3 - A periodic modulated (AM) radio signal has the...Ch. 7.4 - Show that if f(x) has period p, the average value...Ch. 7.4 - (a) Prove that 0/2sin2xdx=0/2cos2xdx by making the...Ch. 7.4 - In Problems 3 to 12, find the average value of the...Ch. 7.4 - In Problems 3 to 12, find the average value of the...Ch. 7.4 - In Problems 3 to 12, find the average value of the...Ch. 7.4 - In Problems 3 to 12, find the average value of the...Ch. 7.4 - In Problems 3 to 12, find the average value of the...Ch. 7.4 - In Problems 3 to 12, find the average value of the...Ch. 7.4 - In Problems 3 to 12, find the average value of the...Ch. 7.4 - In Problems 3 to 12, find the average value of the...Ch. 7.4 - In Problems 3 to 12, find the average value of the...Ch. 7.4 - In Problems 3 to 12, find the average value of the...Ch. 7.4 - Using (4.3) and equations similar to (4.5) to...Ch. 7.4 - Use the results of Problem 13 to evaluate the...Ch. 7.4 - Use the results of Problem 13 to evaluate the...Ch. 7.4 - Use the results of Problem 13 to evaluate the...Ch. 7.5 - In each of the following problems you are given a...Ch. 7.5 - In each of the following problems you are given a...Ch. 7.5 - In each of the following problems you are given a...Ch. 7.5 - In each of the following problems you are given a...Ch. 7.5 - In each of the following problems you are given a...Ch. 7.5 - In each of the following problems you are given a...Ch. 7.5 - In each of the following problems you are given a...Ch. 7.5 - In each of the following problems you are given a...Ch. 7.5 - In each of the following problems you are given a...Ch. 7.5 - In each of the following problems you are given a...Ch. 7.5 - In each of the following problems you are given a...Ch. 7.5 - Show that in (5.2) the average values of...Ch. 7.5 - Write out the details of the derivation of...Ch. 7.6 - For each of the periodic functions in Problems 5.1...Ch. 7.6 - For each of the periodic functions in Problems 5.1...Ch. 7.6 - For each of the periodic functions in Problems 5.1...Ch. 7.6 - For each of the periodic functions in Problems 5.1...Ch. 7.6 - For each of the periodic functions in Problems 5.1...Ch. 7.6 - For each of the periodic functions in Problems 5.1...Ch. 7.6 - For each of the periodic functions in Problems 5.1...Ch. 7.6 - For each of the periodic functions in Problems 5.1...Ch. 7.6 - For each of the periodic functions in Problems 5.1...Ch. 7.6 - For each of the periodic functions in Problems 5.1...Ch. 7.6 - For each of the periodic functions in Problems 5.1...Ch. 7.6 - Use a computer to produce graphs like Fig. 6.2...Ch. 7.6 - Repeat the example using the same Fourier series...Ch. 7.6 - Use Problem 5.7 to show that oddn1/n2=2/8. Try...Ch. 7.6 - UseProblem5.11toshowthat1221+1421+1621+=12.Ch. 7.7 - Expand the same functions as in Problems 5.1 to...Ch. 7.7 - Expand the same functions as in Problems 5.1 to...Ch. 7.7 - Expand the same functions as in Problems 5.1 to...Ch. 7.7 - Expand the same functions as in Problems 5.1 to...Ch. 7.7 - Expand the same functions as in Problems 5.1 to...Ch. 7.7 - Expand the same functions as in Problems 5.1 to...Ch. 7.7 - Expand the same functions as in Problems 5.1 to...Ch. 7.7 - Expand the same functions as in Problems 5.1 to...Ch. 7.7 - Expand the same functions as in Problems 5.1 to...Ch. 7.7 - Expand the same functions as in Problems 5.1 to...Ch. 7.7 - Expand the same functions as in Problems 5.1 to...Ch. 7.7 - Show that if a real f(x) is expanded in a complex...Ch. 7.7 - If f(x)=12a0+1ancosnx+1bnsinnx=cneinx, use Eulers...Ch. 7.8 - In Problems 5.1 to 5.9, define each function by...Ch. 7.8 - In Problems 5.1 to 5.9, define each function by...Ch. 7.8 - In Problems 5.1 to 5.9, define each function by...Ch. 7.8 - In Problems 5.1 to 5.9, define each function by...Ch. 7.8 - In Problems 5.1 to 5.9, define each function by...Ch. 7.8 - In Problems 5.1 to 5.9, define each function by...Ch. 7.8 - In Problems 5.1 to 5.9, define each function by...Ch. 7.8 - In Problems 5.1 to 5.9, define each function by...Ch. 7.8 - In Problems 5.1 to 5.9, define each function by...Ch. 7.8 - (a) Sketch several periods of the function f(x) of...Ch. 7.8 - In Problems 11 to 14, parts (a) and (b), you are...Ch. 7.8 - In Problems 11 to 14, parts (a) and (b), you are...Ch. 7.8 - In Problems 11 to 14, parts (a) and (b), you are...Ch. 7.8 - In Problems 11 to 14, parts (a) and (b), you are...Ch. 7.8 - Sketch (or computer plot) each of the following...Ch. 7.8 - Each of the following functions is given over one...Ch. 7.8 - Each of the following functions is given over one...Ch. 7.8 - Each of the following functions is given over one...Ch. 7.8 - Each of the following functions is given over one...Ch. 7.8 - Each of the following functions is given over one...Ch. 7.8 - Write out the details of the derivation of the...Ch. 7.9 - The functions in Problems 1 to 3 are neither even...Ch. 7.9 - The functions in Problems 1 to 3 are neither even...Ch. 7.9 - The functions in Problems 1 to 3 are neither even...Ch. 7.9 - The functions in Problems 1 to 3 are neither even...Ch. 7.9 - Each of the functions in Problems 5 to 12 is given...Ch. 7.9 - Each of the functions in Problems 5 to 12 is given...Ch. 7.9 - Each of the functions in Problems 5 to 12 is given...Ch. 7.9 - Each of the functions in Problems 5 to 12 is given...Ch. 7.9 - Each of the functions in Problems 5 to 12 is given...Ch. 7.9 - Each of the functions in Problems 5 to 12 is given...Ch. 7.9 - Each of the functions in Problems 5 to 12 is given...Ch. 7.9 - Each of the functions in Problems 5 to 12 is given...Ch. 7.9 - Give algebraic proofs of (9.3). Hint: Write...Ch. 7.9 - Give algebraic proofs that for even and odd...Ch. 7.9 - Given f(x)=x for 0x1, sketch the even function fc...Ch. 7.9 - Let f(x)=sin2x,0x. Sketch (or computer plot) the...Ch. 7.9 - In Problems 17 to 22 you are given f(x) on an...Ch. 7.9 - In Problems 17 to 22 you are given f(x) on an...Ch. 7.9 - In Problems 17 to 22 you are given f(x) on an...Ch. 7.9 - In Problems 17 to 22 you are given f(x) on an...Ch. 7.9 - In Problems 17 to 22 you are given f(x) on an...Ch. 7.9 - In Problems 17 to 22 you are given f(x) on an...Ch. 7.9 - If a violin string is plucked (pulled aside and...Ch. 7.9 - If, in Problem 23, the string is stopped at the...Ch. 7.9 - Suppose that f(x) and its derivative f(x) are both...Ch. 7.9 - In Problems 26 and 27, find the indicated Fourier...Ch. 7.9 - In Problems 26 and 27, find the indicated Fourier...Ch. 7.10 - In Problems 1 to 3, the graphs sketched represent...Ch. 7.10 - In Problems 1 to 3, the graphs sketched represent...Ch. 7.10 - In Problems 1 to 3, the graphs sketched represent...Ch. 7.10 - In Problems 4 to 10, the sketches show several...Ch. 7.10 - In Problems 4 to 10, the sketches show several...Ch. 7.10 - In Problems 4 to 10, the sketches show several...Ch. 7.10 - In Problems 4 to 10, the sketches show several...Ch. 7.10 - In Problems 4 to 10, the sketches show several...Ch. 7.10 - In Problems 4 to 10, the sketches show several...Ch. 7.10 - In Problems 4 to 10, the sketches show several...Ch. 7.11 - Prove (11.4) for a function of period 2l expanded...Ch. 7.11 - Prove that if f(x)=i=cneinx, then the average...Ch. 7.11 - If f(x) is complex, we usually want the average of...Ch. 7.11 - When a current I flows through a resistance R, the...Ch. 7.11 - Use Parsevals theorem and the results of the...Ch. 7.11 - Use Parsevals theorem and the results of the...Ch. 7.11 - Use Parsevals theorem and the results of the...Ch. 7.11 - Use Parsevals theorem and the results of the...Ch. 7.11 - Use Parsevals theorem and the results of the...Ch. 7.11 - A general form of Parsevals theorem says that if...Ch. 7.11 - Let f(x) on (0,2l) satisfy f(2lx)=f(x), that is,...Ch. 7.12 - Following a method similar to that used in...Ch. 7.12 - Do Example 1 above by using a cosine transform...Ch. 7.12 - In Problems 3 to 12, find the exponential Fourier...Ch. 7.12 - In Problems 3 to 12, find the exponential Fourier...Ch. 7.12 - In Problems 3 to 12, find the exponential Fourier...Ch. 7.12 - In Problems 3 to 12, find the exponential Fourier...Ch. 7.12 - In Problems 3 to 12, find the exponential Fourier...Ch. 7.12 - In Problems 3 to 12, find the exponential Fourier...Ch. 7.12 - In Problems 3 to 12, find the exponential Fourier...Ch. 7.12 - In Problems 3 to 12, find the exponential Fourier...Ch. 7.12 - In Problems 3 to 12, find the exponential Fourier...Ch. 7.12 - In Problems 3 to 12, find the exponential Fourier...Ch. 7.12 - In Problems 13 to 16, find the Fourier cosine...Ch. 7.12 - In Problems 13 to 16, find the Fourier cosine...Ch. 7.12 - In Problems 13 to 16, find the Fourier cosine...Ch. 7.12 - In Problems 13 to 16, find the Fourier cosine...Ch. 7.12 - In Problems 17 to 20, find the Fourier sine...Ch. 7.12 - In Problems 17 to 20, find the Fourier sine...Ch. 7.12 - In Problems 17 to 20, find the Fourier sine...Ch. 7.12 - In Problems 17 to 20, find the Fourier sine...Ch. 7.12 - Find the Fourier transform of f(x)=ex2/22. Hint:...Ch. 7.12 - The function j1()=(cossin)/ is of interest in...Ch. 7.12 - Using Problem 17, show that...Ch. 7.12 - (a) Find the exponential Fourier transform of...Ch. 7.12 - (a) Represent as an exponential Fourier transform...Ch. 7.12 - Using Problem 15, show that 01cos2d=2.Ch. 7.12 - Represent each of the following functions (a) by a...Ch. 7.12 - Represent each of the following functions (a) by a...Ch. 7.12 - Represent each of the following functions (a) by a...Ch. 7.12 - Represent each of the following functions (a) by a...Ch. 7.12 - Verify Parsevals theorem (12.24) for the special...Ch. 7.12 - Verify Parsevals theorem (12.24) for the special...Ch. 7.12 - Verify Parsevals theorem (12.24) for the special...Ch. 7.12 - Show that if (12.2) is written with the factor 1/2...Ch. 7.12 - Starting with the symmetrized integrals as in...Ch. 7.12 - Normalize f(x) in Problem 21; that is find the...Ch. 7.13 - The displacement (from equilibrium) of a particle...Ch. 7.13 - The symbol [x] means the greatest integer less...Ch. 7.13 - We have said that Fourier series can represent...Ch. 7.13 - The diagram shows a relaxation oscillator. The...Ch. 7.13 - Consider one arch of f(x)=sinx. Show that the...Ch. 7.13 - Let f(t)=eit on (,). Expand f(t) in a complex...Ch. 7.13 - Given f(x)=x on (,), expand f(x) in an appropriate...Ch. 7.13 - From facts you know, find in your head the average...Ch. 7.13 - Given f(x)= x,0x1, 2,1x2. (a) Sketch at least...Ch. 7.13 - (a) Sketch at least three periods of the graph of...Ch. 7.13 - Find the three Fourier series in Problems 9 and...Ch. 7.13 - What would be the apparent frequency of a sound...Ch. 7.13 - (a) Given f(x)=(x)/2 on (0,), find the sine series...Ch. 7.13 - (a) Find the Fourier series of period 2 for...Ch. 7.13 - Given f(x)=1,2x0,1,0x2, find the exponential...Ch. 7.13 - Given f(x)=x,0x1,2x,1x2,0,x2, find the cosine...Ch. 7.13 - Show that the Fourier sine transform of x1/2 is...Ch. 7.13 - Let f(x) and g() be a pair of Fourier transforms....Ch. 7.13 - Find the form of Parsevals theorem ( 12.24) for...Ch. 7.13 - Find the exponential Fourier transform of...Ch. 7.13 - Define a function h(x)=k=f(x+2k), assuming that...Ch. 7.13 - Use Poissons formula (Problem 21b) and Problem 20...Ch. 7.13 - Use Parsevals theorem and Problem 12.11 to...
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