Elementary Differential Equations
Elementary Differential Equations
10th Edition
ISBN: 9780470458327
Author: William E. Boyce, Richard C. DiPrima
Publisher: Wiley, John & Sons, Incorporated
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Chapter 7.6, Problem 3P

(a)

To determine

The solution of the given differential equation.

(b)

To determine

Interpret the behavior of the solution obtained in part (a) as t.

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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 7 Solutions

Elementary Differential Equations

Ch. 7.1 - Prob. 11PCh. 7.1 - Prob. 12PCh. 7.1 - Prob. 13PCh. 7.1 - Prob. 14PCh. 7.1 - Prob. 15PCh. 7.1 - Prob. 16PCh. 7.1 - Prob. 17PCh. 7.1 - Prob. 18PCh. 7.1 - Consider the circuit shown in Figure 7.1.2. Let...Ch. 7.1 - Prob. 20PCh. 7.1 - Prob. 21PCh. 7.1 - Prob. 22PCh. 7.1 - Prob. 23PCh. 7.2 - Prob. 1PCh. 7.2 - Prob. 2PCh. 7.2 - Prob. 3PCh. 7.2 - Prob. 4PCh. 7.2 - Prob. 5PCh. 7.2 - Prob. 6PCh. 7.2 - Prob. 7PCh. 7.2 - Prob. 8PCh. 7.2 - Prob. 9PCh. 7.2 - Prob. 10PCh. 7.2 - Prob. 11PCh. 7.2 - Prob. 12PCh. 7.2 - Prob. 13PCh. 7.2 - Prob. 14PCh. 7.2 - Prob. 15PCh. 7.2 - Prob. 16PCh. 7.2 - Prob. 17PCh. 7.2 - Prob. 18PCh. 7.2 - Prob. 19PCh. 7.2 - Prob. 20PCh. 7.2 - Prob. 21PCh. 7.2 - Prob. 22PCh. 7.2 - Prob. 23PCh. 7.2 - Prob. 24PCh. 7.2 - Prob. 25PCh. 7.2 - Prob. 26PCh. 7.3 - In each of Problems 1 through 6, either solve the...Ch. 7.3 - In each of Problems 1 through 6, either solve the...Ch. 7.3 - Prob. 3PCh. 7.3 - Prob. 4PCh. 7.3 - Prob. 5PCh. 7.3 - Prob. 6PCh. 7.3 - Prob. 7PCh. 7.3 - Prob. 8PCh. 7.3 - Prob. 9PCh. 7.3 - Prob. 10PCh. 7.3 - Prob. 11PCh. 7.3 - Prob. 12PCh. 7.3 - Prob. 13PCh. 7.3 - Prob. 14PCh. 7.3 - Prob. 15PCh. 7.3 - Prob. 16PCh. 7.3 - Prob. 17PCh. 7.3 - Prob. 18PCh. 7.3 - Prob. 19PCh. 7.3 - Prob. 20PCh. 7.3 - Prob. 21PCh. 7.3 - Prob. 22PCh. 7.3 - Prob. 23PCh. 7.3 - Prob. 24PCh. 7.3 - Prob. 25PCh. 7.3 - Prob. 26PCh. 7.3 - Prob. 27PCh. 7.3 - Prob. 28PCh. 7.3 - Prob. 29PCh. 7.3 - Prob. 31PCh. 7.3 - Prob. 32PCh. 7.3 - Prob. 33PCh. 7.3 - Prob. 34PCh. 7.4 - Prove the generalization of Theorem 7.4.1, as...Ch. 7.4 - Prob. 2PCh. 7.4 - Prob. 3PCh. 7.4 - Prob. 4PCh. 7.4 - Prob. 5PCh. 7.4 - Prob. 6PCh. 7.4 - Prob. 7PCh. 7.4 - Prob. 8PCh. 7.4 - Prob. 9PCh. 7.5 - In each of Problems 1 through 6: Find the general...Ch. 7.5 - Prob. 2PCh. 7.5 - Prob. 3PCh. 7.5 - In each of Problems 1 through 6: Find the general...Ch. 7.5 - Prob. 5PCh. 7.5 - Prob. 6PCh. 7.5 - Prob. 7PCh. 7.5 - Prob. 8PCh. 7.5 - Prob. 9PCh. 7.5 - Prob. 10PCh. 7.5 - Prob. 11PCh. 7.5 - Prob. 12PCh. 7.5 - Prob. 13PCh. 7.5 - In each of Problems 9 through 14, find the general...Ch. 7.5 - Prob. 15PCh. 7.5 - Prob. 16PCh. 7.5 - Prob. 17PCh. 7.5 - Prob. 18PCh. 7.5 - Prob. 19PCh. 7.5 - Prob. 20PCh. 7.5 - Prob. 21PCh. 7.5 - Prob. 22PCh. 7.5 - Prob. 23PCh. 7.5 - Prob. 24PCh. 7.5 - Prob. 25PCh. 7.5 - Prob. 26PCh. 7.5 - Prob. 27PCh. 7.5 - Prob. 28PCh. 7.5 - Prob. 29PCh. 7.5 - Prob. 30PCh. 7.5 - Prob. 31PCh. 7.5 - Prob. 32PCh. 7.5 - Prob. 33PCh. 7.6 - In each of Problems 1 through 6: Express the...Ch. 7.6 - Prob. 2PCh. 7.6 - In each of Problems 1 through 6: Express the...Ch. 7.6 - Prob. 4PCh. 7.6 - In each of Problems 1 through 6: Express the...Ch. 7.6 - In each of Problems 1 through 6: Express the...Ch. 7.6 - Prob. 7PCh. 7.6 - Prob. 8PCh. 7.6 - In each of Problems 9 and 10, find the solution of...Ch. 7.6 - Prob. 10PCh. 7.6 - Prob. 11PCh. 7.6 - Prob. 12PCh. 7.6 - Prob. 13PCh. 7.6 - Prob. 14PCh. 7.6 - Prob. 15PCh. 7.6 - Prob. 16PCh. 7.6 - Prob. 17PCh. 7.6 - Prob. 18PCh. 7.6 - Prob. 19PCh. 7.6 - Prob. 20PCh. 7.6 - Prob. 21PCh. 7.6 - Prob. 22PCh. 7.6 - Prob. 23PCh. 7.6 - Prob. 24PCh. 7.6 - Prob. 25PCh. 7.6 - Prob. 26PCh. 7.6 - Prob. 27PCh. 7.6 - Prob. 28PCh. 7.6 - Prob. 29PCh. 7.7 - In each of Problems 1 through 10: Find a...Ch. 7.7 - Prob. 2PCh. 7.7 - Prob. 3PCh. 7.7 - Prob. 4PCh. 7.7 - Prob. 5PCh. 7.7 - Prob. 6PCh. 7.7 - Prob. 7PCh. 7.7 - Prob. 8PCh. 7.7 - Prob. 9PCh. 7.7 - Prob. 10PCh. 7.7 - Prob. 11PCh. 7.7 - Prob. 12PCh. 7.7 - Prob. 13PCh. 7.7 - Prob. 14PCh. 7.7 - Prob. 15PCh. 7.7 - Prob. 16PCh. 7.7 - Prob. 17PCh. 7.7 - Prob. 18PCh. 7.8 - Prob. 1PCh. 7.8 - Prob. 2PCh. 7.8 - Prob. 3PCh. 7.8 - Prob. 4PCh. 7.8 - Prob. 5PCh. 7.8 - Prob. 6PCh. 7.8 - Prob. 7PCh. 7.8 - Prob. 8PCh. 7.8 - Prob. 9PCh. 7.8 - Prob. 10PCh. 7.8 - Prob. 13PCh. 7.8 - Prob. 14PCh. 7.8 - Prob. 15PCh. 7.8 - Prob. 16PCh. 7.8 - Prob. 17PCh. 7.8 - Prob. 18PCh. 7.8 - Prob. 19PCh. 7.8 - Prob. 20PCh. 7.8 - Prob. 21PCh. 7.8 - Prob. 22PCh. 7.9 - Prob. 1PCh. 7.9 - In each of Problems 1 through 12 find the general...Ch. 7.9 - Prob. 3PCh. 7.9 - Prob. 4PCh. 7.9 - Prob. 5PCh. 7.9 - In each of Problems 1 through 12 find the general...Ch. 7.9 - Prob. 7PCh. 7.9 - Prob. 8PCh. 7.9 - Prob. 9PCh. 7.9 - Prob. 10PCh. 7.9 - In each of Problems 1 through 12 find the general...Ch. 7.9 - Prob. 12PCh. 7.9 - Prob. 13PCh. 7.9 - Prob. 14PCh. 7.9 - Prob. 15PCh. 7.9 - Prob. 16PCh. 7.9 - Prob. 17PCh. 7.9 - Prob. 18P
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