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1. This document contains three sections on linear algebra, analysis, and probability. Some key points: 2. In linear algebra, it asks to find an orthogonal basis for a subspace spanned by vectors, prove properties of eigenvalues of matrices, and determine if certain matrices commute. 3. In analysis, it covers Fourier transforms of shifted and derived functions, solving an ODE problem, and solving a modified diffusion equation boundary value problem. 4. In probability, it asks to compute a conditional expectation, find cumulants of the normal distribution, and calculate a probability involving randomly placing chess pieces without bishops next to each other.

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d.panayi6528
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20 views

Test

1. This document contains three sections on linear algebra, analysis, and probability. Some key points: 2. In linear algebra, it asks to find an orthogonal basis for a subspace spanned by vectors, prove properties of eigenvalues of matrices, and determine if certain matrices commute. 3. In analysis, it covers Fourier transforms of shifted and derived functions, solving an ODE problem, and solving a modified diffusion equation boundary value problem. 4. In probability, it asks to compute a conditional expectation, find cumulants of the normal distribution, and calculate a probability involving randomly placing chess pieces without bishops next to each other.

Uploaded by

d.panayi6528
Copyright
© Attribution Non-Commercial (BY-NC)
Available Formats
Download as DOC or read online on Scribd
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1 Linear algebra

1. Find an orthogonal basis for the subspace of R4 spanned by three


vectors
(1, 1, 1, 1), (2, 1, 2, 1), (0, 1, 0, 1).
2. Let A be a matrix (not necessarily square). Prove that all eigenvalues
of the matrix A_A are non-negative real numbers. (A_ denotes the
conjugate transpose matrix of A).
3. Let A,B be square matrices of the same size. Prove that
tr(AB) = tr(BA).
(tr denotes the trace of a matrix)
4. Do there exist 3 × 3 matrices A,B such that
AB − BA =0
@
1 −2 6
2 0 −1
−6 1 1
1A
?
(Hint: Use the result of the previous exercise)

2 Analysis
1. Let f : R ! R be differentiable L1 function and let ˜ f be its Fourier
transfer. What is Fourier transfer of the function f(x+c), where c 2 R
is a constant? What is Fourier transfer of the derivative of f?
2. Let a, b, c > 0 and let y be the solution of the following ODE
a
d2y
d2t
+b
dy
dt
+ cy = 0, y(0) = c1,
dy
dt
(0) = c2.
Show that
lim
t!+1
y(t) = 0.
3. Assume a solution of the form u(x, t) = X(x)T(t) to the modified
diffusion
equation ut − Duxx − _u = 0. First show that the equation
separates and find the general solution for X(x) and T(t). Next,
assuming
that D > 0, _ _ 0, L > 0, solve the boundary value problem
ut − Duxx − _u = 0, for all 0 _ x _ L, t _ 0
ux(0, t) = ux(L, t) = 0, for all t _ 0
u(x, 0) = cos(_x/L) + cos(2_x/L).

3 Probability
1. The joint distribution of X and Y is given by
f(x, y) = e−y/y, 0 < x < y < 1. Compute E(X2 + Y 2 |Y = y).
2. Let X be a random variable. The cumulants _n of X are defined by
the cumulant-generating function
g(t) = log(E(exp(tX))).
The nth cumulant is given by _n = g(n)(0) (the nth derivative of g at
0).
Find the first five cumulants of the normal one dimensional distribution.
3. In a game of chess there are 32 pieces, 4 of which are Bishops. If
you
select the pieces at random, without replacement, and place them in
a line, what is the probability that there are no Bishops next to each
other?

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