x is distributed in U (a, b) M x (t) = E ( e ^ tx) = a) ( e ^ (tb) - e ^ (ta))/ ( t (b-a)) for t that is not zero b) 1 for t = 0 Show that it is continuous at zero.

Given v (678) = U (,1;8%)*(x",0)de where U (,t;a") = ( 217 )* <im(8=e")°/2nt and 1 V (X",0) = - wie poz' /ħe-x'2/242 (TA)1/4 e’Poz' /H Using Gaussian integrals, show that 1 1/2 -2ħt) 1+ m2 1 6 1410) Lada cara no 15. (24) (-P0t/m)2 Ų (x, t) = eimr/2ht , "ofcas. 771/2 m
3. Let U-Bt- tB be Brownian bridge on [0, 1], where {BiJosesi is a Brownian process (i) Show E(Ut0 (ii) Show Cov(U,, Ut) s(1- t) for 0 s ts1. (ii) Let Xg(t)B Find functions g and h such that X, has the same covariance as a Brownian bridge.
3. Let U-Bt- tB be Brownian bridge on [0, 1], where {BiJosesi is a Brownian process (i) Show E(Ut0 (ii) Show Cov(U,, Ut) s(1- t) for 0 s ts1. (ii) Let Xg(t)B...
If T is a bounded operator on H with one-dimensional there exist vectors y, z E H such that Tx = (x, z)y for all show the following: sional range, show tha x H. Hence 0 (b) T-AT, λ is a scalar.
If T is a bounded operator on H with one-dimensional there exist vectors y, z E H such that Tx = (x, z)y for all show the following: sional range, show tha x H. Hence 0 (b) T-AT,...
Problem 3: Consider a continuous function x(t), defined for t 0. The Laplace Transform (LT) for x(t) is defined as: X(s) - Ix(t)e-st dt. Derive the following properties: a) LT(6(t))-1, the ?(t) is the Dirac-delta function b) LT(u(t))-1/s, where u(t) is the unit-step function c) LT(sin(wt))-u/(s2 + ?2) d) LT(x(t-t)u(t-t)) = e-stx(s), ? > 0. e LT(tx)-4x(s).
() At)x()B(f)u() Consider the following time-varying system y(t) C(f)x(t) where x) R", u(t)E R R 1 1) Derive the state transition matrix D(t,r) when A(f) = 0 0 sint 2) Assume that x(to) = x0 is given and u(f) is known in the interval [to, 4] Based on these assumptions, derive the complete solution by using the state transition matrix D(f, r). Also show that the solution is unique in the interval [to, 4]. 3) Let x(1) 0 and u(f)...
Recall that if T: R" R" is a linear transforrmation T(x) = [Tx, where [T is the transformation matrix, then 1. ker(T) null([T] (ker(T) is the kernel of T) 2. T is one-to-one exactly when ker(T) = {0 3. range of T subspace spanned by the columns of [T] col([T) 4. T is onto exactly when T(x) = [Tx = b is consistent for all b in R". 5. Also, T is onto exactly when range of T col([T]) =...
5. Find a solution u(x,t) of the following problem Ute = 2uz, 0< x < 2 u(0, t) u(2, t) = 0 u(x, 0) = 0, u(x, 0) = sin Tx - 2 sin 3ra .
5. Find a solution u(x,t) of the following problem Ute = 2uz, 0
2(a). Compute and plot the convolution of ytryh)x where h(t) t)-u(t-4), x(t)u(t)-u(t-1) and zero else b). Compute and plot the convolution y(n) h(n)*x (n) where h(n)-1, for 0Sns4, x(n) 1, n 0, 1 and zero else.
t) (2,t, e') 1. Consider the space curve r and B Tx N (a) Find T N= r°T T' (b) Compute the curvature K(t) of r(t)
t) (2,t, e') 1. Consider the space curve r and B Tx N (a) Find T N= r°T T' (b) Compute the curvature K(t) of r(t)
3. Let the Laplace transforms of signals (t) and y(t) be X(s) and Y(s) with appropriate regions of convergence, respectively (a) Show that the Laplace transform of x(t) * y(t) is X(s)Y (s). What is the region of convergence? (b) Show that the Laplace transform of tx(t) is -dX(s)/ds with the same region of x(t) convergence as tn-1 1 for Re{sa} > 0. -at e (c) Show that the Laplace transform of 'u(t) is n 1)! (sa)" 1 for Refsa}...