Problems

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Solution: Notice that \(\mathbb{E}(X_i) = 0, \mathbb{E}(X_i^2) = 1\) and so \(\mathbb{E}(S_n) =0, \textrm{Var}(S_n) = n\).

1. Then by the central limit theorem (or alternatively the normal approximation to the binomial), \begin{align*} && \mathbb{P}(S_n > 100) &\underbrace{\approx}_{\text{CLT}} \mathbb{P} \left (Z > \frac{100}{\sqrt{10\, 000}} \right) \\ &&&= \mathbb{P}(Z > 1) \\ &&&= 1-\Phi(1) \\ &&&\approx 15.9\% \end{align*}
2. \begin{align*} &&\mathbb{P}(S_n > 0.01n) &\approx \mathbb{P} \left (Z > \frac{0.01n}{\sqrt{n}} \right) \\ &&&= \mathbb{P}(Z > 0.01 \sqrt{n}) \\ &&&= 1-\Phi(0.01\sqrt{n}) \\ &&&< 0.01 \\ && \Phi^{-1}(0.01) &= -2.3263\ldots \\ \Rightarrow && 0.01 \sqrt{n} &= 2.3263\ldots \\ \Rightarrow && n &\approx 233^2 \end{align*}

\begin{array}{cc|cc} 1\text{st throw}& k\text{th throw} & X_1 + X_k & Y_k \\ \hline \text{head} & \text{head} & 1 + 1 & 2 \\ \text{head} & \text{tail} & 1 - 1 & 0 \\ \text{tail} & \text{head} & -1 + 1 & 0 \\ \text{tail} & \text{tail} & -1- 1 & -2 \\ \end{array} Across all possible cases \(Y_k = X_1 + X_k\) so therefore these random variables are equal. \begin{align*} \mathbb{E}(Y_k) &= \mathbb{E}(X_1) + \mathbb{E}(Y_k) \\ &= 0 + 0 = 0 \\ \\ \textrm{Var}(Y_k) &= \textrm{Var}(X_1)+\textrm{Var}(X_k) \\ &= 2 \\ \\ \mathbb{E}\left (\sum_{k=2}^n Y_k \right) &= 0 \\ \textrm{Var}\left (\sum_{k=2}^n Y_k \right) &= 2(n-1) \end{align*} Therefore approximately \(\displaystyle \sum_{k=2}^n Y_k \approx N(0, 2(n-1))\) \begin{align*} \mathbb{P} \left (\sum_{k=2}^n Y_k > 0.01(n-1) \right) &\approx \mathbb{P} \left (Z > \frac{0.01(n-1)}{\sqrt{2(n-1)}} \right) \\ &= \mathbb{P} \left (Z > c \sqrt{n-1} \right) \\ &\to 0 \text{ as } n \to \infty \end{align*}

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Solution: Since the toad never crosses when it's not safe, she is certain to cross. (Probability she hasn't crossed after the \(n\)th minute is \(0.9^n \to 0\)). \begin{array}{c|c|c|c|c|c|c|c} \text{will try dangerously} & \text{is safe} & \text{has tried} & \text{tries safely} & \text{tries unsafely} & \text{succeeds} & \text{succeeds unsafely} & \text{fails} \\ \hline 0 & 0.1 & 0 & 0.1 & 0 & 0.1 & 0 & 0\\ \frac13 & 0.1 & 0.1 & 0.09 & 0.27 & 0.144 & 0.054 & 0.216\\ \frac23 & 0.1 & 0.46 & 0.054 & 0.324 & 0.1188 & 0.0648 & 0.2592\\ 1 & 0.1 & 0.838 & 0.0162 & 0.1458 & 0.04536 & 0.02916 & 0.11664\\ \hline & & & & & 0.40816 & 0.14796 & \\ \hline \end{array} So \(\mathbb{P}(\text{frog crosses safely}) = 0.40816\) and \(\mathbb{P}(\text{frog beats toad across}) = 0.14796\). \begin{align*} \mathbb{P}(\text{frog run over} | \text{frog not crossed after 2 minutes}) &= \frac{\mathbb{P}(\text{frog run over and frog not crossed after 2 minutes})}{\mathbb{P}(\text{frog not crossed after 2 minutes})} \\ &= \frac{\mathbb{P}(\text{frog run over within 2 minutes})}{\mathbb{P}(\text{frog not crossed after 2 minutes})} \\ &= \frac{\mathbb{P}(\text{frog run over within 2 minutes})}{1-\mathbb{P}(\text{crossed after 2 minutes})} \\ &= \frac{0.216+0.2592}{1-0.3628} \\ &= 0.7457\ldots \end{align*}

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Solution: For \(h(x)\) to be written in this form \(b^2=4ac\). Suppose \(f(x) = 3x^2+4x\), \(g(x) = x^2-2\). then, \begin{align*} && f(x) + \lambda g(x) &= (3+\lambda)x^2+4x - 2 \lambda \\ \Rightarrow && 0 &= 16 + 8(3+\lambda) \lambda \\ \Rightarrow && 0 &= 2+ 3 \lambda + \lambda^2 \\ &&&= (\lambda +1)(\lambda + 2) \\ \Rightarrow && \lambda &= -1 , -2 \\ \end{align*} \begin{align*} && f(x) - g(x) &= 2(x+1)^2 \\ && f(x) -2g(x) &= (x+2)^2 \\ \Rightarrow && g(x) &= 2(x+1)^2 - (x+2)^2 \\ && f(x) &= 4(x+1)^2 - (x+2)^2 \end{align*} Suppose \(f(x) = 3x^2+4x, g(x) = x^2 + \alpha\), then \begin{align*} && f(x) + \lambda g(x) &= (3+\lambda)x^2+4x+\lambda \alpha \\ \Rightarrow && 0 &= 16 -2\lambda \alpha(\lambda + 3) \\ && 0 &= \alpha \lambda^2 +3\lambda-8 \\ \Rightarrow && 0 &= 9 +32 \alpha \\ \Rightarrow && \alpha &= -\frac{9}{32} \end{align*}

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Solution: \begin{align*} && 0 &= 3y^{2}-10xy+3x^{2}+16y-16x+15 \\ \Rightarrow && 0 &= 6y \frac{\d y}{\d x} - 10x \frac{\d y}{\d x} - 10y + 6x+ 16 \frac{\d y}{\d x } - 16 \\ &&&= \frac{\d y}{\d x} \left (6y - 10x +16 \right) - (10y-6x+16) \\ \Rightarrow && \frac{\d y}{\d x} &= \frac{5y-3x+8}{3y-5x+8} \\ \Rightarrow && \frac{y-t}{x-s} &= \frac{5t-3s+8}{3t-5s+8} \\ && y &= \left(\frac{5t-3s+8}{3t-5s+8}\right)x -\left(\frac{5t-3s+8}{3t-5s+8}\right)s + t \\ &&&= \left(\frac{5t-3s+8}{3t-5s+8}\right)x - \frac{(5ts-3s^2+8s)-(3t^2-5st+8t)}{3t-5s+8} \\ &&&= \left(\frac{5t-3s+8}{3t-5s+8}\right)x - \frac{(5ts-3s^2+8s)-(3t^2-5st+8t)}{3t-5s+8} \\ &&&= \left(\frac{5t-3s+8}{3t-5s+8}\right)x - \frac{8s-8t-(3s^2+3t^2-10st)}{3t-5s+8} \\ &&&= \left(\frac{5t-3s+8}{3t-5s+8}\right)x - \frac{8s-8t-(16s-16t-15)}{3t-5s+8} \\ &&&= \left(\frac{5t-3s+8}{3t-5s+8}\right)x - \frac{8t-8s+15}{3t-5s+8} \\ \end{align*} While \(x \to \infty\) we still have \(3 \frac{y^2}{x^2} - 10 \frac{y}{x} + 3 + 16 \frac{y}{x^2} - 16\frac{1}{x} + 15 \frac{1}{x^2} = 0\), ie if \(\frac{y}{x} = k\), then \(3k^2 - 10k + 3 \to 0 \Rightarrow k \to 3, \frac13\). Therefore, as \(s \to \infty\) we can write \begin{align*} && y &= \left(\frac{5\frac{t}{s}-3+8\frac{1}{s}}{3\frac{t}{s}-5+8\frac1{s}}\right)x - \frac{8\frac{t}s-8+15\frac{1}{s}}{3\frac{t}{s}-5+8\frac{1}{s}} \\ k \to 3: &&& \to \left(\frac{15-3}{9-5}\right)x - \frac{24-8}{9-5} \\ &&&= 3x - 4 \\ k \to \frac13: && &\to \left(\frac{\frac53-3}{1-5}\right)x - \frac{\frac83-8}{1-5} \\ &&&= \frac13 x - \frac43 \end{align*} Therefore the equations are \(y = 3x-4\) and \(3y=x-4\) The lines are parallel to \(y = 3x\) and \(y = \frac13x\), so by considering the triangles formed with the origin and a point \(1\) along the \(x\) or \(y\) axis we can see the angles are identical. This means the line \(y = x\) is parallel to one axis and \(y = -x\) is parallel to the other. They must meet where our two lines meet which is \((1,-1)\), so our lines are \(y = x-2\) and \(y = -x\)

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Solution: \begin{align*} && x-y &= \frac1z - \frac1y \\ && x-z &= \frac1x - \frac1y \\ && y-z &= \frac1x - \frac1z \\ \Rightarrow && (x-y)(x-z)(y-z) &= \frac{(y-z)(y-x)(z-x)}{x^2y^2z^2} \\ \Rightarrow && x^2y^2 z^2 &= 1 \\ \end{align*} Suppose \(x + \frac1{y} =k \Rightarrow xy + 1 = ky\) Therefore \(y + \frac{1}{z} = y \pm xy = k\) Therefore \(1 \mp y = k(y \mp 1) \Rightarrow k = \pm 1\)

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Solution: Note that \(\cos 4 \phi = \cos \phi, \cos 3 \phi = \cos 2 \phi\) \begin{align*} && LHS & = 2y^2 \\ &&&= 2 \left ( \cos \phi + \cos 2 \phi \right)^2 \\ &&&= 2 \cos ^2 \phi + 2 \cos^2 2 \phi + 4 \cos \phi \cos 2 \phi \\ &&&= \cos 2 \phi+1+ \cos4 \phi+1+2 \left ( \cos \phi + \cos 3 \phi \right) \\ &&&= \cos 2 \phi + 2 + \cos \phi + 2 \cos \phi + 2 \cos 2 \phi \\ &&&= 3(\cos \phi + \cos 2 \phi) + 2 \\ &&&= 3 y + 2 \\ &&&= RHS \end{align*} Therefore \(y\) satisfies \(2y^2 = 3y+2\), which we can solve: \begin{align*} && 0 &= 2y^2-3y-2 \\ &&&= (2y+1)(y-2) \\ \Rightarrow && y &= -\frac12,2 \end{align*} Since \(\cos \phi \neq 1\), \(y \neq 2\), therefore \(y = -\frac12\). \begin{align*} && \sum_{k=0}^{16} \cos k \theta &= \sum_{k=0}^{17} \textrm{Re} \left ( e^{ k \theta i} \right ) \\ &&&= \textrm{Re} \left ( \sum_{k=0}^{16}e^{ k \theta i} \right ) \\ &&&= \textrm{Re} \left ( \frac{1-e^{17 \theta i}}{1-e^{i \theta}} \right ) \\ &&&= 0 \end{align*} Suppose \(z = \cos \theta + \cos 2 \theta + \cos 4 \theta + \cos 8 \theta\) \begin{align*} z^2 &= \left (\cos \theta + \cos 2 \theta + \cos 4 \theta + \cos 8 \theta \right)^2 \\ &= \cos^2 \theta + \cos^2 2 \theta + \cos^2 4 \theta + \cos^2 8 \theta \\ & \quad \quad 2( \cos \theta \cos 2 \theta + \cos \theta \cos 4 \theta + \cos \theta \cos 8 \theta + \\ & \quad \quad \quad \cos 2 \theta \cos 4 \theta + \cos 2 \theta \cos 8 \theta + \cos 4 \theta \cos 8 \theta) \\ &= \frac12 \left (\cos 2 \theta + 1+ \cos 4 \theta + 1 + \cos 8 \theta + 1 + \cos 16 \theta + 1 \right ) + \\ &\quad \quad ( \cos \theta + \cos 3 \theta + \cos 3 \theta + \cos 5 \theta + \cos 7 \theta + \cos 9 \theta + \\ & \quad \quad \quad \cos 2 \theta + \cos 6 \theta + \cos 6 \theta + \cos 10 \theta +\cos 4 \theta + \cos 12 \theta ) \\ &= \frac12 z + 2 + \\ & \quad \quad ( \cos 3 \theta + \cos 6 \theta - \cos 8 \theta - \cos 11 \theta \\ & \quad \quad \quad - \cos 13 \theta - \cos 14 \theta - \cos 15 \theta - \cos 16 \theta - 1) \\ &= \frac12 z + 1 - z \\ &= -\frac12 z +1 \end{align*} Therefore \(z\) satisfies \(z^2=-\frac12 z+1 \Rightarrow z = \frac{-\frac12 \pm \sqrt{\frac14+4}}{2} = \frac{-1 \pm \sqrt{17}}{4}\) Therefore \(z = \frac{\sqrt{17}-1}{4}\) since \(z > 0\)

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Solution:

Let \(\displaystyle I_n = \int_0^{\pi/4} \tan^{n} \theta \, \d \theta\), then \begin{align*} I_0 &= \int_0^{\pi/4} \tan \theta \d \theta \\ &= \left [ -\ln \cos \theta \right]_0^{\pi/4} \\ &= -\ln \frac{1}{\sqrt{2}} - 0 \\ &= \frac12 \ln 2 \\ \\ \\ I_{2n+1} &= \int_0^{\pi/4} \tan^{2n+1} \theta \, \d \theta \\&= \int_0^{\pi/4} \tan^{2n-1} \theta \tan ^2 \theta \, \d \theta \\ &= \int_0^{\pi/4} \tan^{2n-1} \theta (\sec^2 \theta - 1) \, \d \theta \\ &= \int_0^{\pi/4} \tan^{2n-1} \theta \sec^2 \theta - \tan^{2n-1} \theta \, \d \theta \\ &= \left[ \frac{1}{2n} \tan^{2n} \theta \right]_0^{\pi/4} - I_{2n-1} \\ &= \frac1{2n} - I_{2n-1} \end{align*} Therefore we can see that \(\displaystyle I_{2n+1} = (-1)^{n}\left(\tfrac{1}{2}\ln2+\sum_{m=1}^{n}\frac{(-1)^{m}}{2m}\right)\). As we can see as \(n \to \infty\), \(I_n \to 0\) Therefore \begin{align*} && 0 &= \tfrac{1}{2}\ln2+\lim_{n \to \infty} \sum_{m=1}^{n}\frac{(-1)^{m}}{2m} \\ \Rightarrow && \tfrac{1}{2}\ln2 &= \sum_{m=1}^{\infty}\frac{(-1)^{m-1}}{2m} \end{align*} \begin{align*} && I_{-1} &= \int_0^{\pi/4} 1 \d \theta \\ &&&= \frac{\pi}{4} \end{align*} Therefore \(\displaystyle I_{2n} = (-1)^n \left ( \frac{\pi}{4} + \sum_{m=1}^n \frac{(-1)^m}{2m-1} \right)\) and since \(I_{2m} \to 0\) the same result follows.

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Solution: Note that \(z = xy/(x+y+1) \Rightarrow y(x-z) = z(x+1)\) \begin{align*} && g(x) + g(y) &= g(z) \\ \Rightarrow && g'(x) &= g'(z) \cdot \frac{y(x+y+1) - xy \cdot 1} {(x+y+1)^2} \\ &&&= g'(z) \frac{y^2+y}{(x+y+1)^2} \\ &&&= g'(z) \frac{z^2(y^2+y)}{x^2y^2} \\ &&&= g'(z) \frac{z^2(y+1)}{x^2y} \\ &&&= g'(z) \frac{z^2}{x^2} \left (1 + \frac{x-z}{z(x+1)} \right) \\ &&&= g'(z) \frac{z}{x^2} \frac{zx+x}{x+1} \\ &&&= g'(z) \frac{z(z+1)}{x(x+1)} \end{align*} If \(x = 1\) then as \(y\) ranges from \(0\) to \(\infty\), \(z\) ranges from \(0\) to \(1\), so \(g'(1) = \frac{z(z+1)}{1(1+1)}g'(z)\), ie \(2g'(1) = (u^2+u)g'(u)\). \begin{align*} && g'(u) &= \frac{A}{u(u+1)} \\ \Rightarrow && g(u) &= A\int \left ( \frac{1}{u} - \frac{1}{u+1} \right) \d u \\ &&&= A \left ( \ln u - \ln(u+1) \right) + B \\ &&&= A \ln \left ( \frac{u}{u+1} \right) + B \\ \\ && A \ln \left ( \frac{x}{x+1} \right) + B+A \ln \left ( \frac{y}{y+1} \right) + B &=A \ln \left ( \frac{z}{z+1} \right) + B \\ \Rightarrow && B &= A \ln \left ( \frac{z}{z+1} \frac{y+1}{y} \frac{x+1}{x} \right) \\ &&&= A \ln \left ( \frac{1}{1+\frac{x+y+1}{xy}} \frac{(y+1)(x+1)}{xy} \right) \\ &&&= A \ln 1 \\ &&& = 0 \end{align*} Therefore \(B = 0\). \(A\) cannot be determined from \((*)\). Suppose \(f(x) + f(y) = f(z)\), then \(f'(x) = yf'(z)\). Letting \(x = 1\) we find \(f'(1) = uf'(u) \Rightarrow f(u) = C \ln u + D\), but \(D = 0\) so \(f(x) = C \ln x\)

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Solution: \begin{align*} && 0 &= u^2 + 2u \sinh x -1 \\ &&&= u^2 + u(e^x-e^{-x})-e^{x}e^{-x} \\ &&&= (u-e^{-x})(u+e^x) \\ \Rightarrow && u &= e^{-x}, -e^x \end{align*} \begin{align*} && 0 &= \left(\frac{\mathrm{d}y}{\mathrm{d}x}\right)^{2}+2\frac{\mathrm{d}y}{\mathrm{d}x}\sinh x-1 \\ \Rightarrow && \frac{\d y}{\d x} &= e^{-x}, -e^x \\ \Rightarrow && y &= -e^{-x}+C, -e^x+C \\ y(0) = 0: && C &= 1\text{ both cases } \\ y'(0) > 0: && y &= 1-e^{-x} \end{align*} \begin{align*} && 0 &= \sinh x u^2 + 2u -\sinh x \\ \Rightarrow && u &= \frac{-2 \pm \sqrt{4+4\sinh^2 x}}{2\sinh x} \\ &&&= \frac{-1 \pm \cosh x}{\sinh x} = - \textrm{cosech }x \pm \textrm{coth}x \\ \\ && 0 &= \sinh x\left(\frac{\mathrm{d}y}{\mathrm{d}x}\right)^{2}+2\frac{\mathrm{d}y}{\mathrm{d}x}-\sinh x \\ \Rightarrow && \frac{\d y}{\d x} &= - \textrm{cosech }x \pm \textrm{coth}x \\ \Rightarrow && y &= -\ln \left ( \tanh \frac{x}{2} \right) \pm \ln \sinh x+C \end{align*} For \(x \to 0\) to be defined, we need \(+\), so \begin{align*} && y &= \ln \left (\frac{\sinh x}{\tanh \frac{x}{2}} \right) + C \\ && y &= \ln \left (\frac{2\sinh \frac{x}{2} \cosh \frac{x}{2}}{\tanh \frac{x}{2}} \right)+C \\ &&&= \ln \left (2 \cosh^2 x \right) + C \\ y(0) = 0: && 0 &= \ln 2+C \\ \Rightarrow && y &= \ln(2 \cosh^2 x) -\ln 2 \\ && y &= 2 \ln (\cosh x) \end{align*}

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Solution: Claim \(G\) is a group under matrix multiplication

• (Closure) Suppose \(\mathbf{A}\) and \(\mathbf{B}\) are matrices of that form, then \(\begin{pmatrix} a_1 & b_1 \\ 0 & c_1 \end{pmatrix} \begin{pmatrix} a_2 & b_2 \\ 0 & c_2 \end{pmatrix} = \begin{pmatrix} a_1a_2 & a_1b_2 + b_1c_2 \\ 0 & c_1c_2 \end{pmatrix}\), this is clearly of the required form since if \(a_1, a_2, c_1, c_2 \neq 0\) then \(a_1a_2, c_1c_2 \neq 0\)
• (Associative) By inheritance from matrix multiplication
• (Identity) Consider \(\begin{pmatrix} 1 & 0 \\ 0 & 1 \end{pmatrix}\) also clearly of the required form.
• (Inverse) Consider \((ac)^{-1}\begin{pmatrix} c & -b \\ 0 & a \end{pmatrix}\), since \(ac \neq 0\) we can assume it has an inverse mod \(5\). therefore we have another matrix of the required form.

There are \(4\) possible values for \(a\) and \(c\) and \(5\) possible values for \(b\), so \(4 \times 4 \times 5 = 80\) elements, so the group is order \(80\). \(G\) is not commutative, consider \(\begin{pmatrix} 1 & 1 \\ 0 & 2 \end{pmatrix} \begin{pmatrix} 1 & 1\\ 0 & 1 \end{pmatrix} = \begin{pmatrix} 1 & 2 \\ 0 & 2 \end{pmatrix}\) \(\begin{pmatrix} 1 & 1 \\ 0 & 1 \end{pmatrix} \begin{pmatrix} 1 & 1 \\ 0 & 2 \end{pmatrix} = \begin{pmatrix} 1 & 3 \\ 0 & 2 \end{pmatrix}\) The elements of order \(1\) or \(2\) satisfy \(\begin{pmatrix} a & b \\ 0 & c \end{pmatrix} = \begin{pmatrix} a^{-1} & -ba^{-1}c^{-1} \\ 0 & c^{-1} \end{pmatrix}\) Therefore \(a^2 = 1, c^2 = 1 \Rightarrow a, c = 1, 4\) and \(b = -ba^{-1}c^{-1} \Rightarrow b = 0\) or , \(ac = -1\), so we have \((a,b,c) = (1,0,1), (4,0,4), (1, *, 4), (4, *, 1)\) So there are \(12\) elements of order \(1\) or \(2\). But this can't be a subgroup since \(12 \not \mid 80\)