Finite state Markov chains

MathJax is on for this blog. This means that you can use LaTeX to type formulas: 

on a finite set A is just

Comments

  1. Tasks for June 29: resolve Exercises 1-5

    Bonus problem
    Let φ:RR be a function. Prove that φ is convex in the sense of Exercise 1 if and only if, for any x,yR and θ[0,1], we have
    φ(θx+(1θ)y)θφ(x)+(1θ)φ(y).
    Show also that a convex function is continuous, possesses left and right derivative at every point, and is differentiable on the complement of a countable subsets.

    ReplyDelete
  2. Tasks for June 30: resolve Exercises 6-9

    Bonus problem
    Is it possible to construct a function φ:RR that is differentiable outside a countable set NR such that φ(x)=0 for xN and φ(x)± as x± ?

    ReplyDelete
  3. Tasks for July 1: resolve Exercises 10-13

    Bonus problem
    Let φ:[0,1]R be a differentiable function. Is it true that the derivative φ:[0,1]R is integrable in the sense of Riemann and
    φ(1)φ(0)=10φ(y)dy?

    ReplyDelete
    Replies
    1. This comment has been removed by the author.

      Delete
    2. Can we say for opposing example ϕ(x)=x13?

      Delete
    3. This function is not differentiable at x=0.

      Delete
    4. This comment has been removed by the author.

      Delete
    5. Indeed, may be f(x)={$x2sin(1x2),x0$0,x=0

      Delete
    6. Yes, this is a counterexample showing that the property is not true.

      Delete
  4. Tasks for July 2: resolve Exercises 14-18

    Let φ:[0,1]R be a differentiable function such that the derivative φ:[0,1]R is bounded. Prove that
    φ(x)=φ(0)+x0φ(y)dy,x[0,1].

    ReplyDelete
  5. Tasks for July 8: resolve Exercises 22-24 and finish the bonus problem of June 29

    ReplyDelete
  6. Tasks for July 9: resolve Exercises 25-27

    ReplyDelete
  7. Tasks for July 12 & 13: revision of the first 27 exercises

    ReplyDelete
  8. Tasks for July 14: complete the revision of the first 27 exercises

    ReplyDelete
  9. Tasks for July 15: resolve Exercises 28-30 and write down their solutions

    ReplyDelete
  10. Tasks for July 16: resolve Exercises 31-35 and write down their solutions

    ReplyDelete
  11. Tasks for July 19: resolve Exercises 36-38 and write down their solutions

    ReplyDelete
  12. Tasks for July 21: resolve Exercises 39-42 and write down their solutions

    ReplyDelete
  13. Tasks for July 22: resolve Exercises 43-45 and write down their solutions

    ReplyDelete
  14. Tasks for July 22: resolve Exercises 46-48 and write down their solutions

    ReplyDelete

Post a Comment