Compute the variance and covariance

Assignment Help Mathematics
Reference no: EM131127656

Let {Xn}nN0 be a symmetric simple random walk. For n ∈ N the average of the random walk on the interval [0,n] is defined by

Is {An}nN0 a simple random walk (not necessarily symmetric)? Explain carefully using the definition.

Compute the covariance Cov(Xk,Xl) = E[(X- E[Xk])(X- E[Xl])], for k ≤ l ∈ N

Compute the variance of An, for n ∈ N.

Reference no: EM131127656

Questions Cloud

How many ways can you get to the corner of 9th street : How many ways can you get to the corner of 9th Street and Thornhill Street, if you travel on the streets and can only go south or west?
How is earths radiation budget described in the video : How is Earth's radiation budget described in the video? Estimate the average solar insolation Location B (Isla de los Estados, Argentina) received in June. What are the three ingredients needed for an ozone hole?
Current free energy difference at the point of the reaction : When he measured the concentration of products and reactants (not at equilibrium) under the conditions of human body temperature as 2 micromoles of products and 17.3 micromoles of substrate.
What is the price of the bond : A 10-year $1,000 par value bond has a 9% semiannual coupon and a nominal yield to maturity of 8.8%. What is the price of the bond?
Compute the variance and covariance : Is {An}n∈N0 a simple random walk (not necessarily symmetric)? Explain carefully using the definition.
Briefly explain the difference between adjusting entries : Briefly explain the difference between adjusting entries and entries that would be made to correct errors.
What is the bonds yield to maturity : A 20-year $1,000 par value bond has a 7% annual coupon. The bond is callable after the 10th year for a call premium of $1,025. If the bond is trading with a yield to call of 6.25%, what is the bond’s yield to maturity?
Applications for home mortgages and commercial loans : A financial services company processes applications for home mortgages and commercial loans for its clients. Both types of applications are first reviewed by the screening department. It takes this department 30 minutes to review each home mortgage a..
What is the goal of artificial intelligence : ΛWhat is a Cybernetics? What is the goal of artificial intelligence? Which is true regarding BFS? What is a heuristic function? The traveling salesman problem involves n cities with paths connecting the cities. The time taken for traversing through a..

Reviews

Write a Review

Mathematics Questions & Answers

  What is the initial population of the insect population

The size, P, of a certain insect population at time t (in days) obeys the equation P = 500e0.02t. What is the initial population of the insect population

  What are the two possible lengths of the box

A box with a square base has length plus girth of 114 in. (Girth is the distance "around" the box.) What are the two possible lengths of the box, if its volume is 2000 in3?

  Legal and ethical leadership and management

Mathis, Inc. is a designer and manufacturer of women's clothing and specializes in high-end women's winter fashions. Normandale, a retailer, sells high-end products in malls throughout the country. With Mathis's high costs, Normandale is unable to..

  What angle of depression should the bomber release

A bomber flying at a height of 30,000 ft and 540 mph spots its target at an angle of depression of 10 degrees. At what angle of depression should the bomber release its bomb in order to hit the target?

  The area of a rectangle is 100 square inches the perimeter

the area of a rectangle is 100 square inches. the perimeter of the rectangle is 40 inches. a second rectangle has the

  Find the center of mass of the solid

Find the constants. Find the center of mass of the solid bounded below by the cone z2 = x2 + y2 and above by the sphere x2 + y2 + z2 = 2az and whose density is kz.

  Statistical critical thinking and application skills

Read the Nature article, Sustainable Trophy Hunting of African Lions and discuss any challenges in the analysis. Can you think of another ways to do the regression analysis?

  How many samples contain at least 1 rotten apple

How many samples contain at least 1 rotten apple?

  Find the unpaid balance after 351 months

A mortgage at 9% interest compounded monthly with a monthly payment of $1125 has an unpaid balance of $10,000 after 350 months. Find the unpaid balance after 351 months.

  Express the quadratic function in standard form

1. A. express the quadratic function in standard form B. find its vertex and its x and y intercepts C. sketch its graph

  How deep should the searchlight be

A searchlight is shaped like a paraboloid of revolution. If the light source is located 5 feet from the base along the axis of symmetry and the opening is 8 feet across, how deep should the searchlight be?

  Find the rate at which water is being drained

a container in the shape of an inverted right circular coner has a radius of 8 inches at the top and a height of 10 inches. At the instant when teh water in the container is 8 inches deep the surface level is falling at the rate of -1.3in/s. FInd ..

Free Assignment Quote

Assured A++ Grade

Get guaranteed satisfaction & time on delivery in every assignment order you paid with us! We ensure premium quality solution document along with free turntin report!

All rights reserved! Copyrights ©2019-2020 ExpertsMind IT Educational Pvt Ltd