solution6 - Solution of homework 6 1. ΦYY ( s ) = ∫ φYY...

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Solution of homework 6 1. () () ( ) () ( ) ( ) ( ) * exp exp YY YY XX ss d hh s d d d φτ ττ φ τξσ ξ σ τ ξστ Φ= =− + ∫∫∫ Let γ τξσ =−+ () () () ( ) ( ) () ( ) () ( ) () ( ) () ( ) () ( ) () () () * * * * * * ** exp exp exp exp exp exp exp exp exp exp YY XX XX XX XX XX sh h s d d d sd h sd s d s d sHsH s φγ ξ σ γξσ ξσγ φγ γγ ξ ξξ σ σσ ξξ γγ ξ + ⎡⎤ ⎣⎦ ∫∫ ( ) ( ) * exp 2 exp 2 YY YY YY Sf jfd jf d d d πττ πτ ξστ + Let () () ( )() ( ) () () () () () * * * 2 * exp 2 e x p2 e x e x p 2 e x e x e x ˆˆ ˆ YY YY XX XX XX XX d d d jfdh jfd h S fHfH f S fHf πγξσ ξσγ πγγ ξ πξξ σ πσσ π σπ + == 2. [] [] [] [ ][] i yn xn hn xn ihi =−∞ =∗= [] [ ] [ ] [ ] [ ] [ ] [ ] [ ] [ ] [ ] [ ] [][] * * YY pq XX kE y n k y n E x n k p h p x n q h q Ex n k p x n q h p h q Exn k pxn q hphq kpq h p hq ∞∞ =−∞ =−∞ =−∞ =−∞ =−∞ =−∞ =−∞ =−∞ =+ = + ⎢⎥ + ∑∑ * k YY YY k k XX zk z h p z =−∞ ∞∞∞ =−∞ =−∞ =−∞ + ∑∑∑ Let mkpq
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() ( )[][] () () [] [] () () * * * * * * * * 1 1 mpq YY XX mp q XX q q XX q q
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This note was uploaded on 10/07/2009 for the course ENSC 5210 taught by Professor Daniellee during the Spring '08 term at Simon Fraser.

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solution6 - Solution of homework 6 1. ΦYY ( s ) = ∫ φYY...

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