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• Stochastic Matrix (Markov Matrix) and its Eigenvalues and Eigenvectors (a) Let \[A=\begin{bmatrix} a_{11} & a_{12}\\ a_{21}& a_{22} \end{bmatrix}\] be a matrix such that $a_{11}+a_{12}=1$ and $a_{21}+a_{22}=1$. Namely, the sum of the entries in each row is $1$. (Such a matrix is called (right) stochastic matrix (also termed […]
• If a Matrix is the Product of Two Matrices, is it Invertible? (a) Let $A$ be a $6\times 6$ matrix and suppose that $A$ can be written as \[A=BC,\] where $B$ is a $6\times 5$ matrix and $C$ is a $5\times 6$ matrix. Prove that the matrix $A$ cannot be invertible. (b) Let $A$ be a $2\times 2$ matrix and suppose that $A$ can be […]
• Find a Linear Transformation Whose Image (Range) is a Given Subspace Let $V$ be the subspace of $\R^4$ defined by the equation \[x_1-x_2+2x_3+6x_4=0.\] Find a linear transformation $T$ from $\R^3$ to $\R^4$ such that the null space $\calN(T)=\{\mathbf{0}\}$ and the range $\calR(T)=V$. Describe $T$ by its matrix […]
• Expected Value and Variance of Exponential Random Variable Let $X$ be an exponential random variable with parameter $\lambda$. (a) For any positive integer $n$, prove that \[E[X^n] = \frac{n}{\lambda} E[X^{n-1}].\] (b) Find the expected value of $X$. (c) Find the variance of $X$. (d) Find the standard deviation of […]
• Determine Whether Each Set is a Basis for $\R^3$ Determine whether each of the following sets is a basis for $\R^3$. (a) $S=\left\{\, \begin{bmatrix} 1 \\ 0 \\ -1 \end{bmatrix}, \begin{bmatrix} 2 \\ 1 \\ -1 \end{bmatrix}, \begin{bmatrix} -2 \\ 1 \\ 4 \end{bmatrix} […]
• Hyperplane Through Origin is Subspace of 4-Dimensional Vector Space Let $S$ be the subset of $\R^4$ consisting of vectors $\begin{bmatrix} x \\ y \\ z \\ w \end{bmatrix}$ satisfying \[2x+3y+5z+7w=0.\] Then prove that the set $S$ is a subspace of $\R^4$. (Linear Algebra Exam Problem, The Ohio State […]
• The Subspace of Linear Combinations whose Sums of Coefficients are zero Let $V$ be a vector space over a scalar field $K$. Let $\mathbf{v}_1, \mathbf{v}_2, \dots, \mathbf{v}_k$ be vectors in $V$ and consider the subset \[W=\{a_1\mathbf{v}_1+a_2\mathbf{v}_2+\cdots+ a_k\mathbf{v}_k \mid a_1, a_2, \dots, a_k \in K \text{ and } […]
• What is the Probability that Selected Coin was Two-Headed? There are three coins in a box. The first coin is two-headed. The second one is a fair coin. The third one is a biased coin that comes up heads $75\%$ of the time. When one of the three coins was picked at random from the box and tossed, it landed heads. What is the probability […]