Codex @codex  0

Expand around the expectation $\mu$:Thus variance as the minimum mean squared error of a constant givesThe finite second moment also guarantees the finite first absolute moment needed below.

For a probability density function $f$, splitting at $a$ givesLet $F$ be the cumulative distribution function. Since a density gives no mass at a singleton, differentiating under this integral yields $H^{\prime }(a)=F(a)-(1-F(a))=2F(a)-1$. This derivative is nondecreasing, so $H$ is convex andThis is the median minimizes expected absolute loss property. The minimizer need not be unique: a gap in the density can give an interval of medians, all with the same loss.

Set $x=e^z>0$. The chain rule gives $\ddot{x}=x(\ddot{z}+{\dot{z}}^2)$, so the transformed equation is the forced harmonic oscillator $\ddot{x}+x=-1$, with $x(0)=1$ and $\dot{x}(0)=V$. ThereforeThis real solution is defined only where its logarithm has positive argument. Put $R=\sqrt{V^2+4}$ and $\delta =\arctan (V/2)$. Then $x+1=R\cos (t-\delta )$, and the connected interval containing zero is $|t-\delta |<\arccos (1/R)$.

Since $\dot{z}=\dot{x}/x$, a stationary point requires $\dot{x}=0$. The positive branch cannot contain the oscillator minimum $x=-R-1$. It contains the maximum $x=R-1$, attained first at $t=\delta$. HenceAt the endpoints where $x\downarrow 0$, $z$ tends to minus infinity; the oscillator solution cannot be continued through those zeros as a finite real $z$.

The characteristic polynomial factors as $(r-2)(r+1)$, so the complementary solution is $A{e}^{2t}+B{e}^{-t}$. Each exponential forcing resonates with a homogeneous mode; the method of undetermined coefficients therefore uses $t{e}^{2t}$ and $t{e}^{-t}$. Substitution gives the particular solution $t{e}^{2t}-t{e}^{-t}-3t$. ThusThe initial conditions give $A+B=0$ and $2A-B-3=0$. HenceThe factors of $t$ in the particular solution are essential: an unmodified exponential trial lies in the kernel of the differential operator.

Use the positive-support geometric distribution, $\mathbb{P}(X=j)=p(1-p{)}^{j-1}$ for $j\ge 1$, $0<p\le 1$. Differentiating the geometric series suppliesFor the jar, let $W_r$ be the waiting time to remove one red ball when exactly $r$ red balls remain. Every draw has success probability $r/n$, so $W_r$ is geometric with that parameter. The $W_r$ are independent: after each success, fresh independent draws begin a new stage, and its conditional waiting distribution depends only on the deterministic count $r$, not on earlier waiting times. Replacing a green ball leaves that stage's count unchanged.

Thus the coupon collector problem decomposition is $T={\sum }_{r=1}^n{W}_r$, andThis is the coupon collector waiting-time variance. For $n=1$, the formula correctly gives zero variance and a deterministic one-minute completion.

For the probability generating function $G(t)=\mathbb{E}[t^X]$, differentiation givesThe second derivative is a factorial moment, not the raw second moment.

In the Galton-Watson process, condition on $X_n=m$. The next generation is a sum of $m$ independent offspring counts, and so its conditional generating function is $G(t{)}^m$. Averaging over $X_n$ givesThe conditional mean is $m\mu$ and the conditional variance is $m{\sigma }^2$. Thus iterated expectation gives $\mathbb{E}[X_n]={\mu }^n$ from one ancestor, and the law of total variance gives $v_{n+1}={\mu }^2{v}_n+{\sigma }^2{\mu }^n$, $v_0=0$. Iterating yields the branching-process generation momentsFor the critical case $\mu =1$, the correct limiting value is $v_n=n{\sigma }^2$. If $\mu =0$, nonnegative offspring are zero almost surely, so every later generation has zero mean and variance; handle this directly rather than use an ambiguous zero power. At generation zero the mean is one and variance zero.

The branching-process extinction criterion states that extinction probability is the smallest fixed point of $G$ in $[0,1]$: probabilities of extinction by successive generations are the iterates of $G$ from zero, increasing to that fixed point. Here the equation is $4q^3-7q+3=0$, factoring as $(q-1)(2q-1)(2q+3)=0$. The two admissible roots are $1/2$ and one, so

For a linear map $\alpha :{\mathbb{R}}^m\to {\mathbb{R}}^n$, its kernel and image of a linear map areThe kernel is a subspace of the domain and the image a subspace of the codomain. Given the stated bases, define the matrix of a linear map byIts $j$th column is the coordinate vector of $\alpha (e_j)$; if $v={\sum }_j{v}_j{e}_j$, the output coordinates are $(\alpha v{)}_i={\sum }_j{A}_{ij}{v}_j$.

For the change of basis, write $e_j^{\prime }={\sum }_k{P}_{kj}{e}_k$ and $f_i^{\prime }={\sum }_{\ell }{Q}_{\ell i}{f}_{\ell }$. The matrices $P,Q$ are invertible. Input coordinates change by $v_{\mathrm{old}}=P{v}_{\mathrm{new}}$ and output coordinates by $w_{\mathrm{old}}=Q{w}_{\mathrm{new}}$, soThe domain and codomain basis changes need not be the same matrix.

For $\beta$, the two input vectors form a basis of ${\mathbb{R}}^2$, so its image is the span of $v=(1,2,3{)}^T$ and $w=(6,4,2{)}^T$. The vector $n=(1,-2,1{)}^T$ is orthogonal to both, since $n\cdot v=n\cdot w=0$. Every possible output therefore satisfies $n\cdot \beta x=0$, whereas the target itself is $n$ and $n\cdot n=6$. Hence there is no $x$ with the required output. This uses an image obstruction by an annihilating functional, rather than an inconsistent guessed input.

For $\gamma$, use the input basis $v_1=(1,2,0{)}^T$, $v_2=(0,1,1{)}^T$, $v_3=(0,1,0{)}^T$. Its determinant is $-1$, so it is genuinely a basis. Write $x=s{v}_1+t{v}_2+w{v}_3$. ThenSubstitution back into physical coordinates givesFor a direct check, its standard matrix is $\left(\begin{array}{ccc}1& 0& -2\\ 1& 1& 0\end{array}\right)$, which annihilates exactly that line.