The Laplace integral method for a differential equation seeks
Differentiating under the integral and substituting into
gives
Since , integration by parts yields
It is therefore enough to choose and so that
and the boundary term vanishes. Solving the first-order equation on gives
Take to be the interval . Although has integrable endpoint singularities,
vanishes at both endpoints, so the boundary term is zero. Thus
At , substituting gives
The normalization therefore sets . By the defining regularity and normalization of the modified Bessel function, this proves the real integral representation of the modified Bessel function I0:
For a model with fitted parameters, the Akaike information criterion is
where is the log-likelihood evaluated at the maximum-likelihood estimate.
In the normal linear model with known ,
The maximum-likelihood estimator is the ordinary least-squares estimator, with fitted mean , where
Since only the components of are fitted,
After multiplying by and discarding the model-independent constant, this is exactly Mallows Cp:
To compare it with prediction error, write and , where , the two errors are independent, and both have covariance . Since , is an orthogonal projection of rank , and
The cross term has zero expectation, so
On the other hand,
Therefore the unbiased prediction-error identity for ordinary least squares gives
A binary linear-feedback shift register of degree has a state
and recurrence
Its feedback polynomial is
There are states, and the zero state is fixed. A nonzero periodic orbit therefore visits at most the other states, proving the period bound for a linear-feedback shift register.
For a maximal orbit with , the all-one state cannot itself be fixed. From that state the incoming bit is in . If an odd number of the were one, the incoming bit would be one and the all-one state would be fixed. Hence an even number of the are one; including the leading coefficient, the feedback polynomial has an odd number of nonzero coefficients. This is the feedback-polynomial parity condition for maximal period.
The given prefix has seven consecutive zeros followed by a one. Any register of degree at most seven would therefore enter the all-zero state before producing the final one, which is impossible. Degree eight is attained by
with initial state . It produces the next bit and has feedback polynomial
Thus this is the minimal linear-feedback shift register for the prefix 100000001.

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