diff --git a/Exercise sheet 2/exercise_sheet_02.ipynb b/Exercise sheet 2/exercise_sheet_02.ipynb index 090090f..9005f67 100644 --- a/Exercise sheet 2/exercise_sheet_02.ipynb +++ b/Exercise sheet 2/exercise_sheet_02.ipynb @@ -692,7 +692,23 @@ } }, "source": [ - "YOUR ANSWER HERE" + "\\begin{align}\n", + "\\phi_{Z_n}(t) &= \\mathbb{E}\\left[ e^{itZ_n} \\right]\n", + " \\\\ &= \\mathbb{E}\\left[ e^{itcn^{1/3}(\\bar{X_n} - \\mathbb{E}[X])} \\right]\n", + " \\\\ &= \\mathbb{E}\\left[ e^{itcn^{1/3}(\\frac{1}{n}\\sum_{i=1}^n X_i - \\mathbb{E}[X])} \\right]\n", + " \\\\ &= \\mathbb{E}\\left[ \\left( \\prod_{i=1}^n e^{itcn^{-2/3}X_i} \\right) e^{itcn^{1/3}\\mathbb{E}[X])} \\right]\n", + " \\\\ &= \\left( \\prod_{i=1}^n \\mathbb{E}\\left[ e^{itcn^{-2/3}X_i} \\right] \\right)\\mathbb{E}\\left[ e^{itcn^{1/3}\\mathbb{E}[X])} \\right]\n", + " \\\\ &= \\left( \\prod_{i=1}^n \\phi_X(cn^{-2/3}t) \\right)\\mathbb{E}\\left[ e^{itcn^{1/3}\\mathbb{E}[X])} \\right]\n", + " \\\\ &= \\left( \\phi_X(cn^{-2/3}t) \\right)^n \\mathbb{E}\\left[ e^{itcn^{1/3}\\mathbb{E}[X])} \\right]\n", + "\\end{align}\n", + "where we used the identity for products of indepedent expectation values , and the definition of $\\phi_X(t) := \\mathbb{E}\\left[ e^{itX} \\right]$.\n", + "\n", + "Next, we will use the Taylor expansion around $t = 0$ as is given above, and, for the latter exponential, $\\mathbb{E}(X) = 3$ for $\\alpha = 3/2, b = 1$ as given.\n", + "\n", + "\\begin{align}\n", + "\\phi_{Z_n}(t) &= \\left( \\phi_X(cn^{-2/3}t) \\right)^n \\mathbb{E}\\left[ e^{itcn^{1/3}\\mathbb{E}[X])} \\right]\n", + " \\\\ &= \\left( 1 + 3 i cn^{-2/3}t - (|cn^{-2/3}t|+i cn^{-2/3}t)\\,\\sqrt{2\\pi|cn^{-2/3}t|} \\right)^n e^{3itcn^{1/3}}\n", + "\\end{align}" ] }, {