Mathematical Physics - II

Problem Sheet
Date: April 17, 2023

1. Do appropriate series expansions for the function in the regions marked:

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I. f (z) = , for (a) |z| < 2, (b) |z| > 2, (c) 0 < |z − 2| < ∞
(z − 2)3
z2
II. f (z) = for (a) |z| < 1, (b) 1 < |z| < 3 , (c) |z| > 3, (d) 0 < |z − 1| < 2,
(z − 1)2 (z − 3)
(e) 2 < |z − 1| < ∞, (f) 0 < |z − 3| < 2, (g) 2 < |z − 3| < ∞

2. Euler argued that

∞ −∞
z X z 1 1 1 X
= 1 + z + z2 + · · · = zn, = = 1 + + 2 + ··· = zn
1−z n=1
z−1 1 − 1/z z z n=0
∞
X
adding these 0 = zn
n=−∞

Prove the fallacy in the argument.

ez
3. Where and what type are the poles of the function f (z) = . Find the residues Using
sin2 z
Laurent expansion and using the derivative method at the poles (you may be able to
write a general expression to mark where the poles are, and then use that to find the residues)
H ezt
4. Evaluate where C : |z| = 3
z 2 (z 2 + 2z + 2)
C
H ez
5. Show that dz = 8πi, where C : |z| = 5.
cosh z
C
R ∞ dx
6. Evaluate
0 x6 +1
R 2π dθ
7. Evaluate
0 3 − 2 cos θ + sin θ
R 2π dθ
8. Evaluate for a > |b|
0 a + b sin θ
R 2π sin 3θ dθ
9. Evaluate
0 5 − 3 cos θ
R ∞ cos mx 1
10. For m > 0, show that 2 2
dx = πe−m (1 + m)
0 (x + 1) 4

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 R ∞ sin2 x
11. Evaluate dx
0 x2
R ∞ (ln x)2
12. Evaluate dx
0 x2 + 1
R ∞ sin ax 1 a 1
13. Prove that = coth −
0 e2πx − 1 4 2 2a
R ∞ ln ax π ln 2
14. Prove that 2 2
=
0 x +a 2a
R ∞ dx ln 2
15. Prove that =
0 (4x2 2
+ π ) cosh x 2π
z−3 z−3
16. Represent graphically the region (a) = 2, (b) < 2.
z+3 z+3
17. Let z1 , z2 , z3 represent vertices of an equilateral triangle. Prove that

z12 + z22 + z32 = z1 z2 + z2 z3 + z3 z1 .

18. Suppose the diagonals of a quadrilateral bisect each other. Prove that the quadrilateral is a
parallelogram.

19. Prove that r1 eiθ1 + r2 eiθ2 = r3 eiθ3 , where

 
−1 r1 sin θ1 + r2 sin θ2
r3 = (r12 + r22 + 2r1 r2 cos(θ1 − θ2 )), θ3 = tan
r1 cos θ1 + r2 cos θ2

20. Show that the locus of z such that |z − a||z + a| = a2 , a > 0 is a lemniscate (something
similar to a dumbell).

21. For z = x + iy, show that |x| + |y| ≤ |x + iy|.

22. Show that Re(z) > 0 is equivalent to |z − 1| < |z + 1|.

23. Show that

π 2π 3π (m − 1)π m
sin . sin . sin . . . . sin = m−1
m m m m 2
Hint: First consider roots of z m , and express z m − 1 as a product of these roots. Then divide
the whole thing by z − 1 and set z = 1. Multiply this with its complex conjugate and then
simplify.

24. Prove
n
X sin[(n + 1)α/2]
cos(θ + jα) = cos[θ + nα/2].
j=1
sin[α/2]

3z 4 − 2z 3 + 8z 2 − 2z + 5
25. Prove that lim = 4 + 4i, using , δ definition. Is this function con-
z→i z−i
tinuous at z = i.

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26. Prove that f (z) = 1/z is not uniformly continuous in the region |z| < 1, using , δ definition.

27. A square S in the z plane has vertices at (0, 0), (1, 0), (1, 1), (0, 1). Determine the region in
the w plane into which S is mapped under the transformations (a) w = z 2 , (b) w = 1/(z + 1).

28. Suppose f (z) = 1/z = u + iv. Construct several members of the families u(x, y) = α,
v(x, y) = β where α and β are constants, showing that they are families of circles.

29. (a) Suppose f (z) = z 2 + 2z. Prove that limz→i f (z) = 2i − 1.

(b) Suppose f (z) = z 2 + 2z, if z 6= i and f (z) = 3 + 2i, if z = i, is it continuous at z = i.
 

z
30. Find lim z − eπi/3 . Continuous at that point?
z→eπi/3 z3 + 1
31. A coin is to be tossed until a head appears twice in a row. What is the sample space for
this experiment? If the coin is fair, what is the probability that it will be tossed exactly four
times?

32. A fair die is tossed twice. Find the probability of getting a 4, 5 or 6 on the first toss and a 1,
2, 3 or 4 on the second toss.

33. Find the probability of not getting a 7 or 11 total on either of two tosses of a pair of fair dice.

34. An individual uses the following gambling system at Las Vegas. He bets $1 that the roulette
wheel will come up red. If he wins, he quits. If he loses then he makes the same bet a second
time only this time he bets $2; and then regardless of the outcome, quits. Assuming that he
has a probability of 1/2 of winning each bet, what is the probability that he goes home a
winner? Why is this system not used by everyone?

35. Show that P (EF ) > P (E) + P (F ) − 1.

36. Using P (E) + P (F ) = P (E ∪ F ) + P (E ∩ F ), show

P (E1 ∪ E2 ∪ E3 ) = P (E1 ) + P (E2 ) + P (E3 ) − P (E1 ∩ E2 )

− P (E1 ∩ E3 ) − P (E3 ∩ E1 ) + P (E1 ∪ E2 ∪ E3 )

37. Two cards are drawn from a well-shuffled ordinary deck of 52 cards. Find the probability
that they are both aces if the first card is (a) replaced, (b) not replaced. [1/169, 1/221]

38. Determine the probability of three 6’s in five tosses of a fair die.

39. Find the probability of a 4 turning up at least once in two tosses of a fair die. [11/36]

40. A box contains 8 red, 3 white and 9 blue balls. If 3 balls are drawn at random with- without
replacement, determine the probability that (a) all 3 are red, (b) all 3 are white, (c) 2 are red
and 1 is white, (d) at least 1 is white, (e) 1 of each color is drawn, (f) the balls are drawn in
the order red, white, blue. [14/285, 1/1140,7/95,23/57,18/95]

41. A and B play 12 games of chess of which 6 are won by A, 4 are won by B, and 2 end in a
draw. They agree to play a tournament consisting of 3 games. Find the probability that (a)
A wins all three games, (b) two games end in a draw, (c) A and B win alternately, (d) B wins
at least one game. [1/8, 5/72, 5/36, 9/37]

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42. A box contains 5 red and 4 white marbles. Two marbles are drawn successively from the box
without replacement and it is noted that the second one is white. What is the probability
that the first is also white? [3/8]

43. In the game of poker five cards are drawn from a pack of 52 well-shuffled cards. Find the
probability that (a) 4 are aces, (b) 4 are aces and 1 is a king, (c) 3 are tens and 2 are jacks,
(d) a nine, ten, jack, queen, king are obtained in any order, (e) 3 are of any one suit and 2
are of another, (f) at least 1 ace is obtained.

44. You know that a certain letter is equally likely to be in any one of three different folders. Let
αi be the probability that you will find your letter upon making a quick examination of folder
i if the letter is, in fact, in folder i, i = 1, 2, 3. (We may have αi < 1.) Suppose you look in
folder 1 and do not find the letter. What is the probability that the letter is in folder 1?

45. Find the probability that n people (n 6 365) selected at random will have n different birth-
days.
Determine how many people are required in the above problem to make the probability of
distinct birthdays less than 1/2. (you may assume n  365). [n = 23]

46. Suppose that 5 men out of 100 and 25 women out of 10,000 are colorblind. A colorblind
person is chosen at random. What is the probability of his being male? (Assume males and
females to be in equal numbers.)

47. A die is thrown as long as necessary for an ace to turn up. Assuming that the ace does
not turn up at the first throw, what is the probability that more than three throws will be
necessary ?

48. An inefficient secretary places n different letters into n differently addressed enve- envelopes
at random. Find the probability that at least one of the letters will arrive at the proper
destination.

49. Seven balls are distributed randomly in seven cells. If exactly two cells are empty, show that
the (conditional) probability of a triple occupancy of some cells equals 1/4.

50. An urn contains five red, three orange, and two blue balls. Two balls are randomly selected.
What is the sample space of this experiment? Let X represent the number of orange balls
selected. What are the possible values of X? Calculate P (X = 0).

51. Let X represent the difference between the number of heads and the number of tails obtained
when a coin is tossed n times. What are the possible values of X?
In the above, if the coin is assumed fair, then, for n = 2, what are the probabilities associated
with the values that X can take on?

52. Suppose three fair dice are rolled. What is the probability at most one six appears?

53. On a multiple-choice exam with three possible answers for each of the five questions, what is
the probability that a student would get four or more correct answers just by guessing?

54. An individual claims to have extrasensory perception (ESP). As a test, a fair coin is flipped
ten times, and he is asked to predict in advance the outcome. Our individual gets seven out
of ten correct. What is the probability he would have done at least this well if he had no
ESP? (Explain why the relevant probability is P (X ≤ 7) and not P (X = 7).)

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55. An airline knows that 5 percent of the people making reservations on a certain flight will not
show up. Consequently, their policy is to sell 52 tickets for a flight that can hold only 50
passengers. What is the probability that there will be a seat available for every passenger
who shows up?
56. Suppose that an experiment Pcan result in one of r possible outcomes, the ith outcome having
r
probability pi , i = 1, ..., r, i=1 pi = 1. If n of these experiments are performed, and if the
outcome of any one of the n does not affect the outcome of the other n − 1 experiments, then
show that the probability that the first outcome appears x1 times, the second x2 times, and
the r-th xr times is
n!
px1 1 px2 2 ...pxr r , where x1 + x2 + ... + xr = n
x1 !x2 !...xr !
57. A television store owner figures that 50 percent of the customers entering his store will
purchase an ordinary television set, 20 percent will purchase a color television set, and 30
percent will just be browsing. If five customers enter his store on a certain day, what is the
probability that two customers purchase color sets, one customer purchases an ordinary set,
and two customers purchase nothing?
58. If a fair coin is successively flipped, find the probability that a head first appears on the fifth
trial.
59. Let X be a Poisson random variable with parameter λ. Show that P (X = i) increases
monotonically and then decreases monotonically as i increases, reaching its maximum when
i is the largest integer not exceeding λ. Hint: Consider P (X = i)/P (X = i − 1).
60. Compare the Poisson approximation with the correct binomial probability for the following
cases:
(i) P (X = 2) when n = 8, p = 0.1.
(ii) P (X = 9) when n = 10, p = 0.95.
61. If you buy a lottery ticket in 50 lotteries, in each of which your chance of 1/100, what is the
(approximate) probability that you will win a prize is (a) at least once, (b) exactly once, (c)
at least twice?
62. Let X be a random variable with probability density

c(1 − x2 ), −1 ≤ x ≤ 1
f (x) = (1)
0, otherwise
(a) What is the value of c? (b) What is the cumulative distribution function of X?
63. The density of X is given by
( 10
, x ≥ 10
f (x) = x2 (2)
0, x < 10
What is the distribution of X? Find P (X > 20).
64. If the heights of 300 students are normally distributed with mean 68.0 inches and standard
deviation 3.0 inches, how many students have heights (a) greater than 72 inches, F) less than
or equal to 64 inches, (c) between 65 and 71 inches inclusive, (d) equal to 68 inches. Assume
the measurements to be recorded to the nearest inch.

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65. The mean grade on a final examination was 72 and the standard deviation was 9. The top
10% of the students are to receive A’s. What is the minimum grade a student must get in
order to receive an A?

66. A random variable X is defined by


−2, probability 1/3
X= 3, probability 1/2
1, probability 1/6


Find (i)E[X], (ii) E[2X + 5], (iii) E[X 2 ].

67. The density function of a random variable X is

 −x
e , x≥0
f (x) = (3)
0, x<0

Find (i)E[X], (ii) E[X 2 ], (iii) E[(X − 1)2 ].

68. Find the moment generating function of the random variable


−1/2, probability 1/2
X=
1/2, probability 1/2

Use it to find the variance.

69. Find the moment generating function of a random variable having density function
 −x
e , x≥0
f (x) = (4)
0, x<0

Use it to find the variance.