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In probability theory and statistics, a unit root is a feature of some stochastic processes (such as random walks) that can cause problems in statistical inference involving time series models. A linear stochastic process has a unit root if 1 is a root of the process's characteristic equation .
The n th roots of unity form under multiplication a cyclic group of order n, and in fact these groups comprise all of the finite subgroups of the multiplicative group of the complex number field. A generator for this cyclic group is a primitive n th root of unity. The n th roots of unity form an irreducible representation of any cyclic group of ...
Dirichlet's unit theorem shows that the unit group has rank 1 exactly when the number field is a real quadratic field, a complex cubic field, or a totally imaginary quartic field. When the unit group has rank ≥ 1, a basis of it modulo its torsion is called a fundamental system of units . [ 1 ]
More generally, any root of unity in a ring R is a unit: if r n = 1, then r n−1 is a multiplicative inverse of r. In a nonzero ring, the element 0 is not a unit, so R × is not closed under addition. A nonzero ring R in which every nonzero element is a unit (that is, R × = R ∖ {0}) is called a division ring (or a skew-field).
The imaginary unit or unit imaginary number (i) is a mathematical constant that is a solution to the quadratic equation x 2 + 1 = 0. Although there is no real number with this property, i can be used to extend the real numbers to what are called complex numbers , using addition and multiplication .
In the former case of a unit root, stochastic shocks have permanent effects, and the process is not mean-reverting. In the latter case of a deterministic trend, the process is called a trend-stationary process , and stochastic shocks have only transitory effects after which the variable tends toward a deterministically evolving (non-constant) mean.
√ (square-root symbol) Denotes square root and is read as the square root of. Rarely used in modern mathematics without a horizontal bar delimiting the width of its argument (see the next item). For example, √2. √ (radical symbol) 1. Denotes square root and is read as the square root of.
In mathematics, a norm is a function ... This norm can be defined as the square root of the inner product of a ... Due to the definition of the norm, the unit circle ...