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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 ...
In statistics, a unit root test tests whether a time series variable is non-stationary and possesses a unit root. The null hypothesis is generally defined as the presence of a unit root and the alternative hypothesis is either stationarity , trend stationarity or explosive root depending on the test used.
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.
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 .
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 ]
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A great many professional mathematicians take no interest in a definition of mathematics, or consider it undefinable. There is not even consensus on whether mathematics is an art or a science. Some just say, "mathematics is what mathematicians do". [166] [167] A common approach is to define mathematics by its object of study. [168] [169] [170 ...