{[ promptMessage ]}

Bookmark it

{[ promptMessage ]}

6.262.PS7

# 6.262.PS7 - MASSACHUSETTS INSTITUTE OF TECHNOLOGY...

This preview shows pages 1–2. Sign up to view the full content.

1 MASSACHUSETTS INSTITUTE OF TECHNOLOGY Department of Electrical Engineering and Computer Science 6.262 – Discrete Stochastic Processes Problem Set #7 Issued: March 19, 2010 Due: April 2, 2010 Reading : For this week, study Section 3.7 carefully and skim Section 3.8. For next week, begin reading Chapter 5 (which we’ll put on the web soon). 1. Exercise 3.8 in Gallager’s notes 2. Exercise 3.23 in Gallager’s notes. (Assume that N(t) is non-arithmetic. Is the result in part a) ever true for an arithmetic renewal process? Compare your results to eq. (3.36) on p. 125 of the course notes.) 3. Exercise 3.26 in Gallager’s notes. Compare the behavior of this system with that in Exercise 2.23 in Problem 2 on Pset #3. 4 . Exercise 3.27 in Gallager’s notes. 5) Two important phenomena in physics (and other fields) are drift and diffusion . Drift is the motion of a randomly perturbed particle or collection of particles when the average motion is in a single direction. The randomly perturbed motion becomes diffusion when there is no average direction of motion. The general findings are that the average time required for a particle to move a distance δ x in its average direction of motion grows linearly with δ x , i.e., drift δ x δ t = v ,where v drift is the “drift velocity,” while the average time δ t

This preview has intentionally blurred sections. Sign up to view the full version.

View Full Document
This is the end of the preview. Sign up to access the rest of the document.

{[ snackBarMessage ]}

### Page1 / 3

6.262.PS7 - MASSACHUSETTS INSTITUTE OF TECHNOLOGY...

This preview shows document pages 1 - 2. Sign up to view the full document.

View Full Document
Ask a homework question - tutors are online