zz-21 - Utah State University ECE 6010 Stochastic Processes...

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Unformatted text preview: Utah State University ECE 6010 Stochastic Processes Homework # 1 Solutions 1. Create a list of all the stochastic processes you can think of that might occur in the real world (not just examples from the textbook). Be creative! 2. We defined a field to be a collection of sets that is closed under complementation and finite unions. Show that such a collection is also closed under finite intersections. Given the field F we know that for A, B F , we have A B F and A c , B c F . Generalizing, when A i F , i = 1 , . . . , n , then n i =1 A i F . Furthermore, n i =1 A c i F , as must be the complementary event, [ n i =1 A c i ] c Hence, by DeMorgans theorem, n i =1 A i F . 3. Using the axioms of probability, prove the following properties of probability: (a) P ( A c ) = 1- P ( A ) A c A = and A c A = . P ( A c A ) = P () = 1 but also P ( A c A ) = P ( A c ) + P ( A ) (by additivity), so 1 = P ( A c ) + P ( A )....
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zz-21 - Utah State University ECE 6010 Stochastic Processes...

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