zz-20 - Utah State University ECE 6010 Stochastic Processes...

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

View Full Document Right Arrow Icon

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

View Full DocumentRight Arrow Icon
This is the end of the preview. Sign up to access the rest of the document.

Unformatted text preview: Utah State University ECE 6010 Stochastic Processes Homework #11 Due Friday Dec 10, 2004 These problems come from the Leon-Garcia text. 1. Let M n denote the sequence of sample means from an i.i.d. random process X n : M n = X 1 + x 2 + + X n n (a) Is M n a Markov process? (b) If so, find the state transition p.m.f. f M n ( x | M n- 1 = y ) 2. An urn initially contains five black balls and five white balls. The following experiment is repeated indefinitely. A ball is drawn from the urn; if the ball is white it is put back in the urn, otherwise it is left out. Let X n be the number of black balls remaining in the urn after n draws from the urn. (a) Is X n a Markov process? If so, find the appropriate transition probabilities. (b) Do the transition probabilities depend on n ? 3. Let X n be the Bernoulli i.i.d. process and let Y n be Y n = X n + X n- 1 . (a) Show that Y n is not a Markov process....
View Full Document

Page1 / 2

zz-20 - Utah State University ECE 6010 Stochastic Processes...

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

View Full Document Right Arrow Icon
Ask a homework question - tutors are online