This preview shows pages 1–2. Sign up to view the full content.
This preview has intentionally blurred sections. Sign up to view the full version.
View Full Document
Unformatted text preview: Utah State University ECE 6010 Stochastic Processes Homework #11 Due Friday Dec 10, 2004 These problems come from the LeonGarcia 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
 Spring '08
 Stites,M

Click to edit the document details