# stochastic processes final exam

This section provides information on the final exam of the course, preparation activities, the final exam with solutions, and suggestions for further study. Final exam - exemplary problems on stochastic processes. (15 marks) (a) (6 marks) We have M 0 = 0. ������%8�R,���� • Branching process. There are 4 questions, each with several parts. !a�]C;gL\��Q���K@J�'�,aG�� ��������D��fF�*B1 3�Mn��m�"۬�TI,�������X�ܵ�%R-�q����s��h�A�P�V1�0;������[X���H0΋B�7�@ u�q7iN� p�M����]�)Љ^8 �o���B�6h ��KH s�i-ȴ*�!AQ�5���R�CGC=s6�9B�s�+�9�yϹ+2eps��Q�V�Y�FTǨ�1 Aj8�Z��e�]����D�6�� (c) The general equation is π n = π0 nY−1 k=1 p k, n ≥ 1.For p k = 1/k we get π n = π0 1 (n− 1)! For full credit, you must explain all of your work! (a) (10 pts) Show that . 11/6/202 0 Stochastic Processes - Ali Aghagolzadeh - Babol Noshirvani University of Technology 3 Laplace’s Classical Definition: The Probability of an event A is defined a-priori without actual experimentation as provided all these outcomes are equally likely. (15 marks) (a) (6 marks) We have M 0 = 0. ��QPͼ+ x���Z!+1� ; ��L�G�{�]��WU�x9�j������%ף���|WM8��T54���o%]��Z�7�8�!�lH��8��F3 �rg�L��h�- X�)�P�(�ͅ�E[(�3l����}D��aO�I��~�ᡫ���E� �����n:��΁j� Recursing this gives M k= k1 1 + M 1 = Consider a box with nwhite and mred balls. Stochastic Processes Summer Semester 2008 Final Exam Friday June 4, 2008, 12:30, Magnus-HS Name: Vorname: Matrikelnummer: Studienrichtung: Whenever appropriate give short arguments for your results. Discrete Stochastic Processes Wednesday, May 18, 9:00-12:00 noon, 2011 MIT, Spring 2011 Final examination. For k>1, conditioning on B’s rst move, we obtain by the law of total expectation that M k= (1+M k)+(1 1 )(1+M k 1), or M k= 1 +M k 1. Take the exam on your own and check your answers when you're done. Probability Theory and Stochastic Processes, winter semester 2019/2020 Stochasticprocesses-introduction. �� �>�ȶ+�JسDR'��L���2�#�Vy����d0����Gt*ܣJ1 ��;�: o�0pf���~z|�~� �4_�:I �o{,)ڃ7�|��U�7��;W��N�#d���^`!���W�8��)#d�xg k�wO�F n�� @�)��g7hE"��y5��HN( ;Z������Sk��ժ|a��! We attempted to put the easier parts of each question toward the beginning of that question. ����F�֖`�^3��t�3���-0�-�r�U2����R� p�`�{%ʜ�l��-x䗪� ��1] NCs>�I��6�d>@A>�6Z���ȜK�T��1�_� ǁ�%pL�v������,��dⲜ�V��q������1ɖ2��p��3�*�X��A���Ǡ1m���2�,����2P�P� You have 3 hours to ﬁnish the ﬁnal. 2�q�`��rł��ot\6 = 8�3ɹ͑����KI�XI�.t��.5s For k>1, conditioning on B’s rst move, we obtain by the law of total expectation that M k= (1+M k)+(1 1 )(1+M k 1), or M k= 1 +M k 1. In each of items 1-4, 12 points can be achieved, and in each of items 5-8, 13 points can be achieved. Stochastic Processes Summer Semester 2008 Final Exam Friday June 4, 2008, 12:30, Magnus-HS Name: Vorname: Matrikelnummer: Studienrichtung: Whenever appropriate give short arguments for your results. Final Exam (PDF) Final Exam Solutions (PDF) Conclusion. and as }�ã�ݼ� �Ѳ� v�/7��n]�6>��o�����t��U��ю���+��s���1������ٝi(�v�ˇ8e���� �E�3j�Iv�&���(���l�o]a@�_���4�o4������x��saV�g�o⊺ܒ��g'��p�=���E��s�~�������+���N]�*˰���L��èDo�%X�Qi��I�����ծ&�`W��@�+p)Sk&ا�*V��b���SlK�W���o�ؗ�L�����L�O�y��=�F�ā��Jy��ǟOxŤ������� �@5�P+��S���K���3gm�o�/��. Final Exam answers and solutions Coursera. 3 0 obj << Examples are the pyramid selling scheme and the spread of SARS above. The blue books are for scratch paper only. Stochastic Processes, Solutions to Final Exam 1(a) 702 (b) 676 2(b) The period is 1. Stochastic Processes (WISB 362) - Final Exam Sjoerd Dirksen June 25, 2019, 13:30-16:30 Question 1 [4 points] Recall that a random variable Xwith values in f0;:::;nghas a binomial distribution with • Final Exam, 25% • Attendance is fully monitored!! Let Nt be a counting process of a You have 3 hours to ﬁnish the ﬁnal. Stochastic Processes (WISB 362) - Final Exam Sjoerd Dirksen June 25, 2019, 13:30-16:30 Question 1 [4 points] Recall that a random variable Xwith values in f0;:::;nghas a binomial distribution with parameters (n;p), where n2N[f0gand 0 p 1, if P(X= k) = n k pk(1 p)n k; k= 0;:::;n: Compute the probability generating function of X. 3(a) Let p The exam will be held on Thursday, December 14th, 8:30-10:20am, inMEB 246.