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QTNN
QTNN
probability
*
2e:: its elements called
a
set of possible outcomes,
are
elementary
Outcomes.
-Empty
Set D and is are
member of F
-
ins
. . .
implies Act
P: -P
[0,17 the conditions P(D) P(z) 1, and
=
* I saisties 0,
=
=
P(Y,Ar) (Au =
2
9HT, +5]:sample space
*
=
TH, HH,
= 2
p:= [0,1)
>
-
A
xP(t) =
-t
(H), HY p(Ai-f + ->
-
(construct
stock
price
a
probability space)
x =
(0,0)
lack of information
Def:leta be a
sample space, be a
non-empty collection of subsets
An, Arts. An
=
↳Ante, An, An li
A
plan hach as
P(I) =
P CH/A) PlAnt
let
proposition: to be a finite sample space.
7
Gu, Y
=
We. . . .
Wm
then
every
or field I
one is
generated by a
partition
Ex1:Constructthe c-field the and
on
sample space e vice-versa
the Plot) the following cases
generated by partition in
t
*
=
91,2,3,47 and PCR) 9(1),(24.(3,457
=
B =P(x)
4914,424,95,44.7
=
-(B) =
48,2,414,424,93,44,9133,47,42,3,444
- 2
41,2,3,44
=
and P(2):94124,3,94%
Bc =
941,22,43,443
-(B) 90,2,91,23,49,444
=
decrease 88 the
secondary
or at end of
8
485,95,105,1154
=
-
B1 4415,1054,985,954.
=
6(81) 40,12,985,954,4105,1534
=
P 2
[4857,9957,4105,11533
e
=)
01B)=2
X: San khi kitthis [
was
gra
y la bien in they hi va ar = ds a(PC)
Random variables
and X: ->IR. We that
Det:
Let(r2, F,P) be a
probability space say
X is a
random variable ofXis R-measurable which means
(wc 2,X(w) x)
= t
F
for 12TR
any
I
Discrete
ommus
14
40;0,1,0,2490 =
by sets the
of form
9w: a
<X(w) byfor my
< acb
⑭ sample space
E
a "b IR
&(x) 28,2,x((asb)), X
=
-
wab = wi
y
mass
probability function
Car
bay?
(Ynp")1 p(n
-
binominal:fx(K)
=
k 0, 1,2
-
= .
.
.
poissonfx(K):etk
I
Discrete
*
Xi G4, x2,.. Yn,... y
=
.
. -
-xx-(ai,y:) P(X
=
x,,Xz
=
yi)
=
y)
=
r)2 "(x
tyl"
(dot) exp(-2(x- x)T]
=
12
-
(0,07
ED:
E(X)
=
x (x,x)
=
co
22
[.]
=
-
ex- sFor()()
=
=Erreainbig-c
Ex: X, Y dos
(? A 41,2,37
=
B 44,5,6y
=
e(X)
=
40,2,A,BY
8(y) 40,2,41,4,12,3,5,64.7
=
2 D
p(A,) p(A)p(c) =
.... I
* Given an eventBG F
X is a random variable on (2, 5, P)
E
[XIB][P(X x/B)
=
(X/An], itwe AK
Ex:
X
part of
isit is it is -
pmfof Y
n
38
es
-
↳
⑧
A
X Y E[x1Y] TTH d
HHH 80 30 55
HH T 30 30 545
A TH 60 18 30 As An
10 35
#54 10
↳cases:
y 0,Y 10,4 20,4 30
=
=
=
T H H 78 20 45
T H T 20 20 45
+T H 50 0 25
~
[xP(X x1Y 0) [x =
=
=
px,y=0)
2
I + T ⑧ O
p(Y 0)
=
0.50 andS
E(y1Y 0) 25)
I
=
= =
+
35
=
= 45
+
=
114
with
joint -pdt fx,"?) =>
fysikyys
(hanand x
him
vadk
theoX
y)
(x,y)
=
(x,y(,y)dx
↑
E[X1Y y) =
(xtx,(x(y) dx.
random
varrable
ECXIY) E(x18(Y)) (morty)
=
Random process
Ex:G X (+): t=> 20,134 is a simple Gaussian process
Let 0 =
+, <
tzt [t41
(a)
...
X(t) , -,X(t) -
P(x(+1)
=
an,
-
I 4X(A), XC+2)
((x). 4(2)
-
((x,) .
. . .
ECI=
Aetht
I
Qua rich Poisson
① BN: N= 9N(t): + [0,0)}Gg+nn
dem new
N ot? ( at
go:
*
N(t) 7,0
va 1=2.
[1,077 than so
VDA
40GNC): tG (atPoisson
Tick
a,P(N(3) 4) =
N(3)
e
PrCO)
N25/ N(37wPok]
P(N(37 4, N(5) 7)
-
b,
a P(NC3) 4) =
e
=
-
4. G4P e-2.3
=
0,1339
=
! 4!
b, P(N(2) 3) e- lt.
( e-2.22?
=
0,1953
=
- =
k!
P(NC3 4,
=
N(5/ -N(3) 3)
=
=P(NBT 47.
=
P(N15) -
N(3))
0,1339..0,1954:0,0762
=
VD2: rats sol
GNCH:+30y 9+poisson
= than
skiymi vaidic.NCt) 1
=
thi N(S) -B2m, 5) May do ocsl
I I
NCH) NCS)
NNCSS
+
=
(r m)
=CIP)" (1 24 0,
=
.
.,
.
n)
P(N(s) k,N(t)
=
n)
=
P(NCS) 4/N(t)
=
-=
=
n)
=
NCt) 1
Poi ( It)
e
- 1
(et)n
-
n!
PCCs 1, NC) -NCS)
=
n
= -
k)
Pn(15) Palest-E) daz E
=
PCNC) 1
=
) P(NCK-NCs) n
=
-k)
k
5)(n-
els
e 127-3)(e(+
-
=
-ke!
K
S" (t-5]n
-
=en-k! -
k
+4. tn
-
UD: P(N(21
tl 9/NC51= 97
=
=((E)"(E)
1940 dr
2, tat chet:Cho (N(+):t3,0) (9+ poisson.
oCt)
0) 1 1t
P.(NCH
+
-
=
=
1,
2,
P(NC+=1) lt
= + ot
3, P(NCHY 2)=ofY
line thee of
vebar aslot,
the
-meeta
P(NC) K7
=
=
e lt(et)" (c 0,1,2...
=
)
->
k!
Ce+)R
k-f
=(1-
I
17.
k
Hee 7 -k!
-
11 -
=
1 k2
=
et o(t) 0(t) 04
-
1
+
-
interarrival
③ Que rich arrival times a times
WCA
X:Khody to xiy
kien A
the khi Si
...
Y:qua times
A =
xe - -
is
-
O si t
Xp Sx 3k
=
-
-
1
lat
Si Xi are in as
lies no
what. Sie
=
in that
herrentrate
Star I
que trick
-
95mEtY
* Tal dart in Interal times
expL1)
&X
xx. Ye
= (1 chat
ds()
la
* X is memory less
xx)0 UP(X,++s):P(X,+P(X,3)
1(t 57 +
CM:rettrai=1
-
FC++s)
=
e
-
- 19+13)
vorphan =
ett
(1-F(+)[1-FCs]: e-
=
+ 3/Xx)+) P(Xx
>s)
Memory less =>
P(Xx 2 +
=
vp:
[NC: 3,0) + batpoisson van them so =2
as
is
tall de Si kien athis stainsaw thedrew 1855
=
thatdiem t-il as
with
b. Bitis ko si ken here
in ra,
P(X(1) > 37
c Betray sikiew the 3 faisha di
Ques has = 2,
is
that so
a, P(x,30,5) 1-F(0,8) =
xNC+
-
1x ~ I
I 2 I l
N10,5) -Par (n)
C->
poisson:
p (NC0,5)= Of
I
t
-
-
0
05s, 2 i
~
A 8
=C ·
1 -
1
=e
b, P(x,33/4,31) P(X, =
> 2) (memoryless)
C++can al
2, P(X)215, 2) =
= P(tn)2/x + x2 x3721
+
i
-
do? la
F(2)
P(xyx2) 1
=
-
tothis
die the and xa - NCK)=3
The poisson,
, ask wa
PCNC) 3 /N(2) 3) =
=
& Int cha caes
que trick Arrial times
f(=
eel,
Ngoira, Nas X eF(n,) th
E(X)
=
Var(X) 1 =
Nature 1 12
=
Nice in 1 8 =
- ↳
e
=(1 -
e-21)(1
12 8
=
Markov
Xich
Khaiman
21. ↑
4 to 1
P(Xan=j/Xo 0, Xx
=
x,,:
=
.
.
.
Xa-=Pn-1, Xn=i)
P(Xn i/Xn i)
=
=
=
XS rich
and Markov (MaNan Markar)
MaNo? P bi 1 ma tram ~whim, thebi
ugan
pij 30; [ Pij= 1Fi
ItS
VDC:New I talday car but do top viny
Gx0, Xe. . . .
., Xn, ...
I· I
Pr P2 Pa
P
....
P1
Pr
var r
p(X k)
=
=
7k ES
VD2:
⑨
18405 0.5
40,5
②
1./s
·
0,5
0,5
⑥
3
G1,2,
=
.
. .
,77
this
Xi traythaiand
=
cam issamban whang K.KnictoGXo, Xe,... Xu, ...
lxich Markov thnwhat 1 23 4567
I
1 O 00
I
8 1 00
00,50,50 00
P E
O
charges
=
ma iron xs 0.500,50000
4 000,250,50,2500
5 00
00 0 0,50,5
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I
O
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Markov sinhr-f
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* kogian tray
than 40,1,2, k, 4 ES . . . .
mat dich in
. .
.
..
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=
theiro r thela
thatdram treetheo, trans
->
it1 viies pi
-> r-1 no XS
9:
va
-> i
x31-pi-9;
O 1 23 ~-
0 1-P
I
Po 0 0...
cage
I
Ma tr XS
P =
1 911piGP0....
20 FP29
92 Pz....
3 O 931-P3- 93Ps
:......
-
had has
and b hams at that
did I whan
1
VD4 cty
b man
* Nhami 1.Koot? gians chi ph
* Nhan 2:Itsgran 25%
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*
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*
Chacha ham mat I hadthe
whatwhen a bit fai
Nhan :car in
Nhan 1
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-> thar 2:Ko co ulmanbot Hairs
th n)
(Xm=Nay the and know has
main
Matron &
cure xS
1 2 3
P
I
O
I
1025
=
0,75
20,25 O 0,75
38 8,250,75
P(Xa 31Xo= 1)
Contawh
=
2.1 As this ↑
(Graph theory)
* Mor dothis
o G CV, E), tray do:
tomot =
13,3), IaBy
& E G21,4,(1,3),(2,3),
=
(3,2)
22,17 (3,1)
⑨
a
new to fit chat (v,v) tE =>
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us, (r,v) tE this to not
cundirected graph)
G lato this 120 co luring
(v, v) AE
dita no G la do
Ngino Ias nowforfar (r,0) tE uhing
this a linding
⑤
⑲
-
G(1,2), (1,3), 22,3), (3,2, (3,37, (3,4) 4
=
V
vois l tap di
E l
f ach
ur lamatrontray
did
so so caut
- -
x5
·
-
3 Y 5
are I
O 3 50 ⑧
=
it
w 2
00 60
↳adink ke in v
Dat N(v)
G0GV:
=
(u,u) -
EY
↓lam can v
and
⑧
⑧ ↑
65 -
8 - -
x X
① - A-
N(1) 42,37
=
N(n) 327
=
degG) 2
deg(z) 1
=
=
2.2 Do this charge xS
Tap disk Ko
grow trong
thei
=
-
Vaii, i V, Pig
vo: xet Yich
Markor 4/m: n
=0,1,2. ...
I
14 114
P
112
=I
1
113 8 213
0 112
112
Trat P(X0=11X, 2) =
2 P(Xo =
1, X 2, Xn
=
=
the bret
*
p(Xo 1)
=
1
=
entere ③
&
192
P(Xo 11X 2) P(X 21X0 1). P(Xo 1)
=
=
=
= =
=
- b z =
P (ABC) P(AB). P(C)
=
P(X0 1, X1 2,Xz 3)
= =
P(Xz 3) =
Xo 1, x
=
2). P
=
=2)
time this
P(X
=
3
=
(X 2) =
What 116
116
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car tray
Nguo asto car theday diy ot Yich Markov isnot dothis
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* Kogan thai
tray
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2 Wix
kENCi)
ve Markov andy
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e
vai their
4 Xn:n30y ke
gian tray
S (a,b,cy
=
6
2
Bitter. ch lines are so
Matran Chuge X. S
I I
O 1 ⑧
I =
0,4 8 0,6
so
Mathes a
&
I ·I
o 18
W -
I 2 7
1
=
6
4
-> Pab:
KENCi]
0,1
Paar=
2+2 =
EN
ban
3, la sink
to a
Pij P(X:j,
=
X i)
=
Xs ut t tray
this i
in bas
Say, May thai;
s ame
denge
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And ma trachage is his Xich Markov
Hi
=(PYis:=PY,
III
p(Xm i1Xo i)
=
phat i maincas
=
CIP4,;
day; cat; M
&
mar
from P
plinds
trict Chapman Komogorov
-
p(Xman j/X =
i)
=
EsP
=
(Xan i/Xn k)
=
=
x
piet-piece-k)xo-il
3.2, Phan box as X no
x2, ....
an, ...)
voi 2i P(Xn j)
=
S 0.10.80,1
C 0.18,60,3
thattied
IX:nx,0) (axich Markov and
CXo= thattreegay
mail
x (0,5;0.5;0)
=
(0,450,740,15)
vayas cantil 0,74
X, =
0, X= in,... Xue-imm, Xri)
=
P(Xmn=i/X i) =
Morey:P(Xm=j/X0=io,....,
Xa-man-in-m-y,X n -
m i)
=
Ency na khe ↓
V
has
-
main ali
9 ↓
gra Kin
ga shat
> P(Xn+= j/X -m=i)
(m+ 1) m 1
+
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is
Ni
=
-
dag
x
Hi i -
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bud
3.4 phi bo is day than
yich Markov va, ma
ta duge l
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(Xm:exoy l
Ichi od
P(Xm= in Xn in,
=
..., Xup=in)
Labyin (pre-mi....(P(ne
VD:
Bit planbut as
No 1 G: (0,280.250,250,25)
P(X, = 's', Xy =
's', Xs: 'P') =?
n
=3,n 5,, 6
=
=
=
↳ Nick Markov
tray
dai ham
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bat got fam
Xoce Markov va me train cases laP.
Mit plan
bo
Cho 9Xm:e2.0) l
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good
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son
baris
an
men
has
Is chye ti
ique;scan
1 val how Duos la A;
P(X=//Xo-i) p
vecto say =
cho biz.0:[1, =1
(ii)
pr=
inmaidas=l
(iii) Lim pr 1
=
=
matrons
0
-
thail
UP: (Yich. Markov
⑧
2 tray
A
Matron
1-p P
Caxs
0
P =
A 9 1 9
-
(0[p;q 1) =
p I
I
=
C pr (x =
pipe-psP) P
=
+a
pr PXn?1 =
(a)
Suyra
Pi =
P=Pij:*i, 5 +
40,14
0
Sayraim pice
1
p
-
I
.i j
= =
Pij
=
j 1
I
P 1
=
P
i 0;j 1
=
=
i 1;j 0 =
1
=
P
-
2
Phanbut gi har =/e-P, PS
qF 1
p* pm 1p
-
p* pePoo Po, 1p
n
-
-3
=
1
O
=Cr-p)Po* qM-p"( -
=9
(1 q7p, n,1
+
-
p-
a
(1 g)(qrc p- qr)
+
-
p
-
-
n
-
3
q(1-p- 9) Poo
q(1
=
(1
+
-
p -
q) (1 p + -
-
q(2)w(1 -
p- q po
a
Ce-p-ql" +
(1-p-gPoo
R0
=
an
interet
9. [e-p-gp* C1-p) +
Por
I
Pr q
Pr=
q
cim
m
=>
finds to him P a I
A
p q
+
*
M
Pi*
e
me P 10
= -
prq
P+
9
↳e iP*=
(* I A
prq
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(gal
9.2 Satan than
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G m21.07
has
Gr si is
plan burgeon and
Xm:
0; YkE;
n
-
SI
k0
solanXich
=
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EE (Eil*:i)
-
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I exis
P(X j/X i)
=
=
=
12 0
=
-I
I (E Filxo=i]= Pre-
at
mi
k0=
Cesaro
bind
find by tiny
P =
I (702)
4
=
x =11x, 3)P(x 33
=
=
-
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5/12
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