grandes-ecoles

Papers (176)
2025
centrale-maths1__official 40 centrale-maths2__official 36 mines-ponts-maths1__mp 17 mines-ponts-maths1__pc 21 mines-ponts-maths1__psi 21 mines-ponts-maths2__mp 28 mines-ponts-maths2__pc 23 mines-ponts-maths2__psi 25 polytechnique-maths-a__mp 35 polytechnique-maths__fui 9 polytechnique-maths__pc 27 x-ens-maths-a__fui 10 x-ens-maths-a__mp 18 x-ens-maths-b__mp 6 x-ens-maths-c__mp 6 x-ens-maths-d__mp 31 x-ens-maths__pc 27 x-ens-maths__psi 30
2024
centrale-maths1__official 21 centrale-maths2__official 28 geipi-polytech__maths 9 mines-ponts-maths1__mp 23 mines-ponts-maths1__psi 9 mines-ponts-maths2__mp 14 mines-ponts-maths2__pc 19 mines-ponts-maths2__psi 20 polytechnique-maths-a__mp 42 polytechnique-maths-b__mp 27 x-ens-maths-a__mp 43 x-ens-maths-b__mp 29 x-ens-maths-c__mp 22 x-ens-maths-d__mp 41 x-ens-maths__pc 20 x-ens-maths__psi 23
2023
centrale-maths1__official 37 centrale-maths2__official 32 e3a-polytech-maths__mp 4 mines-ponts-maths1__mp 14 mines-ponts-maths1__pc 21 mines-ponts-maths1__psi 21 mines-ponts-maths2__mp 21 mines-ponts-maths2__pc 13 mines-ponts-maths2__psi 22 polytechnique-maths__fui 3 x-ens-maths-a__mp 24 x-ens-maths-b__mp 10 x-ens-maths-c__mp 10 x-ens-maths-d__mp 10 x-ens-maths__pc 22
2022
centrale-maths1__mp 22 centrale-maths1__pc 33 centrale-maths1__psi 42 centrale-maths2__mp 26 centrale-maths2__pc 37 centrale-maths2__psi 40 mines-ponts-maths1__mp 26 mines-ponts-maths1__pc 20 mines-ponts-maths1__psi 23 mines-ponts-maths2__mp 22 mines-ponts-maths2__pc 9 mines-ponts-maths2__psi 18 x-ens-maths-a__mp 8 x-ens-maths-b__mp 19 x-ens-maths-c__mp 17 x-ens-maths-d__mp 47 x-ens-maths1__mp 13 x-ens-maths2__mp 26 x-ens-maths__pc 7 x-ens-maths__pc_cpge 14 x-ens-maths__psi 22 x-ens-maths__psi_cpge 26
2021
centrale-maths1__mp 34 centrale-maths1__pc 36 centrale-maths1__psi 28 centrale-maths2__mp 21 centrale-maths2__pc 38 centrale-maths2__psi 28 x-ens-maths2__mp 35 x-ens-maths__pc 29
2020
centrale-maths1__mp 42 centrale-maths1__pc 36 centrale-maths1__psi 38 centrale-maths2__mp 2 centrale-maths2__pc 35 centrale-maths2__psi 39 mines-ponts-maths1__mp_cpge 22 mines-ponts-maths2__mp_cpge 19 x-ens-maths-a__mp_cpge 10 x-ens-maths-b__mp_cpge 19 x-ens-maths-c__mp 10 x-ens-maths-d__mp 13 x-ens-maths1__mp 13 x-ens-maths2__mp 20 x-ens-maths__pc 6
2019
centrale-maths1__mp 37 centrale-maths1__pc 40 centrale-maths1__psi 38 centrale-maths2__mp 37 centrale-maths2__pc 39 centrale-maths2__psi 46 x-ens-maths1__mp 24 x-ens-maths__pc 18 x-ens-maths__psi 9
2018
centrale-maths1__mp 21 centrale-maths1__pc 31 centrale-maths1__psi 39 centrale-maths2__mp 23 centrale-maths2__pc 35 centrale-maths2__psi 30 x-ens-maths1__mp 18 x-ens-maths2__mp 13 x-ens-maths__pc 17 x-ens-maths__psi 20
2017
centrale-maths1__mp 45 centrale-maths1__pc 22 centrale-maths1__psi 17 centrale-maths2__mp 30 centrale-maths2__pc 28 centrale-maths2__psi 44 x-ens-maths1__mp 24 x-ens-maths2__mp 7 x-ens-maths__pc 17 x-ens-maths__psi 19
2016
centrale-maths1__mp 41 centrale-maths1__pc 31 centrale-maths1__psi 33 centrale-maths2__mp 25 centrale-maths2__pc 42 centrale-maths2__psi 17 x-ens-maths1__mp 10 x-ens-maths2__mp 32 x-ens-maths__pc 1 x-ens-maths__psi 20
2015
centrale-maths1__mp 18 centrale-maths1__pc 11 centrale-maths1__psi 42 centrale-maths2__mp 44 centrale-maths2__pc 1 centrale-maths2__psi 14 x-ens-maths1__mp 16 x-ens-maths2__mp 19 x-ens-maths__pc 30 x-ens-maths__psi 20
2014
centrale-maths1__mp 28 centrale-maths1__pc 26 centrale-maths1__psi 36 centrale-maths2__mp 24 centrale-maths2__pc 23 centrale-maths2__psi 29 x-ens-maths2__mp 13
2013
centrale-maths1__mp 3 centrale-maths1__pc 45 centrale-maths1__psi 20 centrale-maths2__mp 32 centrale-maths2__pc 50 centrale-maths2__psi 32 x-ens-maths1__mp 14 x-ens-maths2__mp 10 x-ens-maths__pc 22 x-ens-maths__psi 9
2012
centrale-maths1__pc 23 centrale-maths1__psi 20 centrale-maths2__mp 27 centrale-maths2__psi 20
2011
centrale-maths1__mp 27 centrale-maths1__pc 15 centrale-maths1__psi 21 centrale-maths2__mp 29 centrale-maths2__pc 8 centrale-maths2__psi 28
2010
centrale-maths1__mp 7 centrale-maths1__pc 23 centrale-maths1__psi 9 centrale-maths2__mp 10 centrale-maths2__pc 36 centrale-maths2__psi 27
2021 centrale-maths1__psi

28 maths questions

Q1 Probability Definitions Direct Proof of a Stated Identity or Equality View
Justify that, for every natural integer $k$, $p _ { 1 } ^ { ( k ) } + \cdots + p _ { n } ^ { ( k ) } = 1$.
Show that, for every natural integer $k$, $P ^ { ( k + 1 ) } = P ^ { ( k ) } T$.
Deduce from this, for every natural integer $k$, an expression for $P ^ { ( k ) }$ as a function of $T$, $k$ and $P ^ { ( 0 ) }$.
Suppose that the sequence of vectors $\left( P ^ { ( k ) } \right) _ { k \in \mathbb { N } }$ converges to a vector $P = \left( p _ { 1 } , \ldots , p _ { n } \right)$. Show that $P T = P$, that for all $i \in \llbracket 1 , n \rrbracket$, $p _ { i } \geqslant 0$ and that $p _ { 1 } + \cdots + p _ { n } = 1$.
We consider the directed graph $G = ( S , A )$ where $$\left\{ \begin{array} { l } S = \{ 1,2,3,4 \} \\ A = \{ ( 1,2 ) , ( 2,1 ) , ( 1,3 ) , ( 3,1 ) , ( 1,4 ) , ( 4,1 ) , ( 2,3 ) , ( 3,2 ) , ( 2,4 ) , ( 4,2 ) , ( 3,4 ) , ( 4,3 ) \} \end{array} \right.$$ We assume that, when the point is on one of the vertices of the graph, it has the same probability of going to each of the three other vertices of the graph. We set $$J _ { 4 } = \left( \begin{array} { l l l l } 1 & 1 & 1 & 1 \\ 1 & 1 & 1 & 1 \\ 1 & 1 & 1 & 1 \\ 1 & 1 & 1 & 1 \end{array} \right)$$ Express the transition matrix $T$ as a function of $J _ { 4 }$ and $I _ { 4 }$.
We consider the directed graph $G = ( S , A )$ where $$\left\{ \begin{array} { l } S = \{ 1,2,3,4 \} \\ A = \{ ( 1,2 ) , ( 2,1 ) , ( 1,3 ) , ( 3,1 ) , ( 1,4 ) , ( 4,1 ) , ( 2,3 ) , ( 3,2 ) , ( 2,4 ) , ( 4,2 ) , ( 3,4 ) , ( 4,3 ) \} \end{array} \right.$$ We assume that, when the point is on one of the vertices of the graph, it has the same probability of going to each of the three other vertices of the graph. We set $$J _ { 4 } = \left( \begin{array} { l l l l } 1 & 1 & 1 & 1 \\ 1 & 1 & 1 & 1 \\ 1 & 1 & 1 & 1 \\ 1 & 1 & 1 & 1 \end{array} \right)$$ Prove that there exists a matrix $Q \in \mathcal { O } _ { 4 } ( \mathbb { R } )$ such that $$T = \frac { 1 } { 3 } Q \left( \begin{array} { c c c c } - 1 & 0 & 0 & 0 \\ 0 & - 1 & 0 & 0 \\ 0 & 0 & - 1 & 0 \\ 0 & 0 & 0 & 3 \end{array} \right) Q ^ { \top }$$
We consider the directed graph $G = ( S , A )$ where $$\left\{ \begin{array} { l } S = \{ 1,2,3,4 \} \\ A = \{ ( 1,2 ) , ( 2,1 ) , ( 1,3 ) , ( 3,1 ) , ( 1,4 ) , ( 4,1 ) , ( 2,3 ) , ( 3,2 ) , ( 2,4 ) , ( 4,2 ) , ( 3,4 ) , ( 4,3 ) \} \end{array} \right.$$ We assume that, when the point is on one of the vertices of the graph, it has the same probability of going to each of the three other vertices of the graph. Show that the sequence of matrices $\left( T ^ { k } \right) _ { k \in \mathbb { N } }$ converges and identify geometrically the endomorphism canonically associated with the limit matrix.
We consider the directed graph $G = ( S , A )$ where $$\left\{ \begin{array} { l } S = \{ 1,2,3,4 \} \\ A = \{ ( 1,2 ) , ( 2,1 ) , ( 1,3 ) , ( 3,1 ) , ( 1,4 ) , ( 4,1 ) , ( 2,3 ) , ( 3,2 ) , ( 2,4 ) , ( 4,2 ) , ( 3,4 ) , ( 4,3 ) \} \end{array} \right.$$ We assume that, when the point is on one of the vertices of the graph, it has the same probability of going to each of the three other vertices of the graph. Show that, for any row vector $P ^ { ( 0 ) } = \left( p _ { 1 } ^ { ( 0 ) } , p _ { 2 } ^ { ( 0 ) } , p _ { 3 } ^ { ( 0 ) } , p _ { 4 } ^ { ( 0 ) } \right)$, where for $1 \leqslant i \leqslant 4$, $p _ { i } ^ { ( 0 ) }$ is the probability that the point is initially on vertex $i$, the sequence $\left( P ^ { ( k ) } \right) _ { k \in \mathbb { N } }$ converges to the row vector $( 1 / 4,1 / 4,1 / 4,1 / 4 )$.
We consider the graph $G$ represented in Figure 2. We recall that, when the point is on one of the vertices of the graph, it has the same probability of going to each of the vertices to which it is connected. We assume that initially, the point is on vertex 1, so that $P ^ { ( 0 ) } = ( 1,0,0,0,0,0,0,0 )$. We denote $S _ { 1 } = \{ 1,3,6,8 \}$ and $S _ { 2 } = \{ 2,4,5,7 \}$.
Give the transition matrix $T$ of this graph and calculate $$( 1,1,1,1,1,1,1,1 ) T .$$
We consider the graph $G$ represented in Figure 2. We denote $S _ { 1 } = \{ 1,3,6,8 \}$ and $S _ { 2 } = \{ 2,4,5,7 \}$.
Show that, if the point is on a vertex of part $S _ { 1 }$ at a given step, it will be on a vertex of part $S _ { 2 }$ at the next step and that, if it is on a vertex of $S _ { 2 }$ at a given step, it will be on a vertex of $S _ { 1 }$ at the next step.
We consider the graph $G$ represented in Figure 2. We denote $S _ { 1 } = \{ 1,3,6,8 \}$ and $S _ { 2 } = \{ 2,4,5,7 \}$. We assume that initially, the point is on vertex 1, so that $P ^ { ( 0 ) } = ( 1,0,0,0,0,0,0,0 )$.
Is the sequence of vectors $\left( P ^ { ( k ) } \right) _ { k \in \mathbb { N } }$ convergent?
Let $M \in M _ { n } ( \mathbb { R } )$, all of whose coefficients are non-negative. Show that $M$ is a stochastic matrix if and only if $$M \left( \begin{array} { c } 1 \\ \vdots \\ 1 \end{array} \right) = \left( \begin{array} { c } 1 \\ \vdots \\ 1 \end{array} \right) .$$
Show that the transition matrix of a graph (defined in part I) is a stochastic matrix and that, for every natural integer $k$, the vector $P ^ { ( k ) }$, also defined in part I, is a probability distribution.
Let $M \in \mathcal { M } _ { n } ( \mathbb { R } )$ and $N \in \mathcal { M } _ { n } ( \mathbb { R } )$ be two stochastic matrices, $X \in \mathbb { R } ^ { n }$ a probability distribution and $\alpha \in [ 0,1 ]$. Show that $X M$ is a probability distribution.
Let $M \in \mathcal { M } _ { n } ( \mathbb { R } )$ and $N \in \mathcal { M } _ { n } ( \mathbb { R } )$ be two stochastic matrices, $X \in \mathbb { R } ^ { n }$ a probability distribution and $\alpha \in [ 0,1 ]$. Show that $M N$ is a stochastic matrix.
Let $M \in \mathcal { M } _ { n } ( \mathbb { R } )$ and $N \in \mathcal { M } _ { n } ( \mathbb { R } )$ be two stochastic matrices, $X \in \mathbb { R } ^ { n }$ a probability distribution and $\alpha \in [ 0,1 ]$. Show that $\alpha M + ( 1 - \alpha ) N$ is a stochastic matrix.
Let $M = \left( m _ { i , j } \right)$ be a stochastic matrix of $\mathcal { M } _ { n } ( \mathbb { R } )$ and $\lambda$ an eigenvalue (real or complex) of $M$. We denote by $\left( u _ { 1 } , \ldots , u _ { n } \right)$ the components (real or complex), in the canonical basis, of an eigenvector $u$ associated with $\lambda$.
Let $h \in \{ 1 , \ldots , n \}$ such that $\left| u _ { h } \right| = \max _ { 1 \leqslant i \leqslant n } \left| u _ { i } \right|$. Show that $\left| \lambda - m _ { h , h } \right| \leqslant 1 - m _ { h , h }$. Deduce that $| \lambda | \leqslant 1$.
Let $M = \left( m _ { i , j } \right)$ be a stochastic matrix of $\mathcal { M } _ { n } ( \mathbb { R } )$ and $\lambda$ an eigenvalue (real or complex) of $M$. We denote by $\left( u _ { 1 } , \ldots , u _ { n } \right)$ the components (real or complex), in the canonical basis, of an eigenvector $u$ associated with $\lambda$.
Let $\delta = \min _ { 1 \leqslant i \leqslant n } m _ { i , i }$. Show that $| \lambda - \delta | \leqslant 1 - \delta$. Give a geometric interpretation of this result and show that, if all diagonal terms of $M$ are strictly positive, then 1 is the only eigenvalue of $M$ with modulus 1.
We now assume that all coefficients $m _ { i , j } ( 1 \leqslant i , j \leqslant n )$ of the stochastic matrix $M$ are strictly positive.
Prove that $\operatorname { dim } \left( \operatorname { ker } \left( M - I _ { n } \right) \right) = 1$.
If $\left( u _ { 1 } , \ldots , u _ { n } \right)$ denotes the components (real) in the canonical basis of a vector of $\operatorname { ker } \left( M - I _ { n } \right)$, one may use $\min _ { 1 \leqslant i \leqslant n } u _ { i }$.
We now assume that all coefficients $m _ { i , j } ( 1 \leqslant i , j \leqslant n )$ of the stochastic matrix $M$ are strictly positive.
Deduce that there exists at most one probability distribution $X$ invariant by $M$, that is, satisfying $X M = X$.
We now assume that all coefficients $m _ { i , j } ( 1 \leqslant i , j \leqslant n )$ of the stochastic matrix $M$ are strictly positive. We set $\varepsilon = \min _ { 1 \leqslant i , j \leqslant n } m _ { i , j }$. We are interested in the sequence $\left( M ^ { k } \right) _ { k \in \mathbb { N } }$ of powers of $M$. We denote by $m _ { i , j } ^ { ( k ) }$ the coefficient of the matrix $M ^ { k }$ located in row $i$ and column $j$.
For all $j \in \llbracket 1 , n \rrbracket$, we set $$\left\{ \begin{array} { l } \alpha _ { j } ^ { ( k ) } = \min _ { 1 \leqslant i \leqslant n } m _ { i , j } ^ { ( k ) } , \\ \beta _ { j } ^ { ( k ) } = \max _ { 1 \leqslant i \leqslant n } m _ { i , j } ^ { ( k ) } . \end{array} \right.$$
In the following four questions, $j$ is a fixed integer in $\llbracket 1 , n \rrbracket$ and $k$ is fixed in $\mathbb { N }$. Prove the inequalities $\alpha _ { j } ^ { ( k ) } \leqslant \alpha _ { j } ^ { ( k + 1 ) } \leqslant \beta _ { j } ^ { ( k + 1 ) } \leqslant \beta _ { j } ^ { ( k ) }$.
We now assume that all coefficients $m _ { i , j } ( 1 \leqslant i , j \leqslant n )$ of the stochastic matrix $M$ are strictly positive. We set $\varepsilon = \min _ { 1 \leqslant i , j \leqslant n } m _ { i , j }$. We are interested in the sequence $\left( M ^ { k } \right) _ { k \in \mathbb { N } }$ of powers of $M$. We denote by $m _ { i , j } ^ { ( k ) }$ the coefficient of the matrix $M ^ { k }$ located in row $i$ and column $j$.
For all $j \in \llbracket 1 , n \rrbracket$, we set $$\left\{ \begin{array} { l } \alpha _ { j } ^ { ( k ) } = \min _ { 1 \leqslant i \leqslant n } m _ { i , j } ^ { ( k ) } , \\ \beta _ { j } ^ { ( k ) } = \max _ { 1 \leqslant i \leqslant n } m _ { i , j } ^ { ( k ) } . \end{array} \right.$$
In the following four questions, $j$ is a fixed integer in $\llbracket 1 , n \rrbracket$ and $k$ is fixed in $\mathbb { N }$. Prove that there exists a pair $\left( i _ { 0 } , j _ { 0 } \right) \in \llbracket 1 , n \rrbracket ^ { 2 }$ such that $$\alpha _ { j } ^ { ( k + 1 ) } - \alpha _ { j } ^ { ( k ) } \geqslant m _ { i _ { 0 } , j _ { 0 } } \left( \beta _ { j } ^ { ( k ) } - \alpha _ { j } ^ { ( k ) } \right) .$$
We now assume that all coefficients $m _ { i , j } ( 1 \leqslant i , j \leqslant n )$ of the stochastic matrix $M$ are strictly positive. We set $\varepsilon = \min _ { 1 \leqslant i , j \leqslant n } m _ { i , j }$. We are interested in the sequence $\left( M ^ { k } \right) _ { k \in \mathbb { N } }$ of powers of $M$. We denote by $m _ { i , j } ^ { ( k ) }$ the coefficient of the matrix $M ^ { k }$ located in row $i$ and column $j$.
For all $j \in \llbracket 1 , n \rrbracket$, we set $$\left\{ \begin{array} { l } \alpha _ { j } ^ { ( k ) } = \min _ { 1 \leqslant i \leqslant n } m _ { i , j } ^ { ( k ) } , \\ \beta _ { j } ^ { ( k ) } = \max _ { 1 \leqslant i \leqslant n } m _ { i , j } ^ { ( k ) } . \end{array} \right.$$
In the following four questions, $j$ is a fixed integer in $\llbracket 1 , n \rrbracket$ and $k$ is fixed in $\mathbb { N }$. Prove that there exists a pair $\left( i _ { 1 } , j _ { 1 } \right) \in \llbracket 1 , n \rrbracket ^ { 2 }$ such that $$\beta _ { j } ^ { ( k ) } - \beta _ { j } ^ { ( k + 1 ) } \geqslant m _ { i _ { 1 } , j _ { 1 } } \left( \beta _ { j } ^ { ( k ) } - \alpha _ { j } ^ { ( k ) } \right) .$$
We now assume that all coefficients $m _ { i , j } ( 1 \leqslant i , j \leqslant n )$ of the stochastic matrix $M$ are strictly positive. We set $\varepsilon = \min _ { 1 \leqslant i , j \leqslant n } m _ { i , j }$. We are interested in the sequence $\left( M ^ { k } \right) _ { k \in \mathbb { N } }$ of powers of $M$. We denote by $m _ { i , j } ^ { ( k ) }$ the coefficient of the matrix $M ^ { k }$ located in row $i$ and column $j$.
For all $j \in \llbracket 1 , n \rrbracket$, we set $$\left\{ \begin{array} { l } \alpha _ { j } ^ { ( k ) } = \min _ { 1 \leqslant i \leqslant n } m _ { i , j } ^ { ( k ) } , \\ \beta _ { j } ^ { ( k ) } = \max _ { 1 \leqslant i \leqslant n } m _ { i , j } ^ { ( k ) } . \end{array} \right.$$
Deduce that $\beta _ { j } ^ { ( k + 1 ) } - \alpha _ { j } ^ { ( k + 1 ) } \leqslant ( 1 - 2 \varepsilon ) \left( \beta _ { j } ^ { ( k ) } - \alpha _ { j } ^ { ( k ) } \right)$.
We now assume that all coefficients $m _ { i , j } ( 1 \leqslant i , j \leqslant n )$ of the stochastic matrix $M$ are strictly positive. We set $\varepsilon = \min _ { 1 \leqslant i , j \leqslant n } m _ { i , j }$.
Prove that the sequence $\left( M ^ { k } \right)$ converges to a stochastic matrix $B = \left( \begin{array} { l l l } b _ { 1 } & \cdots & b _ { n } \\ b _ { 1 } & \cdots & b _ { n } \\ b _ { 1 } & \cdots & b _ { n } \end{array} \right)$ all of whose rows are equal.
We model the web by a directed graph with $n$ vertices. For every integer $i \in \llbracket 1 , n \rrbracket$, $\lambda _ { i }$ denotes the number of outgoing edges from page $i$. We assume that no page points to itself. A surfer navigates the web in the following way: when on page $i$,
  • if page $i$ points to other pages, he goes randomly, with equal probability, to one of these pages;
  • if page $i$ points to no other page, he remains on page $i$.
Verify that the transition matrix associated with this navigation model is the matrix $A = \left( a _ { i , j } \right) _ { 1 \leqslant i , j \leqslant n }$ with $$\left\{ \begin{array} { l } a _ { i , i } = \begin{cases} 1 & \text { if page } i \text { points to no other page } \\ 0 & \text { otherwise } \end{cases} \\ a _ { i , j } = \left\{ \begin{array} { l l } 0 & \text { if } i \nrightarrow j \\ 1 / \lambda _ { i } & \text { if } i \rightarrow j \end{array} \quad \text { for } i \neq j \right. \end{array} \right.$$
We model the web by a directed graph with $n$ vertices. The matrix $A$ is the stochastic matrix described in question 29. We define $$B = ( 1 - \alpha ) A + \frac { \alpha } { n } J _ { n }$$ where $J _ { n }$ is the matrix in $\mathcal { M } _ { n } ( \mathbb { R } )$ whose coefficients are all equal to $1$, $A$ is the stochastic matrix described in question 29 and $\alpha$ is a real number in $] 0,1 [$, called the damping factor.
Show that $B$ is a stochastic matrix whose coefficients are all strictly positive.
We model the web by a directed graph with $n$ vertices. The matrix $A$ is the stochastic matrix described in question 29. We define $$B = ( 1 - \alpha ) A + \frac { \alpha } { n } J _ { n }$$ where $J _ { n }$ is the matrix in $\mathcal { M } _ { n } ( \mathbb { R } )$ whose coefficients are all equal to $1$, $A$ is the stochastic matrix described in question 29 and $\alpha$ is a real number in $] 0,1 [$, called the damping factor.
In the navigation model admitting $B$ as its transition matrix, give the probability of leaving a page containing no links to another page.