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Papers (191)
2025
centrale-maths1__official 40 centrale-maths2__official 42 mines-ponts-maths1__mp 20 mines-ponts-maths1__pc 21 mines-ponts-maths1__psi 21 mines-ponts-maths2__mp 28 mines-ponts-maths2__pc 24 mines-ponts-maths2__psi 26 polytechnique-maths-a__mp 27 polytechnique-maths__fui 16 polytechnique-maths__pc 27 x-ens-maths-a__mp 18 x-ens-maths-c__mp 9 x-ens-maths-d__mp 38 x-ens-maths__pc 27 x-ens-maths__psi 38
2024
centrale-maths1__official 28 centrale-maths2__official 29 geipi-polytech__maths 9 mines-ponts-maths1__mp 25 mines-ponts-maths1__pc 20 mines-ponts-maths1__psi 19 mines-ponts-maths2__mp 23 mines-ponts-maths2__pc 21 mines-ponts-maths2__psi 21 polytechnique-maths-a__mp 44 polytechnique-maths-b__mp 37 x-ens-maths-a__mp 43 x-ens-maths-b__mp 35 x-ens-maths-c__mp 22 x-ens-maths-d__mp 45 x-ens-maths__pc 24 x-ens-maths__psi 26
2023
centrale-maths1__official 44 centrale-maths2__official 33 e3a-polytech-maths__mp 4 mines-ponts-maths1__mp 15 mines-ponts-maths1__pc 23 mines-ponts-maths1__psi 23 mines-ponts-maths2__mp 22 mines-ponts-maths2__pc 18 mines-ponts-maths2__psi 22 polytechnique-maths__fui 23 x-ens-maths-a__mp 25 x-ens-maths-b__mp 24 x-ens-maths-c__mp 20 x-ens-maths-d__mp 20 x-ens-maths__pc 18 x-ens-maths__psi 15
2022
centrale-maths1__mp 48 centrale-maths1__official 48 centrale-maths1__pc 37 centrale-maths1__psi 43 centrale-maths2__mp 32 centrale-maths2__official 32 centrale-maths2__pc 39 centrale-maths2__psi 45 mines-ponts-maths1__mp 25 mines-ponts-maths1__pc 24 mines-ponts-maths1__psi 24 mines-ponts-maths2__mp 24 mines-ponts-maths2__pc 19 mines-ponts-maths2__psi 20 x-ens-maths-a__mp 13 x-ens-maths-b__mp 40 x-ens-maths-c__mp 27 x-ens-maths-d__mp 46 x-ens-maths1__mp 13 x-ens-maths2__mp 40 x-ens-maths__pc 15 x-ens-maths__pc_cpge 15 x-ens-maths__psi 22 x-ens-maths__psi_cpge 23
2021
centrale-maths1__mp 40 centrale-maths1__official 40 centrale-maths1__pc 36 centrale-maths1__psi 29 centrale-maths2__mp 30 centrale-maths2__official 29 centrale-maths2__pc 38 centrale-maths2__psi 37 x-ens-maths2__mp 39 x-ens-maths__pc 44
2020
centrale-maths1__mp 42 centrale-maths1__official 42 centrale-maths1__pc 36 centrale-maths1__psi 40 centrale-maths2__mp 38 centrale-maths2__official 38 centrale-maths2__pc 40 centrale-maths2__psi 39 mines-ponts-maths1__mp_cpge 24 mines-ponts-maths2__mp_cpge 21 x-ens-maths-a__mp_cpge 18 x-ens-maths-b__mp_cpge 20 x-ens-maths-d__mp 14 x-ens-maths1__mp 18 x-ens-maths2__mp 20 x-ens-maths__pc 18
2019
centrale-maths1__mp 37 centrale-maths1__official 37 centrale-maths1__pc 40 centrale-maths1__psi 39 centrale-maths2__mp 37 centrale-maths2__official 37 centrale-maths2__pc 39 centrale-maths2__psi 49 x-ens-maths1__mp 24 x-ens-maths__pc 18 x-ens-maths__psi 26
2018
centrale-maths1__mp 47 centrale-maths1__official 47 centrale-maths1__pc 41 centrale-maths1__psi 44 centrale-maths2__mp 44 centrale-maths2__official 44 centrale-maths2__pc 35 centrale-maths2__psi 38 x-ens-maths1__mp 19 x-ens-maths2__mp 17 x-ens-maths__pc 22 x-ens-maths__psi 24
2017
centrale-maths1__mp 45 centrale-maths1__official 45 centrale-maths1__pc 22 centrale-maths1__psi 17 centrale-maths2__mp 30 centrale-maths2__official 30 centrale-maths2__pc 28 centrale-maths2__psi 44 x-ens-maths1__mp 26 x-ens-maths2__mp 16 x-ens-maths__pc 18 x-ens-maths__psi 26
2016
centrale-maths1__mp 42 centrale-maths1__pc 31 centrale-maths1__psi 33 centrale-maths2__mp 25 centrale-maths2__pc 47 centrale-maths2__psi 27 x-ens-maths1__mp 18 x-ens-maths2__mp 46 x-ens-maths__pc 15 x-ens-maths__psi 20
2015
centrale-maths1__mp 42 centrale-maths1__pc 18 centrale-maths1__psi 42 centrale-maths2__mp 44 centrale-maths2__pc 18 centrale-maths2__psi 33 x-ens-maths1__mp 16 x-ens-maths2__mp 31 x-ens-maths__pc 30 x-ens-maths__psi 22
2014
centrale-maths1__mp 28 centrale-maths1__pc 26 centrale-maths1__psi 27 centrale-maths2__mp 24 centrale-maths2__pc 26 centrale-maths2__psi 27 x-ens-maths1__mp 9 x-ens-maths2__mp 16 x-ens-maths__pc 4 x-ens-maths__psi 24
2013
centrale-maths1__mp 22 centrale-maths1__pc 45 centrale-maths1__psi 29 centrale-maths2__mp 31 centrale-maths2__pc 52 centrale-maths2__psi 32 x-ens-maths1__mp 24 x-ens-maths2__mp 35 x-ens-maths__pc 22 x-ens-maths__psi 9
2012
centrale-maths1__mp 36 centrale-maths1__pc 28 centrale-maths1__psi 33 centrale-maths2__mp 27 centrale-maths2__psi 18
2011
centrale-maths1__mp 27 centrale-maths1__pc 17 centrale-maths1__psi 24 centrale-maths2__mp 29 centrale-maths2__pc 17 centrale-maths2__psi 10
2010
centrale-maths1__mp 19 centrale-maths1__pc 30 centrale-maths1__psi 13 centrale-maths2__mp 32 centrale-maths2__pc 37 centrale-maths2__psi 27
2019 centrale-maths2__official

37 maths questions

Q1 Probability Generating Functions Characteristic function product or trigonometric identity View
Let $n$ be a non-zero natural number and $t$ a real number. We set $$\forall n \in \mathbb{N}^{\star}, \quad X_n = \sum_{k=1}^{n} \frac{\varepsilon_k}{2^k}$$ where $(\varepsilon_n)_{n \geqslant 1}$ is a sequence of independent random variables taking values in $\{-1,1\}$ with $\mathbb{P}(\varepsilon_n = 1) = \mathbb{P}(\varepsilon_n = -1) = 1/2$ for all $n \geqslant 1$, and $\Phi_X(t) = \mathbb{E}(\mathrm{e}^{\mathrm{i}tX})$.
Show $$\Phi_{X_n}(t) = \prod_{k=1}^{n} \cos\left(\frac{t}{2^k}\right).$$
Q2 Probability Generating Functions Characteristic function product or trigonometric identity View
Let $n$ be a non-zero natural number and $t$ a real number. We set $$\forall n \in \mathbb{N}^{\star}, \quad X_n = \sum_{k=1}^{n} \frac{\varepsilon_k}{2^k}$$ where $(\varepsilon_n)_{n \geqslant 1}$ is a sequence of independent random variables taking values in $\{-1,1\}$ with $\mathbb{P}(\varepsilon_n = 1) = \mathbb{P}(\varepsilon_n = -1) = 1/2$ for all $n \geqslant 1$, and $\Phi_{X_n}(t) = \prod_{k=1}^{n} \cos\left(\frac{t}{2^k}\right)$.
Deduce $$\sin\left(\frac{t}{2^n}\right) \Phi_{X_n}(t) = \frac{\sin(t)}{2^n}.$$
Q3 Discrete Random Variables Convergence of Expectations or Moments View
Let $n$ be a non-zero natural number and $t$ a real number. We set $$\forall n \in \mathbb{N}^{\star}, \quad X_n = \sum_{k=1}^{n} \frac{\varepsilon_k}{2^k}$$ where $(\varepsilon_n)_{n \geqslant 1}$ is a sequence of independent random variables taking values in $\{-1,1\}$ with $\mathbb{P}(\varepsilon_n = 1) = \mathbb{P}(\varepsilon_n = -1) = 1/2$ for all $n \geqslant 1$, and $$\operatorname{sinc}\, t = \begin{cases} \frac{\sin t}{t} & \text{if } t \neq 0 \\ 1 & \text{otherwise} \end{cases}$$
Determine the pointwise limit of the sequence of functions $(\Phi_{X_n})_{n \geqslant 1}$.
Q4 Continuous Probability Distributions and Random Variables Convergence in Distribution or Probability View
Let $n$ be a non-zero natural number and $t$ a real number. We set $$\forall n \in \mathbb{N}^{\star}, \quad X_n = \sum_{k=1}^{n} \frac{\varepsilon_k}{2^k}$$ where $(\varepsilon_n)_{n \geqslant 1}$ is a sequence of independent random variables taking values in $\{-1,1\}$ with $\mathbb{P}(\varepsilon_n = 1) = \mathbb{P}(\varepsilon_n = -1) = 1/2$ for all $n \geqslant 1$.
Study the continuity of $\lim_{n \rightarrow +\infty} \Phi_{X_n}$.
Q5 Discrete Random Variables Independence Proofs for Discrete Random Variables View
Let $n$ be a non-zero natural number. We set $$\forall n \in \mathbb{N}^{\star}, \quad X_n = \sum_{k=1}^{n} \frac{\varepsilon_k}{2^k}$$ where $(\varepsilon_n)_{n \geqslant 1}$ is a sequence of independent random variables taking values in $\{-1,1\}$ with $\mathbb{P}(\varepsilon_n = 1) = \mathbb{P}(\varepsilon_n = -1) = 1/2$ for all $n \geqslant 1$.
Show that $X_n$ and $-X_n$ have the same distribution for all $n \in \mathbb{N}^{\star}$.
Q6 Moment generating functions Pointwise limit of MGFs or characteristic functions (convergence in distribution) View
Let $n$ be a non-zero natural number. We set $$\forall n \in \mathbb{N}^{\star}, \quad X_n = \sum_{k=1}^{n} \frac{\varepsilon_k}{2^k}$$ where $(\varepsilon_n)_{n \geqslant 1}$ is a sequence of independent random variables taking values in $\{-1,1\}$ with $\mathbb{P}(\varepsilon_n = 1) = \mathbb{P}(\varepsilon_n = -1) = 1/2$ for all $n \geqslant 1$.
Deduce the pointwise limit of the sequence of functions $(\varphi_n)_{n \geqslant 1}$ defined by $$\forall n \in \mathbb{N}^{\star}, \quad \varphi_n : \begin{aligned} \mathbb{R} &\rightarrow \mathbb{R} \\ t &\mapsto \mathbb{E}(\cos(t X_n)) \end{aligned}$$
Q7 Continuous Probability Distributions and Random Variables Integrability, Boundedness, and Regularity of Density/Distribution-Related Functions View
Let $n$ be a non-zero natural number. We set $$\forall n \in \mathbb{N}^{\star}, \quad X_n = \sum_{k=1}^{n} \frac{\varepsilon_k}{2^k}$$ where $(\varepsilon_n)_{n \geqslant 1}$ is a sequence of independent random variables taking values in $\{-1,1\}$ with $\mathbb{P}(\varepsilon_n = 1) = \mathbb{P}(\varepsilon_n = -1) = 1/2$ for all $n \geqslant 1$, and $$\forall n \in \mathbb{N}^{\star}, \quad \varphi_n : \begin{aligned} \mathbb{R} &\rightarrow \mathbb{R} \\ t &\mapsto \mathbb{E}(\cos(t X_n)) \end{aligned}$$
Does the sequence of functions $(\varphi_n)_{n \geqslant 1}$ converge uniformly on $\mathbb{R}$?
Q8 Number Theory Combinatorial Number Theory and Counting View
Let $n$ be a non-zero natural number. We set $$\Phi_n : \left|\, \begin{aligned} \{0,1\}^n &\rightarrow \llbracket 0, 2^n - 1 \rrbracket \\ (x_j)_{j \in \llbracket 1,n \rrbracket} &\mapsto \sum_{j=1}^{n} x_j 2^{n-j} \end{aligned} \right.$$
Show that $\Phi_n$ is well-defined by verifying $\operatorname{Im} \Phi_n \subset \llbracket 0, 2^n - 1 \rrbracket$.
Q9 Proof Direct Proof of a Stated Identity or Equality View
Let $n$ be a non-zero natural number. We set $$\Phi_n : \left|\, \begin{aligned} \{0,1\}^n &\rightarrow \llbracket 0, 2^n - 1 \rrbracket \\ (x_j)_{j \in \llbracket 1,n \rrbracket} &\mapsto \sum_{j=1}^{n} x_j 2^{n-j} \end{aligned} \right.$$ and $A_n = \left\{ \sum_{j=1}^{n} x_j 2^{n-j},\, (x_j)_{j \in \llbracket 1,n \rrbracket} \in \{0,1\}^n \right\}$.
Specify $\operatorname{Im} \Phi_n$ as a function of $A_n$.
Q10 Proof Proof by Induction or Recursive Construction View
Let $n$ be a non-zero natural number. We set $$\Phi_n : \left|\, \begin{aligned} \{0,1\}^n &\rightarrow \llbracket 0, 2^n - 1 \rrbracket \\ (x_j)_{j \in \llbracket 1,n \rrbracket} &\mapsto \sum_{j=1}^{n} x_j 2^{n-j} \end{aligned} \right.$$
Show by induction $$\forall k \in \llbracket 0, 2^n - 1 \rrbracket, \quad k \in \operatorname{Im} \Phi_n.$$
Q11 Proof Deduction or Consequence from Prior Results View
Let $n$ be a non-zero natural number. We set $$\Phi_n : \left|\, \begin{aligned} \{0,1\}^n &\rightarrow \llbracket 0, 2^n - 1 \rrbracket \\ (x_j)_{j \in \llbracket 1,n \rrbracket} &\mapsto \sum_{j=1}^{n} x_j 2^{n-j} \end{aligned} \right.$$
Deduce that $\Phi_n$ is bijective.
Q12 Sequences and Series Evaluation of a Finite or Infinite Sum View
We denote $$D_n = \left\{ \sum_{j=1}^{n} \frac{x_j}{2^j},\, (x_j)_{j \in \llbracket 1,n \rrbracket} \in \{0,1\}^n \right\} \quad \text{and} \quad D = \bigcup_{n \in \mathbb{N}^{\star}} D_n.$$
Establish the monotonicity in the sense of inclusion of the sequence $(D_n)_{n \geqslant 1}$ then verify $D \subset [0,1[$.
Q13 Sequences and Series Proof of Inequalities Involving Series or Sequence Terms View
For all $(x,n) \in \mathbb{R} \times \mathbb{N}$, we define $\pi_n(x) = \frac{\lfloor 2^n x \rfloor}{2^n}$.
Establish $$\forall (x,n) \in \mathbb{R} \times \mathbb{N}, \quad \pi_n(x) \leqslant x < \pi_n(x) + \frac{1}{2^n}.$$
Q14 Sequences and Series Evaluation of a Finite or Infinite Sum View
For all $(x,n) \in \mathbb{R} \times \mathbb{N}$, we define $\pi_n(x) = \frac{\lfloor 2^n x \rfloor}{2^n}$ and $d_{n+1}(x) = 2^{n+1}(\pi_{n+1}(x) - \pi_n(x))$.
Justify $$\forall x \in [0,1[,\, \forall k \in \mathbb{N}, \quad \pi_k(x) = \sum_{j=1}^{k} \frac{d_j(x)}{2^j}.$$
Q15 Sequences and Series Recurrence Relations and Sequence Properties View
For all $(x,n) \in \mathbb{R} \times \mathbb{N}$, we define $\pi_n(x) = \frac{\lfloor 2^n x \rfloor}{2^n}$ and $d_{n+1}(x) = 2^{n+1}(\pi_{n+1}(x) - \pi_n(x))$.
Establish $$\forall (x,j) \in \mathbb{R} \times \mathbb{N}^{\star}, \quad d_j(x) \in \{0,1\}.$$
Q16 Sequences and Series Evaluation of a Finite or Infinite Sum View
We denote $D_n = \left\{ \sum_{j=1}^{n} \frac{x_j}{2^j},\, (x_j)_{j \in \llbracket 1,n \rrbracket} \in \{0,1\}^n \right\}$ and $\pi_n(x) = \frac{\lfloor 2^n x \rfloor}{2^n}$.
Let $n \in \mathbb{N}^{\star}$. Justify $x \in D_n \Longleftrightarrow 2^n x \in \llbracket 0, 2^n - 1 \rrbracket$.
Q17 Proof Proof That a Map Has a Specific Property View
We denote $D_n = \left\{ \sum_{j=1}^{n} \frac{x_j}{2^j},\, (x_j)_{j \in \llbracket 1,n \rrbracket} \in \{0,1\}^n \right\}$.
Let $n \in \mathbb{N}^{\star}$. Show that the application $$\Psi_n : \begin{gathered} \{0,1\}^n \rightarrow D_n \\ (x_j)_{j \in \llbracket 1,n \rrbracket} \mapsto \sum_{j=1}^{n} \frac{x_j}{2^j} \end{gathered}$$ is bijective.
Q18 Sequences and Series Evaluation of a Finite or Infinite Sum View
We denote $\pi_k(x) = \frac{\lfloor 2^k x \rfloor}{2^k}$.
Let $n \in \mathbb{N}^{\star}$ and $x = \sum_{j=1}^{n} \frac{x_j}{2^j}$ with $(x_j)_{j \in \llbracket 1,n \rrbracket} \in \{0,1\}^n$. Show $$\forall k \in \mathbb{N}, \quad \pi_k(x) = \sum_{j=1}^{\min(n,k)} \frac{x_j}{2^j}.$$
Q19 Continuous Probability Distributions and Random Variables Distribution of Transformed or Combined Random Variables View
Let $(\Omega, \mathcal{A}, \mathbb{P})$ be a probability space, $(U_n)_{n \geqslant 1}$ a sequence of mutually independent random variables following a Bernoulli distribution with parameter $1/2$. We set $$\forall n \in \mathbb{N}^{\star}, \quad Y_n = \sum_{k=1}^{n} \frac{U_k}{2^k}.$$
Justify $$\forall n \in \mathbb{N}^{\star}, \quad \mathbb{P}(Y_n \in [0,1[) = 1.$$
Q20 Cumulative distribution functions View
Let $(\Omega, \mathcal{A}, \mathbb{P})$ be a probability space, $(U_n)_{n \geqslant 1}$ a sequence of mutually independent random variables following a Bernoulli distribution with parameter $1/2$. We set $$\forall n \in \mathbb{N}^{\star}, \quad Y_n = \sum_{k=1}^{n} \frac{U_k}{2^k}, \quad F_n(x) = \mathbb{P}(Y_n \leqslant x).$$ We denote $D_n = \left\{ \sum_{j=1}^{n} \frac{x_j}{2^j},\, (x_j)_{j \in \llbracket 1,n \rrbracket} \in \{0,1\}^n \right\}$.
Show $$\forall n \in \mathbb{N}^{\star},\, \forall x \in D_n, \quad F_n(x) = x + \frac{1}{2^n}.$$
Q21 Cumulative distribution functions View
Let $(\Omega, \mathcal{A}, \mathbb{P})$ be a probability space, $(U_n)_{n \geqslant 1}$ a sequence of mutually independent random variables following a Bernoulli distribution with parameter $1/2$. We set $$\forall n \in \mathbb{N}^{\star}, \quad Y_n = \sum_{k=1}^{n} \frac{U_k}{2^k}, \quad G_n(x) = \mathbb{P}(Y_n < x).$$ We denote $D_n = \left\{ \sum_{j=1}^{n} \frac{x_j}{2^j},\, (x_j)_{j \in \llbracket 1,n \rrbracket} \in \{0,1\}^n \right\}$.
Show $$\forall n \in \mathbb{N}^{\star},\, \forall x \in D_n, \quad G_n(x) = x.$$
Q22 Uniform Distribution View
Let $(\Omega, \mathcal{A}, \mathbb{P})$ be a probability space, $(U_n)_{n \geqslant 1}$ a sequence of mutually independent random variables following a Bernoulli distribution with parameter $1/2$. We set $$\forall n \in \mathbb{N}^{\star}, \quad Y_n = \sum_{k=1}^{n} \frac{U_k}{2^k}.$$ We denote $D_n = \left\{ \sum_{j=1}^{n} \frac{x_j}{2^j},\, (x_j)_{j \in \llbracket 1,n \rrbracket} \in \{0,1\}^n \right\}$.
Establish, for every non-zero natural number $n$, that $Y_n$ follows a uniform distribution on $D_n$.
Q23 Discrete Probability Distributions Proof of Distributional Properties or Symmetry View
We denote $D_n = \left\{ \sum_{j=1}^{n} \frac{x_j}{2^j},\, (x_j)_{j \in \llbracket 1,n \rrbracket} \in \{0,1\}^n \right\}$.
Conversely, let $n$ be a non-zero natural number and let $X_n$ be a random variable that follows a uniform distribution on $D_n$. Show that there exist random variables $V_1, \ldots, V_n$ mutually independent, each following a Bernoulli distribution with parameter $1/2$, and such that $$X_n = \sum_{k=1}^{n} \frac{V_k}{2^k}.$$
Q24 Continuous Probability Distributions and Random Variables Convergence in Distribution or Probability View
Let $(\Omega, \mathcal{A}, \mathbb{P})$ be a probability space, $(U_n)_{n \geqslant 1}$ a sequence of mutually independent random variables following a Bernoulli distribution with parameter $1/2$. We set $$\forall n \in \mathbb{N}^{\star}, \quad Y_n = \sum_{k=1}^{n} \frac{U_k}{2^k}, \quad F_n(x) = \mathbb{P}(Y_n \leqslant x), \quad G_n(x) = \mathbb{P}(Y_n < x).$$
Let $x$ be a real number. Establish the monotonicity of the sequences $(F_n(x))_{n \geqslant 1}$ and $(G_n(x))_{n \geqslant 1}$.
Q25 Continuous Probability Distributions and Random Variables Convergence in Distribution or Probability View
Let $(\Omega, \mathcal{A}, \mathbb{P})$ be a probability space, $(U_n)_{n \geqslant 1}$ a sequence of mutually independent random variables following a Bernoulli distribution with parameter $1/2$. We set $$\forall n \in \mathbb{N}^{\star}, \quad Y_n = \sum_{k=1}^{n} \frac{U_k}{2^k}, \quad F_n(x) = \mathbb{P}(Y_n \leqslant x), \quad G_n(x) = \mathbb{P}(Y_n < x).$$
Deduce the pointwise convergence of the sequences of functions $(F_n)_{n \geqslant 1}$ and $(G_n)_{n \geqslant 1}$.
Q26 Continuous Probability Distributions and Random Variables Convergence in Distribution or Probability View
Let $(\Omega, \mathcal{A}, \mathbb{P})$ be a probability space, $(U_n)_{n \geqslant 1}$ a sequence of mutually independent random variables following a Bernoulli distribution with parameter $1/2$. We set $$\forall n \in \mathbb{N}^{\star}, \quad Y_n = \sum_{k=1}^{n} \frac{U_k}{2^k}, \quad F_n(x) = \mathbb{P}(Y_n \leqslant x), \quad G_n(x) = \mathbb{P}(Y_n < x).$$ We denote $D = \bigcup_{n \in \mathbb{N}^{\star}} D_n$ where $D_n = \left\{ \sum_{j=1}^{n} \frac{x_j}{2^j},\, (x_j)_{j \in \llbracket 1,n \rrbracket} \in \{0,1\}^n \right\}$.
Show $$\forall x \in D \cup \{1\}, \quad \lim_{n \rightarrow \infty} F_n(x) = x \quad \text{and} \quad \lim_{n \rightarrow \infty} G_n(x) = x.$$
Q27 Continuous Probability Distributions and Random Variables Convergence in Distribution or Probability View
Let $(\Omega, \mathcal{A}, \mathbb{P})$ be a probability space, $(U_n)_{n \geqslant 1}$ a sequence of mutually independent random variables following a Bernoulli distribution with parameter $1/2$. We set $$\forall n \in \mathbb{N}^{\star}, \quad Y_n = \sum_{k=1}^{n} \frac{U_k}{2^k}, \quad F_n(x) = \mathbb{P}(Y_n \leqslant x), \quad G_n(x) = \mathbb{P}(Y_n < x).$$ We denote $D = \bigcup_{n \in \mathbb{N}^{\star}} D_n$ where $D_n = \left\{ \sum_{j=1}^{n} \frac{x_j}{2^j},\, (x_j)_{j \in \llbracket 1,n \rrbracket} \in \{0,1\}^n \right\}$.
Generalize the results obtained in the previous question for all $x \in [0,1]$.
Q28 Continuous Probability Distributions and Random Variables Convergence in Distribution or Probability View
Let $(\Omega, \mathcal{A}, \mathbb{P})$ be a probability space, $(U_n)_{n \geqslant 1}$ a sequence of mutually independent random variables following a Bernoulli distribution with parameter $1/2$. We set $$\forall n \in \mathbb{N}^{\star}, \quad Y_n = \sum_{k=1}^{n} \frac{U_k}{2^k}.$$
Show that for every non-empty interval $I \subset [0,1]$, we have $$\lim_{n \rightarrow \infty} \mathbb{P}(Y_n \in I) = \ell(I) \quad \text{with} \quad \ell(I) = \sup I - \inf I.$$
Q29 Continuous Probability Distributions and Random Variables Convergence in Distribution or Probability View
Let $(\Omega, \mathcal{A}, \mathbb{P})$ be a probability space, $(U_n)_{n \geqslant 1}$ a sequence of mutually independent random variables following a Bernoulli distribution with parameter $1/2$. We set $$\forall n \in \mathbb{N}^{\star}, \quad Y_n = \sum_{k=1}^{n} \frac{U_k}{2^k}.$$
Deduce that, for every continuous function $f$ from $[0,1]$ to $\mathbb{R}$, the sequence $(\mathbb{E}(f(Y_n)))_{n \geqslant 1}$ converges and specify its limit.
Q30 Continuous Probability Distributions and Random Variables Characteristic/Moment Generating Function Derivation View
Let $(\Omega, \mathcal{A}, \mathbb{P})$ be a probability space, $(U_n)_{n \geqslant 1}$ a sequence of mutually independent random variables following a Bernoulli distribution with parameter $1/2$. We set $$\forall n \in \mathbb{N}^{\star}, \quad Y_n = \sum_{k=1}^{n} \frac{U_k}{2^k}.$$ For every continuous function $f$ from $[0,1]$ to $\mathbb{R}$, the sequence $(\mathbb{E}(f(Y_n)))_{n \geqslant 1}$ converges to $\int_0^1 f(t)\,\mathrm{d}t$.
Using the previous result, propose another proof of the result obtained in question 6.
Q31 Indefinite & Definite Integrals Convergence and Evaluation of Improper Integrals View
Let $(\Omega, \mathcal{A}, \mathbb{P})$ be a probability space, $(U_n)_{n \geqslant 1}$ a sequence of mutually independent random variables following a Bernoulli distribution with parameter $1/2$. We set $$\forall n \in \mathbb{N}^{\star}, \quad Y_n = \sum_{k=1}^{n} \frac{U_k}{2^k}.$$ For every continuous function $f$ from $[0,1]$ to $\mathbb{R}$, the sequence $(\mathbb{E}(f(Y_n)))_{n \geqslant 1}$ converges to $\int_0^1 f(t)\,\mathrm{d}t$.
An application. Justify the existence of $\int_0^1 \frac{t-1}{\ln t}\,\mathrm{d}t$ then determine its value.
One may consider $\int_0^1 \mathbb{E}(t^{Y_n})\,\mathrm{d}t$.
Q32 Number Theory Combinatorial Number Theory and Counting View
We denote $D = \bigcup_{n \in \mathbb{N}^{\star}} D_n$ where $D_n = \left\{ \sum_{j=1}^{n} \frac{x_j}{2^j},\, (x_j)_{j \in \llbracket 1,n \rrbracket} \in \{0,1\}^n \right\}$.
Is the set $D$ countable?
Q33 Proof Existence Proof View
Suppose that there exists $f : \mathbb{N} \rightarrow \mathcal{P}(\mathbb{N})$ bijective. By considering $A = \{x \in \mathbb{N} \mid x \notin f(x)\}$, establish a contradiction.
Q34 Proof Proof That a Map Has a Specific Property View
Show that the application $\Phi : \begin{aligned} \mathcal{P}(\mathbb{N}) &\rightarrow \{0,1\}^{\mathbb{N}} \\ A &\mapsto \mathbb{1}_A \end{aligned}$ is bijective.
Q35 Proof Proof That a Map Has a Specific Property View
Show that the application $$\Psi : \begin{aligned} \{0,1\}^{\mathbb{N}} &\rightarrow [0,1] \\ (x_n) &\mapsto \sum_{n=0}^{+\infty} \frac{x_n}{2^{n+1}} \end{aligned}$$ is well-defined and surjective. Is it injective?
Q36 Proof Proof That a Map Has a Specific Property View
We denote $D^{\star} = D \setminus \{0\}$ where $D = \bigcup_{n \in \mathbb{N}^{\star}} D_n$ and $D_n = \left\{ \sum_{j=1}^{n} \frac{x_j}{2^j},\, (x_j)_{j \in \llbracket 1,n \rrbracket} \in \{0,1\}^n \right\}$. We set for all $(x_n) \in \{0,1\}^{\mathbb{N}}$ $$\Lambda\left((x_n)\right) = \begin{cases} \Psi\left((x_n)\right) & \text{if } \Psi\left((x_n)\right) \in [0,1[ \setminus D^{\star} \\ \frac{\Psi\left((x_n)\right)}{2} & \text{if } \Psi\left((x_n)\right) \in D \cup \{1\} \text{ and } (x_n) \text{ is eventually constant at } 1 \\ \frac{1 + \Psi\left((x_n)\right)}{2} & \text{if } \Psi\left((x_n)\right) \in D^{\star} \text{ and } (x_n) \text{ is eventually constant at } 0 \end{cases}$$ where $\Psi : \{0,1\}^{\mathbb{N}} \rightarrow [0,1]$, $(x_n) \mapsto \sum_{n=0}^{+\infty} \frac{x_n}{2^{n+1}}$.
Show that $\Lambda$ realizes a bijection from $\{0,1\}^{\mathbb{N}}$ to $[0,1[$.
Q37 Number Theory Combinatorial Number Theory and Counting View
Using the results of the previous questions (in particular that $\Lambda$ is a bijection from $\{0,1\}^{\mathbb{N}}$ to $[0,1[$, and that $\mathcal{P}(\mathbb{N})$ is not countable), conclude that $[0,1[$ is not countable.