grandes-ecoles

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
2022 centrale-maths2__mp

32 maths questions

Q1 Proof Direct Proof of an Inequality View
Show the interpolation inequality $$\forall f \in \mathcal{C}^{1}([0,1]), \quad \|f\|_{\infty} \leqslant \left\|f^{\prime}\right\|_{\infty} + C\left|f\left(x_{1}\right)\right|$$ with $C = 1$.
Q3 Proof Direct Proof of an Inequality View
We fix two distinct real numbers $x_1 < x_2$ in $[0,1]$. For all $x \in [0,1]$ and $f \in \mathcal{C}^{2}([0,1])$, prove the inequality $$\left|f^{\prime}(x) - \frac{f\left(x_{2}\right) - f\left(x_{1}\right)}{x_{2} - x_{1}}\right| \leqslant \left\|f^{\prime\prime}\right\|_{\infty}.$$
Q5 Proof Direct Proof of an Inequality View
We fix two distinct real numbers $x_1 < x_2$ in $[0,1]$. Conclude the case $K = 2$ by showing the interpolation inequality $$\forall f \in \mathcal{C}^{2}([0,1]), \quad \max\left(\|f\|_{\infty}, \left\|f^{\prime}\right\|_{\infty}\right) \leqslant \left\|f^{\prime\prime}\right\|_{\infty} + C\left(\left|f\left(x_{1}\right)\right| + \left|f\left(x_{2}\right)\right|\right)$$ with $C = 1 + \frac{1}{x_{2} - x_{1}}$.
Q6 Proof Proof That a Map Has a Specific Property View
Prove that the map $$\begin{array}{ccl} \Psi : \mathbb{R}_{K-1}[X] & \rightarrow & \mathbb{R}^{K} \\ P & \mapsto & \left(P\left(x_{1}\right), \ldots, P\left(x_{K}\right)\right) \end{array}$$ is an isomorphism of vector spaces.
Q7 Factor & Remainder Theorem Lagrange Interpolation and Basis Representation View
Show that there exist $K$ polynomials $L_{1}, \ldots, L_{K}$ in $\mathbb{R}_{K-1}[X]$ such that, for any function $f \in \mathcal{C}^{K}([0,1])$, the polynomial $P = \sum_{j=1}^{K} f\left(x_{j}\right) L_{j}$ satisfies $$\forall \ell \in \llbracket 1, K \rrbracket, \quad P\left(x_{\ell}\right) = f\left(x_{\ell}\right).$$
Q8 Proof Existence Proof View
We fix $f \in \mathcal{C}^{K}([0,1])$ and denote by $P$ the polynomial determined in question Q7. For all $k \in \llbracket 0, K-1 \rrbracket$, show that there exist at least $K - k$ distinct real numbers in $[0,1]$ at which the function $f^{(k)} - P^{(k)}$ vanishes.
Q9 Sequences and Series Proof of Inequalities Involving Series or Sequence Terms View
We fix $f \in \mathcal{C}^{K}([0,1])$ and denote by $P$ the polynomial determined in question Q7. Deduce the inequality $$\left\|f^{(k)} - P^{(k)}\right\|_{\infty} \leqslant \left\|f^{(k+1)} - P^{(k+1)}\right\|_{\infty}$$ for all $k \in \llbracket 0, K-1 \rrbracket$.
Q10 Sequences and Series Proof of Inequalities Involving Series or Sequence Terms View
Show that there exists a constant $C > 0$ for which the interpolation inequality $$\forall f \in \mathcal{C}^{K}([0,1]), \quad \max_{0 \leqslant k \leqslant K-1} \left\|f^{(k)}\right\|_{\infty} \leqslant \left\|f^{(K)}\right\|_{\infty} + C \sum_{\ell=1}^{K} \left|f\left(x_{\ell}\right)\right|$$ is satisfied.
Q11 Sequences and Series Uniform or Pointwise Convergence of Function Series/Sequences View
Let $K \in \mathbb{N}^{\star}$, consider distinct real numbers $x_1 < \cdots < x_K$ in an interval $[a,b]$ (with $a < b$), and a sequence of functions $(f_n)$ of class $\mathcal{C}^K$ on $[a,b]$ with real values satisfying: (H1) the function series $\sum f_n^{(K)}$ converges normally on $[a,b]$; (H2) for all $\ell \in \llbracket 1, K \rrbracket$ the numerical series $\sum f_n(x_\ell)$ is absolutely convergent.
In the special case $[a,b] = [0,1]$, justify that the series $\sum f_n^{(k)}$ converges normally on $[a,b]$ for all $k \in \llbracket 0, K-1 \rrbracket$.
Q12 Sequences and Series Uniform or Pointwise Convergence of Function Series/Sequences View
Let $K \in \mathbb{N}^{\star}$, consider distinct real numbers $x_1 < \cdots < x_K$ in an interval $[a,b]$ (with $a < b$), and a sequence of functions $(f_n)$ of class $\mathcal{C}^K$ on $[a,b]$ with real values satisfying: (H1) the function series $\sum f_n^{(K)}$ converges normally on $[a,b]$; (H2) for all $\ell \in \llbracket 1, K \rrbracket$ the numerical series $\sum f_n(x_\ell)$ is absolutely convergent.
Treat the question of showing that $\sum f_n^{(k)}$ converges normally on $[a,b]$ for all $k \in \llbracket 0, K-1 \rrbracket$ in the general case of a segment $[a,b]$ with $a < b$. One may examine $f_n \circ \sigma$ where $\sigma : [0,1] \rightarrow [a,b]$ is defined by $\sigma(t) = (1-t)a + tb$ for all $t \in [0,1]$.
Q13 Sequences and Series Uniform or Pointwise Convergence of Function Series/Sequences View
Let $K \in \mathbb{N}^{\star}$, consider distinct real numbers $x_1 < \cdots < x_K$ in an interval $[a,b]$ (with $a < b$), and a sequence of functions $(f_n)$ of class $\mathcal{C}^K$ on $[a,b]$ satisfying hypotheses (H1) and (H2). According to the result of the previous question, we set $F_k(x) = \sum_{n=0}^{+\infty} f_n^{(k)}(x)$ for all $x \in [a,b]$. Prove that $F_0$ is of class $\mathcal{C}^K$ on $[a,b]$ and that $F_0^{(k)} = F_k$ for all $k \in \llbracket 1, K \rrbracket$.
Q14 Differential equations Higher-Order and Special DEs (Proof/Theory) View
For all $n \in \mathbb{N}^{\star}$, justify that there exists a unique function $f_n \in \mathcal{C}^{2}(]0, +\infty[)$ satisfying $f_n(1) = 0$, $f_n(2) = 0$ and $f_n^{\prime\prime}(x) = (-1)^n 2^{-nx^2}$ for all $x > 0$.
Q15 Proof Proof That a Map Has a Specific Property View
Show that the function series $\sum f_n(x)$ converges normally on any segment contained in $]0, +\infty[$ and that the function $F : x \mapsto \sum_{n=1}^{+\infty} f_n(x)$ is of class $\mathcal{C}^2$ on $]0, +\infty[$.
Q16 Sequences and Series Evaluation of a Finite or Infinite Sum View
Explicitly determine $F^{\prime\prime}(x)$, where $F(x) = \sum_{n=1}^{+\infty} f_n(x)$ and $f_n^{\prime\prime}(x) = (-1)^n 2^{-nx^2}$.
Q17 Sequences and Series Proof of Inequalities Involving Series or Sequence Terms View
Show that $|F(x)| \leqslant \frac{1}{3}$ for all $x \in [1,2]$, where $F(x) = \sum_{n=1}^{+\infty} f_n(x)$.
Q18 Sequences and series, recurrence and convergence Series convergence and power series analysis View
Let $(a_n)_{n \in \mathbb{N}}$ be a real sequence such that the series $\sum a_n^2$ converges. Justify the existence of a strictly increasing sequence of natural integers $(\phi(j))_{j \in \mathbb{N}}$ satisfying $$\forall j \in \mathbb{N}, \quad \sum_{n > \phi(j)}^{+\infty} a_n^2 \leqslant \frac{1}{8^j}.$$
Q19 Discrete Random Variables Expectation and Variance of Sums of Independent Variables View
Let $(X_n)_{n \in \mathbb{N}}$ be a sequence of mutually independent random variables satisfying $\mathbb{P}(X_n = -1) = \mathbb{P}(X_n = 1) = \frac{1}{2}$ for all $n \in \mathbb{N}$, and let $(a_n)_{n \in \mathbb{N}}$ be a real sequence such that $\sum a_n^2$ converges. For all $N \in \mathbb{N}$, let $S_N = \sum_{n=0}^N X_n a_n$. Express the expectation and variance of $S_{\phi(j+1)} - S_{\phi(j)}$ in terms of the terms of the sequence $(a_n)_{n \in \mathbb{N}}$.
Q20 Continuous Probability Distributions and Random Variables Probability Inequality and Tail Bound Proof View
Let $(X_n)_{n \in \mathbb{N}}$ be a sequence of mutually independent random variables satisfying $\mathbb{P}(X_n = -1) = \mathbb{P}(X_n = 1) = \frac{1}{2}$ for all $n \in \mathbb{N}$, and let $(a_n)_{n \in \mathbb{N}}$ be a real sequence such that $\sum a_n^2$ converges. Let $S_N = \sum_{n=0}^N X_n a_n$ and let $A_j = \{|S_{\phi(j+1)} - S_{\phi(j)}| > 2^{-j}\}$. Using the sequence $(\phi(j))_{j \in \mathbb{N}}$ satisfying $\sum_{n > \phi(j)}^{+\infty} a_n^2 \leqslant \frac{1}{8^j}$, deduce the bound $\mathbb{P}(A_j) \leqslant 2^{-j}$.
Q21 Continuous Probability Distributions and Random Variables Almost Sure Convergence and Random Series Properties View
Let $(X_n)_{n \in \mathbb{N}}$ be a sequence of mutually independent random variables satisfying $\mathbb{P}(X_n = -1) = \mathbb{P}(X_n = 1) = \frac{1}{2}$, and let $S_N = \sum_{n=0}^N X_n a_n$. With the events $$B_{j,m} = \left\{|S_m - S_{\phi(j)}| > 2^{-j} \text{ and } \forall n \in \llbracket \phi(j), m-1 \rrbracket, \; |S_n - S_{\phi(j)}| \leqslant 2^{-j}\right\},$$ $$B_j = \left\{\max_{\phi(j)+1 \leqslant n \leqslant \phi(j+1)} |S_n - S_{\phi(j)}| > 2^{-j}\right\},$$ for all $j \in \mathbb{N}$, prove that the events $B_{j,m}$, for $m$ ranging over $\llbracket \phi(j)+1, \phi(j+1) \rrbracket$, are pairwise disjoint and that we have the equality of events $$B_j = \bigcup_{\phi(j) < m \leqslant \phi(j+1)} B_{j,m}.$$
Q22 Discrete Random Variables Probability Bounds and Inequalities for Discrete Variables View
With the notation and setup of the previous questions (mutually independent Rademacher variables, $S_N = \sum_{n=0}^N X_n a_n$, events $A_j$, $B_j$, $B_{j,m}$), explain how to deduce the formula $$\mathbb{P}(A_j) = \sum_{m=\phi(j)+1}^{\phi(j+1)} \mathbb{P}(A_j \cap B_{j,m}).$$
Q23 Continuous Probability Distributions and Random Variables Almost Sure Convergence and Random Series Properties View
With the notation and setup of the previous questions (mutually independent Rademacher variables, $S_N = \sum_{n=0}^N X_n a_n$, events $A_j$, $B_j$, $B_{j,m}$), let $m \in \llbracket \phi(j)+1, \phi(j+1) \rrbracket$. Show that the function $$\left|\begin{array}{lll} \mathbb{R} & \rightarrow & \mathbb{R} \\ \alpha & \mapsto & 2^{\phi(j+1)-\phi(j)} \mathbb{P}\left(\left\{\left|\alpha S_{\phi(j+1)} - \alpha S_m + S_m - S_{\phi(j)}\right| > 2^{-j}\right\} \cap B_{j,m}\right) \end{array}\right.$$ takes values in $\mathbb{N}$ and is even.
Q24 Continuous Probability Distributions and Random Variables Almost Sure Convergence and Random Series Properties View
With the notation and setup of the previous questions (mutually independent Rademacher variables, $S_N = \sum_{n=0}^N X_n a_n$, events $A_j$, $B_j$, $B_{j,m}$), prove that if the event $B_j$ occurs, then there exist $m \in \llbracket \phi(j)+1, \phi(j+1) \rrbracket$ and $\alpha \in \{-1, +1\}$ such that the event $$\left\{\left|\alpha S_{\phi(j+1)} - \alpha S_m + S_m - S_{\phi(j)}\right| > 2^{-j}\right\} \cap B_{j,m}$$ also occurs. One may express $S_m - S_{\phi(j)}$ in terms of the two numbers $\alpha S_{\phi(j+1)} - \alpha S_m + S_m - S_{\phi(j)}$ with $\alpha = \pm 1$.
Q25 Continuous Probability Distributions and Random Variables Almost Sure Convergence and Random Series Properties View
With the notation and setup of the previous questions (mutually independent Rademacher variables, $S_N = \sum_{n=0}^N X_n a_n$, events $A_j$, $B_j$, $B_{j,m}$), deduce that $$\mathbb{P}(B_j) \leqslant 2\mathbb{P}(A_j).$$
Q26 Continuous Probability Distributions and Random Variables Almost Sure Convergence and Random Series Properties View
With the notation and setup of the previous questions (mutually independent Rademacher variables, $S_N = \sum_{n=0}^N X_n a_n$, events $B_j$), denote by $B$ the event $\bigcap_{J \in \mathbb{N}} \bigcup_{j \geqslant J} B_j$. Show the equality $\mathbb{P}(B) = 0$.
Q27 Continuous Probability Distributions and Random Variables Almost Sure Convergence and Random Series Properties View
With the notation and setup of the previous questions (mutually independent Rademacher variables, $S_N = \sum_{n=0}^N X_n a_n$, events $B_j$, $B_{j,m}$), show that the event $$\left\{\exists J \in \mathbb{N}, \quad \forall j \geqslant J, \quad \forall n \in \llbracket \phi(j)+1, \phi(j+1) \rrbracket, \quad |S_n - S_{\phi(j)}| \leqslant 2^{-j}\right\}$$ occurs with probability 1.
Q28 Continuous Probability Distributions and Random Variables Almost Sure Convergence and Random Series Properties View
With the notation and setup of the previous questions (mutually independent Rademacher variables, $S_N = \sum_{n=0}^N X_n a_n$), deduce that the event $$\left\{\text{the sequence } \left(S_{\phi(j)}\right)_{j \in \mathbb{N}} \text{ is convergent}\right\}$$ also has probability 1. One may examine the series $\sum |S_{\phi(j+1)} - S_{\phi(j)}|$.
Q29 Continuous Probability Distributions and Random Variables Almost Sure Convergence and Random Series Properties View
With the notation and setup of the previous questions (mutually independent Rademacher variables, $S_N = \sum_{n=0}^N X_n a_n$), conclude that the event $$\left\{\text{the series } \sum X_n a_n \text{ is convergent}\right\}$$ has probability 1.
Q30 Continuous Probability Distributions and Random Variables Almost Sure Convergence and Random Series Properties View
We fix $K \in \mathbb{N}^{\star}$ and consider a sequence of random variables $(X_n)_{n \in \mathbb{N}}$ satisfying $\mathbb{P}(X_n = -1) = \mathbb{P}(X_n = 1) = \frac{1}{2}$, distinct real numbers $x_1 < \cdots < x_K$ in $[0,1]$, and a sequence of functions $(f_n)$ of class $\mathcal{C}^K$ on $[0,1]$ satisfying: (H1) the function series $\sum f_n^{(K)}$ converges normally on $[0,1]$; (H2') for all $\ell \in \llbracket 1, K \rrbracket$, the numerical series $\sum f_n(x_\ell)^2$ is convergent.
Show that one of the two hypotheses (H2') or (H2) (where (H2) states that for all $\ell \in \llbracket 1, K \rrbracket$ the numerical series $\sum f_n(x_\ell)$ is absolutely convergent) implies the other.
Q31 Continuous Probability Distributions and Random Variables Almost Sure Convergence and Random Series Properties View
We fix $K \in \mathbb{N}^{\star}$ and consider a sequence of random variables $(X_n)_{n \in \mathbb{N}}$ satisfying $\mathbb{P}(X_n = -1) = \mathbb{P}(X_n = 1) = \frac{1}{2}$ (mutually independent), distinct real numbers $x_1 < \cdots < x_K$ in $[0,1]$, and a sequence of functions $(f_n)$ of class $\mathcal{C}^K$ on $[0,1]$ satisfying hypotheses (H1) and (H2'). Show that the event $$\left\{\text{for all } \ell \in \llbracket 1, K \rrbracket, \text{ the series } \sum X_n f_n(x_\ell) \text{ is convergent}\right\}$$ has probability 1.
Q32 Continuous Probability Distributions and Random Variables Almost Sure Convergence and Random Series Properties View
We fix $K \in \mathbb{N}^{\star}$ and consider a sequence of random variables $(X_n)_{n \in \mathbb{N}}$ satisfying $\mathbb{P}(X_n = -1) = \mathbb{P}(X_n = 1) = \frac{1}{2}$ (mutually independent), distinct real numbers $x_1 < \cdots < x_K$ in $[0,1]$, and a sequence of functions $(f_n)$ of class $\mathcal{C}^K$ on $[0,1]$ satisfying hypotheses (H1) and (H2'). Let $P_n \in \mathbb{R}_{K-1}[X]$ be a polynomial satisfying $P_n(x_\ell) = f_n(x_\ell)$ for all $\ell \in \llbracket 1, K \rrbracket$ (cf. question 7). Show that the event $$\left\{\begin{array}{l} \text{for all } k \in \llbracket 0, K \rrbracket, \text{ the function series } \sum X_n (f_n - P_n)^{(k)} \text{ is uniformly convergent on } [0,1], \\ \text{the function } \sum_{n=0}^{+\infty} X_n (f_n - P_n) \text{ is of class } \mathcal{C}^K, \\ \text{for all } k \in \llbracket 0, K \rrbracket, \left(\sum_{n=0}^{+\infty} X_n (f_n - P_n)\right)^{(k)} = \sum_{n=0}^{+\infty} X_n (f_n - P_n)^{(k)} \end{array}\right\}$$ has probability 1.
Q33 Continuous Probability Distributions and Random Variables Almost Sure Convergence and Random Series Properties View
We fix $K \in \mathbb{N}^{\star}$ and consider a sequence of random variables $(X_n)_{n \in \mathbb{N}}$ satisfying $\mathbb{P}(X_n = -1) = \mathbb{P}(X_n = 1) = \frac{1}{2}$ (mutually independent), distinct real numbers $x_1 < \cdots < x_K$ in $[0,1]$, and a sequence of functions $(f_n)$ of class $\mathcal{C}^K$ on $[0,1]$ satisfying hypotheses (H1) and (H2'). Show that the event $$\left\{\begin{array}{l} \text{for all } k \in \llbracket 0, K \rrbracket, \text{ the function series } \sum X_n f_n^{(k)} \text{ is uniformly convergent on } [0,1], \\ \text{the function } \sum_{n=0}^{+\infty} X_n f_n \text{ is of class } \mathcal{C}^K, \\ \text{for all } k \in \llbracket 0, K \rrbracket, \left(\sum_{n=0}^{+\infty} X_n f_n\right)^{(k)} = \sum_{n=0}^{+\infty} X_n f_n^{(k)} \end{array}\right\}$$ has probability 1.
Q34 Continuous Probability Distributions and Random Variables Almost Sure Convergence and Random Series Properties View
Give an example of an integer $K \in \mathbb{N}^{\star}$ for which the event in question Q33 occurs with the functions $f_n$ defined by $$\left\{\begin{array}{l} f_0 = 0 \\ f_n(x) = \ln\left(1 + \sin\left(\frac{x}{n}\right)\right) \quad \forall n \in \mathbb{N}^{\star}, \forall x \in [0,1]. \end{array}\right.$$