Let $n$ be a non-zero natural number.
- Let $p$ be a vector projection of rank $r \in \mathbb { N }$.
- [1.1.] Give, as a function of $r$, a matrix $W$ of $p$ in an adapted basis.
- [1.2.] Give the possible spectra of $W$.
- [1.3.] Compare $\boldsymbol { \operatorname { rg } } ( W )$ and $\boldsymbol { \operatorname { tr } } ( W )$.
- [1.4.] Calculate $\boldsymbol { \operatorname { det } } ( W )$.
We consider the family $X _ { 1 } , \ldots , X _ { n }$ of independent random variables defined on the same probability space $( \Omega , \mathscr { A } , \mathbb { P } )$ all following the Bernoulli distribution with parameter $p \in ]0,1[$.
Let $M$ be a discrete random variable from $\Omega$ to $\mathscr { M } _ { n } ( \mathbb { R } )$ such that for all $\omega$ in $\Omega , M ( \omega )$ is diagonalisable and similar to $\Delta ( \omega ) = \operatorname { diag } \left( X _ { 1 } ( \omega ) , \ldots , X _ { n } ( \omega ) \right)$.
\setcounter{enumi}{1} - We denote by $T$ the random variable $\mathbf { tr } ( M )$.
- [2.1.] Determine $T ( \Omega )$, that is the set of values taken by the random variable $T$.
- [2.2.] Give the probability distribution of $T$ and the expectation of the random variable $T$.
- Deduce the probability distribution of the random variable $R = \mathbf { rg } ( M )$.
- We denote by $D$ the random variable $\boldsymbol { \operatorname { det } } ( M )$.
- [4.1.] Determine $D ( \Omega )$.
- [4.2.] Give the probability distribution of $D$ and calculate the expectation of the random variable $D$.
- We propose to determine the probability of the event $Z$: ``the eigenspaces of the matrix $M$ all have the same dimension''.
- [5.1.] We denote by $V$ the event: ``$M$ has only one eigenvalue''. Calculate $\mathbb { P } ( V )$.
- [5.2.] Suppose $n$ is odd. Determine $\mathbb { P } ( Z )$.
- [5.3.] Suppose $n$ is even and set $n = 2 r$. Calculate $\mathbb { P } ( T = r )$. Deduce $\mathbb { P } ( Z )$.
- For all $\omega \in \Omega$, we denote $U ( \omega ) = \left( \begin{array} { c } X _ { 1 } ( \omega ) \\ \vdots \\ X _ { n } ( \omega ) \end{array} \right) \in \mathscr { M } _ { n , 1 } ( \mathbb { R } )$ and $A ( \omega ) = U ( \omega ) \times ( U ( \omega ) ) ^ { \top } = \left( a _ { i j } ( \omega ) \right) _ { ( i , j ) \in \llbracket 1 , n \rrbracket ^ { 2 } }$.
- [6.1.] Let $\omega \in \Omega$. Determine, for all pairs $( i , j ) \in \llbracket 1 , n \rrbracket ^ { 2 } , a _ { i j } ( \omega )$.
- [6.2.] Give the probability distribution of each random variable $a _ { i j }$.
- [6.3.] Show that $\operatorname { tr } ( A ) = \sum _ { i = 1 } ^ { n } X _ { i }$.
- [6.4.] Determine the values taken by the random variable $\boldsymbol { \operatorname { rg } } ( A )$.
- [6.5.] For all $\omega$ in $\Omega$, give the eigenvalues of the matrix $A ( \omega )$.
- [6.6.] Determine the probability distribution of the random variable $\mathbf { rg } ( A )$.