grandes-ecoles 2015 QII.A.5

grandes-ecoles · France · centrale-maths1__psi Probability Generating Functions Compound or random-sum PGF

Let $(X_n)_{n\in\mathbb{N}^*}$ be a sequence of random variables, mutually independent, with the same distribution taking values in $\mathbb{N}$, and let $T$ be a random variable taking values in $\mathbb{N}$ independent of the previous ones. We denote by $G_X$ the generating function common to all the $X_n$. For $n\in\mathbb{N}$ and $\omega\in\Omega$, we set $S_n(\omega)=\sum_{k=1}^n X_k(\omega)$ and $S_0(\omega)=0$, then $S(\omega)=S_{T(\omega)}(\omega)$.
Conclude that $G_S=G_T\circ G_X$.

Let $(X_n)_{n\in\mathbb{N}^*}$ be a sequence of random variables, mutually independent, with the same distribution taking values in $\mathbb{N}$, and let $T$ be a random variable taking values in $\mathbb{N}$ independent of the previous ones. We denote by $G_X$ the generating function common to all the $X_n$. For $n\in\mathbb{N}$ and $\omega\in\Omega$, we set $S_n(\omega)=\sum_{k=1}^n X_k(\omega)$ and $S_0(\omega)=0$, then $S(\omega)=S_{T(\omega)}(\omega)$.

Conclude that $G_S=G_T\circ G_X$.

Paper Questions

QI.A.1 QI.A.2 QI.A.3 QI.B QI.C QI.D.1 QI.D.2 QI.E.1 QI.E.2 QII.A.1 QII.A.2 QII.A.3 QII.A.4 QII.A.5 QII.B QII.C.1 QII.C.2 QIII.A.1 QIII.A.2 QIII.A.3 QIII.A.4 QIII.B.1 QIII.B.2 QIII.C.1 QIII.C.2 QIII.C.3 QIV.A QIV.B QIV.C QIV.D QIV.E QIV.F QIV.G QV.A QV.B.1 QV.B.2 QV.C.1 QV.C.2 QV.D.1 QV.D.2 QV.E QV.F