grandes-ecoles 2016 QIV.A.6

grandes-ecoles · France · centrale-maths1__psi Matrices Matrix Power Computation and Application

Let $p \in ]0,1[$. Let $X_1, \ldots, X_n$ be mutually independent random variables following the same Bernoulli distribution with parameter $p$. Let $S = X_1 + \ldots + X_n$, $U(\omega) = (X_1(\omega), \ldots, X_n(\omega))^T$ and $M(\omega) = U(\omega)\,{}^t(U(\omega))$.
Express $M^k$ in terms of $S$ and $M$.
What is the probability that the sequence of matrices $(M^k)_{k \in \mathbb{N}}$ is convergent?
Show that, in this case, the limit is a projection matrix.

Let $p \in ]0,1[$. Let $X_1, \ldots, X_n$ be mutually independent random variables following the same Bernoulli distribution with parameter $p$. Let $S = X_1 + \ldots + X_n$, $U(\omega) = (X_1(\omega), \ldots, X_n(\omega))^T$ and $M(\omega) = U(\omega)\,{}^t(U(\omega))$.

Express $M^k$ in terms of $S$ and $M$.

What is the probability that the sequence of matrices $(M^k)_{k \in \mathbb{N}}$ is convergent?

Show that, in this case, the limit is a projection matrix.

Paper Questions

QI.A.1 QI.A.2 QI.A.3 QI.A.4 QI.B.1 QI.B.2 QII.A.1 QII.A.2 QII.A.3 QII.B.1 QII.B.2 QII.B.3 QII.B.4 QIII.A.1 QIII.A.2 QIII.A.3 QIII.B.1 QIII.B.2 QIII.B.3 QIII.B.4 QIII.C QIV.A.1 QIV.A.2 QIV.A.3 QIV.A.4 QIV.A.5 QIV.A.6 QIV.A.7 QIV.B.1 QIV.B.2 QIV.B.3 QIV.B.4 QIV.B.5 QIV.B.6