grandes-ecoles 2017 QIII.A.1

grandes-ecoles · France · centrale-maths2__mp Probability Generating Functions Recursive or recurrence relation via PGF coefficients

In this subsection, $X$ is a random variable taking values in $\mathbb{N}$ such that $\mathbb{P}(X = 0) > 0$.
Show that there exists a unique real sequence $\left(\lambda_{i}\right)_{i \in \mathbb{N}^{*}}$ such that, for all $k \in \mathbb{N}^{*}$ $$k\mathbb{P}(X = k) = \sum_{j=1}^{k} j\lambda_{j} \mathbb{P}(X = k-j)$$

In this subsection, $X$ is a random variable taking values in $\mathbb{N}$ such that $\mathbb{P}(X = 0) > 0$.

Show that there exists a unique real sequence $\left(\lambda_{i}\right)_{i \in \mathbb{N}^{*}}$ such that, for all $k \in \mathbb{N}^{*}$
$$k\mathbb{P}(X = k) = \sum_{j=1}^{k} j\lambda_{j} \mathbb{P}(X = k-j)$$

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