Solution of Stochastic Process Problems
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ScribdTranslationsSolution of Stochastic Process Problems
Uploaded by
ScribdTranslationsSolution of Stochastic Process Problems.
Andean Area University Foundation.
Faculty of Engineering.
Systems Engineering
Colombia
Introduction
The principles of implementing stochastic solutions applied in real situations us
they lead to understanding their behavior structure applied as a way of dealing with processes
alternatives to the randomness of variables during the time range, in stochastic processes
wants to focus on the study and modeling of systems that evolve over time
space, according to non-deterministic laws of a random nature.
Your task is to do the following:
1. Download and print the attached set of exercises called Problems to
resolver.
2. In each of the exercises, identify the established requirements.
3. Keep in mind the elements considered in the evaluation rubric of the workshop.
4. Solve each of the proposed exercises or problems with pencil and paper.
5. Considering that the development of problems goes through draft stages, it
requests that once each one is developed, they are transcribed in such a way that the tutor
you can clearly identify the solutions you proposed. It can be by hand,
but total clarity is recommended. The final document (if handwritten) must be scanned or
photographed to be sent into space module tasks
Problems to solve:
I. Problem
Suppose that the probability of rain tomorrow is 0.3 if it rains today and that the probability
On a clear day (without rain), tomorrow is 0.7 if today is clear. Assume also that
these probabilities do not change if information about the weather is also provided
days prior to today.
A.-Explain why the established assumptions imply that the Markov property
this is the case with the evolution of the climate.
Response:Markov's probability theory informs us about the new events to occur.
It depends on the previous event occurring, this will give way to the initial state where this takes place.
relevance for the next event, just as it will deploy a chain of states in
The function of the progress of time will affect the climate.
B. Formulate the evolution of the climate as a Markov chain using the definition
of its states and the construction of its transition matrix (one step).
0=It's raining.
x 1=¿ ∑ 1=Diasecosinlluvi to
II. Problem 2
Consider the birth and death process with all the birth rates being son 0
= 5, equals 4 = 3,
1 2 2 for >= 5.
A. Build the rate diagram.
B. Calculate the probabilitiesP0, P1, P2, P3 and Pnparan ≥ 6
Conclusion
The distribution method shows us that this probability variable is very
important at the time of analysis of time series in the time parameter, where
it is understood that random variables show us distribution values and
given probabilities.
