数学代考的价格是多少？想找人帮忙代修和代考数学网课
374数学代考的价格是多少？想找人帮忙代修和代考数学网课 国外数学网课代修 由于新冠肺炎疫情的影响，很多学校为了避免学生大规模的聚集，于是将课堂授课的模式改为了线上网课，由老师们录制教学视频，学生们在...
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离散状态随机过程代写 1.(2pts+3pts+6pts+3pts+4pts) This exercise is known in physics as the problem of Maxwell’s demon, which is a thought experiment that
This exercise is known in physics as the problem of Maxwell’s demon, which is a thought experiment that considers the possibility of a system that may violate the second law of thermodynamics. We imagine two urns in which there are two types of particles that are in constant motion. The first type of particle moves slowly, and the second moves quicky. In the right urn sits a demon who constructed a small door placed at the openning connecting the two urns. When the demon sees that a slow particle is about to escape the right urn, the demon shuts the door and prevents that particle from entering the left urn.
The illustration of our setup is in the figure. There are seven fast moving particles (in red) and six slow moving particles (in blue). In the image you can see the demon that just closed the door between the two urns blocking a slow particle from moving from the right to the left urn. In general, we will assume n particles total with q ∈ [0, 1] such that qn particles are fast and (1 − q)n are slow. Eventually, all of the slow particles will be trapped in the right urn, a low entropy state (a high degree of order) and thus the system would violate the second law of thermodynamics.
Other than the interventions by the demon the dynamics proceed as follows, at each time step, we pick a particle uniformly at random and move it to the other urn. Of course when the demon intervenes (when we try to move a slow particle from the right urn to the left one), the usual dynamics are violated. We let X_{k} denote the number of fast particles in the left urn at time step k. The next 5 exercises are in increasing level of difficulty.
Design the sample space Ω, the state space S and explain why each Xk is a random variable. Why is X = {X_{k}}_{k∈}_{N} a stochastic process?
(2) Show that why X = {X_{k}}_{k}_{∈}_{N} is a Markov chain on the state space S and calculate the (Markov) transition probabilities of X.
(3) Compute E(X_{k}) for X_{0} = z for a fixed 0 ≤ z ≤ qn. Complute lim_{k}_{→∞} E(X_{k}) as k → ∞ and discuss the limiting expression for q ∈ (0, 1) and also the endpoints q = {0, 1}.
(4) Compute the stationary distribution of X = {X_{k}}_{k}_{∈}_{N}.
(5) Let L_{k} be the total number of particles at time k in the left urn. Construct the sample and state space (Ω and S) for (X_{k} , L_{k}). Justify that (X, L) = {(X_{k} , L_{k})}_{k∈}_{N} is a Markov chain and compute its transition probabilities. Compute the stationary distribution of (X, L).
In an election A receives 200 votes while B receivies only 100. Assume that the probability of getting a vote is identical (50%) for A and B. What is the probability that A is always ahead throughout the count?
Consider a barbershop which have two barbers, each with his own barber chair. Suppose that there is room for at most 5 customers, with 2 in service and 3 waiting. Assume that potential customers arrive according to a Poisson process at rate 6 per hour. Customers arrive when the shop is full will leave without receiving service. Assume that the duration of each haircut is an independent exponential random variable with a mean of 15 minutes. Customers are served in a first-come first-served manner by the first available barber.
(a) Let X_{t} be the number of customers at time t. Write the generator matrix Q and find a stationary distribution. You can provide formulas for the values of π_{i} , it is not necessary to compute the numerical values.
(b) What is the long-run proportion of time there are two customers in service plus two customers waiting? What is the long-run proportion of time that barber A is busy (assume one named A and the other B)?
Let K, Q, and N be independent Poisson processes with rates µ, θ > λ > 0, respectively.
(1) Prove for every k ∈ N and t ≥ 0 we have P(N_{t} ≥ k) = E(1_{{}_{Q}_{t}_{≥}_{k}_{}}L_{t}) where L_{t} = (λ/θ)^{Q}^{t} e^{−}^{(}^{λ}^{−}^{θ}^{)}^{t}.
(2) Prove that P(N_{t} ≥ K_{t}) ≤ e^{−}^{(}^{√µ−√λ}^{)2}^{t} for all t ≥ 0.
Consider the Bachalier model S_{t} = σW_{t} where W is a Brownian motion. Let X_{T} = (S_{T} − K)^{+} = max{S_{T} − K, 0} be the payoff of a European call option with strike K > 0. The price of the option is
Consider a process X_{t} satisfying the following properties:
(1) X_{t} has independent increments.
(2) For 0 ≤ s ≤ t
X_{t} − X_{s }∼ N(µ(t − s), σ^{2}(t − s)).
(3) Sample paths of Xt are continuous functions of t.
(4) X_{0} = 0.
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数学代考的价格是多少？想找人帮忙代修和代考数学网课 国外数学网课代修 由于新冠肺炎疫情的影响，很多学校为了避免学生大规模的聚集，于是将课堂授课的模式改为了线上网课，由老师们录制教学视频，学生们在...
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