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    HW 2

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    This document provides the details for Homework Assignment 2 for ECE 534 Spring 2016. It includes 9 questions related to convergence of sequences of random variables. Students are asked to determine if specific sequences converge in various modes (probability, mean square, almost surely, distribution) and provide proofs or counterexamples. They are also asked to solve specific problems from the textbook.

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    HW 2

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    59 views1 page
    This document provides the details for Homework Assignment 2 for ECE 534 Spring 2016. It includes 9 questions related to convergence of sequences of random variables. Students are asked to determine if specific sequences converge in various modes (probability, mean square, almost surely, distribution) and provide proofs or counterexamples. They are also asked to solve specific problems from the textbook.

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    This document provides the details for Homework Assignment 2 for ECE 534 Spring 2016. It includes 9 questions related to convergence of sequences of random variables. Students are asked to determine if specific sequences converge in various modes (probability, mean square, almost surely, distribution) and provide proofs or counterexamples. They are also asked to solve specific problems from the textbook.

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    © All Rights Reserved
    Download as PDF, TXT or read online from Scribd
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    59 views1 page

    HW 2

    Uploaded by

    anthalya
    This document provides the details for Homework Assignment 2 for ECE 534 Spring 2016. It includes 9 questions related to convergence of sequences of random variables. Students are asked to determine if specific sequences converge in various modes (probability, mean square, almost surely, distribution) and provide proofs or counterexamples. They are also asked to solve specific problems from the textbook.

    Copyright:

    © All Rights Reserved
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    ECE 534

    Spring 2016

    Homework Assignment 2
    Due Date: Thursday, February 17 (in class)
    Reading: Chapter 2 of text and the solutions to the even numbered problems of Chapter 2 given at the
    end of the book. Also, if you are not comfortable with convergence of deterministic sequences, review
    your favorite undergraduate textbook on the topic, and make sure you can solve Problems 2.1 - 2.5 of
    Chapter 2.
    In each of the first five questions, you are asked a question about the convergence of a sequence of
    random variables. If you say yes, provide a proof and the limiting random variable. If you say no,
    disprove or provide a counterexample.
    1. Let A1 , A2 , . . . be a sequence of independent events such that P(An ) 1 as n . Now define
    a sequence of random variables Xn = 11An , n = 1, 2, . . ..
    Does Xn converge in probability as n ?
    m.s.

    2. Suppose Xn X as n and E[Xn4 ] < for all n.


    Does Xn2 necessarily converge in mean square as n ?
    3. Suppose X Unif[1, 1] and Xn = X n .
    Does Xn converge almost surely as n ?
    d.

    4. Suppose Xn X, and an is a deterministic sequence such that an a as n .


    Does Xn + an necessarily converge in distribution as n ? (Hint: Characteristic functions.)
    5. Consider the sequence of random variables
    Xn = (1)n X +

    1
    ,
    n

    n1

    where X Unif[1, 1]
    (a) Does {Xn } converge in distribution as n ?
    (b) Does {Xn } converge in probability as n ?
    6. Problem 2.9.
    7. Problem 2.11.
    8. Problem 2.15.
    9. Problem 2.21. Note: In problem 2.21(c), if there is not enough information to answer whether
    certain forms of convergence take place or not, you can say so.

    c
    V.
    V. Veeravalli, 2016

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