MATEMÀTIQUES II

AMPLIACIÓ DE MATEMÀTIQUES
Probabilitat i Processos Estocàstics Chapter 1

Problem 1
Compute the derivative of
 
1
2 Z π sin n +
t 2
fn (x) = dt q .
π arcosx 2(x − cos t)
with x ∈ [−1, 1]

Problem 2
Compute the integral, Z x
1 2
I(x) = dt e− 2 t
0

Problem 3
Compute the integral, Z x
1 2
I(x) = dt te− 2 t
0

Problem 4
Compute the integral, Z x
1 2
I(x) = dt t2 e− 2 t
0

Problem 5
Compute the integral of function
f (x, y) = x2 y
in the shaded domain.

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Problem 6
A password is made out of 3 letters and 2 digits. How many different passwords can we
make ?

Problem 7
In a sequence of k binary digits 1’s and 0’s are equally likely. What is the probability of
having a sequence with a single 1 ?

Problem 8
A cable has four twisted pairs. Each pair is randomly connected to a channel of a telephone
switch. On the other side, we have to connect each pair to a telephone terminal with a
given number. What is the probability that each terminal gets the correct connection ?

Problem 9
In the computer surplus we have one PC Pentium IV 2.8GHz, one PC Pentium IV 3.0
GHz, and three Pentium III. If we ask for two PCs, what is the probability to get at least
one of the two Pentium IV ?

Problem 10
A deck contains 10 red cards and 10 black cards. If we draw randomly 10 cards, what is
the probability to get 5 red and 5 black cards?

Problem 11
A WaveLength shifting fiber (WLS) is an optical fiber which absorbs light of a given
wavelength and emits light on a different one. Incoming photons excite the fiber material
which in turn emits a photon to desexcite. This photon can be emitted with equal
probability in any direction. In a cylindric fiber, if the angle of the emitted photon with
respect to the fiber axis is larger than a limit angle ϕ0 the photon is refracted at the fiber
coating and escapes. If the angle is smaller than ϕ0 , the photon stays in the fiber and is
propagated.

What is the probability that an emitted photon remains in the fiber ?