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Solutions to HW11
Note: These solutions are D. J. Goodman, the authors of our textbook. I have annotated
and corrected them as necessary. Text in italics is mine.
Problem 10.2.1 •
For the random processes of Examples 10.3, 10.4, 10.5, and 10.6, identify whether the
process is discrete-time or continuous-time, discrete-value or continuous-value.
• In Example 10.4, the number of active telephone calls is discrete time and discrete
value.
• The dice rolling experiment of Example 10.5 yields a discrete time, discrete value
random process.
• The QPSK system of Example 10.6 is a continuous time and continuous value random
process.
Problem 10.2.2
Let Y (t) denote the random process corresponding to the transmission of one symbol over
the QPSK communications system of Example 10.6. What is the sample space of the
underlying experiment? Sketch the ensemble of sample functions.
1
0.5
x(t,s0)
0
−0.5
−1
0 0.2T 0.4T 0.6T 0.8T T
1
0.5
x(t,s1)
0
−0.5
−1
0 0.2T 0.4T 0.6T 0.8T T
1
0.5
x(t,s2)
0
−0.5
−1
0 0.2T 0.4T 0.6T 0.8T T
1
0.5
x(t,s3)
0
−0.5
−1
0 0.2T 0.4T 0.6T 0.8T T
t
I don’t think the above figure gives a very good picture of the relationship among the signals,
so I’ve used the matlab script below to generate a single figure (shown following the script)
clearly showing the effect of changing the phase by multiples of π/4.
%
% alternate plot for solution of 10.2.2 sk
%
x0 = cos(2*pi*f0*t+pi/4*ones(size(t)));
x1 = cos(2*pi*f0*t+pi/4*ones(size(t))+pi/2);
x2 = cos(2*pi*f0*t+pi/4*ones(size(t))+2*pi/2);
x3 = cos(2*pi*f0*t+pi/4*ones(size(t))+3*pi/2);
clf
plot(t(1:50),x0(1:50),’-’,t(1:50),x1(1:50),’-.’,t(1:50),...
x2(1:50),’-..’,t(1:50),x3(1:50),’:’)
legend(’i = 0’,’i = 1’,’i = 2’,’i = 3’)
xlabel(’t/T’)
ylabel(’x(t,s_i)’)
title(’Closeup of signals x(t,s_i) = cos(2\pi f_0t+\pi/4+i\pi/2)’)
print -depsc p10.2.2a.eps
ECE302 Spring 2006 HW11 Solutions April 24, 2006 3
0.4
0.2
x(t,si)
−0.2
−0.4
−0.6
−0.8
−1
0 0.05 0.1 0.15 0.2 0.25 0.3 0.35 0.4 0.45 0.5
t/T
Problem 10.4.1 •
Suppose that at the equator, we can model the noontime temperature in degrees Celsius,
Xn , on day n by a sequence of iid Gaussian random variables with a mean of 30 degrees and
standard deviation of 5 degrees. A new random process Yk = [X2k−1 + X2k ]/2 is obtained
by averaging the temperature over two days. Is Yk an iid random sequence?
j 6= k. Formally, for k 6= l
where the fourth equality follows from the Xn being independent, so off-diagonal terms of
the covariance are zero so the Yk are independent.
Problem 10.4.2
For the equatorial noontime temperature sequence Xn of Problem 10.4.1, a second sequence
of averaged temperatures is Wn = [Xn + Xn−1 ]/2. Is Wn an iid random sequence?
Thus,
900 + 925 + 900 + 900
Cov [Wn−1 , Wn ] = − 900 = 25/4 (5)
4
Since Cov[Wn−1 , Wn ] 6= 0, we conclude that Wn and Wn−1 must be dependent. So Wn is
not an iid sequence.
ECE302 Spring 2006 HW11 Solutions April 24, 2006 5
Problem 10.5.1 •
The arrivals of new telephone calls at a telephone switching office is a Poisson process N (t)
with an arrival rate of λ = 4 calls per second. An experiment consists of monitoring the
switching office and recording N (t) over a 10-second interval.
(a) What is PN (1) (0), the probability of no phone calls in the first second of observation?
(b) What is PN (1) (4), the probability of exactly four calls arriving in the first second of
observation?
(c) What is PN (2) (2), the probability of exactly two calls arriving in the first two seconds?
Problem 10.5.2 •
Queries presented to a computer database are a Poisson process of rate λ = 6 queries per
minute. An experiment consists of monitoring the database for m minutes and recording
N (m), the number of queries presented. The answer to each of the following questions can
be expressed in terms of the PMF PN (m) (k) = P [N (m) = k].
(b) What is the probability of exactly six queries arriving in a one-minute interval?
(c) What is the probability of exactly three queries arriving in a one-half-minute interval?
(a) The probability of no queries in a one minute interval is PN (1) (0) = 60 e−6 /0! = 0.0025.
ECE302 Spring 2006 HW11 Solutions April 24, 2006 6
(b) The probability of exactly 6 queries arriving in a one minute interval is PN (1) (6) =
66 e−6 /6! = 0.1606.
(c) The probability of exactly three queries arriving in a one-half minute interval is
PN (0.5) (3) = 33 e−3 /3! = 0.2240.
Problem 10.5.3 •
At a successful garage, there is always a backlog of cars waiting to be serviced. The service
times of cars are iid exponential random variables with a mean service time of 30 minutes.
Find the PMF of N (t), the number of cars serviced in the first t hours of the day.
Problem 10.6.1 •
Customers arrive at a casino as a Poisson process of rate 100 customers per hour. Upon
arriving, each customer must flip a coin, and only those customers who flip heads actually
enter the casino. Let N (t) denote the process of customers entering the casino. Find the
PMF of N , the number of customers who arrive between 5 PM and 7 PM.
Problem 10.7.1 •
Over the course of a day, the stock price of a widely traded company can be modeled as a
Brownian motion process where X(0) is the opening price at the morning bell. Suppose the
unit of time t is an hour, the exchange is open for eight hours, and the standard deviation
ECE302 Spring 2006 HW11 Solutions April 24, 2006 7
of the daily price change (the difference between the opening bell and closing bell prices) is
1/2 point. What is the value of the Brownian motion parameter α?
Problem 10.7.2
Let X(t) be a Brownian motion process with variance Var[X(t)] = αt. For a constant c > 0,
determine whether Y (t) = X(ct) is a Brownian motion process.
Problem 10.8.1 •
2 . What
Xn is an iid random sequence with mean E[Xn ] = µX and variance Var[Xn ] = σX
is the autocovariance CX [m, k]?
Problem 10.8.3
A simple model (in degrees Celsius) for the daily temperature process C(t) of Example 10.3
is
2πn
Cn = 16 1 − cos + 4Xn
365
where X1 , X2 , . . . is an iid random sequence of Gaussian (0, 1) random variables.
ECE302 Spring 2006 HW11 Solutions April 24, 2006 8
where Xn is an iid random sequence of N [0, 1] random variables. The hardest part of this
problem is distinguishing between the process Cn and the covariance function CC [k].
because the Gaussian random variable Xn has variance 1 and the Xn are independent.
(c) A model of this type may be able to capture the mean and variance of the daily
temperature. However, one reason this model is overly simple is that according to
this model, day to day temperatures are uncorrelated. A more realistic model might
incorporate the effects of “heat waves” or “cold spells” through correlated daily tem-
peratures.
Problem 10.9.1 •
For an arbitrary constant a, let Y (t) = X(t + a). If X(t) is a stationary random process, is
Y (t) stationary?
Thus,
This implies
Problem 10.9.2 •
For an arbitrary constant a, let Y (t) = X(at). If X(t) is a stationary random process, is
Y (t) stationary?
fY (t1 +τ ),...,Y (tk +τ ) (y1 , . . . , yk ) = fX(at1 +aτ ),...,X(atk +aτ ) (y1 , . . . , yk ) (2)
We see that a time offset of τ for the Y (t) process corresponds to an offset of time τ ′ = aτ
for the X(t) process. Since X(t) is a stationary process,