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MC0074
A Bernoulli process is a finite or infinite sequence of independent random variables X1, X2, X3, ...,
such that
Independence of the trials implies that the process is memoryless. Given that the probability p is
known, past outcomes provide no information about future outcomes. (If p is unknown, however, the
past informs about the future indirectly, through inferences about p.)
If the process is infinite, then from any point the future trials constitute a Bernoulli process identical to
the whole process, the fresh-start property.
Formal definition
The Bernoulli process can be formalized in the language of probability spaces as a random sequence
in {0, 1}, a single random variable.
A Bernoulli process is then a probability triple and a random variable X mapping Ω into
the set {0, 1}N such that for every , one has X(ω)i = 1 with probability p and X(ω)i = 0 with
probability 1 − p.
Bernoulli sequence
The term Bernoulli sequence is often used informally to refer to a realization of a Bernoulli process.
However, the term has an entirely different formal definition as given blow.
Suppose a Bernoulli process formally defined as a single random variable (see preceding section).
For every there is a sequence of integers
called the Bernoulli sequence associated with the Bernoulli process. For example,
if ω represents a sequence of coin flips, then the associated Bernoulli sequence is the list of
natural numbers or time-points for which the coin toss outcome is heads.
Bernoulli map
Because every trial has one of two possible outcomes, any sequence of trial outcomes may be
represented by a sequence of zeroes and ones, which may be interpreted as the binary digital
representation of a real number between zero and one.
If the probability parameter p for the original process is 1/2, then the sequence of 0s and 1s is the
sequence of binary digits of a real-valued random variable that is uniformly distributed on the unit
interval [0, 1].
Consider the shift operator T that takes each random variable in a discrete-time stochastic process to
its successor:
For the outcome of our Bernoulli process, also known as our real number x ∈ [0, 1], the shift
operator is then given by the Bernoulli map or the 2x mod 1 map
The Bernoulli map is an exactly solvable model of deterministic chaos. The transfer
operator, or Frobenius–Perron operator, of the Bernoulli map is solvable;
the eigenvalues are powers of 1/2, and the eigenfunctions are the Bernoulli polynomials.
#include<conio.h>
void main()
{ int ch,a[10][10],b[10][10],c[10][10],m,n,o,p,i,j;
clrscr();
else
for (i=0;i<m;i++)
for (i=0;i<m;i++)
{
for (j=0;j<n;j++) cout<<c[i][j]<<" ";
cout<<"\n";
}
}
}
}
F(x0)= x3 – 4x -9
=1–4–9
= -12 < 0
F(x1)=27 – 12 – 9
=6>0
F(x2)= 8 – 8 – 9
= -9 < 0
X3
= (x1+x2)/2
=(3+2)/2
= 2.5
F(x3)= 15.625 – 10 – 9
= - 3.375 < 0
X4
= (x1+x3)/2
= 2.75
5. Find the cubic polynomial which takes the following values y(0) = 1, y(1) =
0, y(2) = 1 and y(3) = 10 . Hence obtain the value of y(0.5).
Check:
y(0.5) = 0.625
6. Evaluate using Trapezoidal rule with h = 0.2. Hence determine the value
of π. 1021xdx