西南交大 随机过程试卷.pdf

B X (t) {X (t), t ∈T },{Y (t), t ∈T } X (t) A sin(ωt +Θ) t ∈(−∞,+∞) ( 1, 1) − − ωπ Θ (−1, 1) Θπ ω E [Y (t)] D [Y (t)] C,−C X t C C ( ) − 1 1 p i 2 2 λ {X (t), t ≥0} {X (n), n ≥1} q 1−p {X (n), n ≥0} 1 P {X (0) i} i 1,2,3 1 1 3 1 2 2 2 1 1 1 3 2 P {X (1) 2,X (3) 3,X (5) 2} 2 X (t) {X (t), t ∈T },{Y (t), t ∈T } X (t) t , t , X (t), 0,1,2,…, T {t | t ≥0}, X (t) n t , L , ≥ E {0,1,2, } {X (t), t 0} Y(t)t , t , Y(t) ,t ≥0 , ≥ , t , T {t | t 0} X (t) s E {s | s ≥0},{Y(t), t ≥0} ω =+Θ ∈ X (t ) A sin( t ) (t R) . (1) A (-1, 1) , ω, Θ, A =±1