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Simulare&modelare

# Simulare&modelare

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05/16/2013

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Multiple Choice
Identify the letter of the choice that best completes the statement or answers the question.
____1.Procesul stochastic{ }T
t
t
X
\u2208
[
pentru care exista si sunt finite
[ ]
]
( )
s
t\u2212
=
=
=
<
=
=
\u03c3
\u03c3st
t
st
t
t
constant,
m
m
si
t
s
,
\u03c3
,
X
E
m
t
sX
,
X
Cov
se numeste :
a.stationar tare;
c.cu timp discret;
b.cu timp continuu;
d.stationar slab
____2.Numarul metodelor necesare reducerii dispersiei estimatorului secundar pentru calculul integralelor
prin metoda Monte Carlo bruta este:
a. 3
b. 4
c. 5
d. 6
____3.O familie de variabile aleatoare,{ }T
t
t
X
\u2208,
R
T\u2282
, deprinzand de parametrul real (presupus a fi
timpul) se numeste...................
t
a.proces stochastic
c. proces cu stari discrete
b. lant
d. proces cu stari continue
____4.Procesul stochastic{ }
se numeste....................... daca
T
t
t
X
\u2208
R
h
n\u2208
\u2200
,
,
n
t
t
t
<
<
<
...
2
1
avem
(
)
(
)
n
n
t
t
t
h
n
t
h
t
h
t
x
x
x
F
x
x
F
,...,
,
,
2
1
,...,
2
,
1
2
1
,...,
2
,
1
+
+
+
n
x
,...,
=
a. stationat
c. stationar slab
b.stationar tare
____5.Procesul
discret, este un proces.............. daca satisface proprietatea
{ }T
t
t
X
\u2208
(
)
(
)
1
1
1
1
1
1
,...,
\u2212
\u2212
\u2212
\u2212
=
=
=
=
=
=
n
n
t
n
n
t
t
n
n
t
n
n
t
x
X
x
X
P
x
X
x
X
x
X
P
a. stochastic
c.Markov
b. slab stationar
____6.Probabilitatile de tranzitie santisfac relatia lui......................, adica
( )
( ) ()
\u2211\u2211
\u2208
\u2264
\u2264
=
S
k
t
r
s
kj
ik
ij
rt
P
r
s
P
t
s
P
,
,
(t
s
Pij
,) definesc matrice de probabilitati de tranzitie care au proprietatea
( )1
,=
\u2211
\u2208S
j
ij
t
s
P
a. Markov
b. Dirichlet
c.Chapman-Kolmogorov
____7.Fie procesul stationar care are functia de.....................
()
(
)
t
s
sX
X
Cov
t
+
=
\u03c6
,
,
,...
2
,
1
,
0
=
t
,( )
( )
2
0
\u03c3
=
=
\u03c6
t
X
Var
DD
ABBC
A
si fara a pierde generalitatea consideram
0
=
=m
mt
. Daca notam(
)
(
)
s
t
s
s
t
s
X
X
Corr
X
X
+
+
=
\u03c1
,
,
rezulta ca
,
(
)
t
X
X
s
t
s
\u03c1
=
\u03c1
+
,
()
,...
2
,
1
=
t
a.autocovarianta
b. repartitie
c. autocorelatie
____8.
Fie procesul stationar care are functia de autocovarianta
()
(
)
t
s
sX
X
Cov
t
+
=
\u03c6
,
,
,...
2
,
1
,
0
=
t
,( )
( )
2
0
\u03c3
=
=
\u03c6
t
X
Var
si fara a pierde generalitatea consideram
0
=
=m
mt
. Daca notam(
)
(
)
s
t
s
s
t
s
X
X
Corr
X
X
+
+
=
\u03c1
,
,
rezulta ca
,
(
)
t
X
X
s
t
s
\u03c1
=
\u03c1
+
,
()
,...
2
,
1
=
t
Functia( )
t
\u03c1
este functia de................. a procesului.
a. repartitie
b.autocorelatie
____9.
Procesul gausian cu funtie de autocorelatie............
()()
( )
t
t
t
\u03b8
=
\u03c6\u03c6
=
\u03c1
0
,
,...
2
,
1
,
0
=
t
,
1
0
<
\u03b8
<
si
dispersia sa, se simuleaza cu formula de recurenta
2
\u03c3
( )
1
,
0
~
0
N
Z
\u2192
,
t
t
t
Z
Z
\u03b5
\u03b8
\u2212
+
\u03b8
=
+
2
1
1
,
,...
2
,
1
=
t
,
1
1
+
+
\u03c3
=
t
t
Z
X
unde ,
sunt variabile
independente si independente de .
t
\u03b5
,...
2
,
1
=
t
)
1
,
0
(
N
t
Z
a. liniara
b.exponentiala
____10.Procesul.................{ } este descris de urmatoarele relatii de recurenta
T
t
t
X
\u22080
0
11
V
X
\u03b8
+
\u03b8
\u2212
=
,
( )t
t
t
V
X
X
\u03b8
\u2212
+
\u03b8
=
\u2212
1
1
,
1
0
<
\u03b8
<
unde ,
sunt variable aleatoare independente si identic repartizate avand proprietatile
,
.
t
V
[ ]=
,...
2
,
1
,
0
=
t
0
( )=
t
V
Var
t
V
E
2
\u03c3
a. gausian
b.zgomotului alb
c. gausian stationar
____11.Procesul............ este un caz particular de proces de nastere si deces, mai precis este un proces de
nastere pur cu intensitatea
\u03bb
=
\u03bbn
, a carui repartitie satisface ecuatiile diferentiale
()
()
t
P
t
P
0
0
\u03bb
\u2212
=
\u2032
,( )
()
()
t
P
t
P
t
P
n
n
n
1
\u2212
\u03bb
+
\u03bb
\u2212
=
\u2032
,
.
1
\u2265
a.Poisson
b. procesul de zgomot alb
c. procesul de zgomot alb pur
B
BBA
____12.Procesul avand repartitia( )( )
t
n
n
e
nt
t
P
\u03bb
\u2212
\u03bb
=
!
se numeste proces Poisson................
a.omogen
b. neomogen
c. simplu
____13.Procesul avand repartitia( )
()
( )
()
t
n
n
e
nt
t
P
\u039b
\u2212
\u039b
=
!
,
se numeste proces Poisson
...............
()
( )
\u222b\u03bb
=
\u039b
t
du
u
t
0
a.neomogen
b. omogen
c. simplu
____14.Sub denumirea demetode...................... sunt cuprinse o serie de tehnici de rezolvare a diverse
probleme utilizand numere aleatoare, variabile aleatoare sau procese stochastice simulate cu
calculatorul.
a.Monte Carlo
b. Dirichlet
c. legea numerelor mari
d. Poisson
____15.
Metoda urmatoare:
"Sa presupunem ca alegem o functie\u03d5 (ca in cazul metodei variabilei de control) astfel incat
unde integrala
se poate calcula exact si usor. Daca
in plus se alege astfel incat
(
\u222b
\u222b
\u03d5
\u2212
+
\u03d5
=
\u03b8
10
10
)
(
)
(
)
(
du
u
u
f
du
u
\u03d5
)
\u222b\u03d5
=
\u03bc
10
)
(du
u
(
)
(
)0
)
(
),
(
2
)
(
<
\u03d5
\u2212
\u03d5
U
f
U
Cov
U
Var
atunci, de asemenea se poate realiza reducerea dispersiei deoarece
(
)
(
)
(
)
(
)
(
)
(
)
)
(
)
(
)
(
2
)
(
)
(
)
(
)
(
)
(
*
U
f
Var
U
U
f
Cov
U
Var
U
f
Var
U
U
f
Var
U
Var
<
<
\u03d5
\u2212
\u2212
\u03d5
+
=
=
\u03d5
\u2212
=
\u03d5
\u201c
se numeste metoda variabilelor...................
a.corelate
b. antitetice
c. de control
____ 16. Metoda urmatoare:
AA
A
AA