PEE405 Introdução a Processos Estocásticos
Prof. Luiz A. Baccalá
15/3/2001
Lista 2

Exercícios dos Capítulos 2/3 do livro texto. 

1) 2.1 Resp, (a) {0,2,5,12} (b) {-1,4,30.25,179} (c) {1,-1,0} (d) {1,-.5,-1/6.5, -1/17}
2) 2.9 Resp:Feito em classe
3) 2.10 Resp: P(X=0)=.0640, P(X=2)=0.288, P(X=3)=0.4320, P(X=4)=0.2160
4) 2.13 Resp: (a) fX(0)=fX(2)=fX(5)=fX(12)=1/4; (b) fX(-1)=fX(4)=fX(30.25)=fX(179)=1/4;
                   (c) fX(0)=fX(-1)=1/4 , fX(1)=1/2
5) 2.18  Resp: (a) Probabilidades associadas respectivamente aos consumos {0,0.5, 1,..,3.}=[0.0467,0.1866,0.311,0.2765,0.1382,0.0389,0.0041] e (b) Probabilidade de sobrecarga: 0.041
6) 2.19 (a) Probabilidade de sobrecarga 0.0153 (b) Probailidade de sobrecarga com 2 geradores 0.08
7) 2.24 (a) 0.0454 (b) 0.0228
8) 2.25 (a) 0.3173 (b) 0.1587
9) 2.54 (a) 0.1847 (b) 2.5889 (c)2.99941
10) 2-69 (a) 0.0668 (b) 0.9332
11) 2.76 (a) 0.2793 (b) 0.6634 (c) 0.3366
12) 3.1 (a) 6.85
13) 3.2 Resp: 4
14) 3.9 Demosntrar.
15) 3.16 Demosntrar.
16) 3-26. 45
17) 3-31 
18) 3-37 
19) 3-46  Resp: -6.7009e-004