Chng 1: Khi nim v h thng truyn tin

Bi 1.1: Cc bin ngu nhin X , i = 1,2, ldots ,n c hm mt phn b xc

sut ng thi ( joint pdf ) l p(x 1 ,x 2 , ,x n ) .

Chng t rng :
p(x 1 ,x 2 , ,x n ) = p(x n | x n 1 , , x 1 ).p(x n 1 | x n 2 , ,x 1 ) p(x 2 | x 1 ).p(x 1 )
Gii :
Trc ht ta chng minh cc kt qu sau:
p(x 1 ,x 2 ) = p(x 2 | x 1 ).p(x 1 )
p(x 1 ,x 2 , ,x n ) = p(x 1 ,x 2 , ,x k | x k +1 , ,x n )
Hai bin ngu nhin X 1 , X 2 c hm mt phn b xc sut ng thi p(x 1 ,x 2 )
-

Gi s ta mun xc nh xc sut bin ngu nhin X 1 x 1 vi iu kin :

( trong x 2 dng )
x 2 - x 2 < X 2 x 2
tc l ta mun xc nh xc sut ca s kin : X 1 x 1 | x 2 - x 2 < X 2 x 2
Ta c :

x1

x2

P(X 1 x 1 |x 2 -x 2 <X 2 x 2 ) =

x2

p (u1 , u 2 )du1du 2

x 2

x2
x2

p (u 2 ) du 2

x 2

F ( x1 , x2 ) F ( x1 , x2 x2
F ( x2 , x2 x2 )
Gi s cc hm mt phn b xc sut p(x 1 ,x 2 ) v p(x 2 ) l cc hm lin tc trong
khong (x 2 - x 2 , x 2 ) . Chia c t v mu ng thc trn cho x 2 v ly gii hn khi
x 2 -> 0 ta nhn c

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 x1 x2

p(u1 , u 2 )du1du 2 / x2

P(X 1 x 1 | X 2 =x 2 ) = F(x 1 | x 2 ) =
=
x2

p(u 2 )du 2 / x2

p (u1 , x2 )du1

p ( x2 )
chnh l hm phn b xc sut ca bin ngu nhin X 1 trong iu kin bin X 2 xc
nh .
Do F(- | x 2 )=0 v F( | x 2 )=1. Ly o hm biu thc trn theo x 1 ta c
p(x 1 ,x 2 ) = p(x 2 | x 1 ).p(x 1 )
M rng cho cc bin ngu nhin nhiu chiu , hm mt phn b xc sut ng thi
ca cc bin ngu nhin X i , i=1,2, ,n nh sau :
p(x 1 ,x 2 , ,x n ) = p(x n ,x n 1 , ,x k | x k 1 , ,x 1 ).p(x 1 ,x 2 , ,x k 1 )
S dng kt qu trn chng minh bi ton
Ta c :
p(x 1 ,x 2 ) = p(x 2 | x 1 ).p(x 1 )

p(x 3 | x 2 ,x 1 ). p(x 1 ,x 2 ) = p(x 3 | x 2 ,x 1 ). p(x 2 | x 1 ).p(x 1 )

p(x 1 ,x 2 ,x 3 ) = p(x 3 | x 2 ,x 1 ). p(x 2 | x 1 ).p(x 1 )
.
.
p(x k | x k 1 , ,x 1 ).p(x 1 ,x 2 , ,x k 1 ) = p(x k | x k 1 , ,x 1 ) p(x 2 | x 1 ).p(x 1 )
p(x 1 ,x 2 , ,x k ) = p(x k | x k 1 , ,x 1 ) p(x 2 | x 1 ).p(x 1 )
.
.
p(x n | x n 1 , ,x 1 ).p(x 1 ,x 2 , ,x n 1 ) = p(x n | x n 1 , ,x 1 ) p(x 2 | x 1 ).p(x 1 )

p(x 1 ,x 2 , ,x n ) = p(x n | x n 1 , , x 1 ).p(x n 1 | x n 2 , ,x 1 ) p(x 2 | x 1 ).p(x 1 )

Bi 1.5 :
Bin ngu nhin Y c nh ngha l :
n

Y=

X
i =1

vi Xi l cc bin ngu nhin c lp thng k v

Xi =

s 1 vi xc sut
d

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0 vi xc sut 1-p
a. Xc nh hm c tnh ca Y
b. Xc nh momen bc 1 v bc 2 ca Y
Gii :
a. Xc nh hm c tnh ca Y :
Ta c nhn xt Y l tp s nguyn t 0 ... n. Vy xc sut Y = k chnh l xc sut
sao cho k bin Xi = 1 v n-k bin Xi = 0
T trn ta c :
P(y = k) = C nk pk(1-p)n-k
Theo nh ngha hm mt phn b xc sut cho hm ri rc :
n

p(y) =

P(Y = k) (y-k) =

k =0

k =0

C nk pk(1-p)n-k (y-k)

Hm c tnh ca bin ngu nhin Y :

E(e ) (jv) =
jvY

ejvYp(y)dy

ejvY(

C nk pk(1-p)n-k (y-k))dy

k =0

k
n

C p (1-p)

k =0

n-k

ejvY (y-k)dy

Xt phn t th k ca tng trn :

C nk pk(1-p)n-k

ejvY (y-k)dy

ta c khi bin ngu nhin Y mang gi tr k

M hm (y-k) c bin i Furie : = 1 khi y-k 0 v y-k nguyn
= 0 trong cc trng hp cn li
V vy ta c :

(jv) =

k =0
n

k =0

C nk pk(1-p)n-k

ejvY (y-k)dy

C nk pk(1-p)n-k ejvk

= (1 - p + pejv)n
b. Xc nh momen bc 1 v bc 2 ca Y :
T hm c tnh ta tnh c momen cp 1 :
d ( jv)
E(Y) = -j
v=0
dv
= -jn(1-p+pejv)n-1.jpejv v=0
= np
Ta c momen cp 2 c tnh :

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d 2 ( jv)
d (n(1 p + pe jv ) n 1 . jpe jv )
=
v=0
v=0
dv
dv 2
jv
jv
jv n-2
jv n-1 2
= - (n(n-1)jpe .jpe (1-p+pe ) + n(1-p+pe ) .j pejv

E(Y2) = -

= n(n-1)p2e2jv(1-p+pejv)n-2 + n(1-p+pejv)n-1pejv
= n(n-1)p2 + np
= np(1-p) + n2p2
2 = E(Y2) - E(Y)2 = np(1-p)

v=0

v=0

Bi 1.6 :
Bn bin ngu nhin X1, X2, X3, X4 l cc bin ngu nhin gaussian ng thi c
gi tr trung bnh bng 0 vi hip bin ij = E(XiXj) v hm c tnh l (jv1,jv2,jv3,jv4).
Chng t rng :
E(X1X2X3X4) = 12 34 + 13 24 + 14 23
Gii:
Hm c tnh l :
1
v'Mv)
2
Theo gi thit 4 bin ngu nhin c gi tr trung bnh bng 0 nn ta c hm c
tnh l :
1
(jv1,jv2,jv3,jv4) = exp(- v'Mv)
2
Ta i tnh v'Mv trong v l vecto n chiu vi cc thnh phn vi , i=1,2,... n
M l ma trn hip bin.

(jv1,jv2,jv3,jv4) = exp(jmx'v -

v'Mv =

v1,v2,v3,v4

12 12 13 14
12 22 23 24

13 23 34
14 24 34 42
2
3

v1
v2
v3
v4

=v12 12 +v1v2 12 +v1v3 13 +v1v4 14 +v1v2 12 +v22 22 +v2v3 23 +v2v4 24 +

v1v3 13 +v2v3 23 +v32 32 +v3v4 34 +v1v4 14 +v2v4 24 +v3v4 34 +v42 42
Ta c :
4 ( jv1 , jv 2 , jv3 , jv 4 )
E(X1,X2,X3,X4) = (-j)4
v1=v2=v3=v4=0
v1v 2v3v 4
Tnh o hm ring vi v1 ri cho v1=0 ta c :
( jv1 , jv 2 , jv3 , jv 4 )
1
= - [v2 12 + v3 13 + v4 14 ].exp [- (v22 22 + v32 32 +
v1=0
2
v1
v42 42 + 2v2v3 23 + 2v2v4 24 + 2v3v4 34 )]

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Tnh o hm ring vi v2 ri cho v2=0 ta c :

2 ( jv1 , jv 2 , jv3 , jv 4 )
1 2 2
(v3 3 + v42 42 + 2v3v4 34 )] v1=v2=0 = - [ 12 exp [2
v1v 2
1
1
[v3 13 +v4 14 ][2v3 23 +2v4 24 ].exp[- (v32 32 + v42 42 + 2v3v4 34 )]]
2
2
Tnh o hm ring vi v3 ri cho v3=0 ta c :
3 ( jv1 , jv 2 , jv3 , jv 4 )
1
1
= - [- 12 v4 34 .exp[- (v42 42 )] 13 2v4 24 .exp[v1=v2=v3=0
v1v 2v3
2
2
1 2 2
1
1
1
(v4 4 )] v4 14 [2 23 +2v4 24 ].exp [- (v42 42 )] +
v4 14 2v4 24 2v4 34 exp [2
2
2
4
1 2 2
(v4 4 )]
2
Tnh o hm ring vi v4 ri cho v4=0 ta c :
4 ( jv1 , jv 2 , jv3 , jv 4 )
= - [- 12 34 - 13 24 - 14 23 ]
v1=v2=v3=v4=0
v1v 2v3v 4
= 12 34 + 13 24 + 14 23
Vy ta c iu phi chng minh.
Bi1.9:
Bin ngu nhin Xi c lp thng k c phn b ging nhau v c pfd
Cauhy:
a
<x<
P(x)= 2 2
x +a
n
1
Xi
Y=

n
i =1
a,
Tac:
n
jv Xi
jv
jv
Y (iv ) = E(e jvY ) = (exp(
) = Xi = [ Xi ] n
n
n
n
i =1
Theo bi 1.8 ta c hm c tnh ca bin ngu nhin c phn b Cauchy
a
- < x <
) l
( p(x)= 2 2
x +a
a
v

Xi ( jv ) = e jvX p(x)dx = e jvX * 2 2 dx = e a

x +a

a
v
jv
jv
Tng t nh vy ta c: Xi = e n * 2 2 dx = e an
x +a
n
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(1-1)

Thay vo (1-1) ta c
v
jv n

Y (iv ) = [ Xi ] = e a

b,
Mun tnh hm mt phn b xc sut ta bin i Furi ngc
v
1
jvX
p(y)=
dv =
ea e

1
=
2

v* + jX
a

v + jY
1
dv =
e a
1

2 * + jY
a

1
+ jX ta c:
a
1
p(y) =
*e m ( e t -e t )
2m
lim t +

t m =

c,

(1-2) ( l gi tr cn tm)

Khi n + th t (1-2) ta suy ra p(y) =

n +
Ta c:
n
1
E(Y) =m y =
E ( X i ) =m x

n
i =1
lch trung bnh bnh phng ca Y l :
n
1 n
y2 =E(Y 2 )- m 2y = 2 E(X i X j )
n i =1 j =1
n
n
1
1 n
= 2 E(X i2 ) + 2 E(X i X j )
n i =1
n i =1 j =1
1
1
= ( x2 + m 2x ) + 2 n(n-1) m 2x - m 2x
n
n
=

i j

- mx

x2
n

Khi n th y2 0 do khng th p dng c nh l gii hn trung tm

Cu trc thu ti u trn knh c nhiu cng gauusian

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