Solve Recurrent Equation - Step-by-Step Guide

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SUMMARY

The discussion focuses on solving a recurrent equation involving a probability distribution for a random variable X(n). The equation is defined as P{X(n)=m} = SUM(from 1 to n-1)(p(n,k)*P{X(k)=m-1}), with initial conditions P{X(0)=0}=1 and P{X(1)=0}=1. The term p(n,k) is described as a constant that depends on n and k, which is crucial for solving the recurrence. Participants are seeking a comprehensive solution to this problem.

PREREQUISITES
  • Understanding of recurrent sequences and their properties
  • Familiarity with probability theory, specifically random variables
  • Knowledge of summation notation and its applications
  • Basic skills in mathematical modeling and analysis
NEXT STEPS
  • Research methods for solving recurrent equations in probability theory
  • Explore the concept of generating functions for random variables
  • Learn about Markov chains and their relation to recurrent sequences
  • Investigate specific examples of p(n,k) in probabilistic models
USEFUL FOR

Mathematicians, statisticians, and students studying probability theory, particularly those interested in recurrent sequences and their applications in modeling random variables.

vtakhist
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Good Day. I need to solve reccurent sequence.
P{X(n)=m}=SUM(from 1, to n-1)(p(n,k)*P{X(k)=m-1}
P{X(0}=0}=1 P{X(1)=0}=1
p(n,k)-some const witch depends on n and k.
I need full solvation of this problem.
Thanks for help.
 
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WHAT is p{X(n)=m} ? apart from other things
 
Probability, that random variable X(n) will take a value m.
 

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