Processing math: 100%

Wednesday, February 17, 2010

Interesting identity, deduced from a Probability problem of Ming (CU,CSC)

I can do all except (b) orz.



Well this is a good example that why combinatorics and probability can generate interesting identity. (discussion from part (e) on) It can be easily deduced that P(Bi)=12n1(2n1). Now we turn our objective to finding the probability that A and B will meet at the r-th round. Having known what P(Bi) is, our desired probability is obviously

p=2nrP(Bi)=2nr2n1(2n1).

We take a step further, the same probability can be duduced if A and B cannot meet and they win at the first r1-th rounds and occasionally meet at the r-th round, this is the same as p=r1k=1{(2nk2)232nk+1(2nk+11)(12)2}don't meet and win at the first r - 1 roundsmeet at the last round(22nr+112nr+112nr).
We now equate two p's, having r1k=1(112nk+11)=2n2r12n1,
by simple algebra we get a more convenient form nk=j(112k1)=12nj+112n1.
If this is an unprecedented identity, then I would call it CC's identity (政昌恆等式).


Motivated by this problem, if we don't know the above formula, can we show that k=2ln(112k1)
converges? The answer is yes! Take a suitable N such that when k>N, we always have 12k1<1, consider the taylor expansion ln(1+x)=x1(1+c)2x2, for some c in between 0 and x, now consider |x|<1 such that |c|<δ<1, then we get by putting x=xk, |xk|<1, x2k(1+δ)2<xkln(1+xk)<x2k(1δ)2,
actually x>ln(1+x),x>1 simply because ex1+x. Now let xk=12k1, our required N is simply 1, so we know that k=2x2k converges, thus by above inequality, k=2(xkln(1+xk)) also converges by comparison test, since k=2xk converges, k=2ln(1+xk) also converges, we are done. Moreover, k=2ln(112k1)=ln2.

No comments:

Post a Comment