Problems

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Solution:

1. Claim: If \(n \in \mathbb{Z}\) then \(\lfloor x + n \rfloor = \lfloor x \rfloor + n\) Proof: Since \(\lfloor x \rfloor \leq x\) then \(\lfloor x \rfloor + n \leq x + n\) and \(\lfloor x \rfloor + n \in \mathbb{Z}\) we must have that \(\lfloor x \rfloor +n \leq \lfloor x + n \rfloor\). However, since \(\lfloor x \rfloor + 1 > x\) we must also have that \(\lfloor x \rfloor + 1 + n > x + n\), therefore \(\lfloor x \rfloor + n\) is the largest integer less than \(x + n\) as required.
2. 1. Claim: \(f_n\left(x + \frac{1}{n}\right) = f_n(x)\) Proof: \begin{align*} f_n\left(x + \frac{1}{n}\right) &=\left \lfloor x+ \frac{1}{n} \right \rfloor + \left\lfloor x + \frac{1}{n}+ \frac{1}{n} \right\rfloor + \left\lfloor x+ \frac{1}{n} + \frac{2}{n} \right\rfloor + \ldots + \left\lfloor x+ \frac{1}{n} + \frac{n-1}{n} \right\rfloor - \left \lfloor n\left ( x + \frac{1}{n} \right) \right \rfloor \\ &= \left \lfloor x+ \frac{1}{n} \right \rfloor + \left\lfloor x + \frac{2}{n}\right\rfloor + \left\lfloor x+ \frac{3}{n} \right\rfloor + \ldots + \left\lfloor x+ \frac{n}{n} \right\rfloor - \left \lfloor nx + 1 \right \rfloor \\ &= \left \lfloor x+ \frac{1}{n} \right \rfloor + \left\lfloor x + \frac{2}{n}\right\rfloor + \left\lfloor x+ \frac{3}{n} \right\rfloor + \ldots + \left\lfloor x+ 1 \right\rfloor - \left \lfloor nx + 1 \right \rfloor \\ &= \left \lfloor x+ \frac{1}{n} \right \rfloor + \left\lfloor x + \frac{2}{n}\right\rfloor + \left\lfloor x+ \frac{3}{n} \right\rfloor + \ldots + \lfloor x \rfloor + 1 - \left ( \lfloor nx \rfloor + 1 \right) \\ &= \lfloor x \rfloor + \left\lfloor x + \frac{1}{n} \right\rfloor + \left\lfloor x + \frac{2}{n} \right\rfloor + \ldots + \left\lfloor x + \frac{n-1}{n} \right\rfloor - \lfloor nx \rfloor \\ &= f_n(x) \end{align*}
   2. Suppose \(0 \leq t < \frac1n\), then note that \(\left \lfloor t + \frac{k}{n} \right \rfloor = 0\) for \(0 \leq k \leq n - 1\) and \(\lfloor n t \rfloor = 0\) since \(nt < 1\)
   3. Since \(f_n(x)\) is zero on \([0, \tfrac1n)\) and periodic with period \(\tfrac1n\) it must be constantly zero
3. 1. Claim: \(\left\lfloor \frac{x}{2} \right\rfloor + \left\lfloor \frac{x+1}{2} \right\rfloor = \lfloor x \rfloor\) Proof: Suppose \(x = n + \epsilon\) where \(0 \leq \epsilon < 1\), ie \(n = \lfloor x \rfloor\), then consider two cases: Case 1: \(n = 2k\) \begin{align*} \left\lfloor \frac{x}{2} \right\rfloor + \left\lfloor \frac{x+1}{2} \right\rfloor &= \left\lfloor \frac{n + \epsilon}{2} \right\rfloor + \left\lfloor \frac{n + \epsilon+1}{2} \right\rfloor \\ &= \left\lfloor \frac{2k + \epsilon}{2} \right\rfloor + \left\lfloor \frac{2k + \epsilon+1}{2} \right\rfloor \\ &= k + \left\lfloor \frac{\epsilon}{2} \right\rfloor + k + \left\lfloor \frac{\epsilon+1}{2} \right\rfloor \\ &= 2k \\ &= n \end{align*} Case 2: \(n = 2k + 1\) \begin{align*} \left\lfloor \frac{x}{2} \right\rfloor + \left\lfloor \frac{x+1}{2} \right\rfloor &= \left\lfloor \frac{n + \epsilon}{2} \right\rfloor + \left\lfloor \frac{n + \epsilon+1}{2} \right\rfloor \\ &= \left\lfloor \frac{2k +1+ \epsilon}{2} \right\rfloor + \left\lfloor \frac{2k +1+ \epsilon+1}{2} \right\rfloor \\ &= k + \left\lfloor \frac{\epsilon+1}{2} \right\rfloor + k +1+ \left\lfloor \frac{\epsilon}{2} \right\rfloor \\ &= 2k +1\\ &= n \end{align*} as required.
   2. Since \(\left \lfloor \frac{x+1}{2} \right \rfloor = \lfloor x \rfloor - \lfloor \frac{x}{2} \rfloor\) and in general, \(\left \lfloor \frac{x+2^k}{2^{k+1}} \right \rfloor = \lfloor \frac{x}{2^k} \rfloor - \lfloor \frac{x}{2^{k+1}} \rfloor\) and so in general: \begin{align*} \sum_{k=0}^\infty \left \lfloor \frac{x+2^k}{2^{k+1}} \right \rfloor &= \sum_{k=0}^\infty \left ( \left \lfloor \frac{x}{2^k} \right \rfloor -\left \lfloor \frac{x}{2^{k+1}} \right \rfloor \right) \\ &= \lfloor x \rfloor \end{align*}

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Solution:

1. \(\,\) \begin{align*} && \mathbb{P}(Y = n) &= \mathbb{P}(X \in [n, n+1)) \\ &&&= \int_n^{n+1} \lambda e^{-\lambda x} \d x \\ &&&= \left [-e^{-\lambda x} \right]_n^{n+1} \\ &&&= e^{-\lambda n} - e^{-\lambda(n+1)} \\ &&&= e^{-\lambda n}(1- e^{-\lambda}) \end{align*}
2. \(,\) \begin{align*} && \mathbb{P}(Z < z) &= \sum_{i=0}^{\infty} \mathbb{P}(X \in (n, n+z)) \\ &&&= \sum_{i=0}^{\infty} \int_{n}^{n+z} \lambda e^{-\lambda x} \d x \\ &&&= \sum_{i=0}^{\infty} [-e^{-\lambda x}]_{n}^{n+z} \\ &&&= \sum_{i=0}^{\infty} (1-e^{-\lambda x})e^{-\lambda n} \\ &&&= \frac{1-e^{-\lambda x}}{1-e^{-\lambda}} \end{align*}
3. Give the cdf of \(Z\), we see that \(f_Z(z) = \frac{\lambda e^{-\lambda z}}{1-e^{-\lambda}}\) so \begin{align*} && \E[Z] &= \int_0^1 z \frac{\lambda e^{-\lambda z}}{1-e^{-\lambda}} \d z \\ &&&= \frac{\lambda}{1-e^{-\lambda}} \int_0^1 ze^{-\lambda z} \d z \\ &&&= \frac{\lambda}{1-e^{-\lambda}} \left ( \left [-\frac{1}{\lambda} ze^{-\lambda z} \right]_0^1+\int_0^1 \frac{1}{\lambda} e^{-\lambda z} \d z \right) \\ &&&= \frac{\lambda}{1-e^{-\lambda}} \left ( -\frac{e^{-\lambda}}{\lambda} + \frac{1-e^{-\lambda}}{\lambda^2} \right) \\ &&&= \frac{1-e^{-\lambda}(1+\lambda)}{\lambda (1-e^{-\lambda})} \end{align*}
4. \(\,\) \begin{align*} && \mathbb{P}(Y = n \text{ and }z_1 < Z < z_2)&= \mathbb{P}(X \in (n+z_1, n+z_2) ) \\ &&&= \int_{n+z_1}^{n+z_2} \lambda e^{-\lambda x} \d x \\ &&&= e^{-n\lambda}(e^{-\lambda z_1} - e^{-\lambda z_2}) \end{align*} Note that \(\mathbb{P}(z_1 < Z < z_2) = \mathbb{P}( Z < z_2) -\mathbb{P}(Z< z_1) =\frac{e^{-\lambda z_1} - e^{-\lambda z_2}}{1-e^{-\lambda}}\) Therefore \begin{align*} && \mathbb{P}(Y = n \text{ and }z_1 < Z < z_2) &= e^{-n\lambda}(e^{-\lambda z_1} - e^{-\lambda z_2}) \\ &&&= e^{-\lambda n}(1-e^{-\lambda}) \frac{e^{-\lambda z_1} - e^{-\lambda z_2}}{1-e^{-\lambda}} \\ &&&= \mathbb{P}(Y=n) \mathbb{P}(z_1 < Z < z_2) \end{align*} So they are independent, which is to be expected from the memorylessness property of the exponential distribution.

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Solution:

1. \begin{align*} && I &= \int_0^1 \frac{f(x^{-1})}{1+x} \d x \\ u = x^{-1}, \d u = -x^{-2} \d x: &&&= \int_{\infty}^1 \frac{f(u)}{1+\frac{1}{u}} \frac{-1}{u^2} \d u \\ &&&= \int_1^{\infty} \frac{f(u)}{u(1+u)} \d u \\ &&&= \sum_{n=1}^{\infty} \int_n^{n+1} \frac{f(u)}{u(u+1)} \d u \\ \\ \text{if} f(x) = f(x+1)\, \forall x && &=\sum_{n=1}^{\infty} \int_{0}^1 \frac{f(x+n)}{(x+n)(x+n+1)} \d x \\ &&&= \sum_{n=1}^\infty \int_0^1 \frac{f(x)}{(x+n)(x+n+1)} \d x \\ &&&= \int_0^1 f(x) \l \sum_{n=1}^{\infty} \frac{1}{(x+n)(x+n+1)}\r \d x \\ &&&= \int_0^1 f(x) \l \sum_{n=1}^{\infty} \l \frac{1}{x+n} - \frac{1}{x+n+1} \r\r \d x \\ &&&= \int_0^1 f(x) \l \frac{1}{x+1} \r \d x \\ &&&= \int_0^1\frac{f(x)}{x+1} \d x \\ \end{align*}
2. Since the fractional part is periodic with period \(1\), we can say \begin{align*} && \int_0^1 \frac{\{ x^{-1} \} }{1+x} \d x &= \int_0^1 \frac{\{ x\}}{x+1} \d x \\ &&&= \int_0^1 \frac{x}{x+1} \d x \\ &&&= \int_0^1 1-\frac{1}{x+1} \d x \\ &&&= [x - \ln (1+x) ]_0^1 \\ &&&= 1 - \ln 2 \end{align*} \begin{align*} && \int_0^1 \frac{\{ 2x^{-1}\}}{1+x} \d x &= \int_0^1 \frac{\{2x\}}{x+1} \d x \\ &&&= \int_0^{1/2} \frac{2x}{x+1} \d x +\int_{1/2}^{1} \frac{2x-1}{x+1} \d x \\ &&&= 2\int_0^1 \frac{x}{x+1} \d x + \int_{1/2}^1 \frac{-1}{x+1} \d x \\ &&&= 2 - 2\ln 2 - \l \ln 2 - \ln \tfrac32 \r \\ &&&= 2 - 4 \ln 2 + \ln 3 \\ &&&= 2 + \ln \tfrac {3}{16} \end{align*}
3. \begin{align*} && \int_0^1 \frac{x \{ x^{-1} \} }{1-x^2} \d x &= \frac12 \l \int_0^1 \frac{ \{ x^{-1} \}}{1-x} - \frac{\{x^{-1} \}}{1+x} \d x\r \end{align*} Consider for \(f\) periodic with period \(1\) \begin{align*} \int_0^1 \frac{f(x^{-1})}{1-x} \d x &= \int_1^{\infty} \frac{f(u)}{u(u-1)} \d u \\ &= \sum_{n=1}^{\infty}\int_{n}^{n+1} \frac{f(u)}{u(u-1)} \d u \\ &= \sum_{n=1}^{\infty}\int_{0}^{1} \frac{f(u)}{(u+n)(u+n-1)} \d u \\ &= \int_{0}^{1} \sum_{n=1}^{\infty}\frac{f(u)}{(u+n)(u+n-1)} \d u \\ &= \int_{0}^{1} f(u) \sum_{n=1}^{\infty}\l\frac{1}{u+n-1} - \frac{1}{u+n} \r\d u \\ &= \int_0^1 \frac{f(u)}{u} \d u \end{align*} So we have \begin{align*} && \int_0^1 \frac{x \{ x^{-1} \} }{1-x^2} \d x &= \frac12 \l \int_0^1 \frac{ \{ x^{-1} \}}{1-x} - \frac{\{x^{-1} \}}{1+x} \d x \r \\ &&&= \frac12 \int_0^1 \frac{\{ x \}}{x} \d x - \frac12 (1 - \ln 2) \\ &&&= \frac12 - \frac12 + \frac12 \ln 2 \\ &&&= \frac12 \ln 2 \end{align*}

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Solution:

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Solution:

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2. Notice that there are no solutions when \(x < 0\) since \(f(x) \geq 1\) in that region. Suppose \(x = n + \epsilon, 0 < \epsilon < 1\), then \(f(x) = \frac{n}{n+\epsilon}\), ie \(12n = 7n + 7 \epsilon \Rightarrow 5 n = 7\epsilon \Rightarrow \epsilon = \frac{5}{7}n \Rightarrow n < \frac75\), so \(n = 1 ,\epsilon = \frac57, x = \frac{12}5\). \begin{align*} && \frac{17}{24} &= f(x) \\ \Rightarrow && 17n + 17 \epsilon &= 24 n \\ \Rightarrow && 17 \epsilon &= 7 n \\ \Rightarrow && n &< \frac{17}{7} \\ \Rightarrow && n &= 1, 2 \\ \Rightarrow && x &= \frac{24}{17}, \frac{48}{17} \end{align*}. For \(f(x) = \frac{4}{3}\) we notice that \(x < 0\), so let \(x = -n +\epsilon\), ie \begin{align*} && \frac43 &= f(x) \\ \Rightarrow && \frac43 &= \frac{-n}{-n+\epsilon} \\ \Rightarrow && 4\epsilon &= n \\ \Rightarrow && n &= 1,2,3 \\ \Rightarrow && x &= -\frac{5}{4}, -\frac{3}{2}, -\frac{9}{4} \end{align*}
3. \begin{align*} && \frac9{10} &= f(x) \\ \Rightarrow && 9n + 9 \epsilon &= 10 n \\ \Rightarrow && 9 \epsilon &= n \\ \Rightarrow && n < 9 \end{align} So largest will be when \(n = 8, \epsilon = \frac{8}{9}\), ie \(\frac{80}{9}\)

If \(c < 1\) \begin{align*} && c &= \frac{k}{k + \epsilon} \\ \Rightarrow && \frac{c}{1-c} \epsilon &= k \end{align*} For this to have exactly \(n\) solutions, we need \(n < \frac{c}{1-c} \leq n+1\). If \(c > 1\) \begin{align*} && c &= \frac{-k}{-k+\epsilon} \\ \Rightarrow && c \epsilon &= (c-1) k \\ \Rightarrow && \frac{c}{c-1} \epsilon &= k \end{align*} Therefore for there to be exactly \(n\) solutions we need \(n < \frac{c}{c-1} \leq n+1\)

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Solution:

1. \(\mathbb{P}(X = r) = \binom{k}{r}p^rq^{k-r}\) where \(p = \frac{b}{n}, q = 1-p\). Therefore \begin{align*} && \frac{\mathbb{P}(X=r+1)}{\mathbb{P}(X=r)} &= \frac{\binom{k}{r+1}p^{r+1}q^{k-r-1}}{\binom{k}{r}p^rq^{k-r}} \\ &&&= \frac{(k-r)p}{(r+1)q} \\ &&&= \frac{(k-r)b}{(r+1)(n-b)} \end{align*} Comparing this to \(1\) we find: \begin{align*} && 1 & < \frac{\mathbb{P}(X=r+1)}{\mathbb{P}(X=r)} \\ \Leftrightarrow && 1 &< \frac{(k-r)b}{(r+1)(n-b)} \\ \Leftrightarrow && (r+1)(n-b) &<(k-r)b \\ \Leftrightarrow && rn& < (k+1)b - n \\ \Leftrightarrow && r &< \frac{(k+1)b}{n} - 1\\ \end{align*} If this equation is true, then \(\mathbb{P}(X=r+1)\) is larger, so \(r_{max} = \left \lfloor \frac{(k+1)b}{n} \right \rfloor\)
2. Let \(Y\) be the number of black balls in our sample, ie \(\mathbb{P}(Y = r) = \binom{b}{r}\binom{n-b}{k-r}/\binom{n}{k}\), so \begin{align*} && \frac{\mathbb{P}(Y = r+1)}{\mathbb{P}(Y=r)} &= \frac{\binom{b}{r+1}\binom{n-b}{k-(r+1)}/\binom{n}{k}}{\binom{b}{r}\binom{n-b}{k-r}/\binom{n}{k}} \\ &&&= \frac{b-r}{r+1} \frac{k-r}{n-b-k+r+1} \\ && 1 &< \frac{\mathbb{P}(Y = r+1)}{\mathbb{P}(Y=r)} \\ \Leftrightarrow && (r+1)(n-b-k+r+1) &< (b-r)(k-r) \\ \Leftrightarrow &&r(n-b-k+1)+(n-b-k+1) &< -r(b+k)+bk \\ \Leftrightarrow &&r(n+1) &< bk+b+k+1-n \\ \Leftrightarrow && r &< \frac{(b+1)(k+1)}{n+1} - \frac{n}{n+1} \end{align*} Therefore \(r = \left \lfloor \frac{ (b+1)(k+1)}{n+1}\right \rfloor\), it is not unique if \(n+1\) divides \((b+1)(k+1)\)

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Solution:

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   The difference between the curves is \(3x - 3\lfloor x \rfloor\), which has area \(\frac32\) for each step. Therefore the area between the curves from \(1 \leq x \leq n\) is \(\frac32 (n-1)\)
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   The area between the curves is \(x^2 - \lfloor x \rfloor ^2 + 3(x - \lfloor x \rfloor)\). Looking at \begin{align*} && A &= \int_1^n \left ( x^2 - \lfloor x \rfloor ^2 \right )\d x \\ &&&= \frac{n^3-1^3}{3} - \sum_{k=1}^{n-1} k^2 \\ &&&= \frac{(n-1)(n^2+n+1)}{3} - \frac{(n-1)n(2n-1)}{6} \\ &&&= \frac{(n-1) \left (2n^2+2n+2-2n^2+n \right)}{6} \\ &&&= \frac{(n-1)(3n+2)}{6} \end{align*} Therefore the total area is \(\frac{(n-1)(3n+2)}{6}+\frac32(n-1) = \frac{(n-1)}{6}\left ( 3n+2+9\right) =\frac{(n-1)(3n+11)}{6}\)

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Solution:

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   \begin{align*} && \int_0^a \sqrt{\boldsymbol{[}x\boldsymbol{]}} \d x &= \sum_{r=0}^{a-1} \int_{x=r}^{x=r+1} \sqrt{\boldsymbol{[}x\boldsymbol{]}} \d x \\ &&&= \sum_{r=0}^{a-1} \int_r^{r+1} \sqrt{r} \d x \\ &&&= \sum_{r=0}^{a-1} \sqrt{r} \\ \end{align*}
2. \(\,\) \begin{align*} && \int^{a}_0 2^{\boldsymbol {[} x \boldsymbol{]}} \d x &= \sum_{r=0}^{a-1} \int_{x=r}^{x=r+1} 2^{\boldsymbol {[} x \boldsymbol{]}} \d x \\ &&&= \sum_{r=0}^{a-1} \int_{x=r}^{x=r+1} 2^{r} \d x \\ &&&= \sum_{r=0}^{a-1} 2^{r}\\ &&&= 2^{a}-1 \end{align*}
3. \(\,\) \begin{align*} && \int^{a}_0 2^{\boldsymbol {[} x \boldsymbol{]}} \d x &= \int_0^{\boldsymbol {[} a \boldsymbol{]}} 2^{\boldsymbol {[} x \boldsymbol{]}} \d x + \int_{\boldsymbol {[} a \boldsymbol{]}}^a 2^{\boldsymbol {[} x \boldsymbol{]}} \d x \\ &&&= 2^{ \boldsymbol {[} a \boldsymbol{]}}-1 + (a-\boldsymbol {[} a \boldsymbol{]})2^{\boldsymbol {[} a \boldsymbol{]}} \\ &&&= (a-\boldsymbol {[} a \boldsymbol{]}+1)2^{\boldsymbol {[} a \boldsymbol{]}} -1 \end{align*}

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Solution:

\begin{align*} \int_0^5 [x]\;\d x &= 0 \cdot 1 + 1 \cdot 1 + 2 \cdot 1 + 3 \cdot 1 + 4 \cdot 1 \\ &= 10 \end{align*} \begin{align*} \int_{0}^{\ln n}[\e^{x}]\, \d x &= \sum_{k=1}^{n-1} \int_{\ln k}^{\ln (k+1)}[\e^{x}]\, \d x \\ &= \sum_{k=1}^{n-1} k \l \ln (k+1) - \ln (k) \r\\ &= \sum_{k=1}^{n-1} \l( (k+1) \l \ln (k+1) - \ln (k) \r - \ln(k+1) \r \\ &= \sum_{k=1}^{n-1} (k+1) \ln (k+1) - \sum_{k=1}^{n-1} k \ln (k) - \sum_{k=1}^{n-1} \ln (k+1) \\ &= n \ln n - 1 \ln 1 - \sum_{k=1}^{n-1} \ln (k+1) \\ &= n \ln n - \ln \l \prod_{k=1}^{n-1} (k+1)\r \\ &= n \ln n - \ln (n!) \end{align*}