16 problems found
Throughout this question, \(N\) is an integer with \(N \geqslant 1\) and \(S_N = \displaystyle\sum_{r=1}^{N} \frac{1}{r^2}\). You may assume that \(\displaystyle\lim_{N\to\infty} S_N\) exists and is equal to \(\frac{1}{6}\pi^2\).
Solution:
A coin is tossed repeatedly. The probability that a head appears is \(p\) and the probability that a tail appears is \(q = 1 - p\).
In this question, you should ignore issues of convergence.
Solution:
Solution:
A fair die with faces numbered \(1, \ldots, 6\) is thrown repeatedly. The events \(A\), \(B\), \(C\), \(D\) and \(E\) are defined as follows. \begin{align*} A: && \text{the first 6 arises on the \(n\)th throw.}\\ B: && \text{at least one 5 arises before the first 6.} \\ C: && \text{at least one 4 arises before the first 6.}\\ D: && \text{exactly one 5 arises before the first 6.}\\ E: && \text{exactly one 4 arises before the first 6.} \end{align*} Evaluate the following probabilities:
Solution:
In this question, the \(\mathrm{arctan}\) function satisfies \(0\le \arctan x <\frac12 \pi\) for \(x\ge0\,\).
Solution:
The first four terms of a sequence are given by \(F_0=0\), \(F_1=1\), \(F_2=1\) and \(F_3=2\). The general term is given by \[ F_n= a\lambda^n+b\mu^n\,, \tag{\(*\)} \] where \(a\), \(b\), \(\lambda\) and \(\mu\) are independent of \(n\), and \(a\) is positive.
Solution:
The infinite series \(S\) is given by \[ S = 1 + (1 + d)r + (1 + 2d)r^2 + \cdots + (1+nd)r^n +\cdots\; ,\] for \(\vert r \vert <1\,\). By considering \(S - rS\), or otherwise, prove that \[ S = \frac 1{1-r} + \frac {rd}{(1-r)^2} \,.\] Arthur and Boadicea shoot arrows at a target. The probability that an arrow shot by Arthur hits the target is \(a\); the probability that an arrow shot by Boadicea hits the target is \(b\). Each shot is independent of all others. Prove that the expected number of shots it takes Arthur to hit the target is \(1/a\). Arthur and Boadicea now have a contest. They take alternate shots, with Arthur going first. The winner is the one who hits the target first. The probability that Arthur wins the contest is \(\alpha\) and the probability that Boadicea wins is \(\beta\). Show that \[ \alpha = \frac a {1-a'b'}\,, \] where \(a' = 1-a\) and \(b'=1-b\), and find \(\beta\). Show that the expected number of shots in the contest is \(\displaystyle \frac \alpha a + \frac \beta b\,.\)
Solution: Notice that \begin{align*} && S - rS &= 1 + dr + dr^2 + \cdots \\ &&&= 1 + dr(1 + r+r^2+ \cdots) \\ &&&= 1 + \frac{rd}{1-r} \\ \Rightarrow && S &= \frac{1}{1-r} + \frac{rd}{(1-r)^2} \end{align*} The number of shots Arthur takes is \(\textrm{Geo}(a)\), so it's expectation is \(1/a\). The probability Arthur wins is: \begin{align*} \alpha &= a + a'b'a + (a'b')^2a + \cdots \\ &= a(1+a'b' + \cdots) \\ &= \frac{a}{1-a'b'} \\ \\ \beta &= a'b + a'b'a'b + \cdots \\ &= a'b(1+b'a' + (b'a')^2 + \cdots ) \\ &= \frac{a'b}{1-a'b'} \end{align*} The expected number of shots in the contest is: \begin{align*} E &= a + 2a'b + 3a'b'a + 4a'b'a'b + \cdots \\ &= a(1 + 3a'b' + 5(a'b')^2 + \cdots) + 2a'b(1 + 2(a'b') + 3(a'b')^2 + \cdots) \\ &= a \left ( \frac{1}{1-a'b'} + \frac{2a'b'}{(1-a'b')^2} \right) + 2a'b \left ( \frac{1}{1-a'b'} + \frac{a'b'}{(1-a'b')^2}\right) \\ &= \frac{a}{1-a'b'} \left (1 + \frac{2a'b'}{(1-a'b')} \right) + 2\frac{a'b}{1-a'b'} \left ( 1 + \frac{a'b'}{(1-a'b')}\right) \\ &= \alpha \frac{1+a'b'}{1-a'b'} + \beta \frac{2}{1-a'b'} \\ &= \alpha \frac{1+1-a-b+ab}{1-a'b'} + \beta \frac{2}{1-a'b'} \\ \end{align*}
Prove that \(\displaystyle \arctan a + \arctan b = \arctan \l {a + b \over 1-ab} \r\,\) when \(0 < a < 1\) and \(0 < b < 1\,\). Prove by induction that, for \(n \ge 1\,\), \[ \sum_{r = 1}^n \arctan \l {1 \over r^2 + r + 1} \r = \arctan \l {n \over n+2} \r \] and hence find \[ \sum_{r = 1}^\infty \arctan \l {1 \over r^2 + r + 1} \r\,. \] Hence prove that \[ \sum_{r = 1}^\infty \arctan \l {1 \over r^2 - r + 1} \r = {\pi \over 2}\,. \]
Solution: \begin{align*} && \arctan a &\in (0, \tfrac{\pi}{4}) \\ && \arctan b &\in (0, \tfrac{\pi}{4}) \\ \Rightarrow && \arctan a+\arctan b &\in (0, \tfrac{\pi}{2}) \\ && \tan \left ( \arctan a+\arctan b \right) &= \frac{\tan \arctan a + \tan \arctan b}{1 - \tan \arctan a \tan \arctan b} \\ &&&= \frac{a+b}{1-ab} \in (0, \infty) \\ \Rightarrow && \arctan \left ( \frac{a+b}{1-ab} \right) &\in (0, \tfrac{\pi}{2}) \\ \Rightarrow && \arctan a + \arctan b &= \arctan \left ( \frac{a+b}{1-ab} \right) \end{align*} Claim: \(\displaystyle \sum_{r = 1}^n \arctan \l {1 \over r^2 + r + 1} \r = \arctan \l {n \over n+2} \r\) Proof: (By Induction): Base case (\(n=1\)): \begin{align*} && LHS &= \sum_{r=1}^1 \arctan \left ( \frac{1}{r^2+r+1} \right) \\ &&&= \arctan \left ( \frac{1}{3} \right) \\ && RHS &= \arctan \left ( \frac{1}{1+2} \right)\\ &&&= \arctan \left ( \frac{1}{3} \right) = LHS \end{align*} Inductive step, suppose true for \(n = k\), ie \begin{align*} && \sum_{r = 1}^k \arctan \l {1 \over r^2 + r + 1} \r &= \arctan \l {k \over k+2} \r \\ \Rightarrow && \sum_{r = 1}^{k+1} \arctan \l {1 \over r^2 + r + 1} \r &= \sum_{r = 1}^k \arctan \l {1 \over r^2 + r + 1} \r+ \arctan \left ( \frac{1}{(k+1)^2+(k+1)+1} \right) \\ &&&= \arctan \l {k \over k+2} \r+\arctan \left ( \frac{1}{(k+1)^2+(k+1)+1} \right) \\ &&&= \arctan \left ( \frac{{k \over k+2}+\frac{1}{(k+1)^2+(k+1)+1} }{1-\frac{k}{k+2}\frac{1}{(k+1)^2+(k+1)+1} } \right) \\ &&&= \arctan \left ( \frac{k((k+1)^2+k+1+k)+(k+2) }{(k+2)((k+1)^2+(k+1)+1)-k} \right) \\ &&&= \arctan \left ( \frac{k^3+3k^2+4k+2 }{k^3+5k^2+8k+6} \right) \\ &&&= \arctan \left ( \frac{(k+1)(k^2+2k+2) }{(k+3)(k^2+2k+2)} \right) \\ &&&= \arctan \left ( \frac{k+1 }{(k+1)+2} \right) \\ \end{align*} Therefore it is true for \(n = k+1\), therefore it is true for all \(n \geq 1\) by the principle of mathematical induction. \begin{align*} && S &= \lim_{n \to \infty} \sum_{r = 1}^n \arctan \l {1 \over r^2 + r + 1} \r \\ &&&= \lim_{n \to \infty} \arctan \l \frac{n}{n+2} \r \\ &&&= \lim_{n \to \infty} \arctan \l \frac{1}{1+2/n} \r \\ &&&=\arctan\l \lim_{n \to \infty} \frac{1}{1+2/n} \r \\ &&&= \frac{\pi}{4} \end{align*} \begin{align*} && \sum_{r = 1}^\infty \arctan \l {1 \over r^2 - r + 1} \r &= \sum_{r = 0}^\infty \arctan \left( \frac{1}{ (r+1)^2 - (r+1) + 1} \right) \\ &&&= \sum_{r = 0}^\infty \arctan \left( \frac{1}{ r^2+r+1} \right) \\ &&&= \arctan \l \frac{1}{0^2+0+1} \r + \frac{\pi}{4} \\ &&&= \frac{\pi}{2} \end{align*}
The function \(y(x)\) is defined for \(x\ge0\) and satisfies the conditions \[ y=0 \mbox{ \ \ and \ \ } \frac{\d y}{\d x}=1 \mbox{ \ \ at \(x=0\)}. \] When \(x\) is in the range \(2(n-1)\pi< x <2n\pi\), where \(n\) is a positive integer, \(y(t)\) satisfies the differential equation $$ {\d^2y \over \d x^2} + n^2 y=0. $$ Both \(y\) and \(\displaystyle \frac{\d y}{\d x} \) are continuous at \(x=2n\pi\) for \(n=0,\; 1,\;2,\; \ldots\;\).
Prove by induction, or otherwise, that, if \(0<\theta<\pi\), \[ \frac{1}{2}\tan\frac{\theta}{2}+\frac{1}{2^{2}}\tan\frac{\theta}{2^{2}}+\cdots+\frac{1}{2^{n}}\tan\frac{\theta}{2^{n}}=\frac{1}{2^{n}}\cot\frac{\theta}{2^{n}}-\cot\theta. \] Deduce that \[ \sum_{r=1}^{\infty}\frac{1}{2^{r}}\tan\frac{\theta}{2^{r}}=\frac{1}{\theta}-\cot\theta. \]
Solution: Claim: \(\displaystyle \sum_{r=1}^n \frac1{2^r} \tan \tfrac{\theta}{2^r} = \frac1{2^n}\cot \tfrac{\theta}{2^n} - \cot \theta\) Proof: (By Induction) Base case: \(n = 1\) \begin{align*} && LHS &= \sum_{r=1}^1 \frac1{2^r} \tan \frac{\theta}{2^r} \\ &&&= \frac1{2} \tan \frac{\theta}{2}\\ \\ && RHS &= \frac12 \cot \frac{\theta}{2} - \cot \theta \\ &&&= \frac12 \frac{1}{\tan \frac{\theta}{2}} - \frac{1-\tan^2 \frac{\theta}{2}}{2 \tan \frac{\theta}{2}} \\ &&&= \frac{1}{2} \tan \frac{\theta}{2} = LHS \end{align*} Therefore our base case is true. Assume our statement is true for some \(n=k\), then consider \(n = k+1\), ie \begin{align*} \sum_{r=1}^{k+1} \frac1{2^r} \tan \tfrac{\theta}{2^r} &= \sum_{r=1}^{k} \frac1{2^r} \tan \tfrac{\theta}{2^r} + \frac1{2^{k+1}} \tan \frac{\theta}{2^{k+1}} \\ &= \frac{1}{2^k} \cot \frac{\theta}{2^k} - \cot \theta + \frac{1}{2^{k+1}}\tan \frac{\theta}{2^{k+1}} \\ &= \frac{1}{2^{k+1}} \left (2 \cot \frac{\theta}{2^k} +\tan \frac{\theta}{2^{k+1}} \right) - \cot \theta \\ &= \frac{1}{2^{k+1}} \left (2\frac{1-\tan^2 \frac{\theta}{2^{k+1}}}{2 \tan \frac{\theta}{2^{k+1}}} + \tan \frac{\theta}{2^{k+1}} \right) - \cot \theta \\ &= \frac{1}{2^{k+1}} \cot \frac{\theta}{2^{k+1}} - \cot \theta \\ \end{align*} Therefore, since as \(x \to 0, x\cot x \to 1\) or \(x \cot \theta x \to \frac{1}{\theta}\) \begin{align*} \sum_{r=1}^{\infty}\frac{1}{2^{r}}\tan\frac{\theta}{2^{r}} &= \lim_{k\to \infty} \sum_{r=1}^{k}\frac{1}{2^{r}}\tan\frac{\theta}{2^{r}} \\ &= \lim_{k\to \infty} \left ( \frac{1}{2^{k+1}} \cot \frac{\theta}{2^{k+1}} - \cot \theta \right) \\ &= \lim_{k\to \infty}\frac{1}{2^{k+1}} \cot \frac{\theta}{2^{k+1}} - \cot \theta \\ &= \lim_{k\to \infty}\frac{1}{2^{k+1}} \cot \frac{\theta}{2^{k+1}} - \cot \theta \\ &= \lim_{k\to \infty}\frac{1}{2^{k+1}} \cot \frac{\theta}{2^{k+1}} - \cot \theta \\ &= \frac{1}{\theta} - \cot \theta \end{align*}
In certain forms of Tennis two players \(A\) and \(B\) serve alternate games. Player \(A\) has probability \(p\low_{A}\) of winning a game in which she serves and \(p\low_{B}\) of winning a game in which player \(B\) serves. Player \(B\) has probability \(q\low_{B}=1-p\low_{B}\) of winning a game in which she serves and probability \(q\low_{A}=1-p\low_{A}\) of winning a game in which player \(A\) serves. In Shortened Tennis the first player to lead by 2 games wins the match. Find the probability \(P_{\text{short}}\) that \(A\) wins a Shortened Tennis match in which she serves first and show that it is the same as if \(B\) serves first. In Standard Tennis the first player to lead by 2 or more games after 4 or more games have been played wins the match. Show that the probability that the match is decided in 4 games is \[ p^{2}_Ap_{B}^{2}+q_{A}^{2}q_{B}^{2}+2(p\low_{A}p\low_{B}+q\low_{A}q\low_{B})(p\low_{A}q\low_{B}+q\low_{A}p\low_{B}). \] If \(p\low_{A}=p\low_{B}=p\) and \(q\low_{A}=q\low_{B}=q,\) find the probability \(P_{\text{stan}}\) that \(A\) wins a Standard Tennis match in which she serves first. Show that \[ P_{\text{stan}}-P_{\text{short}}=\frac{p^{2}q^{2}(p-q)}{p^{2}+q^{2}}. \]
If \(\left|r\right|\neq1,\) show that \[ 1+r^{2}+r^{4}+\cdots+r^{2n}=\frac{1-r^{2n+2}}{1-r^{2}}\,. \] If \(r\neq1,\) find an expression for \(\mathrm{S}_{n}(r),\) where \[ \mathrm{S}_{n}(r)=r+r^{2}+r^{4}+r^{5}+r^{7}+r^{8}+r^{10}+\cdots+r^{3n-1}. \] Show that, if \(\left|r\right|<1,\) then, as \(n\rightarrow\infty,\) \[ \mathrm{S}_{n}(r)\rightarrow\frac{1}{1-r}-\frac{1}{1-r^{3}}\,. \] If \(\left|r\right|\neq1,\) find an expression for \(\mathrm{T}_{n}(r),\) where \[ \mathrm{T}_{n}(r)=1+r^{2}+r^{3}+r^{4}+r^{6}+r^{8}+r^{9}+r^{10}+r^{12}+r^{14}+r^{15}+r^{16}+\cdots+r^{6n}. \] If \(\left|r\right|<1,\) find the limit of \(\mathrm{T}_{n}(r)\) as \(n\rightarrow\infty.\) What happens to \(\mathrm{T}_{n}(r)\) as \(n\rightarrow\infty\) in the three cases \(r>1,r=1\) and \(r=-1\)? In each case give reasons for your answer.
Solution: \begin{align*} && S &= 1 + r^2 + r^4 + \cdots + r^{2n} \\ && r^2S &= \quad \,\,\,\, r^2 + r^4 + \cdots+r^{2n}+r^{2n+2} \\ \Rightarrow && (1-r^2)S &= 1 - r^{2n+2} \\ \Rightarrow && S &= \frac{1-r^{2n+2}}{1-r^2} \end{align*} \begin{align*} && S_n(r) &= r + r^2 + r^4 + r^5 + r^7 + \cdots + r^{3n-1} \\ &&&= 1 + r + r^2 + \cdots + r^{3n} - (1 + r^3 + r^6 + r^{3n}) \\ &&&= \frac{1-r^{3n+1}}{1-r} - \frac{1-r^{3n+3}}{1-r^3} \\ \\ \Rightarrow && \lim_{n \to \infty} S_n(r) &= \frac{1-0}{1-r} - \frac{1-0}{1-r^3} = \frac{1}{1-r} - \frac{1}{1-r^3} \end{align*} \begin{align*} && T_n(r) &= 1 + r^2 + r^3 + r^4 + r^6 + \cdots + r^{6n} \\ &&&= \frac{1-r^{6n+6}}{1-r^6} + \frac{r^2-r^{6n+2}}{1-r^6} + \frac{r^3-r^{6n+3}}{1-r^6} + \frac{r^4-r^{6n+4}}{1-r^6} \\ &&&= \frac{1+r^2+r^3+r^4-r^{6n}(r^2+r^3+r^4+r^6))}{1-r^6} \\ \\ &&\lim_{n \to \infty} T_n(r) &= \frac{1+r^2+r^3+r^4}{1-r^6} \end{align*} If \(r > 1\) clear it diverges. if \(r = 1\) same story. if \(r = -1\) the sums in blocks of \(4\) are all \(1+1-1+1 = 2 > 0\) and so it also diverges.
Sum the following infinite series.
Solution:
Show that the sum of the infinite series \[ \log_{2}\mathrm{e}-\log_{4}\mathrm{e}+\log_{16}\mathrm{e}-\ldots+(-1)^{n}\log_{2^{2^{n}}}\mathrm{e}+\ldots \] is \[ \frac{1}{\ln(2\sqrt{2})}. \] {[}\(\log_{a}b=c\) is equivalent to \(a^{c}=b\).{]}
Solution: Let \(S = \log_{2}\mathrm{e}-\log_{4}\mathrm{e}+\log_{16}\mathrm{e}-\ldots+(-1)^{n}\log_{2^{2^{n}}}\mathrm{e}+\ldots\) then \begin{align*} S &= \sum_{n=0}^{\infty} (-1)^n \log_{2^{2^n}} e \\ &= \sum_{n=0}^{\infty} (-1)^n \frac{\log e}{\log {2^{2^n}}} \\ &= \sum_{n=0}^{\infty} (-1)^n \frac{\log e}{2^n\log {2}} \\ &= \frac{\log e}{\log 2} \sum_{n=0}^{\infty} \frac{(-1)^n}{2^n} \\ &= \frac{1}{\log_e 2} \frac{1}{1+\frac12} \\ &= \frac{1}{\ln (2^{3/2})} \\ &= \frac{1}{\ln (2 \sqrt{2})} \end{align*}