Problems

A particle hangs in equilibrium from the ceiling of a stationary lift, to which it is attached by an elastic string of natural length \(l\) extended to a length \(l+a\). The lift now descends with constant acceleration \(f\) such that \(0 < f < g/2\). Show that the extension \(y\) of the string from its equilibrium length satisfies the differential equation $$ {{\rm d}^2 y \over {\rm d} t^2} +{g \over a}\, y = g-f. $$ Hence show that the string never becomes slack and the amplitude of the oscillation of the particle is \(af/g\). After a time \(T\) the lift stops accelerating and moves with constant velocity. Show that the string never becomes slack and the amplitude of the oscillation is now \[\frac{2af}{g}|\sin {\textstyle \frac{1}{2}}\omega T|,\] where \(\omega^{2}=g/a\).

1. Let \(X_{1}\), \(X_{2}\), \dots, \(X_{n}\) be independent random variables each of which is uniformly distributed on \([0,1]\). Let \(Y\) be the largest of \(X_{1}\), \(X_{2}\), \dots, \(X_{n}\). By using the fact that \(Y<\lambda\) if and only if \(X_{j}<\lambda\) for \(1\leqslant j\leqslant n\), find the probability density function of \(Y\). Show that the variance of \(Y\) is \[\frac{n}{(n+2)(n+1)^{2}}.\]
2. The probability that a neon light switched on at time \(0\) will have failed by a time \(t>0\) is \(1-\mathrm{e}^{-t/\lambda}\) where \(\lambda>0\). I switch on \(n\) independent neon lights at time zero. Show that the expected time until the first failure is \(\lambda/n\).

By considering the coefficients of \(t^{n}\) in the equation \[(1+t)^{n}(1+t)^{n}=(1+t)^{2n},\] or otherwise, show that \[\binom{n}{0}\binom{n}{n}+\binom{n}{1}\binom{n}{n-1}+\cdots +\binom{n}{r}\binom{n}{n-r}+\cdots+\binom{n}{n}\binom{n}{0} =\binom{2n}{n}.\] The large American city of Triposville is laid out in a square grid with equally spaced streets running east-west and avenues running north-south. My friend is staying at a hotel \(n\) avenues west and \(n\) streets north of my hotel. Both hotels are at intersections. We set out from our own hotels at the same time. We walk at the same speed, taking 1 minute to go from one intersection to the next. Every time I reach an intersection I go north with probability \(1/2\) or west with probability \(1/2\). Every time my friend reaches an intersection she goes south with probability \(1/2\) or east with probability \(1/2\). Our choices are independent of each other and of our previous decisions. Indicate by a sketch or by a brief description the set of points where we could meet. Find the probability that we meet. Suppose that I oversleep and leave my hotel \(2k\) minutes later than my friend leaves hers, where \(k\) is an integer and \(0\leqslant 2k\leqslant n\). Find the probability that we meet. Have you any comment? If \(n=1\) and I leave my hotel \(1\) minute later than my friend leaves hers, what is the probability that we meet and why?

Show Solution

---

Solution: \begin{align*} && (1+t)^{n}(1+t)^{n}&=(1+t)^{2n} \\ [t^n]: &&\sum_{k=0}^n \underbrace{\binom{n}{k}}_{t^k\text{ from left bracket}} \underbrace{\binom{n}{n-k}}_{t^{n-k}\text{ from right bracket}} &= \binom{2n}{n} \end{align*}

+ - ↺

From each point, we can get to the diagonal ahead of us, so each move only takes us one diagonal closer together. Therefore we can only meet on the diagonal. The number of routes we can meet at is \begin{align*} && R &= \sum_{k=0}^n \underbrace{\binom{n}{k}}_{\text{I go up } k}\underbrace{\binom{n}{n-k}}_{\text{she goes down }n-k} \\ &&&= \binom{2n}{n} \end{align*} Therefore the probability is \(\displaystyle \frac1{2^{2n}} \binom{2n}n\). If I leave \(2k\) minutes late, then we will be attempting meet on a diagonal which is \(2k\) closer to me. The probability this occurs is \begin{align*} && \frac{1}{2^{2n}}\sum_{j=0}^{n-k}\binom{n-k}{j}\binom{n+k}{n-j} &= \frac{1}{2^{2n}}\binom{2n}{n} \end{align*} (by considering the coefficient of \(t^n\) in \((1+t)^{n+k}(1+t)^{n-k} =(1+t)^{2n}\)) This probability is unchanged, because you can consider the two paths as one path by one random person, conditional on them meeting and the delay doesn't change anything. If \(n = 1\) and I leave late, the only way we meet is if we end up walking towards each other down the same street (not at an intersection). This means I need to walk towards the intersection she reaches after the first minute \(\frac12\) and she needs to walk towards me \(\frac12\) so we have probability \(\frac14\)

The random variable \(X\) is uniformly distributed on \([0,1]\). A new random variable \(Y\) is defined by the rule \[ Y=\begin{cases} 1/4 & \mbox{ if }X\leqslant1/4,\\ X & \mbox{ if }1/4\leqslant X\leqslant3/4\\ 3/4 & \mbox{ if }X\geqslant3/4. \end{cases} \] Find \({\mathrm E}(Y^{n})\) for all integers \(n\geqslant 1\). Show that \({\mathrm E}(Y)={\mathrm E}(X)\) and that \[{\mathrm E}(X^{2})-{\mathrm E}(Y^{2})=\frac{1}{24}.\] By using the fact that \(4^{n}=(3+1)^{n}\), or otherwise, show that \({\mathrm E}(X^{n}) > {\mathrm E}(Y^{n})\) for \(n\geqslant 2\). Suppose that \(Y_{1}\), \(Y_{2}\), \dots are independent random variables each having the same distribution as \(Y\). Find, to a good approximation, \(K\) such that \[{\rm P}(Y_{1}+Y_{2}+\cdots+Y_{240000} < K)=3/4.\]