Problems

Solution:

1. First Collision:
   

   + - ↺
   By NEL, \(v_2 = v_1 + eu\), so \begin{align*} \text{COM}: && mu &= mv_1 + m(v_1 + eu) \\ \Rightarrow && 2mv_1 &= mu(1-e) \\ \Rightarrow && v_1 &= \frac12 u(1-e) \\ && v_2 &= \frac12 u(1-e) + eu \\ &&&= \frac12 u(1+e) \end{align*} The second collision is identical to the first except replacing \(u\) with \(\frac12u(1+e)\), therefore after that collision: \begin{align*} && \text{first particle} &= \frac12 u(1-e) \\ && \text{second particle} &= \frac12 \left (\frac12 u(1+e) \right)(1-e) \\ &&&= \frac14 u(1-e^2) \\ && \text{third particle} &= \frac12 \left (\frac12 u(1+e) \right)(1+e) \\ &&&= \frac14 u(1+e)^2 \end{align*} After all these collisions, all particles are moving in the same direction (since they all have positive velocity), but the first particle is now travelling faster than the second particle (as \(\frac12(1-e) < 1\)). Therefore they will collide again.
2. The third collision:
   

   + - ↺
   The speed of approach will be \(\frac12u(1-e) - \frac14u(1-e^2) = \frac14u(1-e)(2 - (1+e)) = \frac14 u(1-e)^2\), therefore by NEL, \(w_2 = w_1 + \frac14ue(1-e)^2\) \begin{align*} \text{COM}: && m\frac12u(1-e) + m \frac14u(1-e^2) &= mw_1 + m\left (w_1 + \frac14ue(1-e)^2 \right) \\ \Rightarrow && \frac14u(1-e)(2+(1+e)) &= 2w_1 + \frac14ue(1-e)^2 \\ \Rightarrow && 2w_1 &= \frac14u(1-e)(3+e)-\frac14ue(1-e)^2 \\ &&&= \frac14u(1-e)(3+e-e(1-e)) \\ &&&= \frac14u(1-e)(3+e^2) \\ \Rightarrow && w_1 &= \frac18 u(1-e)(3+e^2) \\ && w_2 &= \frac18 u(1-e)(3+e^2) + \frac14ue(1-e)^2 \\ &&&= \frac18u(1-e)(3+e^2+2e(1-e)) \\ &&&= \frac18u(1-e)(3+2e-e^2) \\ &&&= \frac18u(1-e)(1+e)(3-e) \\ \end{align*} A fourth collision is possible, iff \begin{align*} && \frac18u(1-e)(1+e)(3-e)&> \frac14 u(1+e)^2 \\ \Leftrightarrow && (1-e)(3-e)&> 2 (1+e) \\ \Leftrightarrow &&3-4e-e^2&> 2+2e \\ \Leftrightarrow &&1-5e-e^2&>0 \\ \Leftrightarrow && e &< 3-\sqrt{2} \end{align*}

Solution:

1. \begin{align*} \mathbb{E}(X) &= \sum_{r=1}^\infty r \mathbb{P}(X = r) \\ &= \sum_{j=1}^{\infty} (2j-1)\mathbb{P}(U=2j-1) \\ &= \sum_{j=1}^{\infty}(2j-1) \frac{e^{-\lambda} \lambda^{2j-1}}{(2j-1)!} \\ &= \sum_{j=1}^{\infty} e^{-\lambda} \frac{\lambda^{2j-1}}{(2j-2)!} \\ &= \lambda e^{-\lambda} \sum_{j=1}^{\infty} \frac{\lambda^{2j-2}}{(2j-2)!} \\ &= \lambda e^{-\lambda} \alpha \end{align*} Since \(\mathbb{E}(X+Y) = \lambda, \mathbb{E}(Y) = \lambda(1-e^{-\lambda}\alpha) = \lambda(e^{-\lambda}(\alpha+\beta) - e^{-\lambda}\alpha) = \lambda e^{-\lambda} \beta\). Alternatively, as \(\beta + \alpha = e^{\lambda}\), \(\mathbb{E}(X) = \frac{\lambda \alpha}{\alpha+\beta}, \mathbb{E}(Y) = \frac{\lambda \beta}{\alpha+\beta}\)
2. \begin{align*} \textrm{Var}(X) &= \mathbb{E}(X^2) - [\mathbb{E}(X) ]^2 \\ &= \sum_{odd} r^2 \mathbb{P}(U = r) - \left [ \mathbb{E}(X) \right]^2 \\ &= \sum_{odd} (r(r-1)+r)\frac{e^{-\lambda}\lambda^r}{r!} - \frac{\lambda^2 \alpha^2}{(\alpha+\beta)^2} \\ &= \sum_{odd} \frac{e^{-\lambda}\lambda^r}{(r-2)!}+\sum_{odd} \frac{e^{-\lambda}\lambda^r}{(r-1)!} - \frac{\lambda^2 \alpha^2}{(\alpha+\beta)^2} \\ &= e^{-\lambda}\lambda^2 \beta + e^{-\lambda}\lambda \alpha - \frac{\lambda^2 \alpha^2}{(\alpha+\beta)^2} \\ &= \frac{\lambda \alpha + \lambda^2 \beta}{\alpha+\beta}- \frac{\lambda^2 \alpha^2}{(\alpha+\beta)^2} \end{align*} Similarly, \begin{align*} \textrm{Var}(Y) &= \mathbb{E}(Y^2) - [\mathbb{E}(Y) ]^2 \\ &= \sum_{even} r^2 \mathbb{P}(U = r) - \left [ \mathbb{E}(Y) \right]^2 \\ &= \sum_{even} (r(r-1)+r)\frac{e^{-\lambda}\lambda^r}{r!} - \frac{\lambda^2 \beta^2}{(\alpha+\beta)^2} \\ &= e^{-\lambda}\lambda^2\alpha + e^{-\lambda}\lambda \beta - \frac{\lambda^2 \beta^2}{(\alpha+\beta)^2} \\ &= \frac{\lambda \beta + \lambda^2 \alpha}{\alpha+\beta}- \frac{\lambda^2 \beta^2}{(\alpha+\beta)^2} \end{align*} Since \(\textrm{Var}(X+Y) = \textrm{Var}(U) = \lambda\), we are interested in solving: \begin{align*} \lambda &= \frac{\lambda \alpha + \lambda^2 \beta}{\alpha+\beta}- \frac{\lambda^2 \alpha^2}{(\alpha+\beta)^2} + \frac{\lambda \beta + \lambda^2 \alpha}{\alpha+\beta}- \frac{\lambda^2 \beta^2}{(\alpha+\beta)^2} \\ &= \frac{\lambda(\alpha+\beta) + \lambda^2(\alpha+\beta)}{\alpha+\beta} - \frac{\lambda^2(\alpha^2+\beta^2)}{(\alpha+\beta)^2} \\ &= \lambda + \lambda^2 \frac{(\alpha+\beta)^2 - (\alpha^2+\beta^2)}{(\alpha+\beta)^2} \\ &= \lambda + \lambda^2 \frac{2\alpha\beta}{(\alpha+\beta)^2} \end{align*} which is clearly not possible if \(\lambda \neq 0\)

Solution:

1. The only way \(A = 1\) is if we get \(HH\) or \(TT\) which has probability \(p^2+q^2\). The only way we get \(S=1\) is if we have \(HT\) to \(TH\), ie \(2pq\). Since \((p-q)^2 = p^2 + q^2 - 2pq >0\) we must have \(\mathbb{P}(A=1) > \mathbb{P}(S=1)\).
2. \(\,\) \begin{align*} \mathbb{P}(S=2) &= p^2q + q^2p \\ \mathbb{P}(A=2) &= pq^2 + qp^2 = \mathbb{P}(S=2) \\ \\ \mathbb{P}(S=3) &= p^3q + q^3p = pq(p^2+q^2) \\ \mathbb{P}(A=3) &= pqp^2 + qpq^2 = pq(p^2+q^2) = \mathbb{P}(S=3) \end{align*}
3. For \(n > 1\) we must have \begin{align*} && \mathbb{P}(S = 2n) &= p^{2n}q + q^{2n}p \\ && \mathbb{P}(A=2n) &= (pq)^{n}q + (qp)^{n}p \\ &&&= p^nq^{n+1} + q^np^{n+1} \\ && \mathbb{P}(S = 2n) &> \mathbb{P}(A = 2n) \\ \Leftrightarrow && p^{2n}q + q^{2n}p & > p^nq^{n+1} + q^np^{n+1}\\ \Leftrightarrow && 0 & < p^{2n}q+q^{2n}p - p^nq^{n+1} -q^np^{n+1}\\ &&&= (p^n-q^n)(qp^n - pq^n) \end{align*} which is clearly true. \begin{align*} && \mathbb{P}(S=2n+1) &= p^{2n+1}q + q^{2n+1}p \\ && \mathbb{P}(A=2n+1) &= (pq)^{n}p^2 + (qp)^{n}q^2 \\ &&&= p^{n+2}q^n + q^{n+2}p^n \end{align*} The same factoring logic shows that \(\mathbb{P}(S = 2n+1) > \mathbb{P}(A=2n+1)\)