Seven points are selected randomly from $ S^1\subset\mathbb C$. What is the probability that origin is not contained in convex hull of these points?

prove that for almost every real number $\alpha \in [0,1]$ there exists natural number $n_{\alpha} \in \mathbb N$ such that the inequality $|\alpha-\frac{p}{q}|\le \frac{1}{q^n}$ for natural $n\ge n_{\alpha}$ and rational $\frac{p}{q}$ has no answers.

Let $\xi_1 , \xi_2 , ...$ be a series of independent, zero-expected-value random variables for which $\lim_{n\to\infty} E(\xi_n ^ 2) = 0$, and $S_n = \sum_{j = 1}^n \xi_j$ . Denote by I(A) the indicator function of event A. Prove that $$\frac{1}{\log n} \sum_{k = 1}^n \frac1k I\bigg(\max_{1\leq j\leq k} |S_j|>\sqrt k\bigg) \to 0$$ with probability 1 if $n\to\infty$ .

Petya and Vasya are playing the following game. Petya chooses a non-negative random value $\xi$ with expectation $\mathbb{E} [\xi ] = 1$, after which Vasya chooses his own value $\eta$ with expectation $\mathbb{E} [\eta ] = 1$ without reference to the value of $\xi$. For which maximal value $p$ can Petya choose a value $\xi$ in such a way that for any choice of Vasya's $\eta$, the inequality $\mathbb{P}[\eta \geq \xi ] \leq p$ holds?

Let $ \xi_1,\xi_2,...$ be independent random variables such that $ E\xi_n=m>0$ and $ \textrm{Var}(\xi_n)=\sigma^2 < \infty \;(n=1,2,...)\ .$ Let $ \{a_n \}$ be a sequence of positive numbers such that $ a_n\rightarrow 0$ and $ \sum_{n=1}^{\infty} a_n= \infty$. Prove that \[ P \left( \lim_{n\rightarrow \infty} %Error. "diaplaymath" is a bad command. \sum_{k=1}^n a_k \xi_k =\infty \right)=1.\] [i]P. Revesz[/i]

In a contest there are $ n$ yes-no problems. We know that no two contestants have the same set of answers. To each question we give a random uniform grade of set $ \{1,2,3,\dots,2n\}$. Prove that the probability that exactly one person gets first is at least $ \frac12$.

Let $ X_1,X_2,...,X_n$ be (not necessary independent) discrete random variables. Prove that there exist at least $ n^2/2$ pairs $ (i,j)$ such that \[ H(X_i\plus{}X_j) \geq \frac 13 \min_{1 \leq k \leq n} \{ H(X_k) \},\] where $ H(X)$ denotes the Shannon entropy of $ X$. [i]GY. Katona[/i]

We throw $ N$ balls into $ n$ urns, one by one, independently and uniformly. Let $ X_i\equal{}X_i(N,n)$ be the total number of balls in the $ i$th urn. Consider the random variable \[ y(N,n)\equal{}\min_{1 \leq i \leq n}|X_i\minus{}\frac Nn|.\] Verify the following three statements: (a) If $ n \rightarrow \infty$ and $ N/n^3 \rightarrow \infty$, then \[ P \left(\frac{y(N,n)}{\frac 1n \sqrt{\frac Nn}}<x \right) \rightarrow 1\minus{}e^{\minus{}x\sqrt{2/ \pi}} \;\textrm{for all}\ \; x>0 \ .\] (b) If $ n\rightarrow \infty$ and $ N/n^3 \leq K$ ($ K$ constant), then for any $ \varepsilon > 0$ there is an $ A > 0$ such that \[ P(y(N,n) < A) > 1\minus{}\varepsilon .\] (c) If $ n \rightarrow \infty$ and $ N/n^3 \rightarrow 0$ then \[ P(y(N,n) < 1) \rightarrow 1.\] [i]P. Revesz[/i]

Let $ \xi_1,\xi_2,...$ be independent, identically distributed random variables with distribution \[ P(\xi_1=-1)=P(\xi_1=1)=\frac 12 .\] Write $ S_n=\xi_1+\xi_2+...+\xi_n \;(n=1,2,...),\ \;S_0=0\ ,$ and \[ T_n= \frac{1}{\sqrt{n}} \max _{ 0 \leq k \leq n}S_k .\] Prove that $ \liminf_{n \rightarrow \infty} (\log n)T_n=0$ with probability one. [i]P. Revesz[/i]

Let $n\geq 3$ be integer. Given two pairs of $n$ cards numbered from 1 to $n$. Mix the $2n$ cards up and take the card 3 times every one card. Denote $X_1,\ X_2,\ X_3$ the numbers of the cards taken out in this order taken the cards. Find the probabilty such that $X_1<X_2<X_3$. Note that once a card taken out, it is not taken a back.

Let $n$ and $k$ be fixed positive integers , and $a$ be arbitrary nonnegative integer . Choose a random $k$-element subset $X$ of $\{1,2,...,k+a\}$ uniformly (i.e., all k-element subsets are chosen with the same probability) and, independently of $X$, choose random n-elements subset $Y$ of $\{1,2,..,k+a+n\}$ uniformly. Prove that the probability $P\left( \text{min}(Y)>\text{max}(X)\right)$ does not depend on $a$.

suppose that $0\le p \le 1$ and we have a wooden square with side length $1$. in the first step we cut this square into $4$ smaller squares with side length $\frac{1}{2}$ and leave each square with probability $p$ or take it with probability $1-p$. in the next step we cut every remaining square from the previous step to $4$ smaller squares (as above) and take them with probability $1-p$. it's obvios that at the end what remains is a subset of the first square. [b]a)[/b] show that there exists a number $0<p_0<1$ such that for $p>p_0$ the probability that the remainig set is not empty is positive and for $p<p_0$ this probability is zero. [b]b)[/b] show that for every $p\neq 1$ with probability $1$, the remainig set has size zero. [b]c)[/b] for this statement that the right side of the square is connected to the left side of the square with a path, write anything that you can.

From a given triangle of unit area, we choose two points independetly with uniform distribution. The straight line connecting these points divides the triangle. with probability one, into a triangle and a quadrilateral. Calculate the expected values of the areas of these two regions. [A. Renyi]

For $p_0,\dots,p_d\in\mathbb{R}^d$, let \[ S(p_0,\dots,p_d)=\left\{ \alpha_0p_0+\dots+\alpha_dp_d : \alpha_i\le 1, \sum_{i=0}^d \alpha_i =1 \right\}. \] Let $\pi$ be an arbitrary probability distribution on $\mathbb{R}^d$, and choose $p_0,\dots,p_d$ independently with distribution $\pi$. Prove that the expectation of $\pi(S(p_0,\dots,p_d))$ is at least $1/(d+2)$.

Is there a gambling game with an honest coin for two players, in which the probability of one of them winning is $\frac{1}{{\pi}^e}$.

A point $ P$ is performing a random walk on the $ X$-axis. At the instant $ t\equal{}0$, $ P$ is at a point $ x_0$ ($ |x_0|\le N$, where $ x_0$ and $ N$ denote integers, $ N>0$). If at an instant $ t$ ($ t$ being a nonnegative integer), $ P$ is at a point of $ x$ integer abscissa and $ |x|<N$, then by the instant $ t\plus{}1$ it reaches either the point $ x\plus{}1$ or the point $ x\minus{}1$, each with probability $ \frac12$. If at the instant $ t$, $ P$ is at the point $ x\equal{}N$ [$ x\equal{}\minus{}N$], then by the instant $ t\plus{}1$ it is certain to reach the point $ N\minus{}1$ [$ \minus{}N\plus{}1$]. Denote by $ P_k(t)$ the probability of $ P$ being at $ x\equal{}k$ at instant $ t$ ($ k$ is an integer). Find $ \lim_{t\to \infty}P_{k}(2t)$ and $ \lim_{t\to \infty}P_k(2t\plus{}1)$ for every fixed $ k$.

Let $ \varepsilon_1,\varepsilon_2,...,\varepsilon_{2n}$ be independent random variables such that $ P(\varepsilon_i\equal{}1)\equal{}P(\varepsilon_i\equal{}\minus{}1)\equal{}\frac 12$ for all $ i$, and define $ S_k\equal{}\sum_{i\equal{}1}^k \varepsilon_i, \;1\leq k \leq 2n$. Let $ N_{2n}$ denote the number of integers $ k\in [2,2n]$ such that either $ S_k>0$, or $ S_k\equal{}0$ and $ S_{k\minus{}1}>0$. Compute the variance of $ N_{2n}$.

Let $\alpha$ be an irrational number, and denote $F = \{ (x,y) \in R^2 : y \geq \alpha x \}$ as a closed half-plane bounded by a line. Let $P(\alpha,n) = P(X_1,...,X_n \in F)$, where $X_n$ is a simple, symmetric random walk that starts at the origin and moves with probability 1/4 in each direction. Prove that $P(\alpha,n)$ does not depend on $\alpha$.

Let $U_1 , U_2 , U_3$ be iid random variables on [0,1], which in order of magnitude, $U_1^{\ast} \le U_2^{\ast} \leq U_3 ^ {\ast}$. Let $\alpha, p_1 , p_2 , p_3 \in [0,1]$ such that $P(U_j ^ {\ast} \ge p_j)= \alpha$ ( j = 1,2,3). Prove that $$P \left( p_1 + (p_2-p_1) U_3^{\ast} + (p_3- p_2) U_2^{\ast} + (1-p_3) U_1^{\ast} \geq \frac{1}{2} \right) \geq 1-\alpha$$

Let $\xi_{(k_1, k_2)}, k_1, k_2 \in\mathbb N$ be random variables uniformly bounded. Let $c_l, l\in\mathbb N$ be a positive real strictly increasing infinite sequence such that $c_{l+1}/ c_l$ is bounded. Let $d_l=\log \left(c_{l+1}/c_l\right), l\in\mathbb N$ and suppose that $D_n=\sum_{l=1}^n d_l\uparrow \infty$ when $n\to\infty$ Suppose there exist $C>0$ and $\varepsilon>0$ such that $$\left| \mathbb E \left\{ \xi_{(k_1,k_2)}\xi_{(l_1,l_2)}\right\}\right| \leq C\prod_{i=1}^2 \left\{ \log_+\log_+\left( \frac{c_{\max\{ k_i, l_i\}}}{c_{\min\{ k_i, l_i\}}}\right)\right\}^{-(1+\varepsilon)}$$ for each $(k_1, k_2), (l_1,l_2)\in\mathbb N^2$ ($\log_+$ is the positive part of the natural logarithm). Show that $$\lim_{\substack{n_1\to\infty \\ n_2\to\infty}} \frac{1}{D_{n_1}D_{n_2}}\sum_{k_1=1}^{n_1} \sum_{k_2=1}^{n_2} d_{k_1}d_{k_2}\xi_{(k_1,k_2)}=0$$ almost surely. (translated by j___d)

A deck of $2n$ cards numbered from $1$ to $2n$ is shuffled and n cards are dealt to $A$ and $B$. $A$ and $B$ alternately discard a card face up, starting with $A$. The game when the sum of the discards is first divisible by $2n + 1$, and the last person to discard wins. What is the probability that $A$ wins if neither player makes a mistake?

For $[0,1]\subset E\subset [0,+\infty)$ where $E$ is composed of a finite number of closed interval,we start a two dimensional Brownian motion from the point $x<0$ terminating when we first hit $E$.Let $p(x)$ be the probability of the finishing point being in $[0,1]$.Prove that $p(x)$ is increasing on $[-1,0)$.

Find the limit distribution of the sequence $ \eta_n$ of random variables with distribution \[ P \left( \eta_n\equal{}\arccos (\cos^2 \frac{(2j\minus{}1) \pi}{2n}) \right)\equal{}\frac 1n \;(j\equal{}1,2,...,n)\ .\] ($ \arccos(.)$ denotes the main value.) [i]B. Gyires[/i]

For a real number $ x$ in the interval $ (0,1)$ with decimal representation \[ 0.a_1(x)a_2(x)...a_n(x)...,\] denote by $ n(x)$ the smallest nonnegative integer such that \[ \overline{a_{n(x)\plus{}1}a_{n(x)\plus{}2}a_{n(x)\plus{}3}a_{n(x)\plus{}4}}\equal{}1966 .\] Determine $ \int_0^1n(x)dx$. ($ \overline{abcd}$ denotes the decimal number with digits $ a,b,c,d .$) [i]A. Renyi[/i]

Let $ p_0,p_1,\ldots$ be a probability distribution on the set of nonnegative integers. Select a number according to this distribution and repeat the selection independently until either a zero or an already selected number is obtained. Write the selected numbers in a row in order of selection without the last one. Below this line, write the numbers again in increasing order. Let $ A_i$ denote the event that the number $ i$ has been selected and that it is in the same place in both lines. Prove that the events $ A_i \;(i\equal{}1,2,\ldots)$ are mutually independent, and $ P(A_i)\equal{}p_i$. [i]T. F. Mori[/i]