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]

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 $X$ and $Y$ be independent, identically distributed random points on the unit sphere in $\mathbb{R}^3$. For which distribution of $X$ will the expectation of the (Euclidean) distance of $X$ and $Y$ be maximal?

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)

Cast a dice $n$ times. Denote by $X_1,\ X_2,\ \cdots ,\ X_n$ the numbers shown on each dice. Define $Y_1,\ Y_2,\ \cdots,\ Y_n$ by \[Y_1=X_1,\ Y_k=X_k+\frac{1}{Y_{k-1}}\ (k=2,\ \cdots,\ n)\] Find the probability $p_n$ such that $\frac{1+\sqrt{3}}{2}\leq Y_n\leq 1+\sqrt{3}.$ 35 points

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 $1/(d+2)$.

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?

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

For some positive integer $n$, a coin will be flipped $n$ times to obtain a sequence of $n$ heads and tails. For each flip of the coin, there is probability $p$ of obtaining a head and probability $1-p$ of obtaining a tail, where $0<p<1$ is a rational number. Kim writes all $2^n$ possible sequences of $n$ heads and tails in two columns, with some sequences in the left column and the remaining sequences in the right column. Kim would like the sequence produced by the coin flips to appear in the left column with probability $1/2$. Determine all pairs $(n,p)$ for which this is possible.

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$.

Assign independent standard normally distributed random variables to the vertices of an n-dimensional cube. Say one vertex is greater than another if the assigned number is greater. Define a random walk on the vertices according to the following rules: a) the starting point is chosen from all the vertices with equal probability, b) during our journey, if we reach a vertex such that there are adjacent vertices which have higher values, we choose the next vertex with equal probability, c) if there is none, we stop. Prove that $\forall\varepsilon>0 \,\exists K\, \forall n>1$ $$P(\lambda> K \log n) <\varepsilon$$ where $\lambda$ is the number of steps of the random walk.

$\xi, \xi'$ are iid random variables. let F have the distribution function $\xi+\xi'$, and G have the uniform distribution over the interval [-1,1]. Prove that $\max | F ( x ) - G ( x ) | \geq 10^{-1994}$ .

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 $ 2n$ distinct points on a circle be given. Arrange them into disjoint pairs in an arbitrary way and join the couples by chords. Determine the probability that no two of these $ n$ chords intersect. (All possible arrangement into pairs are supposed to have the same probability.)

suppose that $S_{\mathbb N}$ is the set of all permutations of natural numbers. finite permutations are a subset of $S_{\mathbb N}$ that behave like the identity permutation from somewhere. in other words bijective functions like $\pi: \mathbb N \longrightarrow \mathbb N$ that only for finite natural numbers $i$, $\pi(i)\neq i$. prove that we cannot put probability measure that is countably additive on $\wp(S_{\mathbb N})$ (family of all the subsets of $S_{\mathbb N}$) that is invarient under finite permutations.

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 $n\to\infty$ .

Consider a computer network consisting of servers and bi-directional communication channels among them. Unfortunately, not all channels operate. Each direction of each channel fails with probability $p$ and operates otherwise. (All of these stochastic events are mutually independent, and $0 \le p \le 1$.) There is a root serve, denoted by $r$. We call the network [i]operational[/i], if all serves can reach $r$ using only operating channels. Note that we do not require $r$ to be able to reach any servers. Show that the probability of the network to be operational does not depend on the choice of $r$. (In other words, for any two distinct root servers $r_1$ and $r_2$, the operational probability is the same.)

Throw a die $n$ times, let $a_k$ be a number shown on the die in the $k$-th place. Define $s_n$ by $s_n=\sum_{k=1}^n 10^{n-k}a_k$. (1) Find the probability such that $s_n$ is divisible by 4. (2) Find the probability such that $s_n$ is divisible by 6. (3) Find the probability such that $s_n$ is divisible by 7. Last Edited Thanks, jmerry & JBL

Suppose that there are 100 seats in a saloon for 100 students. All students except one know their seat. First student (which is the one who doesn't know his seat) comes to the saloon and sits randomly somewhere. Then others enter the saloon one by one. Every student that enters the saloon and finds his seat vacant, sits there and if he finds his seat occupied he sits somewhere else randomly. Find the probability that last two students sit on their seats.

In a lake there are several sorts of fish, in the following distribution: $ 18\%$ catfish, $ 2\%$ sturgeon and $ 80\%$ other. Of a catch of ten fishes, let $ x$ denote the number of the catfish and $ y$ that of the sturgeons. Find the expectation of $ \frac {x}{y \plus{} 1}$

Prove that we can put $ \Omega(\frac1{\epsilon})$ points on surface of a sphere with radius 1 such that distance of each of these points and the plane passing through center and two of other points is at least $ \epsilon$.

Let $ Z_1,\,Z_2\dots,\,Z_n$ be $ d$-dimensional independent random (column) vectors with standard normal distribution, $ n \minus{} 1 > d$. Furthermore let \[ \overline Z \equal{} \frac {1}{n}\sum_{i \equal{} 1}^n Z_i,\quad S_n \equal{} \frac {1}{n \minus{} 1}\sum_{i \equal{} 1}^n(Z_i \minus{} \overline Z)(Z_i \minus{} \overline Z)^\top\] be the sample mean and corrected empirical covariance matrix. Consider the standardized samples $ Y_i \equal{} S_n^{ \minus{} 1/2}(Z_i \minus{} \overline Z)$, $ i \equal{} 1,2,\dots,n$. Show that \[ \frac {E|Y_1 \minus{} Y_2|}{E|Z_1 \minus{} Z_2|} > 1,\] and that the ratio does not depend on $ d$, only on $ n$.

Let $ X_1,X_2,\ldots, X_n$ be independent, identically distributed, nonnegative random variables with a common continuous distribution function $ F$. Suppose in addition that the inverse of $ F$, the quantile function $ Q$, is also continuous and $ Q(0)=0$. Let $ 0=X_{0: n} \leq X_{1: n} \leq \ldots \leq X_{n: n}$ be the ordered sample from the above random variables. Prove that if $ EX_1$ is finite, then the random variable \[ \Delta = \sup_{0\leq y \leq 1} \left| \frac 1n \sum_{i=1}^{\lfloor ny \rfloor +1} (n+1-i)(X_{i: n}-X_{i-1: n})- \int_0^y (1-u)dQ(u) \right|\] tends to zero with probability one as $ n \rightarrow \infty$. [i]S. Csorgp, L. Horvath[/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]

A gambler plays the following coin-tossing game. He can bet an arbitrary positive amount of money. Then a fair coin is tossed, and the gambler wins or loses the amount he bet depending on the outcome. Our gambler, who starts playing with $ x$ forints, where $ 0<x<2C$, uses the following strategy: if at a given time his capital is $ y<C$, he risks all of it; and if he has $ y>C$, he only bets $ 2C\minus{}y$. If he has exactly $ 2C$ forints, he stops playing. Let $ f(x)$ be the probability that he reaches $ 2C$ (before going bankrupt). Determine the value of $ f(x)$.