Let $X_0, \xi_{i, j}, \epsilon_k$ (i, j, k ∈ N) be independent, non-negative integer random variables. Suppose that $\xi_{i, j}$ (i, j ∈ N) have the same distribution, $\epsilon_k$ (k ∈ N) also have the same distribution. $\mathbb{E}(\xi_{1,1})=1$ , $\mathbb{E}(X_0^l)<\infty$ , $\mathbb{E}(\xi_{1,1}^l)<\infty$ , $\mathbb{E}(\epsilon_1^l)<\infty$ for some $l\in\mathbb{N}$ Consider the random variable $X_n := \epsilon_n + \sum_{j=1}^{X_{n-1}} \xi_{n,j}$ (n ∈ N) , where $\sum_{j=1}^0 \xi_{n,j} :=0$ Introduce the sequence $M_n := X_n-X_{n-1}-\mathbb{E}(\epsilon_n)$ (n ∈ N) Prove that there is a polynomial P of degree $\leq l/2$ such that $\mathbb{E}(M_n^l) = P_l(n)$ (n ∈ N).

We place n points in the unit square independently, according to a uniform distribution. These points are the vertices of a graph $G_n$. Two points are connected by an edge if the slope of the segment connecting them is nonnegative. Denote by $M_n$ the event that the graph $G_n$ has a 1-factor. Prove that $\lim_{n \to \infty} P(M_ {2n}) = 1$.

There are ${n}$ tokens in a pack. Some of them (at least one, but not all) are white and the rest are black. All tokens are extracted randomly from the pack, one by one, without putting them back. Let ${X_i}$ be the ratio of white tokens in the pack before the ${i^{\text{th}}}$ extraction and let \[ \displaystyle T =\max \{ |X_i-X_j| : 1 \leq i \leq j \leq n\}.\] Prove that ${\Bbb{E}(T) \leq H(\Bbb{E}(X_1))},$ where ${H(x)=-x\ln x -(1-x)\ln(1-x)}.$ [i]Proposed by Tamás Móri[/i]

Let $ P$ be a probability distribution defined on the Borel sets of the real line. Suppose that $ P$ is symmetric with respect to the origin, absolutely continuous with respect to the Lebesgue measure, and its density function $ p$ is zero outside the interval $ [\minus{}1,1]$ and inside this interval it is between the positive numbers $ c$ and $ d$ ($ c < d$). Prove that there is no distribution whose convolution square equals $ P$. [i]T. F. Mori, G. J. Szekely[/i]

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.

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?

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.

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.

The random variables $X, Y$ can each take a finite number of integer values. They are not necessarily independent. Express $P(\min(X,Y)=k)$ in terms of $p_1=P(X=k)$, $p_2=P(Y=k)$ and $p_3=P(\max(X,Y)=k)$.

Let $ A$ and $ B$ be nonsingular matrices of order $ p$, and let $ \xi$ and $ \eta$ be independent random vectors of dimension $ p$. Show that if $ \xi,\eta$ and $ \xi A\plus{} \eta B$ have the same distribution, if their first and second moments exist, and if their covariance matrix is the identity matrix, then these random vectors are normally distributed. [i]B. Gyires[/i]

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 $n$ 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 $a$.

Let $n, k \geq 3$ be integers, and let $S$ be a circle. Let $n$ blue points and $k$ red points be chosen uniformly and independently at random on the circle $S$. Denote by $F$ the intersection of the convex hull of the red points and the convex hull of the blue points. Let $m$ be the number of vertices of the convex polygon $F$ (in particular, $m=0$ when $F$ is empty). Find the expected value of $m$.

Let $ \mu$ and $ \nu$ be two probability measures on the Borel sets of the plane. Prove that there are random variables $ \xi_1, \xi_2, \eta_1, \eta_2$ such that (a) the distribution of $ (\xi_1, \xi_2)$ is $ \mu$ and the distribution of $ (\eta_1, \eta_2)$ is $ \nu$, (b) $ \xi_1 \leq \eta_1, \xi_2 \leq \eta_2$ almost everywhere, if an only if $ \mu(G) \geq \nu(G)$ for all sets of the form $ G\equal{}\cup_{i\equal{}1}^k (\minus{}\infty, x_i) \times (\minus{}\infty, y_i).$ [i]P. Major[/i]

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]

Let $ \{\xi_{k \ell} \}_{k,\ell=1}^{\infty}$ be a double sequence of random variables such that \[ \Bbb{E}( \xi_{ij} \xi_{k\ell})= \mathcal{O} \left(\frac{ \log(2|i-k|+2)}{ \log(2|j-\ell|+2)^{2}}\right) \;\;\;(i,j,k,\ell =1,2, \ldots ) \\\ .\] Prove that with probability one, \[ \frac{1}{mn} \sum_{k=1}^m \sum_{\ell=1}^n \xi_{k\ell} \rightarrow 0 \;\;\textrm{as} \; \max (m,n)\rightarrow \infty\ \\ .\] [i]F. Moricz[/i]

Let $ A_1,...,A_n$ be arbitrary events in a probability field. Denote by $ C_k$ the event that at least $ k$ of $ A_1,...,A_n$ occur. Prove that \[ \prod_{k=1}^n P(C_k) \leq \prod_{k=1}^n P(A_k).\] [i]A. Renyi[/i]

Determine the value of \[ \sup_{ 1 \leq \xi \leq 2} [\log E \xi\minus{}E \log \xi],\] where $ \xi$ is a random variable and $ E$ denotes expectation. [i]Z. Daroczy[/i]

An unfair coin, which has the probability of $a\ \left(0<a<\frac 12\right)$ for showing $Heads$ and $1-a$ for showing $Tails$, is flipped $n\geq 2$ times. After $n$-th trial, denote by $A_n$ the event that heads are showing on at least two times and by$B_n$ the event that are not showing in the order of $tails\rightarrow heads$, until the trials $T_1,\ T_2,\ \cdots ,\ T_n$ will be finished . Answer the following questions: (1) Find the probabilities $P(A_n),\ P(B_n)$. (2) Find the probability $P(A_n\cap B_n )$. (3) Find the limit $\lim_{n\to\infty} \frac{P(A_n) P(B_n)}{P(A_n\cap B_n )}.$ You may use $\lim_{n\to\infty} nr^n=0\ (0<r<1).$

Let $ \vartheta_1,...,\vartheta_n$ be independent, uniformly distributed, random variables in the unit interval $ [0,1]$. Define \[ h(x)\equal{} \frac1n \# \{k: \; \vartheta_k<x\ \}.\] Prove that the probability that there is an $ x_0 \in (0,1)$ such that $ h(x_0)\equal{}x_0$, is equal to $ 1\minus{} \frac1n.$ [i]G. Tusnady[/i]

a government has decided to help it's people by giving them $n$ coupons for $n$ fundamental things, but because of being unmanaged, the giving of the coupons to the people is random. in each time that a person goes to the office to get a coupon, the office manager gives him one of the $n$ coupons randomly and with the same probability. It's obvious that in this system a person may get a coupon that he had it before. suppose that $X_n$ is the random varieble of the first time that a person gets all of the $n$ coupons. show that $\frac{X_n}{n ln(n)}$ in probability converges to $1$.

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 $[-1,0)$.

Let $U$ be a random variable that is uniformly distributed on the interval $[0,1]$, and let \[S_n= 2\sum_{k=1}^n \sin(2kU\pi).\] Show that, as $n\to \infty$, the limit distribution of $S_n$ is the Cauchy distribution with density function $f(x)=\frac1{\pi(1+x^2)}$.

Let $\{U_{n,1},...,U_{n,n}\}_{n=1}^\infty$ be iid rv, uniformly distributed over [0,1] , and for $\alpha\geq 1$ consider the sets $\{[n^\alpha U_{n,1}],...,[n^\alpha U_{n,n}]\}$ , where [·] denotes the whole part. Prove that the elements of the sets $H_n\cap(\cup_{m=n+1}^\infty H_m)$ form an almost surely bounded sequence if and only if $\alpha>3$.

$ R_k(m,n)$ is the least number such that for each coloring of $ k$-subsets of $ \{1,2,\dots,R_k(m,n)\}$ with blue and red colors, there is a subset with $ m$ elements such that all of its k-subsets are red or there is a subset with $ n$ elements such that all of its $ k$-subsets are blue. a) If we give a direction randomly to all edges of a graph $ K_n$ then what is the probability that the resultant graph does not have directed triangles? b) Prove that there exists a $ c$ such that $ R_3(4,n)\geq2^{cn}$.