For problem 11 , i couldn’t find the correct translation , so i just posted the hungarian version . If anyone could translate it ,i would be very thankful . [tip=see hungarian]Az $X$ ́es$ Y$ valo ́s ́ert ́eku ̋ v ́eletlen v ́altoz ́ok maxim ́alkorrel ́acio ́ja az $f(X)$ ́es $g(Y )$ v ́altoz ́ok korrela ́cio ́j ́anak szupr ́emuma az olyan $f$ ́es $g$ Borel m ́erheto ̋, $\mathbb{R} \to \mathbb{R}$ fu ̈ggv ́enyeken, amelyekre $f(X)$ ́es $g(Y)$ v ́eges sz ́ora ́su ́. Legyen U a $[0,2\pi]$ interval- lumon egyenletes eloszl ́asu ́ val ́osz ́ınu ̋s ́egi v ́altozo ́, valamint n ́es m pozit ́ıv eg ́eszek. Sz ́am ́ıtsuk ki $\sin(nU)$ ́es $\sin(mU)$ maxim ́alkorrela ́ci ́oja ́t. [/tip] Edit: [hide=Translation thanks to @tintarn] The maximal correlation of two random variables $X$ and $Y$ is defined to be the supremum of the correlations of $f(X)$ and $g(Y)$ where $f,g:\mathbb{R} \to \mathbb{R}$ are measurable functions such that $f(X)$ and $g(Y)$ is (almost surely?) finite. Let $U$ be the uniformly distributed random variable on $[0,2\pi]$ and let $m,n$ be positive integers. Compute the maximal correlation of $\sin(nU)$ and $\sin(mU)$. (Remark: It seems that to make sense we should require that $E[f(X)]$ and $E[g(Y)]$ as well as $E[f(X)^2]$ and $E[g(Y)^2]$ are finite. In fact, we may then w.l.o.g. assume that $E[f(X)]=E[g(Y)]=0$ and $E[f(Y)^2]=E[g(Y)^2]=1$.)[/hide]

Six cities $A, B, C, D, E$, and $F$ are located on the vertices of a regular hexagon in that order. $G$ is the center of the hexagon. The sides of the hexagon are the roads connecting these cities. Further more, there are roads connecting cities $B, C, E, F$ and $G$, respectively. Because of raining, one or more roads maybe destroyed. The probability of the road keeping undestroyed between two consecutive cities is $p$. Determine the probability of the road between cities $A$ and $D$ is undestroyed.

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]

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 $$P \left( p_1 + (p_2-p_1) U_3^{\ast} + (p_3- p_2) U_2^{\ast} + (1-p_3) U_1^{\ast} \geq \frac{1}{2} \right) \geq 1-\alpha$$

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 the sequence of random variables $ \{ X_m, \; m \geq 0\ \}, \; X_0=0$, be an infinite random walk on the set of nonnegative integers with transition probabilities \[ p_i=P(X_{m+1}=i+1 \mid X_m=i) >0, \; i \geq 0 \,\] \[ q_i=P(X_{m+1}=i-1 \mid X_m=i ) >0, \; i>0.\] Prove that for arbitrary $ k >0$ there is an $ \alpha_k > 1$ such that \[ P_n(k)=P \left ( \max_{0 \leq j \leq n} X_j =k \right)\] satisfies the limit relation \[ \lim_{L \rightarrow \infty} \frac 1L \sum_{n=1}^L P_n(k) \alpha_k ^n < \infty.\] [i]J. Tomko[/i]

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 $\alpha$.

A coastal battery sights an enemy cruiser lying one kilometer off the coast and opens fire on it at the rate of one round per minute. After the first shot, the cruiser begins to move away at a speed of $ 60$ kilometers an hour. Let the probability of a hit be $ 0.75x^{ \minus{} 2}$, where $ x$ denotes the distance (in kilometers) between the cruiser and the coast ($ x\geq 1$), and suppose that the battery goes on firing till the cruiser either sinks or disappears. Further, let the probability of the cruiser sinking after $ n$ hits be $ 1 \minus{} \frac {1}{4^n}$ ($ n \equal{} 0,1,...$). Show that the probability of the cruiser escaping is $ \frac {2\sqrt {2}}{3\pi}$

Let $x_1,x_2,\cdots,x_n$ be iid rv. $S_n=\sum x_k$ (a) let $P(|x_1|\leq 1)=1$ , $E[x_1]=0$ , $E[x_1^2]=\sigma^2>0$ Prove that $\exists C>0$ , $\forall u\geq 2n\sigma^2$ $P(S_n\geq u)\leq e^{-C u \log(u/n\sigma^2)}$ (b) let $P(x_1=1)=P(x_1=-1)=\sigma^2/2$ , $P(x_1=0)=1-\sigma^2$ Prove that $\exists B_1<1,B_2>1,B_3>0$ , $\forall u\geq1, B_1 n\geq u\geq B_2 n\sigma^2$ $P(S_n\geq u)>e^{-B_3 u \log(u/n\sigma^2)}$

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]

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]

Sarah and Darah play the following game. Sarah puts $ n$ coins numbered with $ 1,\dots,n$ on a table (Each coin is in HEAD or TAIL position.) At each step Darah gives a coin to Sarah and she (Sarah) let him (Dara) to change the position of all coins with number multiple of a desired number $ k$. At the end, all of the coins that are in TAIL position will be given to Sarah and all of the coins with HEAD position will be given to Darah. Prove that Sarah can put the coins in a position at the beginning of the game such that she gains at least $ \Omega(n)$ coins. [hide="Hint:"]Chernov inequality![/hide]

$x$ and $y$ are chosen at random (with uniform density) from the interval $(0, 1)$. What is the probability that the closest integer to $x/y$ is even?

Let F(x) be a known distribution function, the random variables $\eta_1 , \eta_2 ...$ be independent of the common distribution function $F( x - \vartheta)$, where $\vartheta$ is the shift parameter. Let us call the shift parameter "well estimated" if there exists a positive constant c, so that any of $\varepsilon> 0$ there exist a Lebesgue measure $\varepsilon$ Borel set E ("confidence set") and a Borel-measurable function $t_n( x_1 ,. .., x_n )$ ( n = 1,2, ...) such that for any $\vartheta$ we have $$P ( \vartheta- t_n ( \eta_1 , ..., \eta_n ) \in E )> 1-e^{-cn} \qquad( n > n_0 ( \varepsilon, F ) )$$ Prove that a) if F is not absolutely continuous, then the shift parameter is "well estimated", b) if F is absolutely continuous and F' is continuous, then it is not "well estimated".

Let $Y_1 , ..., Y_n$ be exchangeable random variables, ie for all permutations $\pi$ , the distribution of $(Y_{\pi (1)}, \dots, Y_{\pi (n)} )$ is equal to the distribution of $(Y_1 , ..., Y_n)$. Let $S_0 = 0$ and $$S_j = \sum_{i = 1}^j Y_i \qquad j = 1,\dots,n$$ Denote $S_{(0)} , ..., S_{(n)}$ by the ordered statistics formed by the random variables $S_0 , ..., S_n$. Show that the distribution of $S_{(j)}$ is equal to the distribution of $\max_{0 \le i \le j} S_i + \min_ {0 \le i \le n-j} (S_{j + i} -S_j)$.

At first a fair dice is placed in such way the spot $1$ is shown on the top face. After that, select a face from the four sides at random, the process that the side would be the top face is repeated $n$ times. Note the sum of the spots of opposite face is 7. (1) Find the probability such that the spot $1$ would appear on the top face after the $n$-repetition. (2) Find the expected value of the number of the spot on the top face after the $n$-repetition.

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]

We roll a regular 6-sided dice $n$ times. What is the probabilty that the total number of eyes rolled is a multiple of 5?

A permutation $ \pi$ is selected randomly through all $ n$-permutations. a) if \[ C_a(\pi)\equal{}\mbox{the number of cycles of length }a\mbox{ in }\pi\] then prove that $ E(C_a(\pi))\equal{}\frac1a$ b) Prove that if $ \{a_1,a_2,\dots,a_k\}\subset\{1,2,\dots,n\}$ the probability that $ \pi$ does not have any cycle with lengths $ a_1,\dots,a_k$ is at most $ \frac1{\sum_{i\equal{}1}^ka_i}$

Let $ Y_n$ be a binomial random variable with parameters $ n$ and $ p$. Assume that a certain set $ H$ of positive integers has a density and that this density is equal to $ d$. Prove the following statements: (a) $ \lim _{n \rightarrow \infty}P(Y_n\in H)\equal{}d$ if $ H$ is an arithmetic progression. (b) The previous limit relation is not valid for arbitrary $ H$. (c) If $ H$ is such that $ P(Y_n \in H)$ is convergent, then the limit must be equal to $ d$. [i]L. Posa[/i]