The rencontre problem
Probability
2020-03-10 v1 Statistics Theory
Statistics Theory
Abstract
Let be independent sequences of Bernoulli random variables with success-parameters respectively, where is a positive integer, and for all Let \begin{equation*} S^{j}(n) = \sum_{i=1}^{n} X^{j}_{i} = X^{j}_{1} + X^{j}_{2} + \cdots + X^{j}_{n}, \quad n =1,2 , \cdots. \end{equation*} We declare a "rencontre" at time , or, equivalently, say that is a "rencontre-time," if \begin{equation*} S^{1}(n) = S^{2}(n) = \cdots = S^{d}(n). \end{equation*} We motivate and study the distribution of the first (provided it is finite) rencontre time.
Keywords
Cite
@article{arxiv.2003.03863,
title = {The rencontre problem},
author = {F. Thomas Bruss and Philip A. Ernst and Dongzhou Huang},
journal= {arXiv preprint arXiv:2003.03863},
year = {2020}
}
Comments
40 pages, 1 table