An unexpected limit of expected values (Q2371311): Difference between revisions

A real function \(f\) defined on \([0,+\infty)\) is called a delay function if: (i) \(f\) is continuous on \([0,+\infty)\), (ii) \(f\) is differentiable on \((1, +\infty)\), (iii) \(f'(t) = f(t) - f(t-1)\) for all \(t>1\). The authors present theorems on existence, uniqueness (under suitable initial conditions), oscillations and asymptotic properties of delay functions. There are also discussed special examples of delay functions, among them some interesting interpretation related to certain selection process. For a fixed \(t\geq 0\) let \(\alpha(t)\) be the expected number of random selection of numbers from the interval [0,1] until the sum of them is greater than \(t\). It is proved that \(\alpha(t) = e^t\) for \(0\leq t\leq 1\) and \(\alpha\) is a delay function. Moreover \[ \lim_{t\to\infty}(\alpha(t) - 2t)= 2/3 \] There are considered four other solutions of (iii) related to the above selection process.