An unexpected limit of expected values (Q2371311): Difference between revisions
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Latest revision as of 11:05, 26 June 2024
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English | An unexpected limit of expected values |
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An unexpected limit of expected values (English)
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4 July 2007
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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.
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Linear delay ordinary differential equations
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Delay functions
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Asymptotic behavior
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Sums of independent random variables
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Random walks
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