Vector extensions of the Dirichlet HC and HD functions, with applications to the sharing problem (Q2270186)

A set \(S\) contains \(b\) subsets (blue cells), each with \(M\) elements, and also a cell (the sink or counting cell) with \(N-bM\) elements. The elements of \(S\) are drawn at random one-by-one. This leads to several types of games for \(k\) players, e.g., player \(h\) wins drawing \(l\) when it gives an element of cell \(h\) and the total game (contest) is won by the first player to win \(r\) drawings. The elements are drawn without replacement, which is more complicated than drawing with replacement \(f\) or which references are given. Computations about the games are done by using the following (hypergeometric Dirichlet) functions: \(\text{HI}(b,j,M,N,r n)=\) probability that in \(n\) drawings exactly \(r\) elements will be drawn from each of \(j\) spcified blue cells and at least \(r\) from each of the \(b-j\) other blue cells. Also HJ: similar with \(\geq r\) replaced by \(<r\). The functions HC and HD are defined similarly with \(n\) replaced by the stopping time at which the counting cell has left \(m\) elements for the first time. The functions HC and HD may be computed from HI and HJ and for the latter recurrences exist. These functions are generalized to vector valued \(M\) and \(r\), i.e. blue cell \(i\) contains \(M_i\) elements and player \(h\) wins the above contest when \(r_h\) elements from cell \(h\) are drawn before \(r_1\) elements from any cell \(l\), \(l\neq h\). Recurrences are derived that lower the dimension \(b\) one-by-one. The paper provides simple Maple procedures to carry out the computations. Numerical examples are worked out for several of the problems discussed. These problems are: The probability that player \(h\) wins the (total) contest, see above, \(h= 1,\dots,b\). From these the sharing problem may be solved, i.e how to divide the stakes when the contest is stopped before completion. The ranking of \(k\) players by their order of finishing in this contest when all \(N\) elements are drawn. The expected waiting time to completion of the contest. The expected waiting time until at least \(r_j\) elements are drawn from cell \(j\) for all \(j\). The expected number of drawings won by player \(h\) at the completion of the total contest.