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An Unexpected Limit of Expected Values
Expositiones Mathematicae
  • Branko Ćurgus, Western Washington University
  • Robert I. Jewett, Western Washington University
Document Type
Article
Publication Date
2-1-2007
Disciplines
Abstract

Let t⩾0. Select numbers randomly from the interval [0,1] until the sum is greater than t . Let α(t) be the expected number of selections. We prove that α(t)=et for 0⩽t⩽1. Moreover, . This limit is a special case of our asymptotic results for solutions of the delay differential equation f′(t)=f(t)-f(t-1) for t>1. We also consider four other solutions of this equation that are related to the above selection process.

Citation Information
Branko Ćurgus and Robert I. Jewett. "An Unexpected Limit of Expected Values" Expositiones Mathematicae Vol. 25 Iss. 1 (2007) p. 1 - 20
Available at: http://works.bepress.com/branko_curgus/20/