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Sep 20, 2022 at 17:01 comment added Max Alekseyev @JacobManaker: Wouldn't $F_n(t)=\sqrt t\,\mathbb{P}\left[{X_n\leq\frac{1}{\sqrt t}}\right]$ do the job by any chance?
Sep 19, 2022 at 4:42 history edited Jacob Manaker CC BY-SA 4.0
Removed useless computations; highlighted flaw
Sep 19, 2022 at 4:19 comment added Jacob Manaker @MaxAlekseyev: Ah, crap. That is the error, and I don't see a way to fix it. Thanks for wading through my equations.
Sep 15, 2022 at 3:05 comment added Jacob Manaker @DavidESpeyer: Yes; I should think the error is in my calculation, not yours. (I've screwed up problems like this before.) But I know of analogous problems for which the structure of the argument is sound; there should just be some fortuitous cancellations that end up with an integral that is $\approx n^{-1/4}$.
Sep 15, 2022 at 3:02 comment added David E Speyer Even if the $n^{-1/4}$ bound is wrong, we certainly have a lower bound of $n^{-1}$, since that is the average length of a piece!
Sep 15, 2022 at 0:57 history answered Jacob Manaker CC BY-SA 4.0