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Timeline for Men in a bar - stoch. processes

Current License: CC BY-SA 3.0

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Jan 20, 2012 at 18:06 comment added Sean Eberhard It follows from en.wikipedia.org/wiki/Law_of_total_expectation. Suppose there are $m$ men remaining, and that they all go to fetch their umbrellas. This adds 1 to the rounds-count, hence the initial 1. After the round, with probability $p_k$, there are exactly $k$ men remaining, and the expected number of rounds to get rid of them all is $t_k$.
Jan 20, 2012 at 8:38 comment added Peter Dear Sean, thank you for this wonderful answer. It helps me very much. Unfortunately I don't understand how to get a precise derivation of the first formula. Could you help me there again?
Jan 18, 2012 at 10:18 history answered Sean Eberhard CC BY-SA 3.0