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3 votes

Probability of $\operatorname{Bin}(n,p)=\operatorname{Bin}(n,q)$ is decreasing when $n$ incr...

Here is a proof which also shows the exponential decay in $n$ for $p\neq q$ Let $0<p,q<1$ and $B_{n,p},B_{n,q}$ independent $\mathrm{Binomial}(n,p)$ resp. $\mathrm{Binomial}(n,q)$ distributed random v …
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1 vote

Minimizer of two random walks

The topic belongs to the fluctuation theory of random walks. See e.g. Feller II, 2nd ed. (1970), chapter XII. Here is some useful (condensed) information: (1) (for each $n$) the position of the (fi …
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0 votes

The min of the mean of iid exponential variables

(Since you are looking for a reference, I turn my comment above into an answer:) A proof using classical fluctuation theory is given my answer to Expected supremum of average? (I'm not aware that this …
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