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esg
  • Member for 10 years, 9 months
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Minimizer of two random walks
(i) the formula in (2) is another consequence of the Sparre Andersen transformation, see e.g. Theorem 4.4 here (ii) "kind of rescale" leaves room for interpretation. I just meant the fact that exchanging the "scale parameter" $\frac{\delta^2}{\sigma^2}$ transforms one distribution into the other.
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Inequality for functions on [0,1]
A proof of $\frac{1-\log(2)}{2-\log(\tfrac{36}{5})}\geq 8$ : the denominator is positive, thus we may equivalently show that $$15\leq 8\log(\tfrac{36}{5})-\log(2)= 23\log(2)+8\log(\tfrac{9}{10})\;\;.$$ $\log(\tfrac{9}{10})>-\tfrac{1}{9}$ (since $-\log(1-x)<\tfrac{x}{1-x}$ for $x\in(0,1)$), thus it suffices to show that $23\log(2) -\tfrac{8}{9}\geq 15$, i.e. that $\log(2)\geq \tfrac{143}{207}$. Taking the first two terms in $\log(2)=2\,\mathrm{artanh}(\tfrac{1}{3})=2\sum_{k=0}^\infty \frac{1}{(2k+1)\,3^{2k+1}}$ gives $\log(2)>\tfrac{56}{81}$, and $\frac{56}{81}> \frac{143}{207}$.
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An interesting integral expression for $\pi^n$?
Let $I_n$ denote the $n$-variable integral above. The representation \begin{align*} I_{n+1}=\frac{1}{n!} \int_0^\infty (F(z))^n\,\frac{e^{-z}}{z}\,dz\;\;, \end{align*} where $F(z)=\int_0^z \frac{1-e^{-y}}{y}\,dy$, may also be of interest. (It can be obtained by writing $\frac{1}{t_k+\ldots t_n}=\int_0^\infty e^{-(t_k+\ldots + t_n)x_k}\,dx_k$ for $k=1,..,n$, carrying out the $t_k$ integrals, and a symmetry argument).
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Asymptotic expansion of $\sum\limits_{n=1}^{\infty} \frac{x^{2n+1}}{n!{\sqrt{n}} }$
I just have confirmed your calculation of that coefficient, and corrected my post.
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Asymptotic expansion of $\sum\limits_{n=1}^{\infty} \frac{x^{2n+1}}{n!{\sqrt{n}} }$
@Johannes Trost: no offence, and thanks for confirming the expansions
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Asymptotic expansion of $\sum\limits_{n=1}^{\infty} \frac{x^{2n+1}}{n!{\sqrt{n}} }$
Using probabilistic reasoning I get \begin{align*} C(x)\,e^{-x^2}&= 1+\frac{3}{8}x^{-2} + \frac{65}{128}x^{-4} + \frac{1225}{1024}x^{-6} + \frac{1619583}{425984}x^{-8}+{O}(x^{-10})\\ L(x)\,x^2\,e^{-x^2}&= 1+\frac{15}{8}x^{-2} + \frac{665}{128}x^{-4}+\frac{19845}{1024}x^{-6}+\frac{3747582‌​3 }{425984}x^{-8}+{O}(x^{-10}) \end{align*} These differ from your first findings but seem to be close to your later findings (I haven't checked the numerics).
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Close form expression for a special case of multinomial distribution
If the $a_i$ are probabilities you can use the inequality of Mallows, see jstor.org/stable/2334886
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Birthday problem with unequal probability: expected number of draws before the $m$-th collision?
@i707107 Thanks, that's a useful addition. I suspect that the result for the uniform case is much older, but have been unable to spot it.
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Balls and bins -- concentration bounds pertaining to the minimal load bin
The limiting distributions of the maximal and minimal loads are described in chapter 2, §6 of the book "Random allocations" by Kolchin, Sevast'yanov and Chistyakov
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