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Problem Set 1

Problem Set 1

MAT 135B SQ 2026
Due Friday, April 10th at 11:59PM

Problems Problems

1.

Let \(X_1, X_2, X_3, \ldots\) be independent random variables that are all uniform on \([0,1]\text{.}\) Prove that the following sequences of random variables converge in probability and find the constant they converge to. (You may use without proof that \(\E(X_i) = \frac{1}{2}\) and \(\var(X_i) = \frac{1}{12}\text{.}\))
  1. \(\displaystyle Y_n = \frac{1}{n}\sum_{i=1}^n X_i\)
  2. \(\displaystyle Y_n = \frac{1}{n}\sum_{i=1}^n X_i^2\)
  3. \(\displaystyle Y_n = \frac{1}{n}\sum_{i=1}^n X_iX_{i+1}\)
Hint.
For part (c): The random variables \(X_iX_{i+1}\) and \(X_{i+1}X_{i+2}\) are not independent, so their covariance is not necessarily 0. You should be careful when computing \(\var(Y_n)\text{.}\)

2.

You arrange \(n \gt 2\) cubical boxes of side length 1 numbered \(1, 2, \ldots, n\) in a circle in clockwise order. Independently generate a random number \(X_i \sim \uniform([0,1])\) for each \(1 \leq i \leq n\text{,}\) and then fill box \(i\) up to height \(X_i\) with sand. We say that box \(i\) is a gap box if it’s filled at least to height 3/4, and the next box in clockwise order is filled to height at most 1/4. Let \(N_n\) be the number of gap boxes.
  1. Define \(n\) indicator random variables \(I_i\) such that \(N_n = I_1 + \cdots + I_n\text{.}\) Use these to compute \(\E(N_n)\text{.}\)
  2. If boxes \(i\) and \(j\) are separated by at least one box, then the events β€œbox \(i\) is a gap box” and β€œbox \(j\) is a gap box” are independent. Use this to compute \(\var(N_n)\text{.}\)
  3. Determine with proof a constant \(c\) such that \(\frac{1}{n}N_n \to c\) in probability.

3.

Suppose that you have a total of \(2n\) cards consisting of \(n\) pairs of cards where each pair is a different color. Select \(n\) cards without replacement and let \(N_n\) denote the number of colors that are not present in your selection.
  1. Compute \(\E(N_n)\text{.}\)
  2. Compute \(\var(N_n)\text{.}\)
  3. Find a constant \(c\) so that \(\frac{1}{n}N_n \to c\) in probability. Prove this convergence in probability.