Friday, October 27, 2023

Generalising a famous Problem in Probability

 As always, when I was looking for newer problems in probability, I came across the famous problem of determining the probability that $n$ points chosen uniformly randomly on a circle of unit circumference lying in one semicircle.

This problem is quite famous with a neat solution as posted in the above SE post. However, I was intrigued by the choice of semicircle in the question. I mean what if we choose a quarter-circle? or a three-fourths circular arc? or any arc of length $x$ from that circle for that matter.

It should be obvious that the argument given in the SE post applies verbatim whenever $x \leq 1/2$. It's the other case that makes for an interesting question.

This complication arises primarily because the $x \leq 1/2$ cases exploits the fact that the event 'all points lying on the $x$-circular arc' is independent for each of the points (which in fact contributes to the factor of $n$ in the numerator). And this independency breaks when $x>1/2$.

A better way to solve this problem is to realize that if the largest gap between two consecutive chosen points is greater than '$1-x$', the selected points can all be covered by a circular segment of length $x$.

This is great because it takes us into the realm of order statistics on a circle which is an academic problem that was intensively studied. There was so much literature on this, I did not even find the motivation to work it out myself.

For example, On the Lengths of the Pieces of a Stick Broken at Random, Lars Holst shows, among other results, that

$\displaystyle\mathbb{P}(\text{largest spacing created by }n\text{ points chosen on a circle} \leq x)=\sum_{k=0}^n (-1)^k \binom{n}{k}(1-kx)_+^{n-1}$

where $x_+=\text{max}(x,0)$.

Therefore,

$\displaystyle \mathbb{P}(n \text{ points can be covered by }x \text{-circle})=\sum_{k=1}^n (-1)^{k-1} \binom{n}{k}(1-k(1-x))_+^{n-1}$

We now turn our attention towards the following problem: Points are selected one at a time on the circumference of an unit circle till we get a configuration of points which cannot be covered by a circular arc of length $x$. What is the expected number of points that will be chosen given $x$?

If we let $N$ be the random variable denoting the number of points needed, then

$\begin{align}\displaystyle\mathbb{E}(N|x) &= \sum_{n=0}^\infty\mathbb{P}(N>n)\\ &= 1+\sum_{n=1}^\infty\mathbb{P}(n\text{ points lie on circular segment of length }x) \\ &= 1+\sum_{n=1}^\infty\sum_{k=1}^n (-1)^{k-1} \binom{n}{k}(1-k(1-x))_+^{n-1}\\ \end{align}$

With WA's help, we can simplify this expression to give

$\displaystyle \mathbb{E}(N|x)=1+\frac{1}{1-x^2}\sum_{k=1}^{\lfloor 1 / (1-x) \rfloor}\frac{1}{k^2}\left(1-\frac{1}{k(1-x)}\right)^{k-1}$


Hope you enjoyed this. See ya soon.

Until then, Yours Aye

Me