HSC 2016 MX2 Marathon (archive) (1 Viewer)

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InteGrand

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Re: HSC 2016 4U Marathon

A game of chance uses a simple harmonic oscillator. Its amplitude of oscillation is 1 but its frequency is unknown to you.

To play the game, you have to pay $1, and you get to choose a finite number of closed subintervals of [-1,1].

You win if after a random large amount of time, the oscillating particle lies in one of your subintervals, and you win $(1/L) where L is the sum of the lengths of your subintervals. So for example, if you were to cover the whole interval [-1,1] with a single subinterval, you will always "win", but as you only get $0.50 of your $1 back, this is not a good strategy!

Q/ How large an expected profit can you obtain with a well chosen bet? Provide proof.
I believe you can obtain an arbitrarily large expected profit by choosing your subintervals to be arbitrarily small and at the endpoints of the whole interval, e.g. choose two intervals like this: [1, 1 – L/2] and [-1, -1 + L/2], and make L arbitrarily small (the total length of these subintervals is L). The motivation for placing them at the ends is that a simple harmonic oscillator spends more time per unit length at the ends, as it is slower there, so any length of subinterval we use should be chosen as close to the ends as possible. We will show that this allows for an arbitrarily high expected value.







Hence we can make the expected profit arbitrarily large.
 

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Re: HSC 2016 4U Marathon

I believe you can obtain an arbitrarily large expected profit by choosing your subintervals to be arbitrarily small and at the endpoints of the whole interval, e.g. choose two intervals like this: [1, 1 – L/2] and [-1, -1 + L/2], and make L arbitrarily small (the total length of these subintervals is L). The motivation for placing them at the ends is that a simple harmonic oscillator spends more time per unit length at the ends, as it is slower there, so any length of subinterval we use should be chosen as close to the ends as possible. We will show that this allows for an arbitrarily high expected value.







Hence we can make the expected profit arbitrarily large.
What would happen if it didn't have a simple frequency? e.g. cos(t^2) or something like that.
 
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seanieg89

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Re: HSC 2016 4U Marathon

Good stuff Integrand, that is exactly correct.

Of course all this question really amounts to is the statement that the PDF of the particles position at a random large time tends to infinity as you approach +-1.
 

seanieg89

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Re: HSC 2016 4U Marathon

What would happen if it didn't have a simple frequency? e.g. cos(t^2) or something like that.
For simple things like power functions, you would still be able to get arbitrarily large EV, but the calculations are messier.

Try to show this yourself.

To find a g where sin(g(t)) (with g(t) increasing) did not have this property, you could cook up g so that the particle slows down heaps every time it is near zero for instance.
 

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Re: HSC 2016 4U Marathon

For simple things like power functions, you would still be able to get arbitrarily large EV, but the calculations are messier.

Try to show this yourself.

To find a g where sin(g(t)) (with g(t) increasing) did not have this property, you could cook up g so that the particle slows down heaps every time it is near zero for instance.


I can't seem to find a simple function where the particle spends most of it's time near the origin...

Time to go on a function hunt.

Hmm... interesting... I have found a function where the particle spends significantly more time at -1 than 1...
 
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seanieg89

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Re: HSC 2016 4U Marathon

A classic:

1. Use the trapezoidal approximation to show that there exists a positive constant A such that for all positive integers n.

2. Using another inequality coming from integration, show there exists a positive constant B such that

3. By considering the binomial coefficient , find (You may assume without proof that this limit exists.)

Hint for 3: You might find it useful to think about powers of trig functions.

E. (Extension) It is a basic lemma in real analysis that if a sequence of real numbers is monotonic and bounded, it is convergent. Using this lemma or otherwise, fill in the gap in Q3 and prove that exists.
 
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leehuan

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Re: HSC 2016 4U Marathon

I had to help a student do this maths question just now. I feel it would be good to leave it on the 4U marathon as an instructive exercise for any E3 or above aiming student to attempt.

 

Drsoccerball

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Re: HSC 2016 4U Marathon

I had to help a student do this maths question just now. I feel it would be good to leave it on the 4U marathon as an instructive exercise for any E3 or above aiming student to attempt.

?
 

Drsoccerball

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Re: HSC 2016 4U Marathon

Yes lol

But I want the 2016ers to attempt the question with full working. If they don't want to upload a diagram they can just briefly explain it
I didn't use a diagram :p you don't need to
 
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