Substitute the power series and compare the coefficient of . This gives
or
The two arbitrary coefficients determine all solutions. The condition sets , leaving the even series. It terminates precisely when for some nonnegative integer . Therefore the permitted real values are or for ; these are the even Chebyshev polynomials up to normalization.
The degrees below six occur for . Taking , the corresponding polynomials are
For the forced equation, try . Comparing the coefficients of gives
Thus one polynomial satisfying is
Independence of random variables and the two unit-rate exponential distributions give
The linear transformation
has determinant and inverse
The inequalities become . By the change-of-variables formula for probability densities,
The variables and are not independent: the support of their joint density is a wedge rather than a Cartesian product of one-dimensional supports. For example, conditioning on a positive value of constrains to a finite interval depending on that value.
Substituting the proposed form into the linear system of ordinary differential equations gives
If is not an eigenvalue of , the matrix is invertible, so
provides the required particular solution.
In the stated two-dimensional case,
and therefore . The eigenvalues of are , with corresponding eigenvectors and . Adding the general solution of the homogeneous system yields
The characteristic polynomial of the homogeneous linear ordinary differential equation is
so its complementary solution is . Because the forcing contains the resonant factor , set . Substitution gives
Writing , a polynomial particular solution of is , and hence . Thus
Boundedness as forces , while the initial condition gives . Therefore
Let be the indicator random variable of . Then , so linearity of expectation gives
Using variance of a sum and
we obtain
For the circular array, let indicate that bulbs and are both on, with indices read modulo . Then . Non-neighbouring indicators are independent, while
There are individual terms and ordered neighbouring pairs in the double covariance sum, so
The event is exactly . If , Markov inequality gives
If , then implies . By Chebyshev inequality,
Therefore in the second regime.
Let be the probability that the simple random walk started at hits before zero. The first-step analysis recurrence and boundary conditions are
If , the characteristic equation of a linear recurrence has roots and , so the boundary conditions give
If , the repeated root gives the limiting formula . This is the gambler's ruin probability.
For a fixed integer stake , the fact that divides lets us measure Patricia's wealth in units of £. She starts at and succeeds upon reaching . The formula above factors as
For , , so this probability increases as decreases. She should therefore choose the largest stake, . For , , so the probability increases as increases; she should choose the smallest stake, .
The Cauchy functional equation first gives and . If , then continuity at the given point gives
so is continuous at zero. For every ,
so is continuous everywhere.
Put . Additivity gives for integers and then for rational numbers. For any real , choose rationals ; continuity gives
For the multiplicative equation, . If , then for every . Otherwise . In that case
and cannot vanish because . Hence is everywhere positive. The continuous function satisfies the Cauchy functional equation, so . Therefore the complete family is

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