Past exam of the mathematics course of the University of Cambridge 2001 ia Paper 2 11F Solution Created 2026-09-24 Updated 2026-10-14
A loaded gun remains loaded after its visit with probability . An unloaded gun is loaded and then not fired with probability . The visited gun's new loaded probability is thereforePreservation requires , givingThis is product stationarity under single-coordinate Markov updates: the visited coordinate has the same Bernoulli distribution afterward, and its independent local random decisions do not affect the other coordinates. Thus the originally independent indicator random variables remain jointly independent after each scheduled visit, not merely equal in their marginal probabilities.
Let be the indicator random variable that gun is loaded. Then has binomial distribution with parameters . By linearity of expectation and independence of the indicator random variables,