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Let $(x_1, x_2, x_3, x_4) \in [0,1]^4$ be a vector chosen uniforly at random. What is the probability that we observe?

\begin{eqnarray*} x_1 + 2 x_2 + 3 x_3 + 4 x_4 &=& \;\;\,3.5 \pm 0.01\\ x_1 + \;\,x_2 +\;\, x_3 +\;\, x_4 &=& 1.5 \pm 0.01 \end{eqnarray*}

The $\pm 1$ is to ensure a 4 dimensional region. Then the probability is also a volume.


This problem could be stated over integers: Let $(x_1, x_2, x_3, x_4) \in \{ 1, 2, \dots, 100\}^4$ be chosen randomly. What is the probability that:

\begin{eqnarray*} x_1 + 2 x_2 + 3 x_3 + 4 x_4 &=& 350 \pm 1\\ x_1 + \;\,x_2 +\;\, x_3 +\;\, x_4 &=& 150 \pm 1\end{eqnarray*}

The $\pm 1$ is not necessary since there are exactly $10^6$ possiblities (1 million)


A simpler problem of this kind:

AIME 1998/10 Two mathematicians take a morning coffee break each day. They arrive at the cafeteria independently, at random times between 9 a.m. and 10 a.m., and stay for exactly $m$ mintues. The probability that either one arrives while the other is in the cafeteria is $40 \%,$ and $m=a-b\sqrt{c},$ where $a, b,$ and $c$ are positive integers, and $c$ is not divisible by the square of any prime. Find $a+b+c.$

A close reading of AIME problems (and beyond) could invite more solutions of this kind.

cactus314
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1 Answers1

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Let $u_1, u_2, u_3, u_4$ be four distinct positive numbers.
For any $p, q \in \mathbb{R}$ and $\epsilon > 0$, let $V(p,q), V_\epsilon(p,q)$ be the region $$\begin{align} \Omega(p,q) &= \left\{ (x_1, x_2, x_3, x_4 ) \in [0,\infty)^4 : \sum_{k=1}^4 x_k \le p, \sum_{k=1}^4 u_k x_k \le q \right\}\\ \Omega_\epsilon(p,q) &= \left\{ (x_1, x_2, x_3, x_4 ) \in [0,\infty)^4 : \left| \sum_{k=1}^4 x_k - p \right| < \epsilon, \left|\sum_{k=1}^4 u_k x_k - q \right| < \epsilon\right\} \end{align} $$ Let $\Delta(p,q)$ and $\Delta_\epsilon(p,q)$ be their volume and $\rho(p,q) = \frac{\partial^2}{\partial p\partial q}\Delta(p,q)$.

It is clear $\Delta(p,q)$ and $\rho(p,q)$ vanish unless $p, q > 0$.

For any $\alpha, \beta \in \mathbb{C}$ with $\Re(\alpha + \beta u_k) > 0$ for all $k$, it is easy to see $$\int e^{-(\alpha p + \beta q)}\rho(p,q) dp dq = \int e^{-\sum_{k=1}^4 (\alpha + \beta u_k)x_k}\, d^4 x = \frac{1}{\prod\limits_{k=1}^4(\alpha + \beta u_k)} $$ This is essentially the Laplace transform of $\rho(p,q)$. Apply inverse transform, one can show that for $p, q > 0$, $$\rho(p,q) = \sum_{k=1}^4 \frac{(q - pu_k)_{+}^2}{2!}\prod_{j=1,\ne k}^4 \frac{1}{u_j - u_k} \quad\text{ where }\quad (u)_{+}^2 = \begin{cases} u^2, & u > 0\\ 0, & \text{otherwise} \end{cases} $$

When $\epsilon > 0$ is small enough such that the square $[p-\epsilon,p+\epsilon] \times [q-\epsilon,q+\epsilon]$ lies completely in first quadrant and disjoint from those lines $q' - p'u_k = 0$ which doesn't pass through $(p,q)$. We can integrate the expression above to get $$\begin{align} \Delta_\epsilon(p,q) &= \int_{-\epsilon}^{\epsilon}\int_{-\epsilon}^{\epsilon} \rho(p+x,q+y) dxdy\\ &= 2\epsilon^2\sum_{k=1}^4 \left(\prod_{j=1,\ne k}^4 \frac{1}{u_j - u_k}\right)\times \begin{cases} (q - p u_k)^2 + \frac{\epsilon^2}{3}(1 + u_k^2), & q - p u_k > 0\\ \frac{\epsilon^2}{6}(1 + u_k^2), & q - p u_k = 0\\ 0, & \text{ otherwise }. \end{cases} \end{align} $$

Using inclusion-exclusion principle, we can express the volume $\Omega_\epsilon(p,q) \cap [0,1]^4$ in terms of $\Delta_\epsilon(\cdots)$. More precisely, we have:

$$\verb/Vol/(\Omega_\epsilon(p,q) \cap [0,1]^4) = \sum_{(\eta_1,\eta_2,\eta_3,\eta_4) \in \{0,1\}^4} (-1)^{\sum_{k=1}^4\eta_k} \Delta_\epsilon\left(p - \sum_{k=1}^4 \eta_k, q - \sum_{k=1}^4 u_k\eta_k \right) $$ For the problem at hand, we choose $(u_1,u_2,u_3,u_4) = (1,2,3,4)$ and $(p,q) = (\frac32,\frac72)$.

After throwing away terms that won't contributed, the desired volume for small enough $\epsilon$ is

$$\Delta_\epsilon\left(\frac32,\frac72\right)-\sum_{k=1}^3\Delta_\epsilon\left(\frac32-1,\frac72-k\right)$$

With help of a CAS, this can be simplified to $\epsilon^2 - \frac{16}{9}\epsilon^4$.

When $\epsilon = \frac{1}{100}$, this evaluates to $\frac{703}{7031250} \approx 0.00009982222$.

As a double check, I have counted the number of integer solutions of following problem: $$ (x_1,x_2,x_3,x_4) \in \{ 1,\ldots,100 \}^4 \quad\text{ and }\quad \begin{cases} x_1 + 2 x_2 + 3 x_3 + 4 x_4 &= 350 \pm 1\\ x_1 + \;\,x_2 +\;\, x_3 +\;\, x_4 &= 150 \pm 1 \end{cases} $$

If we approximate each integer choice on RHS by a box of side $0.01$ in $(p,q)$ space, above integer problem corresponds to $\epsilon = 0.015$ in our analysis. This means the number of solutions should be around $1.5^2 \times 0.0001 \times 10^8 \approx 22500$. This is reasonably close to the actual number of solutions, $23096$, obtained by brute force.

achille hui
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