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On Certain Discrete Probabilities

The document presents two theorems regarding discrete probabilities on natural numbers. The first theorem establishes the existence of a probability measure for real numbers s > 1, while the second theorem proves that no such measure exists for s in the interval (0, 1]. Both theorems are supported by mathematical proofs involving Riemann's zeta function and properties of prime numbers.
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© © All Rights Reserved
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Download as PDF, TXT or read online on Scribd
0% found this document useful (0 votes)
3 views

On Certain Discrete Probabilities

The document presents two theorems regarding discrete probabilities on natural numbers. The first theorem establishes the existence of a probability measure for real numbers s > 1, while the second theorem proves that no such measure exists for s in the interval (0, 1]. Both theorems are supported by mathematical proofs involving Riemann's zeta function and properties of prime numbers.
Copyright
© © All Rights Reserved
Available Formats
Download as PDF, TXT or read online on Scribd
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On Certain Discrete Probabilities

Theorem 1. For every real number s > 1 there exists a discrete probability P on N, 2 N such that
¡ ¢

P(k N) = k −s

for all k ∈ N.

Proof. Putting P {n} := ζ(s)−1 n −s for all singletons {n} ∈ 2 N , where


¡ ¢

X −s
ζ(s) := n
n≥1

is Riemann’s zeta function, we get a well defined descrete measure P : 2N → R+ which satisfies

P {kn} = ζ(s)−1 k −s
X −s
P(k N) = n = k −s
X ¡ ¢
n≥1 n≥1

as desired, and in particular it holds P(N) = 1, so that P is a probability measure. ä

Theorem 2. Let s ∈ ]0, 1] be a real number. Then there is no probability measure P on N, 2 N such that
¡ ¢

P(k N) = k −s

for all k ∈ N.

Proof. Let P denote the set of all primes and put P n := p ∈ P ¯ n ≤ p as well as P n,m := p ∈ P ¯ n ≤ p ≤m
© ¯ ª © ¯ ª

for all n, m ∈ N. It holds limm→∞ P n,m = P n and limn→∞ P n = ;. We apply a reasoning ad absurdum and
assume that there exists a probability measure P such that P(k N) = k −s . Then we have
 
µ ¶ µ ¶ µ ¶
1−P pN = (−1)card Q P pN = (−1)card Q P p N
[ X \ X Y
p ∈ P n,m Q ⊆ P n,m p ∈Q Q ⊆ P n,m p ∈Q
card Q
p −s 1 −p −s .
X Y Y¡ ¢
= (−1) =
Q ⊆ P n,m p ∈Q p ∈ P n,m

Now recall that, given a sequence (a m )m≥m0 of real numbers a m ∈ ]0, 1[ , we have the equivalence
X Y
a m = ∞ ⇐⇒ (1 − a m ) = 0 .
m ≥m 0 m ≥m 0

But it is well known (and easy to prove) that


p −s = ∞ ,
X
p ∈ Pn

hence
1 −p −s = 0 ,
Y¡ ¢
p ∈ Pn

and it follows ³© µ ¶ µ ¶
ª´
P k ∈ N¯k < n ≤ 1 − P p N = 1 − lim P pN
¯ [ [
m→∞
p ∈ Pn p ∈ P n,m

1 −p −s = 1 −p −s = 0
Y¡ ¢ Y¡ ¢
= lim
m→∞
p ∈ P n,m p ∈ Pn

and finally ³© ª´
1 = P(N) = lim P k ∈ N¯k < n = 0,
¯
n→∞
which is a contradiction. This proves the theorem. ä

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