Solution: 2009-20 Expectation

Let en be the expect value of the product x1x2 …xn where x1 is chosen uniformly at random in (0,1) and xk is chosen uniformly at random in (xk-1,1) for k=2,3,…,n. Prove that \(\displaystyle \lim_{n\to \infty} e_n=\frac1e\).

The best solution was submitted by Seong-Gu Jeong (정성구), 수리과학과 2007학번. Congratulations!

Here is his Solution of Problem 2009-20.

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