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IniquiTrance
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Homework Statement
I have a countably infinite set of marbles numbered; 1, 2, 3,..., n.
I also have an urn that can hold an infinite amount of marbles.
I then place marbles 1 and 2 into the urn, and remove one of them with the following probabilities:
The probability of removing a marble is proportional to its number.
So, the probability that I remove marble 1 is [tex]\stackrel{1}{3}[/tex], and that I remove marble 2 is [tex]\stackrel{2}{3}[/tex].
Once a marble is removed, I then place marbles 3 and 4 into the urn. I
Now if marble 2 was removed earlier, then marbles 1,3,4 are in the urn. The probability of removing any of them are now respectively, [tex]\stackrel{1}{8}, \stackrel{3}{8}, and \stackrel{4}{8}[/tex]
I keep adding and removing marbles as above, in order of their number.
I am asked to show, that there is a positive probability that marble 1 remains in the urn forever.
Homework Equations
The Attempt at a Solution
Not quite sure how to pin this down. Any help is much appreciated!