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SCHWEITZER 2002 Problem 10

    Let X1,X2,…X_1, X_2, \ldots be independent random variables of the same distribution such that their joint distribution is discrete and is concentrated on infinitely many different values. Let ana_n denote the probability that X1,…,Xn+1X_1,\ldots, X_{n+1} are all different on the condition that X1,…,XnX_1,\ldots, X_n are all different ( n≥1n\ge 1 ). Show that (a) ana_n is strictly decreasing and tends to 00 as n→∞n\to \infty ; and (b) for any sequence 1≤f(1)≤f(2)<…1\le f(1)\le f(2) < \ldots of positive integers the joint distribution of X1,X2,…X_1, X_2, \ldots can be chosen such that lim sup⁡n→∞af(n)an=1\limsup_{n\to\infty}\frac{a_{f(n)}}{a_n}=1 holds.

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