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SCHWEITZER 2003 Problem 10

    Let XX and YY be independent random variables with "Saint-Petersburg" distribution, i.e. for any k=1,2,…k=1,2,\ldots their value is 2k2^k with probability 12k\frac{1}{2^k} . Show that XX and YY can be realized on a sufficiently big probability space such that there exists another pair of independent "Saint-Petersburg" random variables (X′,Y′)(X', Y') on this space with the property that X+Y=2X′+Y′I(Y′≤X′)X+Y=2X'+Y'I(Y'\le X') almost surely (here I(A)I(A) denotes the indicator function of the event AA ).

    (translated by L. Erdős)

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