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Russian roulette

You are playing Russian roulette with a six chamber revolver,
you load 2 bullets into the revolver in adjacent chambers. You spin
the barrel place the gun to your head ...

Hitting time of brownian motion

Suppose a brownian motion starts at 0, what is the probability that it hits point x before time T?

A queueing theory problem

There are M i.i.d. exponential servers are all busy, and N more customers in the line. Suppose no more customer is admitted, how long it takes to empty the whole ...

Tags: queueing

Longest common substring/subsequence problem

The longest common substring problem is to find the longest string (or strings) that is a substring (or are substrings) of two or more strings.

The longest common ...

Two people toss a coin

(1) Two people each toss a fair coin N times. Find the probability that they get the same number of heads.

(2) A toss N+1 times, B toss N ...