tex: some experimental proofing
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@ -145,17 +145,19 @@ Let $ A_k = \{ U_1 + U_2 + \ldots + U_{k-1} < 1 \}$. Hence,
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& = P(A_{k-1}) - P(A_k) \qquad \text{ (as $ A_k \subset A_{k-1} $)} \\
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\end{align*}
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We will try to show that $ \forall k \geq 2 $, $ P(A_k) = \frac{1}{k!} $.
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To do so we will use induction to demonstrate that
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We will try to show that $ \forall k \geq 2 $, $ P(A_k) = \frac{1}{k!} $. To do
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so, we will use induction to prove the following proposition \eqref{eq:induction},
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$ \forall k \geq 2 $:
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\begin{equation}
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\label{eq:induction}
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P(U_1 + U_2 + \ldots + U_{k-1} < a) = \frac{a^k}{k!} \qquad \forall a \in [0, 1], \forall k \geq 2
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\tag{$ \mathcal{H}_k $}
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P(U_1 + U_2 + \ldots + U_{k-1} < a) = \frac{a^k}{k!} \qquad \forall a \in [0, 1],
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\end{equation}
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Let us denote $ S_k = U_1 + U_2 + \ldots + U_{k-1} \qquad \forall k \geq 2 $.
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\paragraph{Base cases} $ k = 2 $ : $ P(U_1 < a) = a $
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\paragraph{Base cases} $ k = 2 $ : $ P(U_1 < a) = a \neq \frac{a^2}{2}$ supposedly proving $ (\mathcal{H}_2) $.
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$ k = 2 $ : \[ P(U_1 + U_2 < a) = \iint_{\cal{D}} f_{U_1, U_2}(x, y) \cdot (x + y) dxdy \]
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@ -184,6 +186,43 @@ Hence,
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\end{align*}
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\paragraph{Induction step} For a fixed $ k > 2 $, we assume that $
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(\mathcal{H}_{k-1}) $ is true. We will try to prove $ (\mathcal{H}_{k}) $.
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\[
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P(S_{k-1} + U_{k-1} < a)
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= \iint_{\cal{D}} f_{S_{k-1}, U_{k-1}}(x, y) \cdot (x + y) dxdy \\
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\]
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where $ \mathcal{D} = \{ (x, y) \in [0, 1]^2 \mid x + y < a \} $.
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As $ S_{k-1} $ and $ U_{k-1} $ are independent,
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\[
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P(S_{k-1} + U_{k-1} < a)
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= \iint_{\cal{D}} f_{S_{k-1}}(x) \cdot f_{U_{k-1}}(y) \cdot (x + y) dxdy \qquad \\
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\]
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$ (\mathcal{H}_{k-1}) $ gives us that $ \forall x \in [0, 1] $,
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$ F_{S_{k-1}}(x) = P(S_{k-1} < x) = \frac{x^{k-1}}{(k-1)!} $.
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By differentiating, we get that $ \forall x \in [0, 1] $,
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\[
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f_{S_{k-1}}(x) = F'_{S_{k-1}}(x) = \frac{x^{k-2}}{(k-2)!}
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\]
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Furthermore, $ U_{k-1} $ is uniformly distributed on $ [0, 1] $, so
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$ f_{U_{k-1}}(y) = 1 $.
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\begin{align*}
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\text{Hence, }
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P(S_{k-1} + U_{k-1} < a)
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& =
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& = \frac{a^{k}}{k!}
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\end{align*}
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\section{Complexity and implementation optimization}
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The NFBP algorithm has a linear complexity $ O(n) $, as we only need to iterate
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