Asymptotic independence characterization in the two envelopes problem
Asymptotic independence characterization in the two envelopes problem
Let be a positive random variable, and write
where and are respectively the whole and fractional parts of . Let and denote the corresponding variables in the two envelopes problem. Asymptotic independence characterization. and are asymptotically independent if and only if the fractional and whole parts of are asymptotically independent, with the whole part asymptotically uniformly distributed over all integers. This characterizes the proposed asymptotic-independence behavior in the two envelopes problem; the surrounding results establish partial implications involving weak convergence and total variation, but the conjectural characterization and the appropriate notions of approximation remain to be established.
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Primary source
R. D. Gill, “Anna Karenina and The Two Envelopes Problem”, arXiv:2003.04008 (2022).
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