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10-19-2007, 06:49 AM   #2
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1) A cute trick is compute

\int_0^\infty e^{-a\frac{W^2}{2}}dW

then take drivative w.r.t. a thrice.

3) It is a bacterium, Khoa. An insect cannot duplicate that fast. The tougher part of the puzzle is justify the solution (i.e., discarding the probability = 100% answer). A clue is realted to puzle 5) below.

5) Let me repharse the question. Define y = x^{x^{x^{x^{...}}}} (infinite times). For x = \sqrt{2}, find y.

The paradox comes about like this: Rewrite  y = x^y ; then with x=\sqrt{2}, both  y=2 and  y=4 satisfy this equation.

The paradox is resolved as follows: Define  y_n = x^{x^{x^{x^{...}}}} (n times), equivalently  y_{n+1} = x^{y_n}. Plot y_{n+1} against y_n on a two-dimensional axes, the curve (for  x=\sqrt 2) is a monotonically increasing function crossing the 45-degree line at two points A (y=2) and B (y=4). The slope of the curve at A is smaller than unity [one], so A represents an attractive (stable) fixed point. The slope at B point is greater than unity => B is a repulsive (unstable) fixed point. So  y_\infty \rightarrow 2, while point B (y=4) is not attainable.

[y=4 is a spurious root since some "non-linearity" was introduced in rewriting the definition of y.]

An aside observation from the resolution: The maximum value of x such that y = x^{x^{x^{x^{...}}}} (infinite times) is well-defined is  x^\star = e^{\frac{1}{e}}, corresponding to  y = e. Beyond  x^\star, y explodes.
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