Randomly Decaying Sequence (noch nicht übersetzt)
Problem 697
Given a fixed real number c, define a random sequence (Xn)n≥0 by the following random process:
- X0=c (with probability 1).
- For n>0, Xn=UnXn−1 where Un is a real number chosen at random between zero and one, uniformly, and independently of all previous choices (Um)m<n.
If we desire there to be precisely a 25% probability that X100<1, then this can be arranged by fixing c such that log10c≈46.27.
Suppose now that c is set to a different value, so that there is precisely a 25% probability that X10000000<1.
Find log10c and give your answer rounded to two places after the decimal point.