Fair Bold Coffee 4

The Fair Bold Gambling Function
is Simply Singular
Richard Neidinger
Davidson College
September 2013
(Davidson College)
Fair Bold Singular Function
September 2013
1 / 29
Gambling on a game like Roulette
A Roulette bet on "red"

has a = 18
.474 probability of winning.
38
Each bet B is either lost or pays 1:1,
so net either B or +B.
Play rounds of such bets until you go broke or reach a goal!
(Davidson College)
September 2013
2 / 29
Strategy
Game: Start with value 0 < x < 1 and play until value 0 or 1.
Strategy: Bet?
If x = 12 then bet???
(Davidson College)
September 2013
3 / 29
Strategy
Strategy: Bet?
18 ) make goal!
Bet it all! Decent chance (a = 38
(Davidson College)
September 2013
3 / 29
Strategy
Strategy: Bet?
18 ) make goal!
If divide into smaller bets, losses will come more often!
(Davidson College)
September 2013
3 / 29
Strategy
Strategy: Bet?
18 ) make goal!
(Davidson College)
September 2013
3 / 29
Strategy
Strategy: Bet?
18 ) make goal!
Bet it all!
(Davidson College)
September 2013
3 / 29
Strategy
Strategy: Bet?
18 ) make goal!
Bet it all!
(Davidson College)
September 2013
3 / 29
Strategy
Strategy: Bet?
Bet it all! Decent chance
If divide into smaller bets,
Bet it all!
Bet enough to reach goal:
(Davidson College)
18 ) make goal!
(a = 38
losses will come more often!
1.
4
September 2013
3 / 29
Bold Gambling
Rounds: Each bet has probability a of winning and pays 1:1.
with focus on 0 < a < 12 < 1 a < 1.
Play: For any value x,
1
bet x
if x
2,
bet 1 x
if x > 12 .
The Bold Gambling Function:
ga (x ) = probability of winning this game starting with x.
g1/3 ( 21 ) = ?
g1/3 ( 41 ) = ?
ga (x ) is continuous and strictly increasing from (0,0) to (1,1).
(Davidson College)
September 2013
4 / 29
Graph of the Bold Gambling Function

Bold Gambling Func tion g(x) w/ a=0.33333
1
0.9
probability of reaching goal
0.8
0.7
0.6
0.5
0.4
0.3
0.2
0.1
x=0.73047
0
0
0.2
0.4
0.6
0.8
x
(Davidson College)
September 2013
5 / 29
Happy Gamblers
.474 with x = 0.75,
For Roulette a = 18
38
prob of win ga (x ) = 0.733.
So if people start with $750 and play this game,
73.3% happily nish with $1000, while
26.7% go broke.
(Davidson College)
September 2013
6 / 29
Happy Gamblers
.474 with x = 0.75,
For Roulette a = 18
38
26.7% go broke.
But at most two rounds.
(Davidson College)
September 2013
6 / 29
Happy Gamblers
.474 with x = 0.75,
For Roulette a = 18
38
26.7% go broke.
But at most two rounds.

Expected value: 0.733 $1000 + 0.267 $0 = $733.
(Davidson College)
September 2013
6 / 29
Fractal Property (as in paper of de Rahm)

To win the game:
If x
1,
2
must win round and win game with 2x, so

ga (x ) = a ga (2x ).
1,
2
must
If x >
win round OR lose round and win game with x
ga (x ) = a + (1
a) ga (2x
(1
x ), so
1).
Graphically, this means:

If (x, y ) is a point on the graph, then
both ( x2 , a y ) and ( x2 + 12 , (1 a) y + a) are on the graph.
Shrink vertical by a on left half, (1
(Davidson College)
a) on the right half.
September 2013
7 / 29
Bold Gambling Function with Secant Slopes

Bold Gambling Func tion g(x) w/ a=0.33333
1
0.9
0.8
0.7
0.6
0.5
0.4
0.3
0.2
0.1
0
0
0.2
0.4
0.6
0.8
x
(Davidson College)
September 2013
8 / 29
Derivative values?
g 0 does not exist at corners of boxes, at x =

1 1 3
2, 4, 4,
all eighths, sixteenths,... called dyadic rationals.
(Davidson College)
September 2013
9 / 29
Derivative values?
x, not a dyadic rational, lies in a nest of boxes of heights Hn (x ) where
Hn + 1 ( x ) =
a Hn (x )
(1 a) Hn (x )
with slope of box diagonal

Hn ( x )
Sn ( x ) =
1 n
2
= 2n Hn (x ).
IF g 0 (x ) = c 6= 0, then limn ! Sn (x ) = c, so
Sn + 1 ( x )
c
= =1
n ! Sn ( x )
c
lim
But
Sn + 1 ( x )
=
Sn (x )
2a
2(1 a )
IMPOSSIBLE for a 6= 1/2!

(Davidson College)
September 2013
10 / 29
Bold Gambling Function Derivative
Theorem
ga0 (x ) exists =) ga0 (x ) = limn ! Sn (x ) = 0.
Problem
limn ! Sn (x ) = 0 ; ga0 (x ) exists.
Will show a variation on this function where Sn (x ) DOES characterize
the derivative!
(Davidson College)
September 2013
11 / 29
Symmetry Property
You and Opponent have x and 1
x value, respectively.
You and Opponent have a and 1
a prob of winning.
On each bet, amount is transferred from loser to winner.

From opponent viewpoint:
g(1
a ) (1
x) = 1
ga ( x ) .
or
g(1
a ) (t )
=1
ga (1
t ).
So graph of g(1 a ) ips both x and y values of ga ,

equivalent to rotation of 180 about ( 12 , 12 ).
(Davidson College)
September 2013
12 / 29
Your chance in red; Opponent chance in blue.

bold gambling func tion
1
a=0.2
invers e
rotate
a=0.8
0.9
0.8
0.7
0.6
0.5
0.4
0.3
0.2
0.1
0
0
(Davidson College)
0.2
0.4
0.6
0.8
September 2013
13 / 29
Fair Bold Gambling

Alternate probabilities a and 1 a on each round!
Odd rounds you win with prob a,
Even rounds you win with prob (1 a).
Bold gambling required: For any value x,
1
bet x
if x
2,
bet 1 x
if x > 12
The Fair Bold Gambling Function:
fa (x ) = probability of winning this game starting with x.
f1/3 ( 12 ) = ?
f1/3 ( 14 ) = ?
fa (x ) is continuous and strictly increasing from (0,0) to (1,1).
(Davidson College)
September 2013
14 / 29
Graph of the Fair Bold Gambling Function

Fair Bold Gambling Func tion f(x) w/ a=0.33333
1
0.9
0.8
0.7
0.6
0.5
0.4
0.3
0.2
0.1
0
0
0.2
0.4
0.6
0.8
x
(Davidson College)
September 2013
15 / 29
Symmetry: again, Opponent given by Rotation.

Fair Bold Gambling Func tion f(x) w/ a=0.1
1
a=0.1
invers e
a=0.9
0.9
0.8
0.7
0.6
0.5
0.4
0.3
0.2
0.1
0
0
0.2
0.4
0.6
0.8
x
(Davidson College)
September 2013
16 / 29
Fractal Property
To win the fair-bold game:
If x
1,
2
must win round and win ipped-game with 2x, so

fa (x ) = a f(1 a ) (2x ).
If x > 12 , must
win round OR lose round and win ipped-game with x
fa ( x ) = a + ( 1
a) f(1 a ) (2x
(1
x ), so
1).
Graphically, this means:

Shrink vertical by a , horizontal by 12 , and rotate into lower-left,
Shrink vertical by (1
upper-right.
(Davidson College)
a), horizontal by 21 , and rotate into
September 2013
17 / 29
Iterations that converge to Fair Bold Gambling Function
0.9
0.9
0.9
0.8
0.8
0.8
0.7
0.7
0.7
0.6
0.6
0.6
0.5
0.5
0.5
0.4
0.4
0.4
0.3
0.3
0.3
0.2
0.2
0.2
0.1
0.1
0.2
0.4
0.6
original
(Davidson College)
0.8
0.1
0
0.2
0.4
0.6
0.8
box heights H1 (x )
0.2
0.4
0.6
0.8
.00..., .01..., .10..., .11...
September 2013
18 / 29
Box heights by binary representation
0 < x < 14 has binary representation x = (.00b1 b2 . . .),

1
4 < x < 1 has binary representation x = (.11b1 b2 . . . ),
and box height
H2 (x ) = a(1 a)
H2 ( x )
slope
= 4a(1 a) < 1
2
1
2
(Davidson College)
September 2013
19 / 29
Nested boxes converging to Fair Bold Gambling Function

Fair bold gambling func tion w/ a=0.33333
1
0.9
0.8
0.7
0.6
0.5
0.4
0.3
0.2
0.1
0
0
(Davidson College)
0.2
0.4
0.6
0.8
September 2013
20 / 29
"Flattest" and "Steepest" Places on Graph for

0 < a < 1/2.
Steepest place is x = (.101010 . . .) = 2/3, where secant slopes
Hn (x )
(1 a )n
=
= (2(1
(1/2)n
(1/2)n
a))n ! .
Flattest place is x = (.010101 . . .) = 1/3, where secant slopes

an
Hn ( x )
=
= (2a)n ! 0.
(1/2)n
(1/2)n
By the same argument as for bold gambling,
fa0 (x ) exists =) fa0 (x ) = lim
n !
(Davidson College)
Hn ( x )
=0
(1/2)n
September 2013
21 / 29
Computing with the Fair-Bold-Gambling function
Using
fa (x ) = a f(1 a ) (2x )
fa ( x ) = a + ( 1 a ) f ( 1
a ) (2x
1)
if x 0.5
if x > 0.5
Suppose x = (.b1 b2 b3 b4 . . .), a binary representation.

fa (.0 b2 b3 b4 . . .) =
a f(1 a ) (.b2 b3 b4 . . .)
fa (.1 b2 b3 b4 . . .) = a + (1 a) f(1 a ) (.b2 b3 b4 . . .)
f(1 a ) (.0 b3 b4 . . .) =
(1 a) fa (.b3 b4 . . .)
f(1 a ) (.1 b3 b4 . . .) =
(1 a ) +
a fa (.b3 b4 . . .)
So zeros create only multiplicative factors, alternating a and 1
a,
ones create additive terms plus alternating multiplicative factors.
(Davidson College)
September 2013
22 / 29
Derivative Zero at all Dyadic Rationals

Any 0 < a < 1, a 6=
1
2
and any
= (.b1 . . . b2m 0 . . .),

h = (. 0 . . . 0 0 . . . 0 d1 d2 d3 . . .) with 2j zeros beyond 2m,
x + h = (.b1 . . . b2m 0 . . . 0 d1 d2 d3 . . .)
x
fa (x ) = A + Bfa (0) = A.
fa (x + h ) = A + Bfa (.0 . . . 0 d1 d2 d3 . . .) with 2j zeros.
= A + Baj (1 a)j fa (.d1 d2 d3 . . .) A + Baj (1 a)j
fa ( x + h )
h
fa ( x )
Baj (1 a)j
= 4m +1 B (4a(1
( 21 )2 (m +j +1 )
a)) ! 0
So derivative from the right, D + fa (x ) = 0 at any dyadic rational.

Derivative from the left follows from (1s instead of 0s or from)
rotation D fa (x ) = D + f(1 a ) (1 x ) = 0.
(Davidson College)
September 2013
23 / 29
Secant Slopes Characterize the Derivative

Theorem (Derivative Bounding Theorem)
For 0 < a < 1, a 6= 1/2, and fair bold gambling function fa , there exist
, > 0 such that for all x 2 (0, 1) with x not dyadic rational, and for all
h > 0 such that x h > 0 and x + h < 1,
Hn (x )
(1/2)n
fa (x + h )
h
where (1/2)n +1 < h
fa (x ) fa (x )
,
fa ( x
h
h)
Hn ( x )
(1/2)n
(1/2)n .
Hn (x )
=0
n ! (1/2)n
Hn ( x )
fa0 (x ) = i lim
=
n ! (1/2)n
fa0 (x ) = 0 i lim
Other possibility:
(Davidson
(maybe
incl.College)
).
H n (x )
(1/2 )n
oscillates with multiple accumulation points

September 2013
24 / 29
Digit agreement with 1010... (where derivative is innite)
Example x =
x
2/3
agree?
kn
qn = knn
=.
=.
=
=
7
15 :
0
1
N
0
1
0
N
0
1
1
Y
1
1
0
N
1
0
1
N
1
1
0
N
1
1
1
Y
2
1
0
N
2
0
1
N
2
1
0
N
2
1
1
Y
3
1
0
N
3
0
1
0
2
1
3
1
4
1
5
1
6
2
7
2
8
2
9
2
10
3
11
3
12
...
...
...
...
...
This qn (x ) ! 14 , so this x agrees only about 25% with .1010...
So x mostly agrees with the opposite .0101...,

and fa0 (.010101 . . .) = 0.in the extreme.
This suggests that fa0 (x ) = 0.
(Davidson College)
September 2013
25 / 29
Secant Slopes by Portion of Digits that Agree with 1010...

kn = number of digits in x = (b1 b2 . . . bn . . .) that agree with 1010 . . .
Hn (x )
= (2a)n
(1/2)n
kn
(2(1
a))kn
So derivative boils down to

kn
= running portion of digits that agree with 1010 . . .
n
!n
n
Hn (x )
1 a q n (x )
1 q n (x )
q n (x )
= (2a)
(2(1 a))
= (2a)
(1/2)n
a
qn ( x ) =
where border between ! 0 and ! is given by
(2a)
(Davidson College)
a
a
= 1 i Q (a) =
ln(2a)
ln(a) ln(1
a)
September 2013
26 / 29
Regions of Digit Agreement with 1010...

Percentage of Digit Agreement with 1010...
1
f '(x) = infinity
running portion qn(x)
0.8
f '(x) = 0
Q(a)
0.6
0.4
f '(x) = 0
0.2
f '(x) = infinity
0
0.2
0.4
0.6
0.8
a
(Davidson College)
September 2013
27 / 29
Characterization of Derivative at x
For 0 < a < 12 ,

If all but nitely many qn (x ) < some c < Q (a), then fa0 (x ) = 0.
If innitely many qn (x )
Q (a), then fa0 (x ) DNE.
First case covers any random x (binary digits chosen with equal probability
of 0 or 1), since odd digits and even digits will both tend to half 00 s and
half 10 s, making qn (x ) ! 0.5. Thus fa0 (x ) = 0 with probability one
(almost everywhere).
The only case not covered by one of above is when:
eventually qn (x ) < Q (a) but they get arbitrarily close to Q (a),
where either fa0 (x ) = 0 or fa0 (x ) DNE is possible.
(Davidson College)
September 2013
28 / 29
Derivative at All Rational Points
If x is rational and
has an odd number of repeating digits (incl. dyadic rationals),
then qn (x ) ! 0.5, so fa0 (x ) = 0.
has a smallest even number 2m of repeating digits,
k
where k is the number of digits that agree w/
so qn (x ) ! 2m
1010 . . . in a repeating string starting at an odd index, then
k
2m <
k
2m >
k
2m =
H n (x )
(1 /2 )n
Q (a) =) fa0 (x ) = 0.
Q (a) =) fa0 (x ) = .
Q (a) =) fa0 (x ) DNE and, in fact,
eventually cycles between 2m positive real values!
(Davidson College)
September 2013
29 / 29

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The Fair Bold Gambling Function

Fair Bold Singular Function

Gambling on a game like Roulette

A Roulette bet on "red"

Fair Bold Singular Function

Fair Bold Singular Function

Fair Bold Singular Function

Fair Bold Singular Function

Fair Bold Singular Function

Fair Bold Singular Function

Fair Bold Singular Function

Fair Bold Singular Function

Fair Bold Singular Function

Graph of the Bold Gambling Function

probability of reaching goal

Fair Bold Singular Function

Fair Bold Singular Function

But at most two rounds.

Fair Bold Singular Function

But at most two rounds.

Fair Bold Singular Function

Fractal Property (as in paper of de Rahm)

must win round and win game with 2x, so

Graphically, this means:

a) on the right half.

Fair Bold Singular Function

Bold Gambling Function with Secant Slopes

probability of reaching goal

Fair Bold Singular Function

g 0 does not exist at corners of boxes, at x =

all eighths, sixteenths,... called dyadic rationals.

Fair Bold Singular Function

with slope of box diagonal

IMPOSSIBLE for a 6= 1/2!

Fair Bold Singular Function

Bold Gambling Function Derivative

Fair Bold Singular Function

You and Opponent have x and 1

You and Opponent have a and 1

On each bet, amount is transferred from loser to winner.

So graph of g(1 a ) ips both x and y values of ga ,

Fair Bold Singular Function

Your chance in red; Opponent chance in blue.

Fair Bold Singular Function

Fair Bold Gambling

Fair Bold Singular Function

Graph of the Fair Bold Gambling Function

probability of reaching goal

Fair Bold Singular Function

Symmetry: again, Opponent given by Rotation.

probability of reaching goal

Fair Bold Singular Function

must win round and win ipped-game with 2x, so

Graphically, this means:

a), horizontal by 21 , and rotate into

Fair Bold Singular Function

Iterations that converge to Fair Bold Gambling Function

Fair Bold Singular Function

.00..., .01..., .10..., .11...

Box heights by binary representation

0 < x < 14 has binary representation x = (.00b1 b2 . . .),

Fair Bold Singular Function

Nested boxes converging to Fair Bold Gambling Function