Problem 697: Randomly Decaying Sequence
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EulerSolve provides an optimized solution for Project Euler Problem 697, Randomly Decaying Sequence, with C++, Python, Java, and a step-by-step mathematical explanation.
Problem Summary Let \(X_0=1\) and let the sequence decay by independent random factors \(U_1,U_2,\dots\), each uniformly distributed on \((0,1)\), so that $$X_n=\prod_{k=1}^{n} U_k.$$ The target constant \(c\) is defined by the probability condition $$\Pr\!\left(X_n\le \frac{1}{c}\right)=0.25\qquad\text{for }n=10^7,$$ and the required output is \(\log_{10} c\). The key observation is that products of independent uniform variables become sums after taking logarithms, which turns the problem into a gamma-distribution quantile computation. Mathematical Approach The implementations reduce the random-product statement to a single equation involving the regularized incomplete gamma function. Once that equation is inverted, the answer follows immediately. Step 1: Convert the product into a sum Take minus logarithms and define $$S_n=-\ln X_n=-\sum_{k=1}^{n}\ln U_k=\sum_{k=1}^{n}(-\ln U_k).$$ Therefore the event in the problem becomes $$X_n\le \frac{1}{c}\iff -\ln X_n\ge \ln c\iff S_n\ge \ln c.$$ So the original probability condition is equivalent to $$\Pr(S_n\ge \ln c)=0.25.$$ Step 2: Identify the distribution of each logarithmic increment If \(U\sim \operatorname{Uniform}(0,1)\), then \(Y=-\ln U\) has density $$f_Y(y)=e^{-y}\qquad (y\ge 0),$$ which is the exponential distribution with rate \(1\)....
Detailed mathematical approach
Problem Summary
Let \(X_0=1\) and let the sequence decay by independent random factors \(U_1,U_2,\dots\), each uniformly distributed on \((0,1)\), so that
$$X_n=\prod_{k=1}^{n} U_k.$$
The target constant \(c\) is defined by the probability condition
$$\Pr\!\left(X_n\le \frac{1}{c}\right)=0.25\qquad\text{for }n=10^7,$$
and the required output is \(\log_{10} c\). The key observation is that products of independent uniform variables become sums after taking logarithms, which turns the problem into a gamma-distribution quantile computation.
Mathematical Approach
The implementations reduce the random-product statement to a single equation involving the regularized incomplete gamma function. Once that equation is inverted, the answer follows immediately.
Step 1: Convert the product into a sum
Take minus logarithms and define
$$S_n=-\ln X_n=-\sum_{k=1}^{n}\ln U_k=\sum_{k=1}^{n}(-\ln U_k).$$
Therefore the event in the problem becomes
$$X_n\le \frac{1}{c}\iff -\ln X_n\ge \ln c\iff S_n\ge \ln c.$$
So the original probability condition is equivalent to
$$\Pr(S_n\ge \ln c)=0.25.$$
Step 2: Identify the distribution of each logarithmic increment
If \(U\sim \operatorname{Uniform}(0,1)\), then \(Y=-\ln U\) has density
$$f_Y(y)=e^{-y}\qquad (y\ge 0),$$
which is the exponential distribution with rate \(1\). Because the factors are independent, the variables \(Y_1,\dots,Y_n\) are independent as well, and hence
$$S_n=Y_1+\cdots+Y_n\sim \operatorname{Gamma}(n,1),$$
meaning shape \(n\) and scale \(1\).
Step 3: Rewrite the probability with regularized gamma functions
For a gamma variable with shape \(n\) and scale \(1\), the lower and upper regularized incomplete gamma functions are
$$P(n,x)=\frac{\gamma(n,x)}{\Gamma(n)},\qquad Q(n,x)=\frac{\Gamma(n,x)}{\Gamma(n)}=1-P(n,x).$$
They satisfy
$$\Pr(S_n\le x)=P(n,x),\qquad \Pr(S_n\ge x)=Q(n,x).$$
Therefore the defining condition for \(c\) becomes
$$Q(n,\ln c)=0.25,$$
or equivalently
$$P(n,\ln c)=0.75.$$
When \(n\) is a positive integer, the upper tail can also be written as
$$Q(n,x)=e^{-x}\sum_{k=0}^{n-1}\frac{x^k}{k!},$$
but for \(n=10^7\) this identity is conceptually useful rather than computationally attractive.
Step 4: Recognize the answer as a gamma quantile
Set
$$x=\ln c.$$
Then \(x\) is exactly the 75th percentile of the \(\operatorname{Gamma}(n,1)\) distribution:
$$x=P^{-1}(n,0.75).$$
Once \(x\) is known, the requested quantity is not \(c\) itself but its base-10 logarithm, so
$$\log_{10} c=\frac{\ln c}{\ln 10}=\frac{x}{\ln 10}.$$
This is numerically important because \(c\) is astronomically large, while \(\log_{10} c\) is easy to store and print.
Step 5: Large-\(n\) approximation used by two implementations
The C++ implementation computes the gamma quantile directly. The Python and Java implementations instead use the Wilson-Hilferty approximation for a large gamma quantile:
$$x\approx n\left(1-\frac{1}{9n}+\frac{z}{3\sqrt{n}}\right)^3,$$
where
$$z=\Phi^{-1}(0.75)\approx 0.6744897501960817.$$
Because \(n=10^7\) is enormous, this approximation is already very sharp for a result that is ultimately printed to two decimal places.
Worked Example: the checkpoint \(n=100\)
Using the same approximation with \(n=100\), we get
$$x\approx 100\left(1-\frac{1}{900}+\frac{0.6744897502}{30}\right)^3\approx 106.52.$$
Hence
$$\log_{10} c\approx \frac{106.52}{\ln 10}\approx 46.27.$$
This matches the numerical checkpoint used by the exact computation to two decimal places. It also explains why the asymptotic formula is trusted for the much larger target value \(n=10^7\).
How the Code Works
All three implementations first translate the probability question into the gamma-quantile problem \(P(n,x)=0.75\) with \(x=\ln c\), and then return \(x/\ln 10\).
The C++ implementation evaluates that quantile directly with a special-function routine for the inverse lower regularized incomplete gamma function. It also performs two sanity checks: one at \(n=100\), where the expected printed value is \(46.27\) to two decimals, and one at \(n=10^7\), where substituting the computed \(x\) back into the upper regularized gamma function must recover \(0.25\) to high precision.
The Python and Java implementations take the asymptotic route. They hard-code the 75th percentile of the standard normal distribution, plug it into the Wilson-Hilferty cubic approximation for the gamma quantile, and finally divide by \(\ln 10\). That replaces a special-function inversion by a short sequence of elementary floating-point operations.
Complexity Analysis
For the single target input \(n=10^7\), all implementations use \(O(1)\) memory. The Python and Java versions run in \(O(1)\) time with only a handful of arithmetic operations. The C++ version is also \(O(1)\) at the algorithmic level for a fixed \(n\), but its constant factor is larger because it performs a numerical inversion of a special function and then verifies the result with another special-function evaluation.
Footnotes and References
- Problem page: https://projecteuler.net/problem=697
- Incomplete gamma function: Wikipedia - Incomplete gamma function
- Gamma distribution: Wikipedia - Gamma distribution
- Exponential distribution: Wikipedia - Exponential distribution
- Wilson-Hilferty transformation: Wikipedia - Wilson-Hilferty transformation
Mathematical approach · C++ solution · Python solution · Java solution
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