Let $X_0$ be the unit disc, and consider the process of "cutting out circles", where to construct $X_n$ you select a uniform random point $x \in X_{n-1}$, and cut out the largest circle with center $x$. To illustrate this process, we have the following graphic:
where the graphs are respectively showing one sample of $X_1,X_2,X_3,X_{100}$ (the orange parts have been cut out).
Can we prove we eventually cut everything out? Formally, is the following true
$$\text{lim}_{n \to \infty} \mathbb{E}[\text{Area}(X_n)] = 0$$
where $\mathbb{E}$ denotes we are taking the expectation value. Doing simulations, this seems true, in fact $\mathbb{E}[\text{Area}($X_n$)]$ seems to decay with some power law, but after 4 years I still don't really know how to prove this :(. The main thing you need to rule out is that $X_n$ doesn't get too skinny too quickly, it seems.
Best Answer
This proof is incomplete, as noted in the comments and at the end of this answer
Apologies for the length. I tried to break it up in to sections so it's easier to follow and I tried to make all implications really clear. Happy to revise as needed
I'll start with some definitions to keep things clear.
Let
We know that $0 \leq A_n \leq 1$. By your definition of the generating process we can also make a stronger statement:
Also, since you're using a uniform probability measure over (well-behaved) subsets of $X_{n-1}$ as the distribution of $p_n$ we have $P(p_n \in B) := \frac{A(B)}{A(X_{n-1})}\;\;\forall B\in \sigma\left(X_{n-1}\right) \implies P(p_1 \in S) = P(S) \;\;\forall S \in \sigma(X_0)$.
Lemma 1: $P\left(\exists L \in [0,\infty): \lim \limits_{n \to \infty} A(X_{n}) = L\right)=1$
Proof: We'll show this by proving
$A_n = 0$ can only happen if $p_n$ falls directly on the boundary of $X_n$ (i.e., $p_n \in \partial_{X_{n-1}} \subset \mathbb{R^2})$. However, since each $\partial_{X_{n-1}}$ is the union of a finite number of smooth curves (circular arcs) in $\mathbb{R^2}$ we have ${A}(\partial_{X_{n-1}})=0 \;\forall n \implies P(p_n \in \partial_{X_{n-1}})=0\;\;\forall n \implies P(A_n>0)=1\;\forall n$
If $P(A_n>0)=1\;\forall n$ then since $A(X_i) = A(X_{i-1}) - A_n\;\forall i$ we have that $A(X_{i-1}) - A(X_i) = A_n\;\forall i$
Therefore, $P(A(X_{i-1}) - A(X_i) > 0\;\forall i) = P(A_n>0\;\forall i)=1\implies P\left(A(X_{i})\leq A(X_{i-1}) \;\;\forall i \right)=1$
If $P\left(A(X_{i})\leq A(X_{i-1}) \;\;\forall i \right)=1$ then $(A(X_{i}))_{i\in \mathbb{N}}$ is a monotonic decreasing sequence almost surely.
Since $A(X_i)\geq 0\;\;\forall i\;\;(A(X_{i}))_{i\in \mathbb{N}}$ is bounded from below, the monotone convergence theorem implies $P\left(\exists L \in [0,\infty): \lim \limits_{n \to \infty} A(X_{n}) = L\right)=1\;\;\square$
As you've stated, what we want to show is that eventually we've cut away all the area. There are two senses in which this can be true:
In general, these two senses of convergence do not imply each other. However, with a couple additional conditions we can show almost sure convergence implies convergence in mean. Your question is about (2), and we will get there via proving (1) plus a sufficient condition for $(1)\implies (2)$.
I'll proceed as follows:
Step 1: $A(X_n) \overset{a.s.}{\to} 0$
If $\lim_{n\to \infty} A(X_n) = A_R > 0$ then there is some set $R$ with positive area $A(R)=A_R >0$ that is a subset of all $X_n$ (i.e.,$\exists R \subset X_0: A(R)>0\;\textrm{and}\;R \subset X_i\;\;\forall i> 0)$
Let's call a set $S\subset X_0:A(S)>0,\;S \subset X_i\;\;\forall i> 0$ a reserved set $(R)$ since we are "setting it aside". In the rest of this proof, the letter $R$ will refer to a reserved set.
Let's define the set $Y_n = X_n \setminus R$, and the event $T_n:=p_n \in Y_{n-1}$ then
Lemma 2: $P\left(\bigcap_1^n T_i \right) \leq A(Y_0)^n = (1 - A_R)^n\;\;\forall n>0$
Proof: We'll prove this by induction. Note that $P(T_1) = A(Y_0)$ and $P(T_1\cap T_2) = P(T_2|T_1)P(T_1)$. We know that if $T_1$ has happened, then Lemma 1 implies that $A(Y_{1}) < A(Y_0)$. Therefore
$$P(T_2|T_1)<P(T_1)=A(Y_0)\implies P\left(T_1 \bigcap T_2\right)\leq A(Y_0)^2$$
If $P(\bigcap_{i=1}^n T_i) \leq A(Y_0)^n$ then by a similar argument we have
$$P\left(\bigcap_{i=1}^{n+1} T_i\right) = P\left( T_{n+1} \left| \;\bigcap_{i=1}^n T_i\right. \right)P\left(\bigcap_{i=1}^n T_i\right)\leq A(Y_0)A(Y_0)^n = A(Y_0)^{n+1}\;\;\square$$
However, to allow $R$ to persist, we must ensure that not only does $T_n$ occur for all $n>0$ but that each $p_n$ doesn't fall in some neighborhood $\mathcal{N}_n(R)$ around $R$:
$$\mathcal{N}_n(R):= \mathcal{R}_n\setminus R$$ $$\textrm{where}\; \mathcal{R}_n:=\{p \in X_{n-1}: A(C_n(p)\cap R)>0\}\supseteq R$$
Let's define the event $T'_n:=p_n \in X_{n-1}\setminus \mathcal{R}_n$ to capture the above requirement for a particular point $p_n$. We then have the following.
Lemma 3: $A(X_n) \overset{a.s.}{\to} A_R \implies P\left(\bigcap \limits_{i \in \mathbb{N}} T_i'\right)=1$
Proof: Assume $A(X_n) \overset{a.s.}{\to} A_R$. If $P\left(\bigcap \limits_{i \in \mathbb{N}} T_i'\right)<1$ then $P\left(\exists k>0:p_k \in \mathcal{R}_k\right)>0$. By the definition of $ \mathcal{R}_k$, $A(C_k(p_k)\cap R) > 0$ which means that $X_{k}\cap R \subset R \implies A(X_{k}\cap R) < A_R$. By Lemma 1, $(X_i)_{i \in \mathbb{N}}$ is a strictly decreasing sequence of sets so $A(X_{j}\cap R) < A_R \;\;\forall j>i$; therefore, $\exists \epsilon > 0: P\left(A(X_n) \overset{a.s.}{\to} A_R - \epsilon\right)>0$. However, this contradicts our assumption $A(X_n) \overset{a.s.}{\to} A_R$. Therefore, $P\left(\bigcap \limits_{i \in \mathbb{N}} T_i'\right)<1$ is false which implies $P\left(\bigcap \limits_{i \in \mathbb{N}} T_i'\right)=1\;\square$
Corollary 1: $P\left(\bigcap \limits_{i \in \mathbb{N}} T_i'\right)=1$ is a necessary condition for $A(X_n) \overset{a.s.}{\to} A_R$
Proof: This follows immediately from Lemma 3 by the logic of material implication: $X \implies Y \iff \neg Y \implies \neg X$ -- an implication is logically equivalent to its contrapositive.
We can express Corollary 1 as an event $\mathcal{T}$ in a probability space $\left(X_0^{\mathbb{N}},\mathcal{F},\mathbb{P}\right)$ constructed from the sample space of infinite sequences of points $p_n \in X_0$ where:
$X_0^{\mathbb{N}}:=\prod_{i\in\mathbb{N}}X_0$ is the set of all sequences of points in the unit disk $X_0 \subset \mathbb{R^2}$
$\mathcal{F}$ is the product Borel $\sigma$-algebra generated by the product topology of all open sets in $X_0^{\mathbb{N}}$
$\mathbb{P}$ is a probability measure defined on $\mathcal{F}$
With this space defined, we can define our event $\mathcal{T}$ as as the intersection of a non-increasing sequence of cylinder sets in $\mathcal{F}$:
$$\mathcal{T}:=\bigcap_{i=1}^{\infty}\mathcal{T}_i \;\;\;\textrm{where } \mathcal{T}_i:=\bigcap_{j=1}^{i} T'_j = \text{Cyl}_{\mathcal{F}}(T'_1,..,T'_i)$$
Lemma 4: $\mathbb{P}(\mathcal{T}_n) = \mathbb{P}(\bigcap_1^n T'_i)\leq \mathbb{P}\left(\bigcap_1^n T_i\right)\leq (1-A_R)^n$
Proof: $\mathbb{P}(\mathcal{T}_n) = \mathbb{P}(\bigcap_1^n T'_i)$ follows from the definition of $\mathcal{T}_n$. $\mathbb{P}(\bigcap_1^n T'_i)\leq \mathbb{P}\left(\bigcap_1^n T_i\right)$ follows immediately from $R\subseteq \mathcal{R}_n\;\;\forall n\;\square$
Lemma 5: $\mathcal{T} \subseteq \limsup \limits_{n\to \infty} \mathcal{T}_n$
Proof: By definition $\mathcal{T} \subset \mathcal{T}_i \;\forall i>0$. Since $\left(\mathcal{T}_i\right)_{i \in \mathbb{N}}$ is nonincreasing, we have $\limsup \limits_{i\to \infty} \mathcal{T}_i = \limsup \limits_{i\to \infty}\mathcal{T}_i = \lim \limits_{i\to \infty}\mathcal{T}_i = \mathcal{T}\;\;\square$
Lemma 6: $\mathbb{P}\left(\limsup \limits_{i\to \infty} \mathcal{T}_i\right) = 0\;\;\forall A_R \in (0,1]$
Proof: From Lemma 4 $$\sum \limits_{i=1}^{\infty} \mathbb{P}\left(\mathcal{T}_i\right) \leq \sum \limits_{i=1}^{\infty} (1-A_R)^i = \sum \limits_{i=0}^{\infty} \left[(1-A_R) \cdot (1-A_R)^i\right] =$$ $$ \frac{1-A_R}{1-(1-A_R)} = \frac{1-A_R}{A_R}=\frac{1}{A_R}-1 < \infty \;\; \forall A_R \in (0,1]\implies$$ $$ \mathbb{P}\left(\limsup \limits_{i\to \infty} \mathcal{T}_i\right) = 0 \;\; \forall A_R \in (0,1]\textrm{ (Borel-Cantelli) }\;\square$$
Lemma 6 implies that only finitely many $\mathcal{T}_i$ will occur with probability 1. Specifically, for almost every sequence $\omega \in X_0^{\infty}$ there $\exists n_{\omega}<\infty$ such $p_{n_{\omega}} \in \mathcal{R}_{n_{\omega}}$.
We can define this as a stopping time for each sequence $\omega \in X_0^{\infty}$ as follows:
$$\tau(\omega) := \max \limits_{n \in \mathbb{N}} \{n:\omega \in \mathcal{T}_n\}$$
Corollary 2: $\mathbb{P}(\tau < \infty) = 1$
Proof: This follows immediately from Lemma 6 and the definition of $\tau$
Lemma 7: $P(\mathcal{T}) = 0\;\;\forall R:A(R)>0$
Proof: This follows from Lemma 5 and Lemma 6
This is where I'm missing a step For Theorem 1 below to work, Lemma 7 + Corollary 1 are not sufficient.
Just because every subset of positive area $R$ has probability zero of occurring doesn't imply that the probability of the set of all possible subsets of area $R$ has a zero probability. An analogous situation is with continuous random variables -- there are an uncountable number of points, but yet when we draw from it we nonetheless get a point.
What I don't know are the sufficient conditions for the following:
$P(\omega)=0 \;\forall \omega\in \Omega: A(\omega)=R \implies P(\{\omega: A(\omega)=R\})=0$
Theorem 1: $A(X_n) \overset{a.s.}{\to} 0$
Proof: Lemma 7 and Corollary 1 imply $A(X_n)$ does not converge to $A_R$ almost surely, which implies $P(A(X_n) \to A_R) < 1 \;\forall A_R > 0$. Corollary 2 makes the stronger statement that $P(A(X_n) \to A_R)=0\;\forall A_R>0$ (i.e., almost never), since we know that the sequences of centers of each circle $p_n$ viewed as a stochastic process will almost surely hit $R$ (again, since we've defined $R$ such that $A(R)>0)$. $P(A(X_n) \to A_R) = 0 \;\forall A_R>0$ with Lemma 1 implies that $P(A(X_n) \to 0) = 1$. Therefore, $A(X_n) \overset{a.s.}{\to} 0\;\square$
Step 2: $\mathbb{E}[A(X_n)] \to 0$
We will appeal to the Dominated Convergence Theorem to prove this result.
Theorem 2: $\mathbb{E}[A(X_n)] \to 0$
Proof: From Theorem 1 we've shown that $A(X_n) \overset{a.s.}{\to} 0$. Given an almost surely constant random variable $Z\overset{a.s.}{=}c$, we have $c>1 \implies |A(X_n)| < Z\;\forall n$. In addition, $\mathbb{E}[Z]=c<\infty$, hence $Z$ is $\mathbb{P}$-integrable. Therefore, $\mathbb{E}[A(X_n)] \to 0$ by the Dominated Convergence Theorem. $\square$