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8-13吴文俊数学重点实验室概率统计系列报告之19【王冠扬】


报告题目Expectation of the Largest Betting Size in Labouchère System
报告人:王冠扬 Stanford University
时间:8月13日周一10:00-11:00 
地点:五教5106

摘要: 
The Labouch\`ere system is one of the most well-known betting systems used in roulette. For a betting game with winning probability $p$,standard martingale argument shows the total betting size has infinite probability when $p\leq \frac {1}{2}$. In this talk, we will prove the expectation of maximum betting size is finite when $p>\frac{1}{2}$, and is infinite when $p \leq \frac{1{2}$, solving the open problem asked by Grimmett and Stirzaker. This is joint work with Yanjun Han. (No background more than undergraduate probability is required and everyone is welcome.)

  科大主页 | 国家数学与交叉科学中心(合肥) | 中科院吴文俊数学重点实验室 |
中科院数学与系统科学研究院 | 北京国际数学研究中心 | 安徽省数学会