Seminarium:
Teoria prawdopodobieństwa i modelowanie stochastyczne
Osoba referująca:
Vitali Wachtel (Bielefeld University)
Data:
czwartek, 16. Maj 2024 - 13:15
Sala:
602
Opis:
In this talk I am going to discuss the behaviour of walks constrained to some parts
of the space. I will concentrate on two rather simple examples which however show
the depth of the corresponding area of mathematics. I will begin with the classical
Ballot problem, which can be seen as a walk conditioned to stay positive. I will
then turn to a model for gambler's ruin problem with many players.