Vortragsankündigung

Im Rahmen des Kolloquiums spricht

Herr Prof. Dr. Vitali Wachtel (Universität Bielefeld)

über

 MULTIDIMENSIONAL GAMBLER’S PROBLEM

Abstract: In this talk I will discuss a multidimensional extension of the classical
gambler's problem. This extension has been introduced by Diaconis and Ethier. Consider
the case of three players, 1, 2, and 3, having initial capitals A, B, and C units. At
each round a pair of players is chosen (uniformly at random) and a fair coin flip is
made resulting in the transfer of one unit between these two players. Eventually, one
of the players is eliminated and play continues with the remaining two. I shall
concentrate on probability that the richest player will be eliminated first in the case
when the total capital A+B+C goes to infinity. Our approach is based on the connection
to harmonic measures for multidimensional random walks in cones.

Der Vortrag findet statt am

Mittwoch, den 28.01.2026 um 17.15 Uhr im Raum W01 0-006

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