數學資料庫將於本月底舉行期待已久的 academic seminar！ 詳情如下：
日期：2009 年 12 月 27 日（星期日）
時間：下午 4 時 30 分至 5 時 30 分
地點：香港大學莊月明文娛中心 302 室
講者：樊偉堂先生（華盛頓大學數學系博士研究生）
=====================================================
Probability from a gambler's viewpoint --- A taste of Martingale Theory
Suppose you keep flipping a fair coin until 10 heads occur consecutively. How many times of flipping do you need on average?
We will solve this and other related problems as an application of the Optional Stopping Theorem. The basic notions and properties of discrete martingales will be introduced in an informal manner, with emphasis on the intuitive ideas.
Prerequisite: Basic probability in secondary school level.
沒有留言:
張貼留言