Optimal Surviving Strategy for the “Up the River” Problem

Optimal Surviving Strategy for the “Up the River” Problem

Probability Seminar
Mar 1, 2017, 03:10 PM - 04:00 PM | 1011 Evans Hall | Happening As Scheduled
Wenpin Tang, U.C. Berkeley
The "Up the River" problem was formulated by Aldous (2002), where a unit drift is distributed among a finite collection of Brownian particles on R+, which are annihilated once they reach the origin. Starting K particles at x = 1, we prove Aldous’ conjecture that the push-the-laggard strategy of distributing the drift asymptotically (as K → ∞) maximizes the total number of surviving...