Optimal Surviving Strategy for the “Up the River” Problem

Probability Seminar
Mar 1, 2017 3:10pm to 4:00pm
Location: 
1011 Evans Hall
Status: 
Happening As Scheduled
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...
Wenpin Tang, U.C. Berkeley