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Theory and applications of probability and stochastic processes: e.g. central limit theorems, large deviations, stochastic differential equations, models from statistical mechanics, queuing theory.

3 votes
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88 views

Joint drunkard walks

The drunkard walk is a game where two players have $a$ and $b$ dollars, respectively, and they play a series of fair games (both risking one dollar in each game) until one of them goes broke. My que …
A. Pongrácz's user avatar