This week's colloquium will feature visiting assistant professor Jake Pardo.
Everyone is welcome! 3 PM September 22 in 103A Walker Hall
"Gambling against some odds"
Abstract: Martingales are the classical mathematical representation of a betting strategy; we focus on restricted value martingales, i.e. betting strategies that only allow wagers of certain amounts. Bavly and Peretz defined notions of anticipation and evasion to relate the relative strengths of restricted value martingales with restriction sets A and B, and characterized the evasion/anticipation relationships when A is bounded and B is bounded away from 0 as well as when B is well-ordered. The question of what happens when B has 0 as an accumulation point remained open however. We will consider various geometric sequences for our set B to help answer this question with regard to single evasion/single anticipation.