Shuo-Yen Robert Li
of Information Engineering,
Sept 29, 2008 (Monday)
4:00p.m. - 5:00 p.m.
1009 William MW Mong Engineering Building, CUHK
This talk is presented in the daily language plus
elementary terms in probability. Toss a coin repeatedly
until the pattern THTH appears in a run. The average
waiting time is not 16. How about another pattern
of length 4, say, HTHH? Not 16 either. What are the
odds when the two patterns compete against each other?
Well, be ready for a big surprise when you attend
this talk. Counter-intuitive phenomena in probability
often baffle biologists, engineers, mathematicians,
and others. Martingale, in layman's term, means
fair gamble. Often, commonly used tools, such as markov
chains, can derive special cases of certain problems
through long computation, while martingale yields
the general result with almost no computation. Moreover,
the general result usually offers more transparent
insight. A good example is the "team gambling"
concept that first appeared in the "Martingale
of patterns paper" [Annals of Probability,
1980]. Major application areas include genetics, wireless
communications, security, and gambling.