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math.PR2026
The occupation time of a random walk generated by the uniform random permutation--a GPT-6 Astra proof
Wenpin Tang
This note provide a proof of Conjecture 2.5 in Fang et al. (J. Appl. Probab., 58(4):851--867, 2021), with the help of \texttt{GPT-6 Astra}. We show that the number of edges lying a…
math.OC2026
Optimal resource allocation for maintaining system solvency
Gaoyue Guo, Wenpin Tang, Nizar Touzi
We study two optimal allocation problems for a system of independent Brownian agents whose states evolve under a limited shared control. At each time, a unit of resource can be div…