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math.PR2025
Survival probability in reactive gambling: monotonicity, singularity, and Hölder continuity
Aditya Guha Roy, Yuval Peres, Shuo Qin +1
A gambler starts with fortune and unit bet, then aims to double the bet after every win and halve it after every loss, while the actual bet is capped by the current fortune. Ea…
math.PR2025
How two elephants can learn from each other
Rafik Aguech, Shuo Qin
We consider a two-elephant walking model in which the elephants interact dynamically. At each time step, each elephant determines its next move randomly based on its partner's past…